| 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 | MCRB | MCRB240621C00001000 | 1.00 | 192.0 | 1561.000 | 1.438 | 0.570 | 0.0 | 0.3 | 0.050 | 0.060 | 0.300 | 0.10 | 0.75 | 2024-06-21 | CALL | Long | 0.453 | 0.601 | -0.325 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MCRB240621C00001000 | MCRB | CALL | Long | 1.00 | None | $-0.07 | -0.70 | $-0.04 | -0.05 | 1.88 | 0.10 | 0.03 | 0.75 | 0.71 | -0.07 | $-7.00 | 10.00 | 41 | 19.0 | 17437.000 | -0.04 | 2024-06-18 |
| MCRB240621C00001000 | MCRB | CALL | Long | 1.00 | None | $-0.07 | -0.70 | $-0.08 | -0.11 | 1.88 | 0.10 | 0.03 | 0.75 | 0.67 | -0.07 | $-7.00 | 10.00 | 40 | 10.0 | 17444.000 | -0.08 | 2024-06-17 |
| MCRB240621C00001000 | MCRB | CALL | Long | 1.00 | None | $-0.07 | -0.70 | $-0.04 | -0.05 | 0.94 | 0.10 | 0.03 | 0.75 | 0.71 | -0.07 | $-7.00 | 10.00 | 37 | 61.0 | 17444.000 | -0.04 | 2024-06-14 |
| MCRB240621C00001000 | MCRB | CALL | Long | 1.00 | None | $-0.07 | -0.70 | $-0.04 | -0.05 | 0.75 | 0.10 | 0.03 | 0.75 | 0.71 | -0.07 | $-7.00 | 10.00 | 36 | 61.0 | 17444.000 | -0.04 | 2024-06-13 |
| MCRB240621C00001000 | MCRB | CALL | Long | 1.00 | None | $-0.07 | -0.70 | $0.00 | 0.00 | 0.44 | 0.10 | 0.03 | 0.75 | 0.75 | -0.07 | $-7.00 | 10.00 | 35 | 61.0 | 17433.000 | 0.00 | 2024-06-12 |
| MCRB240621C00001000 | MCRB | CALL | Long | 1.00 | None | $-0.05 | -0.50 | $0.04 | 0.05 | 1.12 | 0.10 | 0.05 | 0.75 | 0.79 | -0.05 | $-5.00 | 10.00 | 34 | 733.0 | 17186.000 | 0.04 | 2024-06-11 |
| MCRB240621C00001000 | MCRB | CALL | Long | 1.00 | None | $-0.07 | -0.70 | $-0.01 | -0.01 | 0.31 | 0.10 | 0.03 | 0.75 | 0.74 | -0.07 | $-7.00 | 10.00 | 33 | 1557.0 | 17112.000 | -0.01 | 2024-06-10 |
| MCRB240621C00001000 | MCRB | CALL | Long | 1.00 | None | $-0.05 | -0.50 | $-0.14 | -0.19 | 1.06 | 0.10 | 0.05 | 0.75 | 0.61 | -0.05 | $-5.00 | 10.00 | 32 | 566.0 | 16612.000 | -0.14 | 2024-06-09 |
| MCRB240621C00001000 | MCRB | CALL | Long | 1.00 | None | $-0.05 | -0.50 | $-0.14 | -0.19 | 0.81 | 0.10 | 0.05 | 0.75 | 0.61 | -0.05 | $-5.00 | 10.00 | 30 | 566.0 | 16612.000 | -0.14 | 2024-06-07 |
| MCRB240621C00001000 | MCRB | CALL | Long | 1.00 | None | $-0.05 | -0.50 | $0.10 | 0.13 | 0.34 | 0.10 | 0.05 | 0.75 | 0.85 | -0.05 | $-5.00 | 10.00 | 29 | 266.0 | 16599.000 | 0.10 | 2024-06-06 |
| MCRB240621C00001000 | MCRB | CALL | Long | 1.00 | None | $0.10 | 1.00 | $0.39 | 0.52 | -0.47 | 0.10 | 0.20 | 0.75 | 1.14 | 0.10 | $10.00 | 10.00 | 28 | 222.0 | 16587.000 | 0.39 | 2024-06-05 |
| MCRB240621C00001000 | MCRB | CALL | Long | 1.00 | None | $0.08 | 0.80 | $0.32 | 0.43 | -0.22 | 0.10 | 0.18 | 0.75 | 1.07 | 0.08 | $8.00 | 10.00 | 27 | 77.0 | 16581.000 | 0.32 | 2024-06-04 |
| MCRB240621C00001000 | MCRB | CALL | Long | 1.00 | None | $0.07 | 0.70 | $0.33 | 0.44 | -0.05 | 0.10 | 0.17 | 0.75 | 1.08 | 0.07 | $7.00 | 10.00 | 26 | 75.0 | 16581.000 | 0.33 | 2024-06-03 |
| MCRB240621C00001000 | MCRB | CALL | Long | 1.00 | None | $0.05 | 0.50 | $0.24 | 0.32 | -0.38 | 0.10 | 0.15 | 0.75 | 0.99 | 0.05 | $5.00 | 10.00 | 23 | 57.0 | 16572.000 | 0.24 | 2024-05-31 |
| MCRB240621C00001000 | MCRB | CALL | Long | 1.00 | None | $0.05 | 0.50 | $0.22 | 0.29 | -0.03 | 0.10 | 0.15 | 0.75 | 0.97 | 0.05 | $5.00 | 10.00 | 22 | 98.0 | 16537.000 | 0.22 | 2024-05-30 |
| MCRB240621C00001000 | MCRB | CALL | Long | 1.00 | None | $-0.02 | -0.20 | $0.17 | 0.23 | -0.05 | 0.10 | 0.08 | 0.75 | 0.92 | -0.02 | $-2.00 | 10.00 | 21 | 123.0 | 16523.000 | 0.17 | 2024-05-29 |
| MCRB240621C00001000 | MCRB | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.18 | 0.24 | -0.09 | 0.10 | 0.10 | 0.75 | 0.93 | 0.00 | $0.00 | 10.00 | 20 | 453.0 | 16142.000 | 0.18 | 2024-05-28 |
| MCRB240621C00001000 | MCRB | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.17 | 0.23 | -0.34 | 0.10 | 0.10 | 0.75 | 0.92 | 0.00 | $0.00 | 10.00 | 19 | 77.0 | 16124.000 | 0.17 | 2024-05-27 |
| MCRB240621C00001000 | MCRB | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.17 | 0.23 | -0.39 | 0.10 | 0.10 | 0.75 | 0.92 | 0.00 | $0.00 | 10.00 | 16 | 77.0 | 16124.000 | 0.17 | 2024-05-24 |
| MCRB240621C00001000 | MCRB | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.16 | 0.21 | -0.12 | 0.10 | 0.10 | 0.75 | 0.91 | 0.00 | $0.00 | 10.00 | 15 | 410.0 | 16045.000 | 0.16 | 2024-05-23 |
| MCRB240621C00001000 | MCRB | CALL | Long | 1.00 | None | $0.03 | 0.30 | $0.19 | 0.25 | -0.06 | 0.10 | 0.13 | 0.75 | 0.94 | 0.03 | $3.00 | 10.00 | 14 | 4362.0 | 13120.000 | 0.19 | 2024-05-22 |
| MCRB240621C00001000 | MCRB | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.16 | 0.21 | -0.42 | 0.10 | 0.10 | 0.75 | 0.91 | 0.00 | $0.00 | 10.00 | 13 | 58.0 | 13100.000 | 0.16 | 2024-05-21 |
| MCRB240621C00001000 | MCRB | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.20 | 0.27 | -1.38 | 0.10 | 0.10 | 0.75 | 0.95 | 0.00 | $0.00 | 10.00 | 12 | 2127.0 | 0.000 | 0.20 | 2024-05-20 |
| MCRB240621C00001000 | MCRB | CALL | Long | 1.00 | None | $0.09 | 0.90 | $0.17 | 0.23 | -0.05 | 0.10 | 0.19 | 0.75 | 0.92 | 0.09 | $9.00 | 10.00 | 11 | 17.0 | 11854.000 | 0.17 | 2024-05-19 |
| MCRB240621C00001000 | MCRB | CALL | Long | 1.00 | None | $0.09 | 0.90 | $0.17 | 0.23 | -0.06 | 0.10 | 0.19 | 0.75 | 0.92 | 0.09 | $9.00 | 10.00 | 10 | 17.0 | 11854.000 | 0.17 | 2024-05-18 |
| MCRB240621C00001000 | MCRB | CALL | Long | 1.00 | OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position. | $0.09 | 0.90 | $0.17 | 0.23 | -0.08 | 0.10 | 0.19 | 0.75 | 0.92 | 0.09 | $9.00 | 10.00 | 9 | 17.0 | 11854.000 | 0.17 | 2024-05-17 |
| MCRB240621C00001000 | MCRB | CALL | Long | 1.00 | None | $0.05 | 0.50 | $0.21 | 0.28 | -0.08 | 0.10 | 0.15 | 0.75 | 0.96 | 0.05 | $5.00 | 10.00 | 7 | 112.0 | 11897.000 | 0.21 | 2024-05-15 |
| MCRB240621C00001000 | MCRB | CALL | Long | 1.00 | None | $0.04 | 0.40 | $0.15 | 0.20 | -0.03 | 0.10 | 0.14 | 0.75 | 0.90 | 0.04 | $4.00 | 10.00 | 6 | 211.0 | 11785.000 | 0.15 | 2024-05-14 |
| MCRB240621C00001000 | MCRB | CALL | Long | 1.00 | None | $0.08 | 0.80 | $0.22 | 0.29 | 0.06 | 0.10 | 0.18 | 0.75 | 0.97 | 0.08 | $8.00 | 10.00 | 5 | 116.0 | 11746.000 | 0.22 | 2024-05-13 |
| MCRB240621C00001000 | MCRB | CALL | Long | 1.00 | None | $0.10 | 1.00 | $0.27 | 0.36 | -1.44 | 0.10 | 0.20 | 0.75 | 1.02 | 0.10 | $10.00 | 10.00 | 4 | 10.0 | 11746.000 | 0.27 | 2024-05-12 |
| MCRB240621C00001000 | MCRB | CALL | Long | 1.00 | None | $0.10 | 1.00 | $0.28 | 0.37 | 0.08 | 0.10 | 0.20 | 0.75 | 1.03 | 0.10 | $10.00 | 10.00 | 1 | 10268.0 | 1690.000 | 0.28 | 2024-05-09 |
| MCRB240621C00001000 | MCRB | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.10 | 0.10 | 0.75 | 0.75 | 0.00 | $0.00 | 10.00 | 0 | 192.0 | 1561.000 | 0.00 | 2024-05-08 |