| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-08 | LZ | LZ240621C00009000 | 9.00 | 26.0 | 91.000 | 0.429 | 0.311 | 0.4 | 0.3 | 0.040 | 0.550 | 0.400 | 0.65 | 9.11 | 2024-06-21 | CALL | Long | 0.207 | 0.346 | -0.239 |
| 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 | LZ | 0.909 | 0.072 | 0.312 | 0.143 | 0.081 | -0.115 | 8.17 | 0.021 | 0.0000 | 5.57 | 13.59 | 21 | 1y | 7.57 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LZ240621C00009000 | LZ | CALL | Long | 9.00 | None | $-0.74 | -0.99 | $-1.17 | -0.13 | 0.29 | 0.75 | 0.01 | 9.28 | 8.11 | -0.74 | $-74.00 | 75.00 | 41 | 1.0 | 447.000 | -1.17 | 2024-06-18 |
| LZ240621C00009000 | LZ | CALL | Long | 9.00 | None | $-0.70 | -0.93 | $-1.25 | -0.13 | 0.26 | 0.75 | 0.05 | 9.28 | 8.03 | -0.70 | $-70.00 | 75.00 | 40 | 1.0 | 447.000 | -1.25 | 2024-06-17 |
| LZ240621C00009000 | LZ | CALL | Long | 9.00 | None | $-0.70 | -0.93 | $-1.16 | -0.12 | 0.55 | 0.75 | 0.05 | 9.28 | 8.12 | -0.70 | $-70.00 | 75.00 | 37 | 1.0 | 447.000 | -1.16 | 2024-06-14 |
| LZ240621C00009000 | LZ | CALL | Long | 9.00 | None | $-0.70 | -0.93 | $-1.08 | -0.12 | 0.11 | 0.75 | 0.05 | 9.28 | 8.20 | -0.70 | $-70.00 | 75.00 | 36 | 1.0 | 447.000 | -1.08 | 2024-06-13 |
| LZ240621C00009000 | LZ | CALL | Long | 9.00 | None | $-0.70 | -0.93 | $-0.82 | -0.09 | 0.19 | 0.75 | 0.05 | 9.28 | 8.46 | -0.70 | $-70.00 | 75.00 | 35 | 1.0 | 447.000 | -0.82 | 2024-06-12 |
| LZ240621C00009000 | LZ | CALL | Long | 9.00 | None | $-0.70 | -0.93 | $-0.84 | -0.09 | 0.17 | 0.75 | 0.05 | 9.28 | 8.44 | -0.70 | $-70.00 | 75.00 | 34 | 1.0 | 447.000 | -0.84 | 2024-06-11 |
| LZ240621C00009000 | LZ | CALL | Long | 9.00 | None | $-0.70 | -0.93 | $-0.81 | -0.09 | 0.13 | 0.75 | 0.05 | 9.28 | 8.47 | -0.70 | $-70.00 | 75.00 | 33 | 1.0 | 447.000 | -0.81 | 2024-06-10 |
| LZ240621C00009000 | LZ | CALL | Long | 9.00 | None | $-0.70 | -0.93 | $-0.87 | -0.09 | 0.16 | 0.75 | 0.05 | 9.28 | 8.41 | -0.70 | $-70.00 | 75.00 | 32 | 1.0 | 447.000 | -0.87 | 2024-06-09 |
| LZ240621C00009000 | LZ | CALL | Long | 9.00 | None | $-0.70 | -0.93 | $-0.87 | -0.09 | 0.10 | 0.75 | 0.05 | 9.28 | 8.41 | -0.70 | $-70.00 | 75.00 | 30 | 1.0 | 447.000 | -0.87 | 2024-06-07 |
| LZ240621C00009000 | LZ | CALL | Long | 9.00 | None | $-0.65 | -0.87 | $-0.81 | -0.09 | 0.05 | 0.75 | 0.10 | 9.28 | 8.47 | -0.65 | $-65.00 | 75.00 | 29 | 1.0 | 447.000 | -0.81 | 2024-06-06 |
| LZ240621C00009000 | LZ | CALL | Long | 9.00 | None | $-0.61 | -0.81 | $-0.78 | -0.08 | 0.10 | 0.75 | 0.14 | 9.28 | 8.50 | -0.61 | $-61.00 | 75.00 | 28 | 1.0 | 446.000 | -0.78 | 2024-06-05 |
| LZ240621C00009000 | LZ | CALL | Long | 9.00 | None | $-0.55 | -0.73 | $-0.98 | -0.11 | 0.10 | 0.75 | 0.20 | 9.28 | 8.30 | -0.55 | $-55.00 | 75.00 | 27 | 2.0 | 446.000 | -0.98 | 2024-06-04 |
| LZ240621C00009000 | LZ | CALL | Long | 9.00 | None | $-0.55 | -0.73 | $-0.65 | -0.07 | 0.08 | 0.75 | 0.20 | 9.28 | 8.63 | -0.55 | $-55.00 | 75.00 | 26 | 2.0 | 445.000 | -0.65 | 2024-06-03 |
| LZ240621C00009000 | LZ | CALL | Long | 9.00 | None | $-0.55 | -0.73 | $-0.50 | -0.05 | 0.09 | 0.75 | 0.20 | 9.28 | 8.78 | -0.55 | $-55.00 | 75.00 | 23 | 75.0 | 368.000 | -0.50 | 2024-05-31 |
| LZ240621C00009000 | LZ | CALL | Long | 9.00 | None | $-0.47 | -0.63 | $-0.58 | -0.06 | 0.15 | 0.75 | 0.28 | 9.28 | 8.70 | -0.47 | $-47.00 | 75.00 | 22 | 7.0 | 373.000 | -0.58 | 2024-05-30 |
| LZ240621C00009000 | LZ | CALL | Long | 9.00 | None | $-0.55 | -0.73 | $-0.62 | -0.07 | 0.01 | 0.75 | 0.20 | 9.28 | 8.66 | -0.55 | $-55.00 | 75.00 | 21 | 5.0 | 368.000 | -0.62 | 2024-05-29 |
| LZ240621C00009000 | LZ | CALL | Long | 9.00 | None | $-0.48 | -0.64 | $-0.74 | -0.08 | 0.00 | 0.75 | 0.27 | 9.28 | 8.54 | -0.48 | $-48.00 | 75.00 | 20 | 4.0 | 364.000 | -0.74 | 2024-05-28 |
| LZ240621C00009000 | LZ | CALL | Long | 9.00 | None | $-0.50 | -0.67 | $-0.69 | -0.07 | 0.02 | 0.75 | 0.25 | 9.28 | 8.59 | -0.50 | $-50.00 | 75.00 | 19 | 2.0 | 362.000 | -0.69 | 2024-05-27 |
| LZ240621C00009000 | LZ | CALL | Long | 9.00 | None | $-0.50 | -0.67 | $-0.69 | -0.07 | 0.00 | 0.75 | 0.25 | 9.28 | 8.59 | -0.50 | $-50.00 | 75.00 | 16 | 2.0 | 362.000 | -0.69 | 2024-05-24 |
| LZ240621C00009000 | LZ | CALL | Long | 9.00 | None | $-0.50 | -0.67 | $-0.79 | -0.09 | 0.03 | 0.75 | 0.25 | 9.28 | 8.49 | -0.50 | $-50.00 | 75.00 | 15 | 102.0 | 260.000 | -0.79 | 2024-05-23 |
| LZ240621C00009000 | LZ | CALL | Long | 9.00 | None | $-0.45 | -0.60 | $-0.54 | -0.06 | 0.02 | 0.75 | 0.30 | 9.28 | 8.74 | -0.45 | $-45.00 | 75.00 | 14 | 243.0 | 248.000 | -0.54 | 2024-05-22 |
| LZ240621C00009000 | LZ | CALL | Long | 9.00 | None | $-0.55 | -0.73 | $-0.79 | -0.09 | 0.02 | 0.75 | 0.20 | 9.28 | 8.49 | -0.55 | $-55.00 | 75.00 | 13 | 111.0 | 150.000 | -0.79 | 2024-05-21 |
| LZ240621C00009000 | LZ | CALL | Long | 9.00 | None | $-0.40 | -0.53 | $-0.53 | -0.06 | -0.40 | 0.75 | 0.35 | 9.28 | 8.75 | -0.40 | $-40.00 | 75.00 | 12 | 36.0 | 0.000 | -0.53 | 2024-05-20 |
| LZ240621C00009000 | LZ | CALL | Long | 9.00 | None | $-0.35 | -0.47 | $-0.23 | -0.02 | 0.00 | 0.75 | 0.40 | 9.28 | 9.05 | -0.35 | $-35.00 | 75.00 | 11 | 47.0 | 139.000 | -0.23 | 2024-05-19 |
| LZ240621C00009000 | LZ | CALL | Long | 9.00 | None | $-0.35 | -0.47 | $-0.23 | -0.02 | -0.00 | 0.75 | 0.40 | 9.28 | 9.05 | -0.35 | $-35.00 | 75.00 | 10 | 47.0 | 139.000 | -0.23 | 2024-05-18 |
| LZ240621C00009000 | LZ | CALL | Long | 9.00 | None | $-0.35 | -0.47 | $-0.23 | -0.02 | -0.06 | 0.75 | 0.40 | 9.28 | 9.05 | -0.35 | $-35.00 | 75.00 | 9 | 47.0 | 139.000 | -0.23 | 2024-05-17 |
| LZ240621C00009000 | LZ | CALL | Long | 9.00 | None | $0.35 | 0.47 | $0.21 | 0.02 | 0.01 | 0.75 | 1.10 | 9.28 | 9.49 | 0.35 | $35.00 | 75.00 | 7 | 6.0 | 85.000 | 0.21 | 2024-05-15 |
| LZ240621C00009000 | LZ | CALL | Long | 9.00 | None | $0.35 | 0.47 | $0.32 | 0.03 | 0.02 | 0.75 | 1.10 | 9.28 | 9.60 | 0.35 | $35.00 | 75.00 | 6 | 6.0 | 89.000 | 0.32 | 2024-05-14 |
| LZ240621C00009000 | LZ | CALL | Long | 9.00 | None | $0.15 | 0.20 | $0.47 | 0.05 | 0.06 | 0.75 | 0.90 | 9.28 | 9.75 | 0.15 | $15.00 | 75.00 | 5 | 6.0 | 88.000 | 0.47 | 2024-05-13 |
| LZ240621C00009000 | LZ | CALL | Long | 9.00 | None | $-0.25 | -0.33 | $0.70 | 0.08 | -0.43 | 0.75 | 0.50 | 9.28 | 9.98 | -0.25 | $-25.00 | 75.00 | 4 | 200.0 | 88.000 | 0.70 | 2024-05-12 |
| LZ240621C00009000 | LZ | CALL | Long | 9.00 | Exit OP PnL: $-0.25;Exit EQ PnL: 0.22; Position is Long and position continued to lose. Latest OP price is: $0.50 (EQ: $9.50). Initial OP price was: $0.75 (EQ: $9.28). Surpassed Stop Loss Percentage: -0.3333333333333333333333333333 < -0.16. | $-0.25 | -0.33 | $0.22 | 0.02 | 0.74 | 0.75 | 0.50 | 9.28 | 9.50 | -0.25 | $-25.00 | 75.00 | 1 | 8.0 | 84.000 | 0.22 | 2024-05-09 |
| LZ240621C00009000 | LZ | CALL | Long | 9.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.75 | 0.75 | 9.28 | 9.28 | 0.00 | $0.00 | 75.00 | 0 | 66.0 | 91.000 | 0.00 | 2024-05-08 |