| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-12-08 | NOVA | NOVA240119C00010000 | 10.00 | 197.0 | 2256.000 | 1.092 | 0.419 | 0.7 | 0.3 | 0.010 | 1.520 | 1.110 | 1.70 | 10.36 | 2024-01-19 | CALL | Long | 0.451 | 0.485 | -0.162 |
| 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 | NOVA | 0.909 | 0.166 | 0.843 | 0.363 | 0.311 | -0.532 | 4.20 | -0.580 | 0.0000 | 3.14 | 16.05 | 21 | 1y | 4.83 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| NOVA240119C00010000 | NOVA | CALL | Long | 10.00 | None | $-1.55 | -0.86 | $-0.32 | -0.03 | -0.24 | 1.80 | 0.25 | 10.40 | 10.08 | -1.55 | $-155.00 | 180.00 | 41 | 3.0 | 3126.000 | -0.32 | 2024-01-18 |
| NOVA240119C00010000 | NOVA | CALL | Long | 10.00 | None | $-1.50 | -0.83 | $-0.33 | -0.03 | 0.03 | 1.80 | 0.30 | 10.40 | 10.07 | -1.50 | $-150.00 | 180.00 | 40 | 18.0 | 3128.000 | -0.33 | 2024-01-17 |
| NOVA240119C00010000 | NOVA | CALL | Long | 10.00 | None | $0.43 | 0.24 | $0.78 | 0.08 | 0.35 | 1.80 | 2.23 | 10.40 | 11.18 | 0.43 | $43.00 | 180.00 | 39 | 103.0 | 3122.000 | 0.78 | 2024-01-16 |
| NOVA240119C00010000 | NOVA | CALL | Long | 10.00 | None | $0.43 | 0.24 | $1.47 | 0.14 | -0.17 | 1.80 | 2.23 | 10.40 | 11.87 | 0.43 | $43.00 | 180.00 | 35 | 103.0 | 3220.000 | 1.47 | 2024-01-12 |
| NOVA240119C00010000 | NOVA | CALL | Long | 10.00 | None | $0.95 | 0.53 | $1.88 | 0.18 | -0.37 | 1.80 | 2.75 | 10.40 | 12.28 | 0.95 | $95.00 | 180.00 | 34 | 100.0 | 3220.000 | 1.88 | 2024-01-11 |
| NOVA240119C00010000 | NOVA | CALL | Long | 10.00 | None | $0.95 | 0.53 | $2.45 | 0.24 | -0.14 | 1.80 | 2.75 | 10.40 | 12.85 | 0.95 | $95.00 | 180.00 | 33 | 100.0 | 3120.000 | 2.45 | 2024-01-10 |
| NOVA240119C00010000 | NOVA | CALL | Long | 10.00 | None | $0.98 | 0.54 | $2.63 | 0.25 | -0.05 | 1.80 | 2.78 | 10.40 | 13.03 | 0.98 | $98.00 | 180.00 | 32 | 2.0 | 3120.000 | 2.63 | 2024-01-09 |
| NOVA240119C00010000 | NOVA | CALL | Long | 10.00 | None | $1.40 | 0.78 | $2.82 | 0.27 | 0.42 | 1.80 | 3.20 | 10.40 | 13.22 | 1.40 | $140.00 | 180.00 | 31 | 110.0 | 3120.000 | 2.82 | 2024-01-08 |
| NOVA240119C00010000 | NOVA | CALL | Long | 10.00 | None | $1.20 | 0.67 | $2.33 | 0.22 | 0.20 | 1.80 | 3.00 | 10.40 | 12.73 | 1.20 | $120.00 | 180.00 | 28 | 11.0 | 3117.000 | 2.33 | 2024-01-05 |
| NOVA240119C00010000 | NOVA | CALL | Long | 10.00 | None | $2.87 | 1.59 | $3.18 | 0.31 | -1.11 | 1.80 | 4.67 | 10.40 | 13.58 | 2.87 | $287.00 | 180.00 | 27 | 3.0 | 3117.000 | 3.18 | 2024-01-04 |
| NOVA240119C00010000 | NOVA | CALL | Long | 10.00 | None | $2.87 | 1.59 | $4.17 | 0.40 | -1.11 | 1.80 | 4.67 | 10.40 | 14.57 | 2.87 | $287.00 | 180.00 | 26 | 3.0 | 3117.000 | 4.17 | 2024-01-03 |
| NOVA240119C00010000 | NOVA | CALL | Long | 10.00 | None | $3.75 | 2.08 | $4.86 | 0.47 | -1.11 | 1.80 | 5.55 | 10.40 | 15.26 | 3.75 | $375.00 | 180.00 | 25 | 1.0 | 3119.000 | 4.86 | 2024-01-02 |
| NOVA240119C00010000 | NOVA | CALL | Long | 10.00 | None | $3.75 | 2.08 | $4.85 | 0.47 | 1.11 | 1.80 | 5.55 | 10.40 | 15.25 | 3.75 | $375.00 | 180.00 | 24 | 1.0 | 3120.000 | 4.85 | 2024-01-01 |
| NOVA240119C00010000 | NOVA | CALL | Long | 10.00 | None | $3.75 | 2.08 | $4.85 | 0.47 | 1.00 | 1.80 | 5.55 | 10.40 | 15.25 | 3.75 | $375.00 | 180.00 | 22 | 1.0 | 3120.000 | 4.85 | 2023-12-30 |
| NOVA240119C00010000 | NOVA | CALL | Long | 10.00 | None | $3.75 | 2.08 | $4.85 | 0.47 | 0.90 | 1.80 | 5.55 | 10.40 | 15.25 | 3.75 | $375.00 | 180.00 | 21 | 1.0 | 3120.000 | 4.85 | 2023-12-29 |
| NOVA240119C00010000 | NOVA | CALL | Long | 10.00 | None | $4.26 | 2.37 | $5.46 | 0.52 | 0.86 | 1.80 | 6.06 | 10.40 | 15.86 | 4.26 | $426.00 | 180.00 | 20 | 5.0 | 3122.000 | 5.46 | 2023-12-28 |
| NOVA240119C00010000 | NOVA | CALL | Long | 10.00 | None | $2.70 | 1.50 | $5.66 | 0.54 | 0.60 | 1.80 | 4.50 | 10.40 | 16.06 | 2.70 | $270.00 | 180.00 | 19 | 3.0 | 3122.000 | 5.66 | 2023-12-27 |
| NOVA240119C00010000 | NOVA | CALL | Long | 10.00 | None | $2.70 | 1.50 | $5.40 | 0.52 | 0.48 | 1.80 | 4.50 | 10.40 | 15.80 | 2.70 | $270.00 | 180.00 | 18 | 3.0 | 3122.000 | 5.40 | 2023-12-26 |
| NOVA240119C00010000 | NOVA | CALL | Long | 10.00 | None | $2.70 | 1.50 | $4.98 | 0.48 | 0.27 | 1.80 | 4.50 | 10.40 | 15.38 | 2.70 | $270.00 | 180.00 | 17 | 3.0 | 3122.000 | 4.98 | 2023-12-25 |
| NOVA240119C00010000 | NOVA | CALL | Long | 10.00 | None | $2.70 | 1.50 | $4.98 | 0.48 | 0.22 | 1.80 | 4.50 | 10.40 | 15.38 | 2.70 | $270.00 | 180.00 | 15 | 3.0 | 3122.000 | 4.98 | 2023-12-23 |
| NOVA240119C00010000 | NOVA | CALL | Long | 10.00 | None | $2.70 | 1.50 | $4.97 | 0.48 | 0.06 | 1.80 | 4.50 | 10.40 | 15.37 | 2.70 | $270.00 | 180.00 | 14 | 3.0 | 3122.000 | 4.97 | 2023-12-22 |
| NOVA240119C00010000 | NOVA | CALL | Long | 10.00 | None | $2.70 | 1.50 | $4.62 | 0.44 | -0.09 | 1.80 | 4.50 | 10.40 | 15.02 | 2.70 | $270.00 | 180.00 | 13 | 3.0 | 3122.000 | 4.62 | 2023-12-21 |
| NOVA240119C00010000 | NOVA | CALL | Long | 10.00 | None | $2.70 | 1.50 | $4.62 | 0.44 | 0.12 | 1.80 | 4.50 | 10.40 | 15.02 | 2.70 | $270.00 | 180.00 | 12 | 3.0 | 3122.000 | 4.62 | 2023-12-20 |
| NOVA240119C00010000 | NOVA | CALL | Long | 10.00 | None | $2.70 | 1.50 | $4.73 | 0.45 | 0.17 | 1.80 | 4.50 | 10.40 | 15.13 | 2.70 | $270.00 | 180.00 | 11 | 3.0 | 3123.000 | 4.73 | 2023-12-19 |
| NOVA240119C00010000 | NOVA | CALL | Long | 10.00 | None | $1.70 | 0.94 | $2.77 | 0.27 | 0.16 | 1.80 | 3.50 | 10.40 | 13.17 | 1.70 | $170.00 | 180.00 | 10 | 12.0 | 3125.000 | 2.77 | 2023-12-18 |
| NOVA240119C00010000 | NOVA | CALL | Long | 10.00 | None | $2.50 | 1.39 | $3.44 | 0.33 | 0.29 | 1.80 | 4.30 | 10.40 | 13.84 | 2.50 | $250.00 | 180.00 | 8 | 1132.0 | 2227.000 | 3.44 | 2023-12-16 |
| NOVA240119C00010000 | NOVA | CALL | Long | 10.00 | None | $2.20 | 1.22 | $3.43 | 0.33 | -0.01 | 1.80 | 4.00 | 10.40 | 13.83 | 2.20 | $220.00 | 180.00 | 7 | 1130.0 | 2227.000 | 3.43 | 2023-12-15 |
| NOVA240119C00010000 | NOVA | CALL | Long | 10.00 | None | $2.26 | 1.26 | $3.44 | 0.33 | 0.06 | 1.80 | 4.06 | 10.40 | 13.84 | 2.26 | $226.00 | 180.00 | 6 | 124.0 | 2234.000 | 3.44 | 2023-12-14 |
| NOVA240119C00010000 | NOVA | CALL | Long | 10.00 | None | $0.80 | 0.44 | $1.51 | 0.15 | -0.14 | 1.80 | 2.60 | 10.40 | 11.91 | 0.80 | $80.00 | 180.00 | 5 | 111.0 | 2264.000 | 1.51 | 2023-12-13 |
| NOVA240119C00010000 | NOVA | CALL | Long | 10.00 | Exit OP PnL: $-0.40;Exit EQ PnL: -0.25; Position is Long and position continued to lose. Latest OP price is: $1.40 (EQ: $10.15). Initial OP price was: $1.80 (EQ: $10.40). Surpassed Stop Loss Percentage: -0.2222222222222222222222222222 < -0.16. | $-0.25 | -0.14 | $-0.09 | -0.01 | -0.07 | 1.80 | 1.55 | 10.40 | 10.31 | -0.25 | $-25.00 | 180.00 | 4 | 129.0 | 2291.000 | -0.09 | 2023-12-12 |
| NOVA240119C00010000 | NOVA | CALL | Long | 10.00 | None | $0.10 | 0.06 | $0.35 | 0.03 | 0.00 | 1.80 | 1.90 | 10.40 | 10.75 | 0.10 | $10.00 | 180.00 | 3 | 31.0 | 2304.000 | 0.35 | 2023-12-11 |
| NOVA240119C00010000 | NOVA | CALL | Long | 10.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 1.80 | 1.80 | 10.40 | 10.40 | 0.00 | $0.00 | 180.00 | 0 | 204.0 | 2256.000 | 0.00 | 2023-12-08 |