| record_date | ticker | symbol | strike | volume | open_interest | implied_volatility | bs_sigma | bs_call | bs_put | spec_perc_move | bs_iv_call | bs_iv_put | last_option_price | last_underlying_price | exp_date | side | bias | prev_day_volatility | volatility | percent_move |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-07 | LCID | LCID240607P00002500 | 2.50 | 137.0 | 518.000 | 0.961 | 0.261 | 0.1 | 0.0 | 0.010 | 0.300 | 0.200 | 0.25 | 2.59 | 2024-06-07 | PUT | Short | 0.324 | 0.357 | -0.141 |
| record_date | ticker | volatility_ratio | minimum_volatility | maximum_volatility | average_volatility | current_volatility | against_prev_volatility | curr_price | net_profitability | dividend_yield | time_period_low | time_period_high | interval | time_period | avg_price_prev |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-12-17 | LCID | 0.727 | 0.112 | 0.349 | 0.217 | 0.192 | 0.021 | 2.76 | -4.751 | 0.0000 | 2.01 | 4.73 | 21 | 1y | 2.32 |
| symbol | ticker | side | bias | strike | exit_reason | option_pnl_str | option_perc | underlying_pnl_str | underlying_perc | iv_diff | option_purchase_price | option_curr_price | underlying_original_price | underlying_curr_price | option_pnl | dollar_pnl | position_entry | days_in_position | volume | open_interest | underlying_pnl | record_date |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LCID240607P00002500 | LCID | PUT | Short | 2.50 | None | $0.23 | 0.96 | $0.17 | 0.06 | -0.06 | 0.24 | 0.01 | 2.62 | 2.79 | 0.23 | $23.00 | 250.00 | 30 | 998.0 | 5316.000 | 0.17 | 2024-06-06 |
| LCID240607P00002500 | LCID | PUT | Short | 2.50 | None | $0.23 | 0.96 | $0.17 | 0.06 | 0.03 | 0.24 | 0.01 | 2.62 | 2.79 | 0.23 | $23.00 | 250.00 | 29 | 3106.0 | 4357.000 | 0.17 | 2024-06-05 |
| LCID240607P00002500 | LCID | PUT | Short | 2.50 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.22 | 0.92 | $0.23 | 0.09 | 0.00 | 0.24 | 0.02 | 2.62 | 2.85 | 0.22 | $22.00 | 250.00 | 28 | 539.0 | 4161.000 | 0.23 | 2024-06-04 |
| LCID240607P00002500 | LCID | PUT | Short | 2.50 | None | $0.21 | 0.88 | $0.21 | 0.08 | 0.03 | 0.24 | 0.03 | 2.62 | 2.83 | 0.21 | $21.00 | 250.00 | 27 | 977.0 | 3548.000 | 0.21 | 2024-06-03 |
| LCID240607P00002500 | LCID | PUT | Short | 2.50 | None | $0.22 | 0.92 | $0.22 | 0.08 | -0.50 | 0.24 | 0.02 | 2.62 | 2.84 | 0.22 | $22.00 | 250.00 | 26 | 557.0 | 3548.000 | 0.22 | 2024-06-02 |
| LCID240607P00002500 | LCID | PUT | Short | 2.50 | None | $0.22 | 0.92 | $0.22 | 0.08 | -0.17 | 0.24 | 0.02 | 2.62 | 2.84 | 0.22 | $22.00 | 250.00 | 24 | 525.0 | 3382.000 | 0.22 | 2024-05-31 |
| LCID240607P00002500 | LCID | PUT | Short | 2.50 | None | $0.22 | 0.92 | $0.26 | 0.10 | -0.15 | 0.24 | 0.02 | 2.62 | 2.88 | 0.22 | $22.00 | 250.00 | 23 | 472.0 | 3076.000 | 0.26 | 2024-05-30 |
| LCID240607P00002500 | LCID | PUT | Short | 2.50 | None | $0.18 | 0.75 | $0.13 | 0.05 | -0.11 | 0.24 | 0.06 | 2.62 | 2.75 | 0.18 | $18.00 | 250.00 | 22 | 415.0 | 2695.000 | 0.13 | 2024-05-29 |
| LCID240607P00002500 | LCID | PUT | Short | 2.50 | None | $0.18 | 0.75 | $0.11 | 0.04 | -0.10 | 0.24 | 0.06 | 2.62 | 2.73 | 0.18 | $18.00 | 250.00 | 21 | 830.0 | 2163.000 | 0.11 | 2024-05-28 |
| LCID240607P00002500 | LCID | PUT | Short | 2.50 | None | $0.15 | 0.62 | $0.16 | 0.06 | -0.01 | 0.24 | 0.09 | 2.62 | 2.78 | 0.15 | $15.00 | 250.00 | 20 | 297.0 | 1874.000 | 0.16 | 2024-05-27 |
| LCID240607P00002500 | LCID | PUT | Short | 2.50 | None | $0.15 | 0.62 | $0.16 | 0.06 | -0.15 | 0.24 | 0.09 | 2.62 | 2.78 | 0.15 | $15.00 | 250.00 | 17 | 297.0 | 1874.000 | 0.16 | 2024-05-24 |
| LCID240607P00002500 | LCID | PUT | Short | 2.50 | None | $0.14 | 0.58 | $0.10 | 0.04 | -0.10 | 0.24 | 0.10 | 2.62 | 2.72 | 0.14 | $14.00 | 250.00 | 16 | 299.0 | 1592.000 | 0.10 | 2024-05-23 |
| LCID240607P00002500 | LCID | PUT | Short | 2.50 | None | $0.16 | 0.67 | $0.27 | 0.10 | -0.06 | 0.24 | 0.08 | 2.62 | 2.89 | 0.16 | $16.00 | 250.00 | 15 | 70.0 | 1542.000 | 0.27 | 2024-05-22 |
| LCID240607P00002500 | LCID | PUT | Short | 2.50 | None | $0.16 | 0.67 | $0.22 | 0.08 | -0.04 | 0.24 | 0.08 | 2.62 | 2.84 | 0.16 | $16.00 | 250.00 | 14 | 107.0 | 1622.000 | 0.22 | 2024-05-21 |
| LCID240607P00002500 | LCID | PUT | Short | 2.50 | None | $0.11 | 0.46 | $0.23 | 0.09 | -0.75 | 0.24 | 0.13 | 2.62 | 2.85 | 0.11 | $11.00 | 250.00 | 13 | 176.0 | 0.000 | 0.23 | 2024-05-20 |
| LCID240607P00002500 | LCID | PUT | Short | 2.50 | None | $0.09 | 0.38 | $0.22 | 0.08 | 0.17 | 0.24 | 0.15 | 2.62 | 2.84 | 0.09 | $9.00 | 250.00 | 12 | 557.0 | 1002.000 | 0.22 | 2024-05-19 |
| LCID240607P00002500 | LCID | PUT | Short | 2.50 | None | $0.09 | 0.38 | $0.22 | 0.08 | 0.14 | 0.24 | 0.15 | 2.62 | 2.84 | 0.09 | $9.00 | 250.00 | 11 | 557.0 | 1002.000 | 0.22 | 2024-05-18 |
| LCID240607P00002500 | LCID | PUT | Short | 2.50 | None | $0.10 | 0.42 | $0.22 | 0.08 | 0.11 | 0.24 | 0.14 | 2.62 | 2.84 | 0.10 | $10.00 | 250.00 | 10 | 507.0 | 1002.000 | 0.22 | 2024-05-17 |
| LCID240607P00002500 | LCID | PUT | Short | 2.50 | None | $0.09 | 0.38 | $0.28 | 0.11 | 0.17 | 0.24 | 0.15 | 2.62 | 2.90 | 0.09 | $9.00 | 250.00 | 8 | 65.0 | 885.000 | 0.28 | 2024-05-15 |
| LCID240607P00002500 | LCID | PUT | Short | 2.50 | None | $0.06 | 0.25 | $0.50 | 0.19 | 0.25 | 0.24 | 0.18 | 2.62 | 3.12 | 0.06 | $6.00 | 250.00 | 7 | 68.0 | 839.000 | 0.50 | 2024-05-14 |
| LCID240607P00002500 | LCID | PUT | Short | 2.50 | None | $0.09 | 0.38 | $0.19 | 0.07 | -0.03 | 0.24 | 0.15 | 2.62 | 2.81 | 0.09 | $9.00 | 250.00 | 6 | 52.0 | 788.000 | 0.19 | 2024-05-13 |
| LCID240607P00002500 | LCID | PUT | Short | 2.50 | None | $0.03 | 0.12 | $0.04 | 0.02 | -0.94 | 0.24 | 0.21 | 2.62 | 2.66 | 0.03 | $3.00 | 250.00 | 5 | 162.0 | 788.000 | 0.04 | 2024-05-12 |
| LCID240607P00002500 | LCID | PUT | Short | 2.50 | None | $0.06 | 0.25 | $0.08 | 0.03 | -0.13 | 0.24 | 0.18 | 2.62 | 2.70 | 0.06 | $6.00 | 250.00 | 2 | 51.0 | 739.000 | 0.08 | 2024-05-09 |
| LCID240607P00002500 | LCID | PUT | Short | 2.50 | None | $0.05 | 0.21 | $0.09 | 0.03 | -0.03 | 0.24 | 0.19 | 2.62 | 2.71 | 0.05 | $5.00 | 250.00 | 1 | 252.0 | 575.000 | 0.09 | 2024-05-08 |
| LCID240607P00002500 | LCID | PUT | Short | 2.50 | None | $-0.00 | -0.00 | $0.00 | 0.00 | 0.00 | 0.24 | 0.24 | 2.62 | 2.62 | -0.00 | $-0.00 | 250.00 | 0 | 191.0 | 518.000 | 0.00 | 2024-05-07 |