| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-03-22 | LULU | LULU240426C00420000 | 420.00 | 73.0 | 11.000 | 0.290 | 0.190 | 5.7 | 14.5 | 0.010 | 10.410 | 19.200 | 8.20 | 409.31 | 2024-04-26 | CALL | Long | 0.112 | 0.206 | -0.158 |
| 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 | LULU | 0.727 | 0.044 | 0.189 | 0.104 | 0.168 | 0.059 | 390.32 | 0.161 | 0.0000 | 233.40 | 511.29 | 21 | 1y | 310.10 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LULU240426C00420000 | LULU | CALL | Long | 420.00 | None | $-8.98 | -1.00 | $-43.19 | -0.11 | 0.42 | 8.99 | 0.01 | 403.19 | 360.00 | -8.98 | $-898.00 | 899.00 | 34 | 4.0 | 283.000 | -43.19 | 2024-04-25 |
| LULU240426C00420000 | LULU | CALL | Long | 420.00 | None | $-8.98 | -1.00 | $-38.60 | -0.10 | 0.27 | 8.99 | 0.01 | 403.19 | 364.59 | -8.98 | $-898.00 | 899.00 | 33 | 1.0 | 283.000 | -38.60 | 2024-04-24 |
| LULU240426C00420000 | LULU | CALL | Long | 420.00 | None | $-8.96 | -1.00 | $-38.51 | -0.10 | 0.20 | 8.99 | 0.03 | 403.19 | 364.68 | -8.96 | $-896.00 | 899.00 | 32 | 44.0 | 312.000 | -38.51 | 2024-04-23 |
| LULU240426C00420000 | LULU | CALL | Long | 420.00 | None | $-8.94 | -0.99 | $-41.40 | -0.10 | 0.20 | 8.99 | 0.05 | 403.19 | 361.79 | -8.94 | $-894.00 | 899.00 | 31 | 31.0 | 281.000 | -41.40 | 2024-04-22 |
| LULU240426C00420000 | LULU | CALL | Long | 420.00 | None | $-8.93 | -0.99 | $-50.72 | -0.13 | 0.22 | 8.99 | 0.06 | 403.19 | 352.47 | -8.93 | $-893.00 | 899.00 | 28 | 31.0 | 281.000 | -50.72 | 2024-04-19 |
| LULU240426C00420000 | LULU | CALL | Long | 420.00 | None | $-8.93 | -0.99 | $-55.68 | -0.14 | 0.23 | 8.99 | 0.06 | 403.19 | 347.51 | -8.93 | $-893.00 | 899.00 | 27 | 31.0 | 281.000 | -55.68 | 2024-04-18 |
| LULU240426C00420000 | LULU | CALL | Long | 420.00 | None | $-8.93 | -0.99 | $-58.33 | -0.14 | 0.20 | 8.99 | 0.06 | 403.19 | 344.86 | -8.93 | $-893.00 | 899.00 | 26 | 31.0 | 311.000 | -58.33 | 2024-04-17 |
| LULU240426C00420000 | LULU | CALL | Long | 420.00 | None | $-8.75 | -0.97 | $-64.21 | -0.16 | 0.22 | 8.99 | 0.24 | 403.19 | 338.98 | -8.75 | $-875.00 | 899.00 | 25 | 130.0 | 262.000 | -64.21 | 2024-04-16 |
| LULU240426C00420000 | LULU | CALL | Long | 420.00 | None | $-8.84 | -0.98 | $-68.43 | -0.17 | 0.24 | 8.99 | 0.15 | 403.19 | 334.76 | -8.84 | $-884.00 | 899.00 | 24 | 10.0 | 262.000 | -68.43 | 2024-04-15 |
| LULU240426C00420000 | LULU | CALL | Long | 420.00 | None | $-8.84 | -0.98 | $-67.06 | -0.17 | 0.23 | 8.99 | 0.15 | 403.19 | 336.13 | -8.84 | $-884.00 | 899.00 | 21 | 10.0 | 262.000 | -67.06 | 2024-04-12 |
| LULU240426C00420000 | LULU | CALL | Long | 420.00 | None | $-8.84 | -0.98 | $-53.27 | -0.13 | 0.12 | 8.99 | 0.15 | 403.19 | 349.92 | -8.84 | $-884.00 | 899.00 | 20 | 10.0 | 252.000 | -53.27 | 2024-04-11 |
| LULU240426C00420000 | LULU | CALL | Long | 420.00 | None | $-8.76 | -0.97 | $-52.94 | -0.13 | 0.24 | 8.99 | 0.23 | 403.19 | 350.25 | -8.76 | $-876.00 | 899.00 | 19 | 28.0 | 230.000 | -52.94 | 2024-04-10 |
| LULU240426C00420000 | LULU | CALL | Long | 420.00 | None | $-8.76 | -0.97 | $-44.39 | -0.11 | 0.06 | 8.99 | 0.23 | 403.19 | 358.80 | -8.76 | $-876.00 | 899.00 | 18 | 4.0 | 230.000 | -44.39 | 2024-04-09 |
| LULU240426C00420000 | LULU | CALL | Long | 420.00 | None | $-8.69 | -0.97 | $-42.73 | -0.11 | 0.06 | 8.99 | 0.30 | 403.19 | 360.46 | -8.69 | $-869.00 | 899.00 | 17 | 52.0 | 266.000 | -42.73 | 2024-04-08 |
| LULU240426C00420000 | LULU | CALL | Long | 420.00 | None | $-8.67 | -0.96 | $-46.32 | -0.11 | 0.15 | 8.99 | 0.32 | 403.19 | 356.87 | -8.67 | $-867.00 | 899.00 | 14 | 12.0 | 275.000 | -46.32 | 2024-04-05 |
| LULU240426C00420000 | LULU | CALL | Long | 420.00 | None | $-8.64 | -0.96 | $-45.63 | -0.11 | 0.03 | 8.99 | 0.35 | 403.19 | 357.56 | -8.64 | $-864.00 | 899.00 | 13 | 80.0 | 243.000 | -45.63 | 2024-04-04 |
| LULU240426C00420000 | LULU | CALL | Long | 420.00 | None | $-8.39 | -0.93 | $-29.18 | -0.07 | -0.03 | 8.99 | 0.60 | 403.19 | 374.01 | -8.39 | $-839.00 | 899.00 | 12 | 13.0 | 248.000 | -29.18 | 2024-04-03 |
| LULU240426C00420000 | LULU | CALL | Long | 420.00 | None | $-8.15 | -0.91 | $-25.13 | -0.06 | 0.02 | 8.99 | 0.84 | 403.19 | 378.06 | -8.15 | $-815.00 | 899.00 | 11 | 26.0 | 233.000 | -25.13 | 2024-04-02 |
| LULU240426C00420000 | LULU | CALL | Long | 420.00 | None | $-7.54 | -0.84 | $-17.99 | -0.04 | -0.25 | 8.99 | 1.45 | 403.19 | 385.20 | -7.54 | $-754.00 | 899.00 | 10 | 15.0 | 233.000 | -17.99 | 2024-04-01 |
| LULU240426C00420000 | LULU | CALL | Long | 420.00 | None | $-6.55 | -0.73 | $-12.54 | -0.03 | -0.02 | 8.99 | 2.44 | 403.19 | 390.65 | -6.55 | $-655.00 | 899.00 | 9 | 40.0 | 256.000 | -12.54 | 2024-03-31 |
| LULU240426C00420000 | LULU | CALL | Long | 420.00 | None | $-6.55 | -0.73 | $-12.54 | -0.03 | -0.03 | 8.99 | 2.44 | 403.19 | 390.65 | -6.55 | $-655.00 | 899.00 | 8 | 40.0 | 256.000 | -12.54 | 2024-03-30 |
| LULU240426C00420000 | LULU | CALL | Long | 420.00 | None | $-6.55 | -0.73 | $-12.54 | -0.03 | -0.04 | 8.99 | 2.44 | 403.19 | 390.65 | -6.55 | $-655.00 | 899.00 | 7 | 40.0 | 256.000 | -12.54 | 2024-03-29 |
| LULU240426C00420000 | LULU | CALL | Long | 420.00 | None | $-6.55 | -0.73 | $-12.54 | -0.03 | -0.06 | 8.99 | 2.44 | 403.19 | 390.65 | -6.55 | $-655.00 | 899.00 | 6 | 40.0 | 256.000 | -12.54 | 2024-03-28 |
| LULU240426C00420000 | LULU | CALL | Long | 420.00 | None | $-6.44 | -0.72 | $-13.73 | -0.03 | -0.05 | 8.99 | 2.55 | 403.19 | 389.46 | -6.44 | $-644.00 | 899.00 | 5 | 106.0 | 197.000 | -13.73 | 2024-03-27 |
| LULU240426C00420000 | LULU | CALL | Long | 420.00 | None | $-6.39 | -0.71 | $-17.05 | -0.04 | -0.03 | 8.99 | 2.60 | 403.19 | 386.14 | -6.39 | $-639.00 | 899.00 | 4 | 49.0 | 201.000 | -17.05 | 2024-03-26 |
| LULU240426C00420000 | LULU | CALL | Long | 420.00 | Exit OP PnL: $-4.34;Exit EQ PnL: -9.03; Position is Long and position continued to lose. Latest OP price is: $4.65 (EQ: $394.16). Initial OP price was: $8.99 (EQ: $403.19). Surpassed Stop Loss Percentage: -0.4827586206896551724137931034 < -0.16. | $-5.44 | -0.61 | $-14.29 | -0.04 | -0.01 | 8.99 | 3.55 | 403.19 | 388.90 | -5.44 | $-544.00 | 899.00 | 3 | 158.0 | 72.000 | -14.29 | 2024-03-25 |
| LULU240426C00420000 | LULU | CALL | Long | 420.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 8.99 | 8.99 | 403.19 | 403.19 | 0.00 | $0.00 | 899.00 | 0 | 100.0 | 11.000 | 0.00 | 2024-03-22 |