| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-10 | LZ | LZ240816C00008000 | 8.00 | 360.0 | 206.000 | 0.914 | 0.415 | 0.0 | 2.1 | 0.030 | 0.150 | 2.250 | 0.15 | 5.86 | 2024-08-16 | CALL | Long | 0.306 | 0.419 | -0.254 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LZ240816C00008000 | LZ | CALL | Long | 8.00 | None | $-0.11 | -0.73 | $-0.20 | -0.03 | 1.84 | 0.15 | 0.04 | 5.86 | 5.66 | -0.11 | $-11.00 | 15.00 | 36 | 38.0 | 321.000 | -0.20 | 2024-08-15 |
| LZ240816C00008000 | LZ | CALL | Long | 8.00 | None | $-0.11 | -0.73 | $-0.28 | -0.05 | 1.40 | 0.15 | 0.04 | 5.86 | 5.58 | -0.11 | $-11.00 | 15.00 | 35 | 38.0 | 332.000 | -0.28 | 2024-08-14 |
| LZ240816C00008000 | LZ | CALL | Long | 8.00 | None | $-0.07 | -0.47 | $-0.06 | -0.01 | 0.91 | 0.15 | 0.08 | 5.86 | 5.80 | -0.07 | $-7.00 | 15.00 | 34 | 11.0 | 332.000 | -0.06 | 2024-08-13 |
| LZ240816C00008000 | LZ | CALL | Long | 8.00 | None | $-0.07 | -0.47 | $-0.29 | -0.05 | 0.90 | 0.15 | 0.08 | 5.86 | 5.57 | -0.07 | $-7.00 | 15.00 | 33 | 11.0 | 332.000 | -0.29 | 2024-08-12 |
| LZ240816C00008000 | LZ | CALL | Long | 8.00 | None | $-0.07 | -0.47 | $0.02 | 0.00 | 0.34 | 0.15 | 0.08 | 5.86 | 5.88 | -0.07 | $-7.00 | 15.00 | 30 | 11.0 | 332.000 | 0.02 | 2024-08-09 |
| LZ240816C00008000 | LZ | CALL | Long | 8.00 | None | $-0.07 | -0.47 | $-0.02 | -0.00 | 1.17 | 0.15 | 0.08 | 5.86 | 5.84 | -0.07 | $-7.00 | 15.00 | 29 | 11.0 | 332.000 | -0.02 | 2024-08-08 |
| LZ240816C00008000 | LZ | CALL | Long | 8.00 | None | $-0.07 | -0.47 | $0.07 | 0.01 | 0.35 | 0.15 | 0.08 | 5.86 | 5.93 | -0.07 | $-7.00 | 15.00 | 28 | 11.0 | 337.000 | 0.07 | 2024-08-07 |
| LZ240816C00008000 | LZ | CALL | Long | 8.00 | None | $-0.10 | -0.67 | $0.01 | 0.00 | 0.33 | 0.15 | 0.05 | 5.86 | 5.87 | -0.10 | $-10.00 | 15.00 | 27 | 20.0 | 337.000 | 0.01 | 2024-08-06 |
| LZ240816C00008000 | LZ | CALL | Long | 8.00 | None | $-0.02 | -0.13 | $0.81 | 0.14 | -0.02 | 0.15 | 0.13 | 5.86 | 6.67 | -0.02 | $-2.00 | 15.00 | 19 | 6.0 | 322.000 | 0.81 | 2024-07-29 |
| LZ240816C00008000 | LZ | CALL | Long | 8.00 | None | $-0.02 | -0.13 | $0.92 | 0.16 | -0.19 | 0.15 | 0.13 | 5.86 | 6.78 | -0.02 | $-2.00 | 15.00 | 16 | 6.0 | 322.000 | 0.92 | 2024-07-26 |
| LZ240816C00008000 | LZ | CALL | Long | 8.00 | None | $0.05 | 0.33 | $0.85 | 0.15 | -0.12 | 0.15 | 0.20 | 5.86 | 6.71 | 0.05 | $5.00 | 15.00 | 15 | 6.0 | 318.000 | 0.85 | 2024-07-25 |
| LZ240816C00008000 | LZ | CALL | Long | 8.00 | None | $0.01 | 0.07 | $0.68 | 0.12 | -0.12 | 0.15 | 0.16 | 5.86 | 6.54 | 0.01 | $1.00 | 15.00 | 14 | 46.0 | 318.000 | 0.68 | 2024-07-24 |
| LZ240816C00008000 | LZ | CALL | Long | 8.00 | None | $0.05 | 0.33 | $1.04 | 0.18 | -0.15 | 0.15 | 0.20 | 5.86 | 6.90 | 0.05 | $5.00 | 15.00 | 13 | 64.0 | 284.000 | 1.04 | 2024-07-23 |
| LZ240816C00008000 | LZ | CALL | Long | 8.00 | None | $0.00 | 0.00 | $0.84 | 0.14 | -0.16 | 0.15 | 0.15 | 5.86 | 6.70 | 0.00 | $0.00 | 15.00 | 12 | 156.0 | 368.000 | 0.84 | 2024-07-22 |
| LZ240816C00008000 | LZ | CALL | Long | 8.00 | None | $-0.05 | -0.33 | $0.56 | 0.10 | -0.20 | 0.15 | 0.10 | 5.86 | 6.42 | -0.05 | $-5.00 | 15.00 | 9 | 6.0 | 374.000 | 0.56 | 2024-07-19 |
| LZ240816C00008000 | LZ | CALL | Long | 8.00 | None | $-0.05 | -0.33 | $0.53 | 0.09 | -0.20 | 0.15 | 0.10 | 5.86 | 6.39 | -0.05 | $-5.00 | 15.00 | 8 | 13.0 | 363.000 | 0.53 | 2024-07-18 |
| LZ240816C00008000 | LZ | CALL | Long | 8.00 | None | $-0.05 | -0.33 | $0.61 | 0.10 | -0.24 | 0.15 | 0.10 | 5.86 | 6.47 | -0.05 | $-5.00 | 15.00 | 7 | 5.0 | 368.000 | 0.61 | 2024-07-17 |
| LZ240816C00008000 | LZ | CALL | Long | 8.00 | None | $0.00 | 0.00 | $0.65 | 0.11 | -0.22 | 0.15 | 0.15 | 5.86 | 6.51 | 0.00 | $0.00 | 15.00 | 6 | 4.0 | 365.000 | 0.65 | 2024-07-16 |
| LZ240816C00008000 | LZ | CALL | Long | 8.00 | None | $0.00 | 0.00 | $0.59 | 0.10 | -0.20 | 0.15 | 0.15 | 5.86 | 6.45 | 0.00 | $0.00 | 15.00 | 5 | 3.0 | 362.000 | 0.59 | 2024-07-15 |
| LZ240816C00008000 | LZ | CALL | Long | 8.00 | OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position. | $0.00 | 0.00 | $0.29 | 0.05 | -0.17 | 0.15 | 0.15 | 5.86 | 6.15 | 0.00 | $0.00 | 15.00 | 3 | 360.0 | 362.000 | 0.29 | 2024-07-13 |
| LZ240816C00008000 | LZ | CALL | Long | 8.00 | None | $0.00 | 0.00 | $0.29 | 0.05 | -0.18 | 0.15 | 0.15 | 5.86 | 6.15 | 0.00 | $0.00 | 15.00 | 2 | 360.0 | 362.000 | 0.29 | 2024-07-12 |
| LZ240816C00008000 | LZ | CALL | Long | 8.00 | None | $0.00 | 0.00 | $0.09 | 0.02 | -0.13 | 0.15 | 0.15 | 5.86 | 5.95 | 0.00 | $0.00 | 15.00 | 1 | 360.0 | 362.000 | 0.09 | 2024-07-11 |
| LZ240816C00008000 | LZ | CALL | Long | 8.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.15 | 0.15 | 5.86 | 5.86 | 0.00 | $0.00 | 15.00 | 0 | 360.0 | 206.000 | 0.00 | 2024-07-10 |