| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-11-13 | LYRA | LYRA241220C00002500 | 2.50 | 2.0 | 4.000 | 0.000 | 0.444 | 0.0 | 2.3 | 0.040 | 0.000 | 2.290 | 0.05 | 0.20 | 2024-12-20 | CALL | Long | 0.349 | 0.482 | -0.281 |
| 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 | LYRA | 1.000 | 0.120 | 2.089 | 0.369 | 0.277 | -0.131 | 0.18 | -40.231 | 0.0000 | 0.17 | 6.53 | 21 | 1y | 0.25 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LYRA241220C00002500 | LYRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $-0.03 | -0.15 | 0.00 | 0.05 | 0.05 | 0.20 | 0.17 | 0.00 | $0.00 | 5.00 | 36 | 2.0 | 4.000 | -0.03 | 2024-12-19 |
| LYRA241220C00002500 | LYRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $-0.03 | -0.15 | 0.00 | 0.05 | 0.05 | 0.20 | 0.17 | 0.00 | $0.00 | 5.00 | 35 | 2.0 | 4.000 | -0.03 | 2024-12-18 |
| LYRA241220C00002500 | LYRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $-0.02 | -0.10 | 0.00 | 0.05 | 0.05 | 0.20 | 0.18 | 0.00 | $0.00 | 5.00 | 34 | 2.0 | 4.000 | -0.02 | 2024-12-17 |
| LYRA241220C00002500 | LYRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $-0.01 | -0.05 | 0.00 | 0.05 | 0.05 | 0.20 | 0.19 | 0.00 | $0.00 | 5.00 | 33 | 2.0 | 4.000 | -0.01 | 2024-12-16 |
| LYRA241220C00002500 | LYRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $-0.02 | -0.10 | 0.00 | 0.05 | 0.05 | 0.20 | 0.18 | 0.00 | $0.00 | 5.00 | 30 | 2.0 | 4.000 | -0.02 | 2024-12-13 |
| LYRA241220C00002500 | LYRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.05 | 0.05 | 0.20 | 0.20 | 0.00 | $0.00 | 5.00 | 29 | 2.0 | 4.000 | 0.00 | 2024-12-12 |
| LYRA241220C00002500 | LYRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.05 | 0.05 | 0.20 | 0.20 | 0.00 | $0.00 | 5.00 | 28 | 2.0 | 4.000 | 0.00 | 2024-12-11 |
| LYRA241220C00002500 | LYRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.01 | 0.05 | 0.00 | 0.05 | 0.05 | 0.20 | 0.21 | 0.00 | $0.00 | 5.00 | 27 | 2.0 | 4.000 | 0.01 | 2024-12-10 |
| LYRA241220C00002500 | LYRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.01 | 0.05 | 0.00 | 0.05 | 0.05 | 0.20 | 0.21 | 0.00 | $0.00 | 5.00 | 26 | 2.0 | 4.000 | 0.01 | 2024-12-09 |
| LYRA241220C00002500 | LYRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.02 | 0.10 | 0.00 | 0.05 | 0.05 | 0.20 | 0.22 | 0.00 | $0.00 | 5.00 | 25 | 2.0 | 4.000 | 0.02 | 2024-12-08 |
| LYRA241220C00002500 | LYRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.01 | 0.05 | 0.00 | 0.05 | 0.05 | 0.20 | 0.21 | 0.00 | $0.00 | 5.00 | 23 | 2.0 | 4.000 | 0.01 | 2024-12-06 |
| LYRA241220C00002500 | LYRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.05 | 0.05 | 0.20 | 0.20 | 0.00 | $0.00 | 5.00 | 22 | 2.0 | 4.000 | 0.00 | 2024-12-05 |
| LYRA241220C00002500 | LYRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.01 | 0.05 | 0.00 | 0.05 | 0.05 | 0.20 | 0.21 | 0.00 | $0.00 | 5.00 | 21 | 2.0 | 4.000 | 0.01 | 2024-12-04 |
| LYRA241220C00002500 | LYRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.01 | 0.05 | 0.00 | 0.05 | 0.05 | 0.20 | 0.21 | 0.00 | $0.00 | 5.00 | 20 | 2.0 | 4.000 | 0.01 | 2024-12-03 |
| LYRA241220C00002500 | LYRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.01 | 0.05 | 0.00 | 0.05 | 0.05 | 0.20 | 0.21 | 0.00 | $0.00 | 5.00 | 19 | 2.0 | 4.000 | 0.01 | 2024-12-02 |
| LYRA241220C00002500 | LYRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.01 | 0.05 | 0.50 | 0.05 | 0.05 | 0.20 | 0.21 | 0.00 | $0.00 | 5.00 | 18 | 2.0 | 0.000 | 0.01 | 2024-12-01 |
| LYRA241220C00002500 | LYRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.01 | 0.05 | 0.00 | 0.05 | 0.05 | 0.20 | 0.21 | 0.00 | $0.00 | 5.00 | 17 | 2.0 | 4.000 | 0.01 | 2024-11-30 |
| LYRA241220C00002500 | LYRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $-0.01 | -0.05 | 0.00 | 0.05 | 0.05 | 0.20 | 0.19 | 0.00 | $0.00 | 5.00 | 15 | 2.0 | 4.000 | -0.01 | 2024-11-28 |
| LYRA241220C00002500 | LYRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.05 | 0.05 | 0.20 | 0.20 | 0.00 | $0.00 | 5.00 | 14 | 2.0 | 4.000 | 0.00 | 2024-11-27 |
| LYRA241220C00002500 | LYRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.05 | 0.05 | 0.20 | 0.20 | 0.00 | $0.00 | 5.00 | 13 | 2.0 | 4.000 | 0.00 | 2024-11-26 |
| LYRA241220C00002500 | LYRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $-0.01 | -0.05 | 6.38 | 0.05 | 0.05 | 0.20 | 0.19 | 0.00 | $0.00 | 5.00 | 12 | 2.0 | 4.000 | -0.01 | 2024-11-25 |
| LYRA241220C00002500 | LYRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $-0.01 | -0.05 | 6.38 | 0.05 | 0.05 | 0.20 | 0.19 | 0.00 | $0.00 | 5.00 | 11 | 2.0 | 4.000 | -0.01 | 2024-11-24 |
| LYRA241220C00002500 | LYRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $-0.01 | -0.05 | 6.12 | 0.05 | 0.05 | 0.20 | 0.19 | 0.00 | $0.00 | 5.00 | 10 | 2.0 | 4.000 | -0.01 | 2024-11-23 |
| LYRA241220C00002500 | LYRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $-0.01 | -0.05 | 6.00 | 0.05 | 0.05 | 0.20 | 0.19 | 0.00 | $0.00 | 5.00 | 9 | 2.0 | 4.000 | -0.01 | 2024-11-22 |
| LYRA241220C00002500 | LYRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $-0.02 | -0.10 | 6.00 | 0.05 | 0.05 | 0.20 | 0.18 | 0.00 | $0.00 | 5.00 | 8 | 2.0 | 4.000 | -0.02 | 2024-11-21 |
| LYRA241220C00002500 | LYRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $-0.02 | -0.10 | 6.00 | 0.05 | 0.05 | 0.20 | 0.18 | 0.00 | $0.00 | 5.00 | 7 | 2.0 | 4.000 | -0.02 | 2024-11-20 |
| LYRA241220C00002500 | LYRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.00 | 0.00 | 5.75 | 0.05 | 0.05 | 0.20 | 0.20 | 0.00 | $0.00 | 5.00 | 6 | 2.0 | 4.000 | 0.00 | 2024-11-19 |
| LYRA241220C00002500 | LYRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $-0.03 | -0.15 | 6.00 | 0.05 | 0.05 | 0.20 | 0.17 | 0.00 | $0.00 | 5.00 | 5 | 2.0 | 4.000 | -0.03 | 2024-11-18 |
| LYRA241220C00002500 | LYRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $-0.03 | -0.15 | 5.88 | 0.05 | 0.05 | 0.20 | 0.17 | 0.00 | $0.00 | 5.00 | 4 | 2.0 | 4.000 | -0.03 | 2024-11-17 |
| LYRA241220C00002500 | LYRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $-0.03 | -0.15 | 5.88 | 0.05 | 0.05 | 0.20 | 0.17 | 0.00 | $0.00 | 5.00 | 3 | 2.0 | 4.000 | -0.03 | 2024-11-16 |
| LYRA241220C00002500 | LYRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $-0.03 | -0.15 | 5.62 | 0.05 | 0.05 | 0.20 | 0.17 | 0.00 | $0.00 | 5.00 | 2 | 2.0 | 4.000 | -0.03 | 2024-11-15 |
| LYRA241220C00002500 | LYRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $-0.02 | -0.10 | 5.44 | 0.05 | 0.05 | 0.20 | 0.18 | 0.00 | $0.00 | 5.00 | 1 | 2.0 | 4.000 | -0.02 | 2024-11-14 |
| LYRA241220C00002500 | LYRA | CALL | Long | 2.50 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.05 | 0.05 | 0.20 | 0.20 | 0.00 | $0.00 | 5.00 | 0 | 2.0 | 4.000 | 0.00 | 2024-11-13 |