| 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 | META240308C00470000 | 470.00 | 114.0 | 49.000 | 0.355 | 0.203 | 15.4 | 6.3 | -0.020 | 22.750 | 13.700 | 24.50 | 477.38 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| META240308C00470000 | META | CALL | Short | 470.00 | None | $-20.70 | -1.05 | $-37.20 | -0.08 | 0.39 | 19.70 | 40.40 | 474.99 | 512.19 | -20.70 | $-2070.00 | 47499.00 | 34 | 56.0 | 508.000 | -37.20 | 2024-03-07 |
| META240308C00470000 | META | CALL | Short | 470.00 | None | $-8.60 | -0.44 | $-21.10 | -0.04 | 0.18 | 19.70 | 28.30 | 474.99 | 496.09 | -8.60 | $-860.00 | 47499.00 | 33 | 9.0 | 514.000 | -21.10 | 2024-03-06 |
| META240308C00470000 | META | CALL | Short | 470.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $-1.30 | -0.07 | $-13.53 | -0.03 | 0.21 | 19.70 | 21.00 | 474.99 | 488.52 | -1.30 | $-130.00 | 47499.00 | 32 | 185.0 | 456.000 | -13.53 | 2024-03-05 |
| META240308C00470000 | META | CALL | Short | 470.00 | None | $-11.75 | -0.60 | $-23.20 | -0.05 | -0.31 | 19.70 | 31.45 | 474.99 | 498.19 | -11.75 | $-1175.00 | 47499.00 | 31 | 68.0 | 0.000 | -23.20 | 2024-03-04 |
| META240308C00470000 | META | CALL | Short | 470.00 | None | $-13.60 | -0.69 | $-27.31 | -0.06 | 0.12 | 19.70 | 33.30 | 474.99 | 502.30 | -13.60 | $-1360.00 | 47499.00 | 30 | 148.0 | 425.000 | -27.31 | 2024-03-03 |
| META240308C00470000 | META | CALL | Short | 470.00 | None | $-12.16 | -0.62 | $-27.06 | -0.06 | -0.31 | 19.70 | 31.86 | 474.99 | 502.05 | -12.16 | $-1216.00 | 47499.00 | 28 | 52.0 | 425.000 | -27.06 | 2024-03-01 |
| META240308C00470000 | META | CALL | Short | 470.00 | None | $-1.89 | -0.10 | $-15.14 | -0.03 | -0.05 | 19.70 | 21.59 | 474.99 | 490.13 | -1.89 | $-189.00 | 47499.00 | 27 | 84.0 | 385.000 | -15.14 | 2024-02-29 |
| META240308C00470000 | META | CALL | Short | 470.00 | None | $1.96 | 0.10 | $-9.03 | -0.02 | 0.02 | 19.70 | 17.74 | 474.99 | 484.02 | 1.96 | $196.00 | 47499.00 | 26 | 45.0 | 399.000 | -9.03 | 2024-02-28 |
| META240308C00470000 | META | CALL | Short | 470.00 | None | $-1.15 | -0.06 | $-12.06 | -0.03 | -0.02 | 19.70 | 20.85 | 474.99 | 487.05 | -1.15 | $-115.00 | 47499.00 | 25 | 79.0 | 433.000 | -12.06 | 2024-02-27 |
| META240308C00470000 | META | CALL | Short | 470.00 | None | $1.50 | 0.08 | $-6.75 | -0.01 | 0.01 | 19.70 | 18.20 | 474.99 | 481.74 | 1.50 | $150.00 | 47499.00 | 24 | 40.0 | 429.000 | -6.75 | 2024-02-26 |
| META240308C00470000 | META | CALL | Short | 470.00 | None | $-0.13 | -0.01 | $-9.04 | -0.02 | 0.03 | 19.70 | 19.83 | 474.99 | 484.03 | -0.13 | $-13.00 | 47499.00 | 23 | 123.0 | 414.000 | -9.04 | 2024-02-25 |
| META240308C00470000 | META | CALL | Short | 470.00 | None | $-0.74 | -0.04 | $-9.04 | -0.02 | 0.00 | 19.70 | 20.44 | 474.99 | 484.03 | -0.74 | $-74.00 | 47499.00 | 21 | 122.0 | 414.000 | -9.04 | 2024-02-23 |
| META240308C00470000 | META | CALL | Short | 470.00 | None | $-3.21 | -0.16 | $-11.14 | -0.02 | 0.03 | 19.70 | 22.91 | 474.99 | 486.13 | -3.21 | $-321.00 | 47499.00 | 20 | 398.0 | 576.000 | -11.14 | 2024-02-22 |
| META240308C00470000 | META | CALL | Short | 470.00 | None | $8.40 | 0.43 | $6.96 | 0.01 | -0.00 | 19.70 | 11.30 | 474.99 | 468.03 | 8.40 | $840.00 | 47499.00 | 19 | 520.0 | 484.000 | 6.96 | 2024-02-21 |
| META240308C00470000 | META | CALL | Short | 470.00 | None | $6.41 | 0.33 | $3.24 | 0.01 | -0.00 | 19.70 | 13.29 | 474.99 | 471.75 | 6.41 | $641.00 | 47499.00 | 18 | 636.0 | 437.000 | 3.24 | 2024-02-20 |
| META240308C00470000 | META | CALL | Short | 470.00 | None | $5.25 | 0.27 | $1.67 | 0.00 | 0.01 | 19.70 | 14.45 | 474.99 | 473.32 | 5.25 | $525.00 | 47499.00 | 17 | 377.0 | 364.000 | 1.67 | 2024-02-19 |
| META240308C00470000 | META | CALL | Short | 470.00 | None | $6.13 | 0.31 | $6.88 | 0.01 | -0.04 | 19.70 | 13.57 | 474.99 | 468.11 | 6.13 | $613.00 | 47499.00 | 7 | 232.0 | 321.000 | 6.88 | 2024-02-09 |
| META240308C00470000 | META | CALL | Short | 470.00 | None | $4.65 | 0.24 | $4.99 | 0.01 | -0.03 | 19.70 | 15.05 | 474.99 | 470.00 | 4.65 | $465.00 | 47499.00 | 6 | 85.0 | 311.000 | 4.99 | 2024-02-08 |
| META240308C00470000 | META | CALL | Short | 470.00 | $5.60 | 0.28 | $5.40 | 0.01 | -0.04 | 19.70 | 14.10 | 474.99 | 469.59 | 5.60 | $560.00 | 47499.00 | 5 | 531.0 | 161.000 | 5.40 | 2024-02-07 | |
| META240308C00470000 | META | CALL | Short | 470.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $10.65 | 0.54 | $20.27 | 0.04 | -0.02 | 19.70 | 9.05 | 474.99 | 454.72 | 10.65 | $1065.00 | 47499.00 | 4 | 96.0 | 138.000 | 20.27 | 2024-02-06 |
| META240308C00470000 | META | CALL | Short | 470.00 | None | $7.05 | 0.36 | $15.58 | 0.03 | -0.29 | 19.70 | 12.65 | 474.99 | 459.41 | 7.05 | $705.00 | 47499.00 | 3 | 222.0 | 138.000 | 15.58 | 2024-02-05 |
| META240308C00470000 | META | CALL | Short | 470.00 | None | $-0.82 | -0.04 | $-0.00 | -0.00 | -0.31 | 19.70 | 20.52 | 474.99 | 474.99 | -0.82 | $-82.00 | 47499.00 | 2 | 125.0 | 48.000 | -0.00 | 2024-02-04 |
| META240308C00470000 | META | CALL | Short | 470.00 | None | $-0.00 | -0.00 | $-0.00 | -0.00 | 0.00 | 19.70 | 19.70 | 474.99 | 474.99 | -0.00 | $-0.00 | 47499.00 | 0 | 124.0 | 49.000 | -0.00 | 2024-02-02 |