| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-11-20 | MSTR | MSTR241220C00490000 | 490.00 | 769.0 | 196.000 | 1.805 | 0.415 | 24.0 | 17.9 | 0.000 | 93.020 | 86.890 | 103.50 | 494.50 | 2024-12-20 | CALL | Short | 0.497 | 0.503 | 0.101 |
| 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 | MSTR | 0.909 | 0.188 | 0.500 | 0.298 | 0.360 | 0.035 | 386.42 | 0.865 | 0.0000 | 45.02 | 473.83 | 21 | 1y | 262.71 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MSTR241220C00490000 | MSTR | CALL | Short | 490.00 | None | $110.03 | 1.00 | $147.37 | 0.31 | 0.00 | 110.15 | 0.12 | 473.83 | 326.46 | 110.03 | $11003.00 | 47383.00 | 29 | 643.0 | 1457.000 | 147.37 | 2024-12-19 |
| MSTR241220C00490000 | MSTR | CALL | Short | 490.00 | None | $109.75 | 1.00 | $124.19 | 0.26 | -0.42 | 110.15 | 0.40 | 473.83 | 349.64 | 109.75 | $10975.00 | 47383.00 | 28 | 307.0 | 1502.000 | 124.19 | 2024-12-18 |
| MSTR241220C00490000 | MSTR | CALL | Short | 490.00 | None | $109.14 | 0.99 | $87.41 | 0.18 | -0.83 | 110.15 | 1.01 | 473.83 | 386.42 | 109.14 | $10914.00 | 47383.00 | 27 | 687.0 | 1558.000 | 87.41 | 2024-12-17 |
| MSTR241220C00490000 | MSTR | CALL | Short | 490.00 | None | $106.77 | 0.97 | $65.33 | 0.14 | -0.90 | 110.15 | 3.38 | 473.83 | 408.50 | 106.77 | $10677.00 | 47383.00 | 26 | 1708.0 | 1076.000 | 65.33 | 2024-12-16 |
| MSTR241220C00490000 | MSTR | CALL | Short | 490.00 | None | $104.23 | 0.95 | $65.16 | 0.14 | -0.97 | 110.15 | 5.92 | 473.83 | 408.67 | 104.23 | $10423.00 | 47383.00 | 23 | 1194.0 | 1271.000 | 65.16 | 2024-12-13 |
| MSTR241220C00490000 | MSTR | CALL | Short | 490.00 | None | $104.29 | 0.95 | $81.64 | 0.17 | -0.85 | 110.15 | 5.86 | 473.83 | 392.19 | 104.29 | $10429.00 | 47383.00 | 22 | 1136.0 | 726.000 | 81.64 | 2024-12-12 |
| MSTR241220C00490000 | MSTR | CALL | Short | 490.00 | None | $99.15 | 0.90 | $62.43 | 0.13 | -0.86 | 110.15 | 11.00 | 473.83 | 411.40 | 99.15 | $9915.00 | 47383.00 | 21 | 301.0 | 499.000 | 62.43 | 2024-12-11 |
| MSTR241220C00490000 | MSTR | CALL | Short | 490.00 | None | $104.70 | 0.95 | $96.51 | 0.20 | -0.83 | 110.15 | 5.45 | 473.83 | 377.32 | 104.70 | $10470.00 | 47383.00 | 20 | 129.0 | 453.000 | 96.51 | 2024-12-10 |
| MSTR241220C00490000 | MSTR | CALL | Short | 490.00 | None | $101.65 | 0.92 | $108.49 | 0.23 | -0.59 | 110.15 | 8.50 | 473.83 | 365.34 | 101.65 | $10165.00 | 47383.00 | 19 | 111.0 | 445.000 | 108.49 | 2024-12-09 |
| MSTR241220C00490000 | MSTR | CALL | Short | 490.00 | None | $95.90 | 0.87 | $78.82 | 0.17 | -0.62 | 110.15 | 14.25 | 473.83 | 395.01 | 95.90 | $9590.00 | 47383.00 | 18 | 88.0 | 434.000 | 78.82 | 2024-12-08 |
| MSTR241220C00490000 | MSTR | CALL | Short | 490.00 | None | $94.62 | 0.86 | $78.82 | 0.17 | -0.76 | 110.15 | 15.53 | 473.83 | 395.01 | 94.62 | $9462.00 | 47383.00 | 16 | 87.0 | 434.000 | 78.82 | 2024-12-06 |
| MSTR241220C00490000 | MSTR | CALL | Short | 490.00 | None | $94.90 | 0.86 | $87.43 | 0.18 | -0.72 | 110.15 | 15.25 | 473.83 | 386.40 | 94.90 | $9490.00 | 47383.00 | 15 | 155.0 | 405.000 | 87.43 | 2024-12-05 |
| MSTR241220C00490000 | MSTR | CALL | Short | 490.00 | None | $93.90 | 0.85 | $67.83 | 0.14 | -0.82 | 110.15 | 16.25 | 473.83 | 406.00 | 93.90 | $9390.00 | 47383.00 | 14 | 85.0 | 394.000 | 67.83 | 2024-12-04 |
| MSTR241220C00490000 | MSTR | CALL | Short | 490.00 | None | $98.35 | 0.89 | $100.40 | 0.21 | -0.80 | 110.15 | 11.80 | 473.83 | 373.43 | 98.35 | $9835.00 | 47383.00 | 13 | 53.0 | 405.000 | 100.40 | 2024-12-03 |
| MSTR241220C00490000 | MSTR | CALL | Short | 490.00 | None | $91.65 | 0.83 | $93.53 | 0.20 | -0.62 | 110.15 | 18.50 | 473.83 | 380.30 | 91.65 | $9165.00 | 47383.00 | 12 | 76.0 | 419.000 | 93.53 | 2024-12-02 |
| MSTR241220C00490000 | MSTR | CALL | Short | 490.00 | None | $79.10 | 0.72 | $86.36 | 0.18 | -0.49 | 110.15 | 31.05 | 473.83 | 387.47 | 79.10 | $7910.00 | 47383.00 | 10 | 26.0 | 0.000 | 86.36 | 2024-11-30 |
| MSTR241220C00490000 | MSTR | CALL | Short | 490.00 | None | $75.55 | 0.69 | $84.99 | 0.18 | -0.41 | 110.15 | 34.60 | 473.83 | 388.84 | 75.55 | $7555.00 | 47383.00 | 8 | 27.0 | 423.000 | 84.99 | 2024-11-28 |
| MSTR241220C00490000 | MSTR | CALL | Short | 490.00 | None | $77.01 | 0.70 | $86.23 | 0.18 | -0.50 | 110.15 | 33.14 | 473.83 | 387.60 | 77.01 | $7701.00 | 47383.00 | 7 | 3.0 | 423.000 | 86.23 | 2024-11-27 |
| MSTR241220C00490000 | MSTR | CALL | Short | 490.00 | None | $85.53 | 0.78 | $120.14 | 0.25 | -0.50 | 110.15 | 24.62 | 473.83 | 353.69 | 85.53 | $8553.00 | 47383.00 | 6 | 189.0 | 495.000 | 120.14 | 2024-11-26 |
| MSTR241220C00490000 | MSTR | CALL | Short | 490.00 | None | $63.60 | 0.58 | $70.38 | 0.15 | -0.21 | 110.15 | 46.55 | 473.83 | 403.45 | 63.60 | $6360.00 | 47383.00 | 5 | 79.0 | 505.000 | 70.38 | 2024-11-25 |
| MSTR241220C00490000 | MSTR | CALL | Short | 490.00 | None | $29.61 | 0.27 | $51.95 | 0.11 | 0.19 | 110.15 | 80.54 | 473.83 | 421.88 | 29.61 | $2961.00 | 47383.00 | 4 | 221.0 | 488.000 | 51.95 | 2024-11-24 |
| MSTR241220C00490000 | MSTR | CALL | Short | 490.00 | None | $29.61 | 0.27 | $51.95 | 0.11 | 0.11 | 110.15 | 80.54 | 473.83 | 421.88 | 29.61 | $2961.00 | 47383.00 | 3 | 221.0 | 488.000 | 51.95 | 2024-11-23 |
| MSTR241220C00490000 | MSTR | CALL | Short | 490.00 | None | $15.55 | 0.14 | $51.95 | 0.11 | 0.31 | 110.15 | 94.60 | 473.83 | 421.88 | 15.55 | $1555.00 | 47383.00 | 2 | 193.0 | 488.000 | 51.95 | 2024-11-22 |
| MSTR241220C00490000 | MSTR | CALL | Short | 490.00 | None | $49.60 | 0.45 | $76.55 | 0.16 | -0.11 | 110.15 | 60.55 | 473.83 | 397.28 | 49.60 | $4960.00 | 47383.00 | 1 | 571.0 | 264.000 | 76.55 | 2024-11-21 |
| MSTR241220C00490000 | MSTR | CALL | Short | 490.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $-0.00 | -0.00 | $-0.00 | -0.00 | 0.00 | 110.15 | 110.15 | 473.83 | 473.83 | -0.00 | $-0.00 | 47383.00 | 0 | 880.0 | 196.000 | -0.00 | 2024-11-20 |