| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-11-26 | LESL | LESL250117C00002000 | 2.00 | 8.0 | 2.000 | 0.961 | 0.520 | 0.4 | 0.0 | 0.050 | 0.520 | 0.120 | 0.54 | 2.39 | 2025-01-17 | CALL | Long | 0.432 | 0.566 | -0.302 |
| 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 | LESL | 0.909 | 0.171 | 0.466 | 0.265 | 0.457 | 0.254 | 2.29 | -0.018 | 0.0000 | 2.22 | 8.18 | 21 | 1y | 2.87 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LESL250117C00002000 | LESL | CALL | Long | 2.00 | None | $-0.37 | -0.65 | $-0.29 | -0.12 | 0.21 | 0.57 | 0.20 | 2.45 | 2.16 | -0.37 | $-37.00 | 57.00 | 24 | 1.0 | 30.000 | -0.29 | 2024-12-20 |
| LESL250117C00002000 | LESL | CALL | Long | 2.00 | None | $-0.35 | -0.61 | $-0.39 | -0.16 | 0.14 | 0.57 | 0.22 | 2.45 | 2.06 | -0.35 | $-35.00 | 57.00 | 23 | 10.0 | 40.000 | -0.39 | 2024-12-19 |
| LESL250117C00002000 | LESL | CALL | Long | 2.00 | None | $-0.19 | -0.33 | $-0.30 | -0.12 | 0.20 | 0.57 | 0.38 | 2.45 | 2.15 | -0.19 | $-19.00 | 57.00 | 22 | 20.0 | 40.000 | -0.30 | 2024-12-18 |
| LESL250117C00002000 | LESL | CALL | Long | 2.00 | None | $-0.19 | -0.33 | $-0.16 | -0.07 | 0.31 | 0.57 | 0.38 | 2.45 | 2.29 | -0.19 | $-19.00 | 57.00 | 21 | 20.0 | 60.000 | -0.16 | 2024-12-17 |
| LESL250117C00002000 | LESL | CALL | Long | 2.00 | None | $-0.07 | -0.12 | $-0.05 | -0.02 | 0.14 | 0.57 | 0.50 | 2.45 | 2.40 | -0.07 | $-7.00 | 57.00 | 20 | 4.0 | 60.000 | -0.05 | 2024-12-16 |
| LESL250117C00002000 | LESL | CALL | Long | 2.00 | None | $-0.07 | -0.12 | $-0.01 | -0.00 | 0.07 | 0.57 | 0.50 | 2.45 | 2.44 | -0.07 | $-7.00 | 57.00 | 17 | 4.0 | 60.000 | -0.01 | 2024-12-13 |
| LESL250117C00002000 | LESL | CALL | Long | 2.00 | None | $-0.07 | -0.12 | $-0.01 | -0.00 | 0.18 | 0.57 | 0.50 | 2.45 | 2.44 | -0.07 | $-7.00 | 57.00 | 16 | 4.0 | 60.000 | -0.01 | 2024-12-12 |
| LESL250117C00002000 | LESL | CALL | Long | 2.00 | None | $-0.07 | -0.12 | $0.01 | 0.00 | 0.09 | 0.57 | 0.50 | 2.45 | 2.46 | -0.07 | $-7.00 | 57.00 | 15 | 4.0 | 64.000 | 0.01 | 2024-12-11 |
| LESL250117C00002000 | LESL | CALL | Long | 2.00 | None | $0.08 | 0.14 | $0.15 | 0.06 | 0.58 | 0.57 | 0.65 | 2.45 | 2.60 | 0.08 | $8.00 | 57.00 | 14 | 30.0 | 94.000 | 0.15 | 2024-12-10 |
| LESL250117C00002000 | LESL | CALL | Long | 2.00 | None | $0.09 | 0.16 | $0.20 | 0.08 | 0.27 | 0.57 | 0.66 | 2.45 | 2.65 | 0.09 | $9.00 | 57.00 | 13 | 25.0 | 72.000 | 0.20 | 2024-12-09 |
| LESL250117C00002000 | LESL | CALL | Long | 2.00 | None | $-0.12 | -0.21 | $-0.09 | -0.04 | 0.30 | 0.57 | 0.45 | 2.45 | 2.36 | -0.12 | $-12.00 | 57.00 | 12 | 2.0 | 72.000 | -0.09 | 2024-12-08 |
| LESL250117C00002000 | LESL | CALL | Long | 2.00 | None | $-0.12 | -0.21 | $-0.09 | -0.04 | 0.16 | 0.57 | 0.45 | 2.45 | 2.36 | -0.12 | $-12.00 | 57.00 | 10 | 2.0 | 72.000 | -0.09 | 2024-12-06 |
| LESL250117C00002000 | LESL | CALL | Long | 2.00 | None | $-0.06 | -0.11 | $-0.23 | -0.09 | 0.16 | 0.57 | 0.51 | 2.45 | 2.22 | -0.06 | $-6.00 | 57.00 | 9 | 1.0 | 70.000 | -0.23 | 2024-12-05 |
| LESL250117C00002000 | LESL | CALL | Long | 2.00 | None | $-0.06 | -0.11 | $-0.05 | -0.02 | 0.22 | 0.57 | 0.51 | 2.45 | 2.40 | -0.06 | $-6.00 | 57.00 | 8 | 1.0 | 71.000 | -0.05 | 2024-12-04 |
| LESL250117C00002000 | LESL | CALL | Long | 2.00 | None | $-0.13 | -0.23 | $-0.04 | -0.02 | 0.09 | 0.57 | 0.44 | 2.45 | 2.41 | -0.13 | $-13.00 | 57.00 | 7 | 1.0 | 71.000 | -0.04 | 2024-12-03 |
| LESL250117C00002000 | LESL | CALL | Long | 2.00 | None | $-0.13 | -0.23 | $-0.05 | -0.02 | 0.01 | 0.57 | 0.44 | 2.45 | 2.40 | -0.13 | $-13.00 | 57.00 | 6 | 1.0 | 70.000 | -0.05 | 2024-12-02 |
| LESL250117C00002000 | LESL | CALL | Long | 2.00 | None | $0.25 | 0.44 | $-0.15 | -0.06 | -0.70 | 0.57 | 0.82 | 2.45 | 2.30 | 0.25 | $25.00 | 57.00 | 5 | 2.0 | 0.000 | -0.15 | 2024-12-01 |
| LESL250117C00002000 | LESL | CALL | Long | 2.00 | None | $0.25 | 0.44 | $-0.15 | -0.06 | 0.18 | 0.57 | 0.82 | 2.45 | 2.30 | 0.25 | $25.00 | 57.00 | 4 | 2.0 | 0.000 | -0.15 | 2024-11-30 |
| LESL250117C00002000 | LESL | CALL | Long | 2.00 | None | $0.25 | 0.44 | $0.03 | 0.01 | 0.58 | 0.57 | 0.82 | 2.45 | 2.48 | 0.25 | $25.00 | 57.00 | 2 | 2.0 | 70.000 | 0.03 | 2024-11-28 |
| LESL250117C00002000 | LESL | CALL | Long | 2.00 | None | $0.00 | 0.00 | $0.22 | 0.09 | -0.07 | 0.57 | 0.57 | 2.45 | 2.67 | 0.00 | $0.00 | 57.00 | 1 | 68.0 | 70.000 | 0.22 | 2024-11-27 |
| LESL250117C00002000 | LESL | CALL | Long | 2.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.57 | 0.57 | 2.45 | 2.45 | 0.00 | $0.00 | 57.00 | 0 | 68.0 | 2.000 | 0.00 | 2024-11-26 |