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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024-04-04 | LW | LW240517C00085000 | 85.00 | 856.0 | 3.000 | 0.314 | 0.236 | 1.2 | 4.2 | 0.030 | 1.870 | 4.950 | 2.00 | 81.53 | 2024-05-17 | CALL | Long | 0.102 | 0.239 | -0.194 |
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 | LW | 0.909 | 0.040 | 0.372 | 0.106 | 0.095 | 0.019 | 82.32 | 0.112 | 0.0000 | 53.01 | 109.99 | 21 | 1y | 78.42 |
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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LW240517C00085000 | LW | CALL | Long | 85.00 | None | $-0.73 | -0.36 | $4.54 | 0.06 | -0.04 | 2.00 | 1.27 | 81.53 | 86.07 | -0.73 | $-73.00 | 200.00 | 41 | 89.0 | 1007.000 | 4.54 | 2024-05-15 |
LW240517C00085000 | LW | CALL | Long | 85.00 | None | $-0.50 | -0.25 | $4.05 | 0.05 | -0.02 | 2.00 | 1.50 | 81.53 | 85.58 | -0.50 | $-50.00 | 200.00 | 40 | 109.0 | 1018.000 | 4.05 | 2024-05-14 |
LW240517C00085000 | LW | CALL | Long | 85.00 | None | $-0.75 | -0.38 | $3.57 | 0.04 | -0.04 | 2.00 | 1.25 | 81.53 | 85.10 | -0.75 | $-75.00 | 200.00 | 39 | 68.0 | 1005.000 | 3.57 | 2024-05-13 |
LW240517C00085000 | LW | CALL | Long | 85.00 | None | $-0.85 | -0.42 | $3.63 | 0.04 | -0.31 | 2.00 | 1.15 | 81.53 | 85.16 | -0.85 | $-85.00 | 200.00 | 38 | 50.0 | 1005.000 | 3.63 | 2024-05-12 |
LW240517C00085000 | LW | CALL | Long | 85.00 | None | $-1.25 | -0.62 | $2.63 | 0.03 | -0.09 | 2.00 | 0.75 | 81.53 | 84.16 | -1.25 | $-125.00 | 200.00 | 36 | 4.0 | 1001.000 | 2.63 | 2024-05-10 |
LW240517C00085000 | LW | CALL | Long | 85.00 | None | $-1.30 | -0.65 | $2.29 | 0.03 | -0.09 | 2.00 | 0.70 | 81.53 | 83.82 | -1.30 | $-130.00 | 200.00 | 35 | 87.0 | 1000.000 | 2.29 | 2024-05-09 |
LW240517C00085000 | LW | CALL | Long | 85.00 | None | $-1.35 | -0.68 | $1.63 | 0.02 | -0.04 | 2.00 | 0.65 | 81.53 | 83.16 | -1.35 | $-135.00 | 200.00 | 34 | 197.0 | 1030.000 | 1.63 | 2024-05-08 |
LW240517C00085000 | LW | CALL | Long | 85.00 | None | $-0.45 | -0.22 | $3.57 | 0.04 | -0.04 | 2.00 | 1.55 | 81.53 | 85.10 | -0.45 | $-45.00 | 200.00 | 33 | 165.0 | 1031.000 | 3.57 | 2024-05-07 |
LW240517C00085000 | LW | CALL | Long | 85.00 | None | $-0.45 | -0.22 | $2.97 | 0.04 | 0.01 | 2.00 | 1.55 | 81.53 | 84.50 | -0.45 | $-45.00 | 200.00 | 29 | 325.0 | 1040.000 | 2.97 | 2024-05-03 |
LW240517C00085000 | LW | CALL | Long | 85.00 | None | $-0.45 | -0.22 | $2.95 | 0.04 | -0.04 | 2.00 | 1.55 | 81.53 | 84.48 | -0.45 | $-45.00 | 200.00 | 28 | 325.0 | 1024.000 | 2.95 | 2024-05-02 |
LW240517C00085000 | LW | CALL | Long | 85.00 | None | $-0.60 | -0.30 | $2.47 | 0.03 | -0.07 | 2.00 | 1.40 | 81.53 | 84.00 | -0.60 | $-60.00 | 200.00 | 25 | 22.0 | 1058.000 | 2.47 | 2024-04-29 |
LW240517C00085000 | LW | CALL | Long | 85.00 | None | $-0.61 | -0.30 | $2.32 | 0.03 | -0.08 | 2.00 | 1.39 | 81.53 | 83.85 | -0.61 | $-61.00 | 200.00 | 22 | 172.0 | 1104.000 | 2.32 | 2024-04-26 |
LW240517C00085000 | LW | CALL | Long | 85.00 | None | $-0.71 | -0.36 | $2.00 | 0.02 | -0.08 | 2.00 | 1.29 | 81.53 | 83.53 | -0.71 | $-71.00 | 200.00 | 21 | 101.0 | 1096.000 | 2.00 | 2024-04-25 |
LW240517C00085000 | LW | CALL | Long | 85.00 | None | $-0.20 | -0.10 | $2.99 | 0.04 | -0.08 | 2.00 | 1.80 | 81.53 | 84.52 | -0.20 | $-20.00 | 200.00 | 20 | 147.0 | 1061.000 | 2.99 | 2024-04-24 |
LW240517C00085000 | LW | CALL | Long | 85.00 | None | $-0.50 | -0.25 | $2.19 | 0.03 | -0.07 | 2.00 | 1.50 | 81.53 | 83.72 | -0.50 | $-50.00 | 200.00 | 19 | 160.0 | 1118.000 | 2.19 | 2024-04-23 |
LW240517C00085000 | LW | CALL | Long | 85.00 | None | $-1.00 | -0.50 | $0.59 | 0.01 | -0.07 | 2.00 | 1.00 | 81.53 | 82.12 | -1.00 | $-100.00 | 200.00 | 18 | 74.0 | 1105.000 | 0.59 | 2024-04-22 |
LW240517C00085000 | LW | CALL | Long | 85.00 | None | $-1.15 | -0.58 | $-0.53 | -0.01 | -0.06 | 2.00 | 0.85 | 81.53 | 81.00 | -1.15 | $-115.00 | 200.00 | 15 | 611.0 | 1450.000 | -0.53 | 2024-04-19 |
LW240517C00085000 | LW | CALL | Long | 85.00 | None | $-1.35 | -0.68 | $-1.24 | -0.02 | -0.05 | 2.00 | 0.65 | 81.53 | 80.29 | -1.35 | $-135.00 | 200.00 | 14 | 175.0 | 1362.000 | -1.24 | 2024-04-18 |
LW240517C00085000 | LW | CALL | Long | 85.00 | None | $-1.15 | -0.58 | $-1.17 | -0.01 | -0.04 | 2.00 | 0.85 | 81.53 | 80.36 | -1.15 | $-115.00 | 200.00 | 13 | 103.0 | 1151.000 | -1.17 | 2024-04-17 |
LW240517C00085000 | LW | CALL | Long | 85.00 | None | $-0.63 | -0.32 | $0.53 | 0.01 | -0.05 | 2.00 | 1.37 | 81.53 | 82.06 | -0.63 | $-63.00 | 200.00 | 12 | 166.0 | 1034.000 | 0.53 | 2024-04-16 |
LW240517C00085000 | LW | CALL | Long | 85.00 | None | $-1.20 | -0.60 | $-1.59 | -0.02 | -0.03 | 2.00 | 0.80 | 81.53 | 79.94 | -1.20 | $-120.00 | 200.00 | 11 | 49.0 | 1017.000 | -1.59 | 2024-04-15 |
LW240517C00085000 | LW | CALL | Long | 85.00 | None | $-1.30 | -0.65 | $-1.76 | -0.02 | -0.05 | 2.00 | 0.70 | 81.53 | 79.77 | -1.30 | $-130.00 | 200.00 | 8 | 79.0 | 991.000 | -1.76 | 2024-04-12 |
LW240517C00085000 | LW | CALL | Long | 85.00 | None | $-0.75 | -0.38 | $-0.17 | -0.00 | -0.06 | 2.00 | 1.25 | 81.53 | 81.36 | -0.75 | $-75.00 | 200.00 | 7 | 476.0 | 1118.000 | -0.17 | 2024-04-11 |
LW240517C00085000 | LW | CALL | Long | 85.00 | None | $-1.25 | -0.62 | $-1.67 | -0.02 | -0.05 | 2.00 | 0.75 | 81.53 | 79.86 | -1.25 | $-125.00 | 200.00 | 6 | 281.0 | 976.000 | -1.67 | 2024-04-10 |
LW240517C00085000 | LW | CALL | Long | 85.00 | None | $-0.86 | -0.43 | $-1.09 | -0.01 | -0.05 | 2.00 | 1.14 | 81.53 | 80.44 | -0.86 | $-86.00 | 200.00 | 5 | 321.0 | 991.000 | -1.09 | 2024-04-09 |
LW240517C00085000 | LW | CALL | Long | 85.00 | None | $-1.45 | -0.72 | $-3.72 | -0.05 | -0.05 | 2.00 | 0.55 | 81.53 | 77.81 | -1.45 | $-145.00 | 200.00 | 4 | 444.0 | 653.000 | -3.72 | 2024-04-08 |
LW240517C00085000 | LW | CALL | Long | 85.00 | Exit OP PnL: $-0.70;Exit EQ PnL: -2.13; Position is Long and position continued to lose. Latest OP price is: $1.30 (EQ: $79.40). Initial OP price was: $2.00 (EQ: $81.53). Surpassed Stop Loss Percentage: -0.35 < -0.16. | $-0.99 | -0.50 | $-1.76 | -0.02 | -0.04 | 2.00 | 1.01 | 81.53 | 79.77 | -0.99 | $-99.00 | 200.00 | 1 | 417.0 | 460.000 | -1.76 | 2024-04-05 |
LW240517C00085000 | LW | CALL | Long | 85.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 2.00 | 2.00 | 81.53 | 81.53 | 0.00 | $0.00 | 200.00 | 0 | 856.0 | 3.000 | 0.00 | 2024-04-04 |