| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-15 | LCID | LCID240816P00003500 | 3.50 | 5334.0 | 8663.000 | 1.270 | 0.412 | 0.3 | 0.1 | 0.010 | 0.630 | 0.510 | 0.50 | 3.61 | 2024-08-16 | PUT | Short | 0.385 | 0.422 | -0.151 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LCID240816P00003500 | LCID | PUT | Short | 3.50 | None | $0.19 | 0.38 | $-0.42 | -0.12 | 0.55 | 0.50 | 0.31 | 3.61 | 3.19 | 0.19 | $19.00 | 350.00 | 31 | 924.0 | 15975.000 | -0.42 | 2024-08-15 |
| LCID240816P00003500 | LCID | PUT | Short | 3.50 | None | $0.12 | 0.24 | $-0.48 | -0.13 | 0.86 | 0.50 | 0.38 | 3.61 | 3.13 | 0.12 | $12.00 | 350.00 | 30 | 659.0 | 0.000 | -0.48 | 2024-08-14 |
| LCID240816P00003500 | LCID | PUT | Short | 3.50 | None | $0.03 | 0.06 | $-0.54 | -0.15 | -0.01 | 0.50 | 0.47 | 3.61 | 3.07 | 0.03 | $3.00 | 350.00 | 29 | 222.0 | 15929.000 | -0.54 | 2024-08-13 |
| LCID240816P00003500 | LCID | PUT | Short | 3.50 | None | $-0.11 | -0.22 | $-0.71 | -0.20 | 0.30 | 0.50 | 0.61 | 3.61 | 2.90 | -0.11 | $-11.00 | 350.00 | 28 | 517.0 | 16058.000 | -0.71 | 2024-08-12 |
| LCID240816P00003500 | LCID | PUT | Short | 3.50 | None | $0.09 | 0.18 | $-0.42 | -0.12 | -0.36 | 0.50 | 0.41 | 3.61 | 3.19 | 0.09 | $9.00 | 350.00 | 25 | 881.0 | 16172.000 | -0.42 | 2024-08-09 |
| LCID240816P00003500 | LCID | PUT | Short | 3.50 | None | $0.06 | 0.12 | $-0.46 | -0.13 | -0.28 | 0.50 | 0.44 | 3.61 | 3.15 | 0.06 | $6.00 | 350.00 | 24 | 570.0 | 16172.000 | -0.46 | 2024-08-08 |
| LCID240816P00003500 | LCID | PUT | Short | 3.50 | None | $-0.15 | -0.30 | $-0.70 | -0.19 | -0.11 | 0.50 | 0.65 | 3.61 | 2.91 | -0.15 | $-15.00 | 350.00 | 23 | 535.0 | 16078.000 | -0.70 | 2024-08-07 |
| LCID240816P00003500 | LCID | PUT | Short | 3.50 | None | $-0.01 | -0.02 | $-0.52 | -0.14 | -0.17 | 0.50 | 0.51 | 3.61 | 3.09 | -0.01 | $-1.00 | 350.00 | 22 | 464.0 | 16068.000 | -0.52 | 2024-08-06 |
| LCID240816P00003500 | LCID | PUT | Short | 3.50 | None | $0.07 | 0.14 | $-0.20 | -0.06 | -0.16 | 0.50 | 0.43 | 3.61 | 3.41 | 0.07 | $7.00 | 350.00 | 14 | 68.0 | 16019.000 | -0.20 | 2024-07-29 |
| LCID240816P00003500 | LCID | PUT | Short | 3.50 | None | $0.07 | 0.14 | $-0.23 | -0.06 | -0.09 | 0.50 | 0.43 | 3.61 | 3.38 | 0.07 | $7.00 | 350.00 | 11 | 68.0 | 16013.000 | -0.23 | 2024-07-26 |
| LCID240816P00003500 | LCID | PUT | Short | 3.50 | None | $0.10 | 0.20 | $-0.15 | -0.04 | -0.01 | 0.50 | 0.40 | 3.61 | 3.46 | 0.10 | $10.00 | 350.00 | 10 | 216.0 | 15996.000 | -0.15 | 2024-07-25 |
| LCID240816P00003500 | LCID | PUT | Short | 3.50 | None | $-0.04 | -0.08 | $-0.33 | -0.09 | -0.06 | 0.50 | 0.54 | 3.61 | 3.28 | -0.04 | $-4.00 | 350.00 | 9 | 216.0 | 15994.000 | -0.33 | 2024-07-24 |
| LCID240816P00003500 | LCID | PUT | Short | 3.50 | None | $0.04 | 0.08 | $-0.14 | -0.04 | -0.08 | 0.50 | 0.46 | 3.61 | 3.47 | 0.04 | $4.00 | 350.00 | 8 | 2542.0 | 14911.000 | -0.14 | 2024-07-23 |
| LCID240816P00003500 | LCID | PUT | Short | 3.50 | None | $0.09 | 0.18 | $-0.02 | -0.01 | -0.06 | 0.50 | 0.41 | 3.61 | 3.59 | 0.09 | $9.00 | 350.00 | 7 | 2418.0 | 0.000 | -0.02 | 2024-07-22 |
| LCID240816P00003500 | LCID | PUT | Short | 3.50 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.13 | $0.02 | 0.04 | $-0.11 | -0.03 | -0.01 | 0.50 | 0.48 | 3.61 | 3.50 | 0.02 | $2.00 | 350.00 | 4 | 1074.0 | 12040.000 | -0.11 | 2024-07-19 |
| LCID240816P00003500 | LCID | PUT | Short | 3.50 | None | $-0.00 | -0.00 | $-0.04 | -0.01 | 0.04 | 0.50 | 0.50 | 3.61 | 3.57 | -0.00 | $-0.00 | 350.00 | 3 | 302.0 | 11970.000 | -0.04 | 2024-07-18 |
| LCID240816P00003500 | LCID | PUT | Short | 3.50 | None | $0.08 | 0.16 | $0.18 | 0.05 | 0.07 | 0.50 | 0.42 | 3.61 | 3.79 | 0.08 | $8.00 | 350.00 | 2 | 73.0 | 11940.000 | 0.18 | 2024-07-17 |
| LCID240816P00003500 | LCID | PUT | Short | 3.50 | None | $0.14 | 0.28 | $0.36 | 0.10 | 0.04 | 0.50 | 0.36 | 3.61 | 3.97 | 0.14 | $14.00 | 350.00 | 1 | 1270.0 | 11407.000 | 0.36 | 2024-07-16 |
| LCID240816P00003500 | LCID | PUT | Short | 3.50 | None | $-0.00 | -0.00 | $0.00 | 0.00 | 0.00 | 0.50 | 0.50 | 3.61 | 3.61 | -0.00 | $-0.00 | 350.00 | 0 | 5319.0 | 8663.000 | 0.00 | 2024-07-15 |