| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-04-15 | MPW | MPW240517C00004500 | 4.50 | 927.0 | 8393.000 | 0.730 | 0.344 | 0.4 | 0.1 | -0.010 | 0.550 | 0.290 | 0.58 | 4.74 | 2024-05-17 | CALL | Short | 0.323 | 0.365 | 0.188 |
| 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 | MPW | 0.818 | 0.097 | 0.378 | 0.193 | 0.097 | -0.071 | 3.97 | -0.638 | 0.0000 | 3.07 | 6.37 | 21 | 1y | 4.62 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MPW240517C00004500 | MPW | CALL | Short | 4.50 | None | $-0.34 | -0.59 | $-0.68 | -0.14 | 1.30 | 0.58 | 0.92 | 4.74 | 5.42 | -0.34 | $-34.00 | 474.00 | 30 | 223.0 | 11263.000 | -0.68 | 2024-05-15 |
| MPW240517C00004500 | MPW | CALL | Short | 4.50 | None | $-0.83 | -1.43 | $-1.11 | -0.23 | 0.93 | 0.58 | 1.41 | 4.74 | 5.85 | -0.83 | $-83.00 | 474.00 | 29 | 404.0 | 11446.000 | -1.11 | 2024-05-14 |
| MPW240517C00004500 | MPW | CALL | Short | 4.50 | None | $-0.52 | -0.90 | $-0.84 | -0.18 | 0.61 | 0.58 | 1.10 | 4.74 | 5.58 | -0.52 | $-52.00 | 474.00 | 28 | 1901.0 | 12470.000 | -0.84 | 2024-05-13 |
| MPW240517C00004500 | MPW | CALL | Short | 4.50 | None | $0.18 | 0.31 | $-0.04 | -0.01 | -0.73 | 0.58 | 0.40 | 4.74 | 4.78 | 0.18 | $18.00 | 474.00 | 27 | 450.0 | 12470.000 | -0.04 | 2024-05-12 |
| MPW240517C00004500 | MPW | CALL | Short | 4.50 | None | $0.19 | 0.33 | $0.04 | 0.01 | 0.14 | 0.58 | 0.39 | 4.74 | 4.70 | 0.19 | $19.00 | 474.00 | 24 | 1070.0 | 14715.000 | 0.04 | 2024-05-09 |
| MPW240517C00004500 | MPW | CALL | Short | 4.50 | None | $0.24 | 0.41 | $0.27 | 0.06 | 0.50 | 0.58 | 0.34 | 4.74 | 4.47 | 0.24 | $24.00 | 474.00 | 23 | 6051.0 | 9736.000 | 0.27 | 2024-05-08 |
| MPW240517C00004500 | MPW | CALL | Short | 4.50 | None | $0.33 | 0.57 | $0.46 | 0.10 | 0.40 | 0.58 | 0.25 | 4.74 | 4.28 | 0.33 | $33.00 | 474.00 | 22 | 433.0 | 9553.000 | 0.46 | 2024-05-07 |
| MPW240517C00004500 | MPW | CALL | Short | 4.50 | None | $-0.05 | -0.09 | $-0.13 | -0.03 | 0.45 | 0.58 | 0.63 | 4.74 | 4.87 | -0.05 | $-5.00 | 474.00 | 18 | 483.0 | 9087.000 | -0.13 | 2024-05-03 |
| MPW240517C00004500 | MPW | CALL | Short | 4.50 | None | $0.04 | 0.07 | $-0.10 | -0.02 | 0.20 | 0.58 | 0.54 | 4.74 | 4.84 | 0.04 | $4.00 | 474.00 | 17 | 64.0 | 9031.000 | -0.10 | 2024-05-02 |
| MPW240517C00004500 | MPW | CALL | Short | 4.50 | None | $0.11 | 0.19 | $-0.01 | -0.00 | 0.06 | 0.58 | 0.47 | 4.74 | 4.75 | 0.11 | $11.00 | 474.00 | 14 | 35.0 | 8922.000 | -0.01 | 2024-04-29 |
| MPW240517C00004500 | MPW | CALL | Short | 4.50 | None | $0.21 | 0.36 | $0.23 | 0.05 | 0.10 | 0.58 | 0.37 | 4.74 | 4.51 | 0.21 | $21.00 | 474.00 | 11 | 197.0 | 0.000 | 0.23 | 2024-04-26 |
| MPW240517C00004500 | MPW | CALL | Short | 4.50 | None | $0.18 | 0.31 | $0.17 | 0.04 | 0.09 | 0.58 | 0.40 | 4.74 | 4.57 | 0.18 | $18.00 | 474.00 | 10 | 41.0 | 8907.000 | 0.17 | 2024-04-25 |
| MPW240517C00004500 | MPW | CALL | Short | 4.50 | None | $0.19 | 0.33 | $0.17 | 0.04 | 0.04 | 0.58 | 0.39 | 4.74 | 4.57 | 0.19 | $19.00 | 474.00 | 9 | 148.0 | 8800.000 | 0.17 | 2024-04-24 |
| MPW240517C00004500 | MPW | CALL | Short | 4.50 | None | $0.12 | 0.21 | $0.10 | 0.02 | 0.04 | 0.58 | 0.46 | 4.74 | 4.64 | 0.12 | $12.00 | 474.00 | 8 | 280.0 | 8813.000 | 0.10 | 2024-04-23 |
| MPW240517C00004500 | MPW | CALL | Short | 4.50 | None | $0.21 | 0.36 | $0.22 | 0.05 | -0.12 | 0.58 | 0.37 | 4.74 | 4.52 | 0.21 | $21.00 | 474.00 | 7 | 505.0 | 8492.000 | 0.22 | 2024-04-22 |
| MPW240517C00004500 | MPW | CALL | Short | 4.50 | None | $0.16 | 0.28 | $0.32 | 0.07 | 0.19 | 0.58 | 0.42 | 4.74 | 4.42 | 0.16 | $16.00 | 474.00 | 4 | 307.0 | 8302.000 | 0.32 | 2024-04-19 |
| MPW240517C00004500 | MPW | CALL | Short | 4.50 | None | $-0.06 | -0.10 | $-0.27 | -0.06 | -0.08 | 0.58 | 0.64 | 4.74 | 5.01 | -0.06 | $-6.00 | 474.00 | 3 | 461.0 | 8243.000 | -0.27 | 2024-04-18 |
| MPW240517C00004500 | MPW | CALL | Short | 4.50 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.03 | 0.05 | $-0.03 | -0.01 | 0.02 | 0.58 | 0.55 | 4.74 | 4.77 | 0.03 | $3.00 | 474.00 | 2 | 458.0 | 8164.000 | -0.03 | 2024-04-17 |
| MPW240517C00004500 | MPW | CALL | Short | 4.50 | None | $0.10 | 0.17 | $0.12 | 0.03 | 0.00 | 0.58 | 0.48 | 4.74 | 4.62 | 0.10 | $10.00 | 474.00 | 1 | 249.0 | 8167.000 | 0.12 | 2024-04-16 |
| MPW240517C00004500 | MPW | CALL | Short | 4.50 | None | $-0.00 | -0.00 | $-0.00 | -0.00 | 0.00 | 0.58 | 0.58 | 4.74 | 4.74 | -0.00 | $-0.00 | 474.00 | 0 | 927.0 | 8393.000 | -0.00 | 2024-04-15 |