| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-14 | LCID | LCID240614C00003000 | 3.00 | 383.0 | 549.000 | 0.602 | 0.288 | 0.3 | 0.0 | -0.010 | 0.370 | 0.080 | 0.49 | 3.28 | 2024-06-14 | CALL | Short | 0.349 | 0.365 | 0.110 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LCID240614C00003000 | LCID | CALL | Short | 3.00 | None | $0.38 | 0.97 | $0.58 | 0.19 | -0.55 | 0.39 | 0.01 | 3.12 | 2.54 | 0.38 | $38.00 | 312.00 | 30 | 730.0 | 10869.000 | 0.58 | 2024-06-13 |
| LCID240614C00003000 | LCID | CALL | Short | 3.00 | None | $0.38 | 0.97 | $0.48 | 0.15 | -0.17 | 0.39 | 0.01 | 3.12 | 2.64 | 0.38 | $38.00 | 312.00 | 29 | 2100.0 | 10152.000 | 0.48 | 2024-06-12 |
| LCID240614C00003000 | LCID | CALL | Short | 3.00 | None | $0.38 | 0.97 | $0.46 | 0.15 | -0.11 | 0.39 | 0.01 | 3.12 | 2.66 | 0.38 | $38.00 | 312.00 | 28 | 1564.0 | 10280.000 | 0.46 | 2024-06-11 |
| LCID240614C00003000 | LCID | CALL | Short | 3.00 | None | $0.37 | 0.95 | $0.39 | 0.12 | -0.20 | 0.39 | 0.02 | 3.12 | 2.73 | 0.37 | $37.00 | 312.00 | 27 | 4662.0 | 7085.000 | 0.39 | 2024-06-10 |
| LCID240614C00003000 | LCID | CALL | Short | 3.00 | None | $0.34 | 0.87 | $0.39 | 0.12 | 0.02 | 0.39 | 0.05 | 3.12 | 2.73 | 0.34 | $34.00 | 312.00 | 26 | 2893.0 | 5429.000 | 0.39 | 2024-06-09 |
| LCID240614C00003000 | LCID | CALL | Short | 3.00 | None | $0.35 | 0.90 | $0.39 | 0.12 | -0.22 | 0.39 | 0.04 | 3.12 | 2.73 | 0.35 | $35.00 | 312.00 | 24 | 2880.0 | 5429.000 | 0.39 | 2024-06-07 |
| LCID240614C00003000 | LCID | CALL | Short | 3.00 | None | $0.34 | 0.87 | $0.33 | 0.11 | -0.30 | 0.39 | 0.05 | 3.12 | 2.79 | 0.34 | $34.00 | 312.00 | 23 | 2068.0 | 4396.000 | 0.33 | 2024-06-06 |
| LCID240614C00003000 | LCID | CALL | Short | 3.00 | None | $0.32 | 0.82 | $0.33 | 0.11 | -0.28 | 0.39 | 0.07 | 3.12 | 2.79 | 0.32 | $32.00 | 312.00 | 22 | 606.0 | 4164.000 | 0.33 | 2024-06-05 |
| LCID240614C00003000 | LCID | CALL | Short | 3.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.30 | 0.77 | $0.27 | 0.09 | -0.31 | 0.39 | 0.09 | 3.12 | 2.85 | 0.30 | $30.00 | 312.00 | 21 | 1288.0 | 3559.000 | 0.27 | 2024-06-04 |
| LCID240614C00003000 | LCID | CALL | Short | 3.00 | None | $0.29 | 0.74 | $0.29 | 0.09 | -0.23 | 0.39 | 0.10 | 3.12 | 2.83 | 0.29 | $29.00 | 312.00 | 20 | 1074.0 | 3021.000 | 0.29 | 2024-06-03 |
| LCID240614C00003000 | LCID | CALL | Short | 3.00 | None | $0.28 | 0.72 | $0.28 | 0.09 | -0.92 | 0.39 | 0.11 | 3.12 | 2.84 | 0.28 | $28.00 | 312.00 | 19 | 255.0 | 3021.000 | 0.28 | 2024-06-02 |
| LCID240614C00003000 | LCID | CALL | Short | 3.00 | None | $0.30 | 0.77 | $0.28 | 0.09 | -0.36 | 0.39 | 0.09 | 3.12 | 2.84 | 0.30 | $30.00 | 312.00 | 17 | 238.0 | 2897.000 | 0.28 | 2024-05-31 |
| LCID240614C00003000 | LCID | CALL | Short | 3.00 | None | $0.28 | 0.72 | $0.24 | 0.08 | -0.38 | 0.39 | 0.11 | 3.12 | 2.88 | 0.28 | $28.00 | 312.00 | 16 | 955.0 | 2295.000 | 0.24 | 2024-05-30 |
| LCID240614C00003000 | LCID | CALL | Short | 3.00 | None | $0.29 | 0.74 | $0.37 | 0.12 | -0.28 | 0.39 | 0.10 | 3.12 | 2.75 | 0.29 | $29.00 | 312.00 | 15 | 383.0 | 2068.000 | 0.37 | 2024-05-29 |
| LCID240614C00003000 | LCID | CALL | Short | 3.00 | None | $0.28 | 0.72 | $0.39 | 0.12 | -0.09 | 0.39 | 0.11 | 3.12 | 2.73 | 0.28 | $28.00 | 312.00 | 14 | 708.0 | 1483.000 | 0.39 | 2024-05-28 |
| LCID240614C00003000 | LCID | CALL | Short | 3.00 | None | $0.28 | 0.72 | $0.34 | 0.11 | -0.20 | 0.39 | 0.11 | 3.12 | 2.78 | 0.28 | $28.00 | 312.00 | 13 | 1004.0 | 769.000 | 0.34 | 2024-05-27 |
| LCID240614C00003000 | LCID | CALL | Short | 3.00 | None | $0.25 | 0.64 | $0.34 | 0.11 | -0.26 | 0.39 | 0.14 | 3.12 | 2.78 | 0.25 | $25.00 | 312.00 | 10 | 463.0 | 769.000 | 0.34 | 2024-05-24 |
| LCID240614C00003000 | LCID | CALL | Short | 3.00 | None | $0.28 | 0.72 | $0.40 | 0.13 | -0.19 | 0.39 | 0.11 | 3.12 | 2.72 | 0.28 | $28.00 | 312.00 | 9 | 47.0 | 810.000 | 0.40 | 2024-05-23 |
| LCID240614C00003000 | LCID | CALL | Short | 3.00 | None | $0.18 | 0.46 | $0.23 | 0.07 | -0.33 | 0.39 | 0.21 | 3.12 | 2.89 | 0.18 | $18.00 | 312.00 | 8 | 40.0 | 782.000 | 0.23 | 2024-05-22 |
| LCID240614C00003000 | LCID | CALL | Short | 3.00 | None | $0.21 | 0.54 | $0.28 | 0.09 | -0.25 | 0.39 | 0.18 | 3.12 | 2.84 | 0.21 | $21.00 | 312.00 | 7 | 52.0 | 735.000 | 0.28 | 2024-05-21 |
| LCID240614C00003000 | LCID | CALL | Short | 3.00 | None | $0.19 | 0.49 | $0.27 | 0.09 | -0.98 | 0.39 | 0.20 | 3.12 | 2.85 | 0.19 | $19.00 | 312.00 | 6 | 81.0 | 0.000 | 0.27 | 2024-05-20 |
| LCID240614C00003000 | LCID | CALL | Short | 3.00 | None | $0.17 | 0.44 | $0.28 | 0.09 | -0.12 | 0.39 | 0.22 | 3.12 | 2.84 | 0.17 | $17.00 | 312.00 | 5 | 65.0 | 655.000 | 0.28 | 2024-05-19 |
| LCID240614C00003000 | LCID | CALL | Short | 3.00 | None | $0.17 | 0.44 | $0.28 | 0.09 | -0.13 | 0.39 | 0.22 | 3.12 | 2.84 | 0.17 | $17.00 | 312.00 | 4 | 65.0 | 655.000 | 0.28 | 2024-05-18 |
| LCID240614C00003000 | LCID | CALL | Short | 3.00 | None | $0.17 | 0.44 | $0.28 | 0.09 | -0.17 | 0.39 | 0.22 | 3.12 | 2.84 | 0.17 | $17.00 | 312.00 | 3 | 65.0 | 655.000 | 0.28 | 2024-05-17 |
| LCID240614C00003000 | LCID | CALL | Short | 3.00 | None | $0.12 | 0.31 | $0.22 | 0.07 | -0.12 | 0.39 | 0.27 | 3.12 | 2.90 | 0.12 | $12.00 | 312.00 | 1 | 186.0 | 588.000 | 0.22 | 2024-05-15 |
| LCID240614C00003000 | LCID | CALL | Short | 3.00 | None | $-0.00 | -0.00 | $-0.00 | -0.00 | 0.00 | 0.39 | 0.39 | 3.12 | 3.12 | -0.00 | $-0.00 | 312.00 | 0 | 448.0 | 549.000 | -0.00 | 2024-05-14 |