| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-02-02 | META | META240308C00465000 | 465.00 | 113.0 | 284.000 | 0.311 | 0.202 | 17.6 | 5.8 | -0.020 | 23.000 | 11.170 | 23.75 | 474.99 | 2024-03-08 | CALL | Short | 0.109 | 0.213 | 0.203 |
| 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 | META | 0.909 | 0.049 | 0.205 | 0.095 | 0.068 | -0.022 | 619.44 | 0.290 | 0.0000 | 344.47 | 632.68 | 21 | 1y | 576.27 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| META240308C00465000 | META | CALL | Short | 465.00 | None | $-22.89 | -0.96 | $-37.20 | -0.08 | 0.37 | 23.75 | 46.64 | 474.99 | 512.19 | -22.89 | $-2289.00 | 47499.00 | 34 | 69.0 | 597.000 | -37.20 | 2024-03-07 |
| META240308C00465000 | META | CALL | Short | 465.00 | None | $-8.51 | -0.36 | $-21.10 | -0.04 | 0.23 | 23.75 | 32.26 | 474.99 | 496.09 | -8.51 | $-851.00 | 47499.00 | 33 | 2.0 | 599.000 | -21.10 | 2024-03-06 |
| META240308C00465000 | META | CALL | Short | 465.00 | None | $-2.07 | -0.09 | $-13.51 | -0.03 | 0.27 | 23.75 | 25.82 | 474.99 | 488.50 | -2.07 | $-207.00 | 47499.00 | 32 | 20.0 | 609.000 | -13.51 | 2024-03-05 |
| META240308C00465000 | META | CALL | Short | 465.00 | None | $-12.10 | -0.51 | $-23.20 | -0.05 | -0.31 | 23.75 | 35.85 | 474.99 | 498.19 | -12.10 | $-1210.00 | 47499.00 | 31 | 16.0 | 0.000 | -23.20 | 2024-03-04 |
| META240308C00465000 | META | CALL | Short | 465.00 | None | $-14.89 | -0.63 | $-27.31 | -0.06 | 0.15 | 23.75 | 38.64 | 474.99 | 502.30 | -14.89 | $-1489.00 | 47499.00 | 30 | 87.0 | 612.000 | -27.31 | 2024-03-03 |
| META240308C00465000 | META | CALL | Short | 465.00 | None | $-14.89 | -0.63 | $-27.31 | -0.06 | 0.15 | 23.75 | 38.64 | 474.99 | 502.30 | -14.89 | $-1489.00 | 47499.00 | 29 | 87.0 | 612.000 | -27.31 | 2024-03-02 |
| META240308C00465000 | META | CALL | Short | 465.00 | None | $-13.01 | -0.55 | $-27.07 | -0.06 | -0.31 | 23.75 | 36.76 | 474.99 | 502.06 | -13.01 | $-1301.00 | 47499.00 | 28 | 52.0 | 612.000 | -27.07 | 2024-03-01 |
| META240308C00465000 | META | CALL | Short | 465.00 | None | $-2.25 | -0.09 | $-15.14 | -0.03 | -0.03 | 23.75 | 26.00 | 474.99 | 490.13 | -2.25 | $-225.00 | 47499.00 | 27 | 41.0 | 581.000 | -15.14 | 2024-02-29 |
| META240308C00465000 | META | CALL | Short | 465.00 | None | $0.45 | 0.02 | $-9.03 | -0.02 | 0.02 | 23.75 | 23.30 | 474.99 | 484.02 | 0.45 | $45.00 | 47499.00 | 26 | 30.0 | 578.000 | -9.03 | 2024-02-28 |
| META240308C00465000 | META | CALL | Short | 465.00 | None | $1.45 | 0.06 | $-12.06 | -0.03 | -0.02 | 23.75 | 22.30 | 474.99 | 487.05 | 1.45 | $145.00 | 47499.00 | 25 | 20.0 | 577.000 | -12.06 | 2024-02-27 |
| META240308C00465000 | META | CALL | Short | 465.00 | None | $1.96 | 0.08 | $-6.75 | -0.01 | 0.01 | 23.75 | 21.79 | 474.99 | 481.74 | 1.96 | $196.00 | 47499.00 | 24 | 28.0 | 579.000 | -6.75 | 2024-02-26 |
| META240308C00465000 | META | CALL | Short | 465.00 | None | $0.40 | 0.02 | $-9.04 | -0.02 | 0.04 | 23.75 | 23.35 | 474.99 | 484.03 | 0.40 | $40.00 | 47499.00 | 23 | 37.0 | 573.000 | -9.04 | 2024-02-25 |
| META240308C00465000 | META | CALL | Short | 465.00 | None | $0.40 | 0.02 | $-9.04 | -0.02 | 0.01 | 23.75 | 23.35 | 474.99 | 484.03 | 0.40 | $40.00 | 47499.00 | 21 | 37.0 | 573.000 | -9.04 | 2024-02-23 |
| META240308C00465000 | META | CALL | Short | 465.00 | None | $-4.25 | -0.18 | $-11.14 | -0.02 | 0.01 | 23.75 | 28.00 | 474.99 | 486.13 | -4.25 | $-425.00 | 47499.00 | 20 | 101.0 | 620.000 | -11.14 | 2024-02-22 |
| META240308C00465000 | META | CALL | Short | 465.00 | None | $10.30 | 0.43 | $6.96 | 0.01 | 0.00 | 23.75 | 13.45 | 474.99 | 468.03 | 10.30 | $1030.00 | 47499.00 | 19 | 216.0 | 583.000 | 6.96 | 2024-02-21 |
| META240308C00465000 | META | CALL | Short | 465.00 | None | $8.36 | 0.35 | $3.24 | 0.01 | -0.00 | 23.75 | 15.39 | 474.99 | 471.75 | 8.36 | $836.00 | 47499.00 | 18 | 218.0 | 612.000 | 3.24 | 2024-02-20 |
| META240308C00465000 | META | CALL | Short | 465.00 | None | $5.82 | 0.25 | $1.67 | 0.00 | 0.01 | 23.75 | 17.93 | 474.99 | 473.32 | 5.82 | $582.00 | 47499.00 | 17 | 149.0 | 614.000 | 1.67 | 2024-02-19 |
| META240308C00465000 | META | CALL | Short | 465.00 | None | $7.45 | 0.31 | $6.88 | 0.01 | -0.04 | 23.75 | 16.30 | 474.99 | 468.11 | 7.45 | $745.00 | 47499.00 | 7 | 287.0 | 573.000 | 6.88 | 2024-02-09 |
| META240308C00465000 | META | CALL | Short | 465.00 | None | $6.10 | 0.26 | $4.99 | 0.01 | -0.03 | 23.75 | 17.65 | 474.99 | 470.00 | 6.10 | $610.00 | 47499.00 | 6 | 248.0 | 495.000 | 4.99 | 2024-02-08 |
| META240308C00465000 | META | CALL | Short | 465.00 | $6.77 | 0.29 | $5.40 | 0.01 | -0.04 | 23.75 | 16.98 | 474.99 | 469.59 | 6.77 | $677.00 | 47499.00 | 5 | 236.0 | 505.000 | 5.40 | 2024-02-07 | |
| META240308C00465000 | META | CALL | Short | 465.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $13.18 | 0.55 | $20.27 | 0.04 | -0.03 | 23.75 | 10.57 | 474.99 | 454.72 | 13.18 | $1318.00 | 47499.00 | 4 | 75.0 | 501.000 | 20.27 | 2024-02-06 |
| META240308C00465000 | META | CALL | Short | 465.00 | None | $9.75 | 0.41 | $15.58 | 0.03 | -0.30 | 23.75 | 14.00 | 474.99 | 459.41 | 9.75 | $975.00 | 47499.00 | 3 | 236.0 | 501.000 | 15.58 | 2024-02-05 |
| META240308C00465000 | META | CALL | Short | 465.00 | None | $-0.00 | -0.00 | $-0.00 | -0.00 | -0.31 | 23.75 | 23.75 | 474.99 | 474.99 | -0.00 | $-0.00 | 47499.00 | 2 | 113.0 | 371.000 | -0.00 | 2024-02-04 |
| META240308C00465000 | META | CALL | Short | 465.00 | None | $-0.00 | -0.00 | $-0.00 | -0.00 | 0.00 | 23.75 | 23.75 | 474.99 | 474.99 | -0.00 | $-0.00 | 47499.00 | 0 | 113.0 | 284.000 | -0.00 | 2024-02-02 |