| 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 | NOVA240119C00011000 | 11.00 | 4023.0 | 4028.000 | 1.119 | 0.417 | 0.3 | 0.8 | 0.010 | 1.150 | 1.700 | 1.30 | 10.40 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| NOVA240119C00011000 | NOVA | CALL | Long | 11.00 | None | $-1.27 | -0.98 | $-0.32 | -0.03 | -0.09 | 1.30 | 0.03 | 10.40 | 10.08 | -1.27 | $-127.00 | 130.00 | 41 | 19.0 | 2294.000 | -0.32 | 2024-01-18 |
| NOVA240119C00011000 | NOVA | CALL | Long | 11.00 | None | $-1.24 | -0.95 | $-0.33 | -0.03 | 0.06 | 1.30 | 0.06 | 10.40 | 10.07 | -1.24 | $-124.00 | 130.00 | 40 | 197.0 | 2381.000 | -0.33 | 2024-01-17 |
| NOVA240119C00011000 | NOVA | CALL | Long | 11.00 | None | $-0.65 | -0.50 | $0.78 | 0.08 | 0.14 | 1.30 | 0.65 | 10.40 | 11.18 | -0.65 | $-65.00 | 130.00 | 39 | 61.0 | 2187.000 | 0.78 | 2024-01-16 |
| NOVA240119C00011000 | NOVA | CALL | Long | 11.00 | None | $-0.22 | -0.17 | $1.47 | 0.14 | -0.24 | 1.30 | 1.08 | 10.40 | 11.87 | -0.22 | $-22.00 | 130.00 | 35 | 12.0 | 2178.000 | 1.47 | 2024-01-12 |
| NOVA240119C00011000 | NOVA | CALL | Long | 11.00 | None | $0.31 | 0.24 | $1.88 | 0.18 | -0.29 | 1.30 | 1.61 | 10.40 | 12.28 | 0.31 | $31.00 | 130.00 | 34 | 2.0 | 2177.000 | 1.88 | 2024-01-11 |
| NOVA240119C00011000 | NOVA | CALL | Long | 11.00 | None | $0.60 | 0.46 | $2.45 | 0.24 | -0.31 | 1.30 | 1.90 | 10.40 | 12.85 | 0.60 | $60.00 | 130.00 | 33 | 10.0 | 2127.000 | 2.45 | 2024-01-10 |
| NOVA240119C00011000 | NOVA | CALL | Long | 11.00 | None | $0.60 | 0.46 | $2.63 | 0.25 | -0.31 | 1.30 | 1.90 | 10.40 | 13.03 | 0.60 | $60.00 | 130.00 | 32 | 10.0 | 2127.000 | 2.63 | 2024-01-09 |
| NOVA240119C00011000 | NOVA | CALL | Long | 11.00 | None | $0.60 | 0.46 | $2.82 | 0.27 | -0.17 | 1.30 | 1.90 | 10.40 | 13.22 | 0.60 | $60.00 | 130.00 | 31 | 10.0 | 2127.000 | 2.82 | 2024-01-08 |
| NOVA240119C00011000 | NOVA | CALL | Long | 11.00 | None | $0.86 | 0.66 | $2.33 | 0.22 | -0.24 | 1.30 | 2.16 | 10.40 | 12.73 | 0.86 | $86.00 | 130.00 | 28 | 27.0 | 2116.000 | 2.33 | 2024-01-05 |
| NOVA240119C00011000 | NOVA | CALL | Long | 11.00 | None | $1.70 | 1.31 | $3.18 | 0.31 | -1.12 | 1.30 | 3.00 | 10.40 | 13.58 | 1.70 | $170.00 | 130.00 | 27 | 1.0 | 2116.000 | 3.18 | 2024-01-04 |
| NOVA240119C00011000 | NOVA | CALL | Long | 11.00 | None | $1.70 | 1.31 | $4.17 | 0.40 | -1.12 | 1.30 | 3.00 | 10.40 | 14.57 | 1.70 | $170.00 | 130.00 | 26 | 1.0 | 2116.000 | 4.17 | 2024-01-03 |
| NOVA240119C00011000 | NOVA | CALL | Long | 11.00 | None | $3.85 | 2.96 | $4.86 | 0.47 | -1.12 | 1.30 | 5.15 | 10.40 | 15.26 | 3.85 | $385.00 | 130.00 | 25 | 1.0 | 2117.000 | 4.86 | 2024-01-02 |
| NOVA240119C00011000 | NOVA | CALL | Long | 11.00 | None | $3.85 | 2.96 | $4.85 | 0.47 | 0.75 | 1.30 | 5.15 | 10.40 | 15.25 | 3.85 | $385.00 | 130.00 | 24 | 1.0 | 2117.000 | 4.85 | 2024-01-01 |
| NOVA240119C00011000 | NOVA | CALL | Long | 11.00 | None | $3.85 | 2.96 | $4.85 | 0.47 | 0.65 | 1.30 | 5.15 | 10.40 | 15.25 | 3.85 | $385.00 | 130.00 | 22 | 1.0 | 2117.000 | 4.85 | 2023-12-30 |
| NOVA240119C00011000 | NOVA | CALL | Long | 11.00 | None | $3.85 | 2.96 | $4.85 | 0.47 | 0.57 | 1.30 | 5.15 | 10.40 | 15.25 | 3.85 | $385.00 | 130.00 | 21 | 1.0 | 2117.000 | 4.85 | 2023-12-29 |
| NOVA240119C00011000 | NOVA | CALL | Long | 11.00 | None | $3.85 | 2.96 | $5.46 | 0.52 | 0.88 | 1.30 | 5.15 | 10.40 | 15.86 | 3.85 | $385.00 | 130.00 | 20 | 1.0 | 2117.000 | 5.46 | 2023-12-28 |
| NOVA240119C00011000 | NOVA | CALL | Long | 11.00 | None | $3.85 | 2.96 | $5.66 | 0.54 | 0.33 | 1.30 | 5.15 | 10.40 | 16.06 | 3.85 | $385.00 | 130.00 | 19 | 1.0 | 2117.000 | 5.66 | 2023-12-27 |
| NOVA240119C00011000 | NOVA | CALL | Long | 11.00 | None | $3.41 | 2.62 | $5.40 | 0.52 | 0.22 | 1.30 | 4.71 | 10.40 | 15.80 | 3.41 | $341.00 | 130.00 | 18 | 2.0 | 2118.000 | 5.40 | 2023-12-26 |
| NOVA240119C00011000 | NOVA | CALL | Long | 11.00 | None | $3.40 | 2.62 | $4.98 | 0.48 | 0.15 | 1.30 | 4.70 | 10.40 | 15.38 | 3.40 | $340.00 | 130.00 | 17 | 13.0 | 2124.000 | 4.98 | 2023-12-25 |
| NOVA240119C00011000 | NOVA | CALL | Long | 11.00 | None | $3.40 | 2.62 | $4.98 | 0.48 | 0.10 | 1.30 | 4.70 | 10.40 | 15.38 | 3.40 | $340.00 | 130.00 | 15 | 13.0 | 2124.000 | 4.98 | 2023-12-23 |
| NOVA240119C00011000 | NOVA | CALL | Long | 11.00 | None | $3.40 | 2.62 | $4.97 | 0.48 | -0.09 | 1.30 | 4.70 | 10.40 | 15.37 | 3.40 | $340.00 | 130.00 | 14 | 13.0 | 2124.000 | 4.97 | 2023-12-22 |
| NOVA240119C00011000 | NOVA | CALL | Long | 11.00 | None | $3.10 | 2.38 | $4.62 | 0.44 | 0.02 | 1.30 | 4.40 | 10.40 | 15.02 | 3.10 | $310.00 | 130.00 | 13 | 18.0 | 2124.000 | 4.62 | 2023-12-21 |
| NOVA240119C00011000 | NOVA | CALL | Long | 11.00 | None | $3.30 | 2.54 | $4.62 | 0.44 | 0.10 | 1.30 | 4.60 | 10.40 | 15.02 | 3.30 | $330.00 | 130.00 | 12 | 18.0 | 2124.000 | 4.62 | 2023-12-20 |
| NOVA240119C00011000 | NOVA | CALL | Long | 11.00 | None | $3.30 | 2.54 | $4.73 | 0.45 | 0.09 | 1.30 | 4.60 | 10.40 | 15.13 | 3.30 | $330.00 | 130.00 | 11 | 18.0 | 2115.000 | 4.73 | 2023-12-19 |
| NOVA240119C00011000 | NOVA | CALL | Long | 11.00 | None | $2.10 | 1.62 | $2.77 | 0.27 | 0.06 | 1.30 | 3.40 | 10.40 | 13.17 | 2.10 | $210.00 | 130.00 | 10 | 3.0 | 2113.000 | 2.77 | 2023-12-18 |
| NOVA240119C00011000 | NOVA | CALL | Long | 11.00 | None | $2.00 | 1.54 | $3.44 | 0.33 | -0.07 | 1.30 | 3.30 | 10.40 | 13.84 | 2.00 | $200.00 | 130.00 | 8 | 2.0 | 2114.000 | 3.44 | 2023-12-16 |
| NOVA240119C00011000 | NOVA | CALL | Long | 11.00 | None | $2.00 | 1.54 | $3.43 | 0.33 | 0.04 | 1.30 | 3.30 | 10.40 | 13.83 | 2.00 | $200.00 | 130.00 | 7 | 1.0 | 2114.000 | 3.43 | 2023-12-15 |
| NOVA240119C00011000 | NOVA | CALL | Long | 11.00 | None | $2.30 | 1.77 | $3.44 | 0.33 | -0.02 | 1.30 | 3.60 | 10.40 | 13.84 | 2.30 | $230.00 | 130.00 | 6 | 13.0 | 2127.000 | 3.44 | 2023-12-14 |
| NOVA240119C00011000 | NOVA | CALL | Long | 11.00 | None | $0.45 | 0.35 | $1.51 | 0.15 | -0.11 | 1.30 | 1.75 | 10.40 | 11.91 | 0.45 | $45.00 | 130.00 | 5 | 397.0 | 2153.000 | 1.51 | 2023-12-13 |
| NOVA240119C00011000 | NOVA | CALL | Long | 11.00 | Exit OP PnL: $-0.25;Exit EQ PnL: -0.25; Position is Long and position continued to lose. Latest OP price is: $1.05 (EQ: $10.15). Initial OP price was: $1.30 (EQ: $10.40). Surpassed Stop Loss Percentage: -0.1923076923076923076923076923 < -0.16. | $-0.20 | -0.15 | $-0.09 | -0.01 | -0.11 | 1.30 | 1.10 | 10.40 | 10.31 | -0.20 | $-20.00 | 130.00 | 4 | 161.0 | 2129.000 | -0.09 | 2023-12-12 |
| NOVA240119C00011000 | NOVA | CALL | Long | 11.00 | None | $0.13 | 0.10 | $0.35 | 0.03 | -0.08 | 1.30 | 1.43 | 10.40 | 10.75 | 0.13 | $13.00 | 130.00 | 3 | 20.0 | 4125.000 | 0.35 | 2023-12-11 |
| NOVA240119C00011000 | NOVA | CALL | Long | 11.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 1.30 | 1.30 | 10.40 | 10.40 | 0.00 | $0.00 | 130.00 | 0 | 4023.0 | 4028.000 | 0.00 | 2023-12-08 |