| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-11-02 | MCRB | MCRB231215C00002500 | 2.50 | 0.000 | 0.533 | 0.0 | 1.6 | 0.070 | 0.000 | 1.560 | 0.05 | 0.93 | 2023-12-15 | CALL | Long | 0.367 | 0.556 | -0.353 |
| 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 | MCRB | 0.818 | 0.148 | 0.626 | 0.331 | 0.354 | 0.140 | 0.88 | -0.900 | 0.0000 | 0.55 | 1.56 | 21 | 1y | 0.73 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MCRB231215C00002500 | MCRB | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.15 | 0.16 | 7.50 | 0.05 | 0.05 | 0.93 | 1.08 | 0.00 | $0.00 | 5.00 | 42 | 1.0 | 27.000 | 0.15 | 2023-12-14 |
| MCRB231215C00002500 | MCRB | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.12 | 0.13 | 6.25 | 0.05 | 0.05 | 0.93 | 1.05 | 0.00 | $0.00 | 5.00 | 41 | 1.0 | 27.000 | 0.12 | 2023-12-13 |
| MCRB231215C00002500 | MCRB | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.03 | 0.03 | 5.88 | 0.05 | 0.05 | 0.93 | 0.96 | 0.00 | $0.00 | 5.00 | 40 | 1.0 | 26.000 | 0.03 | 2023-12-12 |
| MCRB231215C00002500 | MCRB | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.07 | 0.08 | 5.75 | 0.05 | 0.05 | 0.93 | 1.00 | 0.00 | $0.00 | 5.00 | 39 | 1.0 | 26.000 | 0.07 | 2023-12-11 |
| MCRB231215C00002500 | MCRB | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.16 | 0.17 | 3.69 | 0.05 | 0.05 | 0.93 | 1.09 | 0.00 | $0.00 | 5.00 | 36 | 1.0 | 26.000 | 0.16 | 2023-12-08 |
| MCRB231215C00002500 | MCRB | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.17 | 0.18 | 3.69 | 0.05 | 0.05 | 0.93 | 1.10 | 0.00 | $0.00 | 5.00 | 35 | 1.0 | 26.000 | 0.17 | 2023-12-07 |
| MCRB231215C00002500 | MCRB | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.15 | 0.16 | 3.34 | 0.05 | 0.05 | 0.93 | 1.08 | 0.00 | $0.00 | 5.00 | 34 | 0.0 | 26.000 | 0.15 | 2023-12-06 |
| MCRB231215C00002500 | MCRB | CALL | Long | 2.50 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $0.13 | 0.14 | 3.25 | 0.05 | 0.05 | 0.93 | 1.06 | 0.00 | $0.00 | 5.00 | 33 | 0.0 | 26.000 | 0.13 | 2023-12-05 |
| MCRB231215C00002500 | MCRB | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.21 | 0.23 | 2.88 | 0.05 | 0.05 | 0.93 | 1.14 | 0.00 | $0.00 | 5.00 | 32 | 0.0 | 26.000 | 0.21 | 2023-12-04 |
| MCRB231215C00002500 | MCRB | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.14 | 0.15 | 2.94 | 0.05 | 0.05 | 0.93 | 1.07 | 0.00 | $0.00 | 5.00 | 31 | 0.0 | 26.000 | 0.14 | 2023-12-03 |
| MCRB231215C00002500 | MCRB | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.14 | 0.15 | 2.88 | 0.05 | 0.05 | 0.93 | 1.07 | 0.00 | $0.00 | 5.00 | 30 | 0.0 | 26.000 | 0.14 | 2023-12-02 |
| MCRB231215C00002500 | MCRB | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.14 | 0.15 | 2.75 | 0.05 | 0.05 | 0.93 | 1.07 | 0.00 | $0.00 | 5.00 | 29 | 0.0 | 26.000 | 0.14 | 2023-12-01 |
| MCRB231215C00002500 | MCRB | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.11 | 0.12 | 2.75 | 0.05 | 0.05 | 0.93 | 1.04 | 0.00 | $0.00 | 5.00 | 28 | 0.0 | 26.000 | 0.11 | 2023-11-30 |
| MCRB231215C00002500 | MCRB | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.19 | 0.20 | 0.50 | 0.05 | 0.05 | 0.93 | 1.12 | 0.00 | $0.00 | 5.00 | 27 | 0.0 | 26.000 | 0.19 | 2023-11-29 |
| MCRB231215C00002500 | MCRB | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.20 | 0.22 | 2.38 | 0.05 | 0.05 | 0.93 | 1.13 | 0.00 | $0.00 | 5.00 | 26 | 0.0 | 26.000 | 0.20 | 2023-11-28 |
| MCRB231215C00002500 | MCRB | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.20 | 0.22 | 2.38 | 0.05 | 0.05 | 0.93 | 1.13 | 0.00 | $0.00 | 5.00 | 25 | 0.0 | 26.000 | 0.20 | 2023-11-27 |
| MCRB231215C00002500 | MCRB | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.19 | 0.20 | 2.19 | 0.05 | 0.05 | 0.93 | 1.12 | 0.00 | $0.00 | 5.00 | 22 | 0.0 | 26.000 | 0.19 | 2023-11-24 |
| MCRB231215C00002500 | MCRB | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.19 | 0.20 | 0.50 | 0.05 | 0.05 | 0.93 | 1.12 | 0.00 | $0.00 | 5.00 | 21 | 0.0 | 26.000 | 0.19 | 2023-11-23 |
| MCRB231215C00002500 | MCRB | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.08 | 0.09 | 2.31 | 0.05 | 0.05 | 0.93 | 1.01 | 0.00 | $0.00 | 5.00 | 20 | 0.0 | 26.000 | 0.08 | 2023-11-22 |
| MCRB231215C00002500 | MCRB | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.11 | 0.12 | 2.25 | 0.05 | 0.05 | 0.93 | 1.04 | 0.00 | $0.00 | 5.00 | 19 | 0.0 | 25.000 | 0.11 | 2023-11-21 |
| MCRB231215C00002500 | MCRB | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.04 | 0.04 | 2.38 | 0.05 | 0.05 | 0.93 | 0.97 | 0.00 | $0.00 | 5.00 | 18 | 0.0 | 16.000 | 0.04 | 2023-11-20 |
| MCRB231215C00002500 | MCRB | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.49 | 0.53 | 1.44 | 0.05 | 0.05 | 0.93 | 1.42 | 0.00 | $0.00 | 5.00 | 17 | 0.0 | 11.000 | 0.49 | 2023-11-19 |
| MCRB231215C00002500 | MCRB | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.49 | 0.53 | 1.44 | 0.05 | 0.05 | 0.93 | 1.42 | 0.00 | $0.00 | 5.00 | 15 | 0.0 | 11.000 | 0.49 | 2023-11-17 |
| MCRB231215C00002500 | MCRB | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.23 | 0.25 | 1.81 | 0.05 | 0.05 | 0.93 | 1.16 | 0.00 | $0.00 | 5.00 | 14 | 0.0 | 11.000 | 0.23 | 2023-11-16 |
| MCRB231215C00002500 | MCRB | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.27 | 0.29 | 1.72 | 0.05 | 0.05 | 0.93 | 1.20 | 0.00 | $0.00 | 5.00 | 13 | 0.0 | 11.000 | 0.27 | 2023-11-15 |
| MCRB231215C00002500 | MCRB | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.31 | 0.33 | 1.62 | 0.05 | 0.05 | 0.93 | 1.24 | 0.00 | $0.00 | 5.00 | 12 | 0.0 | 11.000 | 0.31 | 2023-11-14 |
| MCRB231215C00002500 | MCRB | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.14 | 0.15 | 1.88 | 0.05 | 0.05 | 0.93 | 1.07 | 0.00 | $0.00 | 5.00 | 11 | 0.0 | 11.000 | 0.14 | 2023-11-13 |
| MCRB231215C00002500 | MCRB | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.08 | 0.09 | 1.97 | 0.05 | 0.05 | 0.93 | 1.01 | 0.00 | $0.00 | 5.00 | 8 | 0.0 | 11.000 | 0.08 | 2023-11-10 |
| MCRB231215C00002500 | MCRB | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.08 | 0.09 | 0.50 | 0.05 | 0.05 | 0.93 | 1.01 | 0.00 | $0.00 | 5.00 | 7 | 0.0 | 0.000 | 0.08 | 2023-11-09 |
| MCRB231215C00002500 | MCRB | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.08 | 0.09 | 1.88 | 0.05 | 0.05 | 0.93 | 1.01 | 0.00 | $0.00 | 5.00 | 6 | 0.0 | 11.000 | 0.08 | 2023-11-08 |
| MCRB231215C00002500 | MCRB | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.11 | 0.12 | 1.81 | 0.05 | 0.05 | 0.93 | 1.04 | 0.00 | $0.00 | 5.00 | 5 | 0.0 | 11.000 | 0.11 | 2023-11-07 |
| MCRB231215C00002500 | MCRB | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.21 | 0.23 | 1.59 | 0.05 | 0.05 | 0.93 | 1.14 | 0.00 | $0.00 | 5.00 | 4 | 0.0 | 11.000 | 0.21 | 2023-11-06 |
| MCRB231215C00002500 | MCRB | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.21 | 0.23 | 1.59 | 0.05 | 0.05 | 0.93 | 1.14 | 0.00 | $0.00 | 5.00 | 3 | 0.0 | 11.000 | 0.21 | 2023-11-05 |
| MCRB231215C00002500 | MCRB | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.05 | 0.05 | 0.93 | 0.93 | 0.00 | $0.00 | 5.00 | 0 | 0.00 | 2023-11-02 |