| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-12-18 | LNTH | LNTH240119C00060000 | 60.00 | 2798.0 | 46.000 | 0.566 | 0.368 | 0.7 | 4.9 | 0.040 | 1.710 | 5.910 | 2.15 | 55.60 | 2024-01-19 | CALL | Long | 0.276 | 0.421 | -0.269 |
| 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 | LNTH | 0.909 | 0.081 | 0.372 | 0.148 | 0.111 | -0.150 | 92.66 | 0.252 | 0.0000 | 51.07 | 123.62 | 21 | 1y | 101.12 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LNTH240119C00060000 | LNTH | CALL | Long | 60.00 | None | $-2.10 | -0.98 | $-0.57 | -0.01 | 0.04 | 2.15 | 0.05 | 55.60 | 55.03 | -2.10 | $-210.00 | 215.00 | 31 | 1.0 | 1038.000 | -0.57 | 2024-01-18 |
| LNTH240119C00060000 | LNTH | CALL | Long | 60.00 | None | $-2.10 | -0.98 | $-0.33 | -0.01 | 0.01 | 2.15 | 0.05 | 55.60 | 55.27 | -2.10 | $-210.00 | 215.00 | 30 | 2.0 | 1038.000 | -0.33 | 2024-01-17 |
| LNTH240119C00060000 | LNTH | CALL | Long | 60.00 | None | $-2.00 | -0.93 | $0.17 | 0.00 | -0.05 | 2.15 | 0.15 | 55.60 | 55.77 | -2.00 | $-200.00 | 215.00 | 29 | 4.0 | 1031.000 | 0.17 | 2024-01-16 |
| LNTH240119C00060000 | LNTH | CALL | Long | 60.00 | None | $-2.00 | -0.93 | $0.64 | 0.01 | -0.16 | 2.15 | 0.15 | 55.60 | 56.24 | -2.00 | $-200.00 | 215.00 | 25 | 81.0 | 984.000 | 0.64 | 2024-01-12 |
| LNTH240119C00060000 | LNTH | CALL | Long | 60.00 | None | $-1.83 | -0.85 | $1.25 | 0.02 | -0.16 | 2.15 | 0.32 | 55.60 | 56.85 | -1.83 | $-183.00 | 215.00 | 24 | 112.0 | 1023.000 | 1.25 | 2024-01-11 |
| LNTH240119C00060000 | LNTH | CALL | Long | 60.00 | None | $-0.75 | -0.35 | $3.69 | 0.07 | -0.11 | 2.15 | 1.40 | 55.60 | 59.29 | -0.75 | $-75.00 | 215.00 | 23 | 159.0 | 926.000 | 3.69 | 2024-01-10 |
| LNTH240119C00060000 | LNTH | CALL | Long | 60.00 | None | $1.63 | 0.76 | $7.47 | 0.13 | -0.07 | 2.15 | 3.78 | 55.60 | 63.07 | 1.63 | $163.00 | 215.00 | 22 | 8.0 | 930.000 | 7.47 | 2024-01-09 |
| LNTH240119C00060000 | LNTH | CALL | Long | 60.00 | None | $3.35 | 1.56 | $9.70 | 0.17 | 0.01 | 2.15 | 5.50 | 55.60 | 65.30 | 3.35 | $335.00 | 215.00 | 21 | 56.0 | 977.000 | 9.70 | 2024-01-08 |
| LNTH240119C00060000 | LNTH | CALL | Long | 60.00 | None | $3.05 | 1.42 | $8.89 | 0.16 | -0.08 | 2.15 | 5.20 | 55.60 | 64.49 | 3.05 | $305.00 | 215.00 | 18 | 174.0 | 938.000 | 8.89 | 2024-01-05 |
| LNTH240119C00060000 | LNTH | CALL | Long | 60.00 | None | $3.65 | 1.70 | $8.73 | 0.16 | -0.57 | 2.15 | 5.80 | 55.60 | 64.33 | 3.65 | $365.00 | 215.00 | 17 | 39.0 | 938.000 | 8.73 | 2024-01-04 |
| LNTH240119C00060000 | LNTH | CALL | Long | 60.00 | None | $1.65 | 0.77 | $7.16 | 0.13 | -0.57 | 2.15 | 3.80 | 55.60 | 62.76 | 1.65 | $165.00 | 215.00 | 16 | 59.0 | 954.000 | 7.16 | 2024-01-03 |
| LNTH240119C00060000 | LNTH | CALL | Long | 60.00 | None | $2.42 | 1.13 | $7.50 | 0.13 | -0.57 | 2.15 | 4.57 | 55.60 | 63.10 | 2.42 | $242.00 | 215.00 | 15 | 65.0 | 995.000 | 7.50 | 2024-01-02 |
| LNTH240119C00060000 | LNTH | CALL | Long | 60.00 | None | $1.65 | 0.77 | $6.40 | 0.12 | -0.05 | 2.15 | 3.80 | 55.60 | 62.00 | 1.65 | $165.00 | 215.00 | 14 | 4.0 | 1037.000 | 6.40 | 2024-01-01 |
| LNTH240119C00060000 | LNTH | CALL | Long | 60.00 | None | $1.65 | 0.77 | $6.40 | 0.12 | -0.08 | 2.15 | 3.80 | 55.60 | 62.00 | 1.65 | $165.00 | 215.00 | 12 | 4.0 | 1037.000 | 6.40 | 2023-12-30 |
| LNTH240119C00060000 | LNTH | CALL | Long | 60.00 | None | $1.65 | 0.77 | $6.40 | 0.12 | -0.10 | 2.15 | 3.80 | 55.60 | 62.00 | 1.65 | $165.00 | 215.00 | 11 | 4.0 | 1037.000 | 6.40 | 2023-12-29 |
| LNTH240119C00060000 | LNTH | CALL | Long | 60.00 | None | $1.45 | 0.67 | $6.68 | 0.12 | -0.11 | 2.15 | 3.60 | 55.60 | 62.28 | 1.45 | $145.00 | 215.00 | 10 | 11.0 | 1041.000 | 6.68 | 2023-12-28 |
| LNTH240119C00060000 | LNTH | CALL | Long | 60.00 | None | $1.75 | 0.81 | $5.91 | 0.11 | -0.09 | 2.15 | 3.90 | 55.60 | 61.51 | 1.75 | $175.00 | 215.00 | 9 | 75.0 | 1088.000 | 5.91 | 2023-12-27 |
| LNTH240119C00060000 | LNTH | CALL | Long | 60.00 | None | $1.50 | 0.70 | $5.56 | 0.10 | -0.06 | 2.15 | 3.65 | 55.60 | 61.16 | 1.50 | $150.00 | 215.00 | 8 | 91.0 | 1147.000 | 5.56 | 2023-12-26 |
| LNTH240119C00060000 | LNTH | CALL | Long | 60.00 | None | $0.80 | 0.37 | $3.99 | 0.07 | -0.06 | 2.15 | 2.95 | 55.60 | 59.59 | 0.80 | $80.00 | 215.00 | 7 | 130.0 | 1189.000 | 3.99 | 2023-12-25 |
| LNTH240119C00060000 | LNTH | CALL | Long | 60.00 | None | $0.80 | 0.37 | $3.99 | 0.07 | -0.08 | 2.15 | 2.95 | 55.60 | 59.59 | 0.80 | $80.00 | 215.00 | 5 | 130.0 | 1189.000 | 3.99 | 2023-12-23 |
| LNTH240119C00060000 | LNTH | CALL | Long | 60.00 | None | $1.02 | 0.47 | $3.99 | 0.07 | -0.08 | 2.15 | 3.17 | 55.60 | 59.59 | 1.02 | $102.00 | 215.00 | 4 | 100.0 | 1189.000 | 3.99 | 2023-12-22 |
| LNTH240119C00060000 | LNTH | CALL | Long | 60.00 | None | $0.44 | 0.20 | $3.75 | 0.07 | -0.08 | 2.15 | 2.59 | 55.60 | 59.35 | 0.44 | $44.00 | 215.00 | 3 | 72.0 | 1188.000 | 3.75 | 2023-12-21 |
| LNTH240119C00060000 | LNTH | CALL | Long | 60.00 | None | $0.75 | 0.35 | $2.32 | 0.04 | 0.00 | 2.15 | 2.90 | 55.60 | 57.92 | 0.75 | $75.00 | 215.00 | 2 | 183.0 | 1091.000 | 2.32 | 2023-12-20 |
| LNTH240119C00060000 | LNTH | CALL | Long | 60.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $1.45 | 0.67 | $4.30 | 0.08 | -0.05 | 2.15 | 3.60 | 55.60 | 59.90 | 1.45 | $145.00 | 215.00 | 1 | 1569.0 | 2071.000 | 4.30 | 2023-12-19 |
| LNTH240119C00060000 | LNTH | CALL | Long | 60.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 2.15 | 2.15 | 55.60 | 55.60 | 0.00 | $0.00 | 215.00 | 0 | 2798.0 | 46.000 | 0.00 | 2023-12-18 |