| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-12-18 | LITM | LITM250117C00001000 | 1.00 | 3448.0 | 290.000 | 5.000 | 1.601 | 0.1 | 0.3 | -1.000 | 0.390 | 0.570 | 0.39 | 0.82 | 2025-01-17 | CALL | Short | 0.509 | 1.522 | 3.117 |
| 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 | LITM | 0.818 | 0.177 | 0.611 | 0.328 | 0.347 | 0.011 | 0.18 | 0.000 | 0.0000 | 0.16 | 1.30 | 21 | 1y | 0.30 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LITM250117C00001000 | LITM | CALL | Short | 1.00 | None | $0.29 | 0.74 | $0.45 | 0.55 | 0.50 | 0.39 | 0.10 | 0.82 | 0.37 | 0.29 | $29.00 | 82.00 | 2 | 1006.0 | 2603.000 | 0.45 | 2024-12-20 |
| LITM250117C00001000 | LITM | CALL | Short | 1.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.34 | 0.87 | $0.52 | 0.63 | -0.06 | 0.39 | 0.05 | 0.82 | 0.30 | 0.34 | $34.00 | 82.00 | 1 | 1162.0 | 1735.000 | 0.52 | 2024-12-19 |
| LITM250117C00001000 | LITM | CALL | Short | 1.00 | None | $-0.00 | -0.00 | $-0.00 | -0.00 | 0.00 | 0.39 | 0.39 | 0.82 | 0.82 | -0.00 | $-0.00 | 82.00 | 0 | 3448.0 | 290.000 | -0.00 | 2024-12-18 |