| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-11-01 | LUMN | LUMN231201C00001000 | 1.00 | 68.0 | 19.000 | 0.953 | 0.475 | 0.0 | 0.1 | 0.060 | 0.090 | 0.100 | 0.11 | 0.98 | 2023-12-01 | CALL | Long | 0.336 | 0.521 | -0.328 |
| 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 | LUMN | 1.000 | 0.117 | 0.885 | 0.247 | 0.167 | -0.101 | 6.21 | -0.707 | 0.0000 | 0.99 | 10.12 | 21 | 1y | 7.60 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LUMN231201C00001000 | LUMN | CALL | Long | 1.00 | None | $0.20 | 1.82 | $0.32 | 0.33 | -0.95 | 0.11 | 0.31 | 0.98 | 1.30 | 0.20 | $20.00 | 11.00 | 29 | 0.0 | 263.000 | 0.32 | 2023-11-30 |
| LUMN231201C00001000 | LUMN | CALL | Long | 1.00 | None | $0.20 | 1.82 | $0.37 | 0.38 | -0.45 | 0.11 | 0.31 | 0.98 | 1.35 | 0.20 | $20.00 | 11.00 | 28 | 0.0 | 259.000 | 0.37 | 2023-11-29 |
| LUMN231201C00001000 | LUMN | CALL | Long | 1.00 | None | $0.07 | 0.64 | $0.20 | 0.20 | -0.45 | 0.11 | 0.18 | 0.98 | 1.18 | 0.07 | $7.00 | 11.00 | 27 | 0.0 | 252.000 | 0.20 | 2023-11-28 |
| LUMN231201C00001000 | LUMN | CALL | Long | 1.00 | None | $0.13 | 1.18 | $0.25 | 0.26 | -0.95 | 0.11 | 0.24 | 0.98 | 1.23 | 0.13 | $13.00 | 11.00 | 26 | 0.0 | 252.000 | 0.25 | 2023-11-27 |
| LUMN231201C00001000 | LUMN | CALL | Long | 1.00 | None | $0.17 | 1.55 | $0.28 | 0.29 | 0.36 | 0.11 | 0.28 | 0.98 | 1.26 | 0.17 | $17.00 | 11.00 | 23 | 0.0 | 0.000 | 0.28 | 2023-11-24 |
| LUMN231201C00001000 | LUMN | CALL | Long | 1.00 | None | $0.20 | 1.82 | $0.31 | 0.32 | -0.95 | 0.11 | 0.31 | 0.98 | 1.29 | 0.20 | $20.00 | 11.00 | 22 | 0.0 | 0.000 | 0.31 | 2023-11-23 |
| LUMN231201C00001000 | LUMN | CALL | Long | 1.00 | None | $0.20 | 1.82 | $0.40 | 0.41 | -0.95 | 0.11 | 0.31 | 0.98 | 1.38 | 0.20 | $20.00 | 11.00 | 21 | 0.0 | 258.000 | 0.40 | 2023-11-22 |
| LUMN231201C00001000 | LUMN | CALL | Long | 1.00 | None | $0.20 | 1.82 | $0.34 | 0.35 | 1.36 | 0.11 | 0.31 | 0.98 | 1.32 | 0.20 | $20.00 | 11.00 | 20 | 0.0 | 258.000 | 0.34 | 2023-11-21 |
| LUMN231201C00001000 | LUMN | CALL | Long | 1.00 | None | $0.28 | 2.55 | $0.40 | 0.41 | 0.86 | 0.11 | 0.39 | 0.98 | 1.38 | 0.28 | $28.00 | 11.00 | 19 | 0.0 | 264.000 | 0.40 | 2023-11-20 |
| LUMN231201C00001000 | LUMN | CALL | Long | 1.00 | None | $0.24 | 2.18 | $0.37 | 0.38 | 0.45 | 0.11 | 0.35 | 0.98 | 1.35 | 0.24 | $24.00 | 11.00 | 18 | 0.0 | 307.000 | 0.37 | 2023-11-19 |
| LUMN231201C00001000 | LUMN | CALL | Long | 1.00 | None | $0.24 | 2.18 | $0.37 | 0.38 | 0.42 | 0.11 | 0.35 | 0.98 | 1.35 | 0.24 | $24.00 | 11.00 | 16 | 0.0 | 307.000 | 0.37 | 2023-11-17 |
| LUMN231201C00001000 | LUMN | CALL | Long | 1.00 | None | $0.23 | 2.09 | $0.40 | 0.41 | -0.02 | 0.11 | 0.34 | 0.98 | 1.38 | 0.23 | $23.00 | 11.00 | 15 | 0.0 | 309.000 | 0.40 | 2023-11-16 |
| LUMN231201C00001000 | LUMN | CALL | Long | 1.00 | None | $0.31 | 2.82 | $0.40 | 0.41 | -0.02 | 0.11 | 0.42 | 0.98 | 1.38 | 0.31 | $31.00 | 11.00 | 14 | 0.0 | 316.000 | 0.40 | 2023-11-15 |
| LUMN231201C00001000 | LUMN | CALL | Long | 1.00 | None | $0.20 | 1.82 | $0.32 | 0.33 | 0.27 | 0.11 | 0.31 | 0.98 | 1.30 | 0.20 | $20.00 | 11.00 | 13 | 0.0 | 272.000 | 0.32 | 2023-11-14 |
| LUMN231201C00001000 | LUMN | CALL | Long | 1.00 | None | $0.09 | 0.82 | $0.17 | 0.17 | 0.36 | 0.11 | 0.20 | 0.98 | 1.15 | 0.09 | $9.00 | 11.00 | 12 | 0.0 | 270.000 | 0.17 | 2023-11-13 |
| LUMN231201C00001000 | LUMN | CALL | Long | 1.00 | None | $0.09 | 0.82 | $0.21 | 0.21 | 0.08 | 0.11 | 0.20 | 0.98 | 1.19 | 0.09 | $9.00 | 11.00 | 9 | 0.0 | 267.000 | 0.21 | 2023-11-10 |
| LUMN231201C00001000 | LUMN | CALL | Long | 1.00 | None | $0.12 | 1.09 | $0.20 | 0.20 | -0.95 | 0.11 | 0.23 | 0.98 | 1.18 | 0.12 | $12.00 | 11.00 | 8 | 0.0 | 0.000 | 0.20 | 2023-11-09 |
| LUMN231201C00001000 | LUMN | CALL | Long | 1.00 | None | $0.12 | 1.09 | $0.20 | 0.20 | 0.11 | 0.11 | 0.23 | 0.98 | 1.18 | 0.12 | $12.00 | 11.00 | 7 | 0.0 | 241.000 | 0.20 | 2023-11-08 |
| LUMN231201C00001000 | LUMN | CALL | Long | 1.00 | None | $0.25 | 2.27 | $0.32 | 0.33 | 0.42 | 0.11 | 0.36 | 0.98 | 1.30 | 0.25 | $25.00 | 11.00 | 6 | 0.0 | 240.000 | 0.32 | 2023-11-07 |
| LUMN231201C00001000 | LUMN | CALL | Long | 1.00 | None | $0.22 | 2.00 | $0.34 | 0.35 | 0.02 | 0.11 | 0.33 | 0.98 | 1.32 | 0.22 | $22.00 | 11.00 | 5 | 0.0 | 259.000 | 0.34 | 2023-11-06 |
| LUMN231201C00001000 | LUMN | CALL | Long | 1.00 | None | $0.22 | 2.00 | $0.34 | 0.35 | 0.02 | 0.11 | 0.33 | 0.98 | 1.32 | 0.22 | $22.00 | 11.00 | 4 | 0.0 | 259.000 | 0.34 | 2023-11-05 |
| LUMN231201C00001000 | LUMN | CALL | Long | 1.00 | Exit OP PnL: $8.00;Exit EQ PnL: 0.14; Position surpassed Take Profit. Latest OP price is: $0.19 (EQ: $1.12); Initial OP price was: $0.11 (EQ: $0.98). Option Percentage Gain: 0.7272727272727272727272727273 > STOP_LOSS: -0.16 | $0.08 | 0.73 | $0.14 | 0.14 | -0.03 | 0.11 | 0.19 | 0.98 | 1.12 | 0.08 | $8.00 | 11.00 | 2 | 0.0 | 281.000 | 0.14 | 2023-11-03 |
| LUMN231201C00001000 | LUMN | CALL | Long | 1.00 | None | $0.01 | 0.09 | $0.08 | 0.08 | -0.25 | 0.11 | 0.12 | 0.98 | 1.06 | 0.01 | $1.00 | 11.00 | 1 | 0.0 | 68.000 | 0.08 | 2023-11-02 |
| LUMN231201C00001000 | LUMN | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.11 | 0.11 | 0.98 | 0.98 | 0.00 | $0.00 | 11.00 | 0 | 68.0 | 19.000 | 0.00 | 2023-11-01 |