| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-02-28 | NVAX | NVAX240405C00004500 | 4.50 | 220.0 | 7.000 | 0.918 | 0.460 | 0.2 | 0.3 | 0.030 | 0.430 | 0.500 | 0.43 | 4.41 | 2024-04-05 | CALL | Long | 0.360 | 0.479 | -0.267 |
| 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 | NVAX | 0.909 | 0.087 | 0.812 | 0.299 | 0.170 | 0.011 | 9.00 | -0.980 | 0.0000 | 3.76 | 20.97 | 21 | 1y | 9.27 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| NVAX240405C00004500 | NVAX | CALL | Long | 4.50 | None | $-0.35 | -0.81 | $0.03 | 0.01 | -0.41 | 0.43 | 0.08 | 4.41 | 4.44 | -0.35 | $-35.00 | 43.00 | 36 | 256.0 | 407.000 | 0.03 | 2024-04-04 |
| NVAX240405C00004500 | NVAX | CALL | Long | 4.50 | None | $-0.31 | -0.72 | $0.13 | 0.03 | -0.41 | 0.43 | 0.12 | 4.41 | 4.54 | -0.31 | $-31.00 | 43.00 | 35 | 372.0 | 235.000 | 0.13 | 2024-04-03 |
| NVAX240405C00004500 | NVAX | CALL | Long | 4.50 | None | $-0.30 | -0.70 | $0.12 | 0.03 | -0.35 | 0.43 | 0.13 | 4.41 | 4.53 | -0.30 | $-30.00 | 43.00 | 34 | 33.0 | 173.000 | 0.12 | 2024-04-02 |
| NVAX240405C00004500 | NVAX | CALL | Long | 4.50 | None | $-0.18 | -0.42 | $0.24 | 0.05 | -0.16 | 0.43 | 0.25 | 4.41 | 4.65 | -0.18 | $-18.00 | 43.00 | 33 | 177.0 | 102.000 | 0.24 | 2024-04-01 |
| NVAX240405C00004500 | NVAX | CALL | Long | 4.50 | None | $-0.09 | -0.21 | $0.37 | 0.08 | -0.20 | 0.43 | 0.34 | 4.41 | 4.78 | -0.09 | $-9.00 | 43.00 | 32 | 13.0 | 103.000 | 0.37 | 2024-03-31 |
| NVAX240405C00004500 | NVAX | CALL | Long | 4.50 | None | $-0.09 | -0.21 | $0.37 | 0.08 | -0.32 | 0.43 | 0.34 | 4.41 | 4.78 | -0.09 | $-9.00 | 43.00 | 31 | 13.0 | 103.000 | 0.37 | 2024-03-30 |
| NVAX240405C00004500 | NVAX | CALL | Long | 4.50 | None | $-0.09 | -0.21 | $0.37 | 0.08 | -0.37 | 0.43 | 0.34 | 4.41 | 4.78 | -0.09 | $-9.00 | 43.00 | 30 | 13.0 | 103.000 | 0.37 | 2024-03-29 |
| NVAX240405C00004500 | NVAX | CALL | Long | 4.50 | None | $-0.09 | -0.21 | $0.37 | 0.08 | -0.40 | 0.43 | 0.34 | 4.41 | 4.78 | -0.09 | $-9.00 | 43.00 | 29 | 13.0 | 103.000 | 0.37 | 2024-03-28 |
| NVAX240405C00004500 | NVAX | CALL | Long | 4.50 | None | $-0.02 | -0.05 | $0.44 | 0.10 | 0.58 | 0.43 | 0.41 | 4.41 | 4.85 | -0.02 | $-2.00 | 43.00 | 28 | 4.0 | 103.000 | 0.44 | 2024-03-27 |
| NVAX240405C00004500 | NVAX | CALL | Long | 4.50 | None | $-0.06 | -0.14 | $0.30 | 0.07 | -0.30 | 0.43 | 0.37 | 4.41 | 4.71 | -0.06 | $-6.00 | 43.00 | 27 | 15.0 | 102.000 | 0.30 | 2024-03-26 |
| NVAX240405C00004500 | NVAX | CALL | Long | 4.50 | None | $0.00 | 0.00 | $0.40 | 0.09 | -0.26 | 0.43 | 0.43 | 4.41 | 4.81 | 0.00 | $0.00 | 43.00 | 26 | 19.0 | 90.000 | 0.40 | 2024-03-25 |
| NVAX240405C00004500 | NVAX | CALL | Long | 4.50 | None | $-0.01 | -0.02 | $0.29 | 0.07 | -0.45 | 0.43 | 0.42 | 4.41 | 4.70 | -0.01 | $-1.00 | 43.00 | 23 | 4.0 | 88.000 | 0.29 | 2024-03-22 |
| NVAX240405C00004500 | NVAX | CALL | Long | 4.50 | None | $0.06 | 0.14 | $0.31 | 0.07 | -0.13 | 0.43 | 0.49 | 4.41 | 4.72 | 0.06 | $6.00 | 43.00 | 22 | 11.0 | 78.000 | 0.31 | 2024-03-21 |
| NVAX240405C00004500 | NVAX | CALL | Long | 4.50 | Underlying has moved in favorable position (0.08616780045351473922902494331) however, position is suffering from IV crush;Exit OP PnL: $-0.01;Exit EQ PnL: 0.38 | $0.09 | 0.21 | $0.42 | 0.10 | -0.18 | 0.43 | 0.52 | 4.41 | 4.83 | 0.09 | $9.00 | 43.00 | 21 | 7.0 | 79.000 | 0.42 | 2024-03-20 |
| NVAX240405C00004500 | NVAX | CALL | Long | 4.50 | None | $0.23 | 0.53 | $0.53 | 0.12 | -0.05 | 0.43 | 0.66 | 4.41 | 4.94 | 0.23 | $23.00 | 43.00 | 20 | 2.0 | 80.000 | 0.53 | 2024-03-19 |
| NVAX240405C00004500 | NVAX | CALL | Long | 4.50 | None | $0.29 | 0.67 | $0.73 | 0.17 | 0.78 | 0.43 | 0.72 | 4.41 | 5.14 | 0.29 | $29.00 | 43.00 | 19 | 13.0 | 80.000 | 0.73 | 2024-03-18 |
| NVAX240405C00004500 | NVAX | CALL | Long | 4.50 | None | $0.29 | 0.67 | $0.88 | 0.20 | 0.96 | 0.43 | 0.72 | 4.41 | 5.29 | 0.29 | $29.00 | 43.00 | 16 | 13.0 | 80.000 | 0.88 | 2024-03-15 |
| NVAX240405C00004500 | NVAX | CALL | Long | 4.50 | None | $0.29 | 0.67 | $0.57 | 0.13 | 1.62 | 0.43 | 0.72 | 4.41 | 4.98 | 0.29 | $29.00 | 43.00 | 15 | 13.0 | 71.000 | 0.57 | 2024-03-14 |
| NVAX240405C00004500 | NVAX | CALL | Long | 4.50 | None | $0.52 | 1.21 | $0.84 | 0.19 | 0.00 | 0.43 | 0.95 | 4.41 | 5.25 | 0.52 | $52.00 | 43.00 | 14 | 2.0 | 71.000 | 0.84 | 2024-03-13 |
| NVAX240405C00004500 | NVAX | CALL | Long | 4.50 | None | $0.43 | 1.00 | $0.65 | 0.15 | 1.39 | 0.43 | 0.86 | 4.41 | 5.06 | 0.43 | $43.00 | 43.00 | 13 | 5.0 | 71.000 | 0.65 | 2024-03-12 |
| NVAX240405C00004500 | NVAX | CALL | Long | 4.50 | None | $0.56 | 1.30 | $0.72 | 0.16 | -0.10 | 0.43 | 0.99 | 4.41 | 5.13 | 0.56 | $56.00 | 43.00 | 12 | 2.0 | 70.000 | 0.72 | 2024-03-11 |
| NVAX240405C00004500 | NVAX | CALL | Long | 4.50 | None | $1.14 | 2.65 | $1.04 | 0.24 | 0.00 | 0.43 | 1.57 | 4.41 | 5.45 | 1.14 | $114.00 | 43.00 | 11 | 5.0 | 70.000 | 1.04 | 2024-03-10 |
| NVAX240405C00004500 | NVAX | CALL | Long | 4.50 | None | $1.14 | 2.65 | $1.04 | 0.24 | 0.00 | 0.43 | 1.57 | 4.41 | 5.45 | 1.14 | $114.00 | 43.00 | 10 | 5.0 | 70.000 | 1.04 | 2024-03-09 |
| NVAX240405C00004500 | NVAX | CALL | Long | 4.50 | None | $1.14 | 2.65 | $1.04 | 0.24 | -0.02 | 0.43 | 1.57 | 4.41 | 5.45 | 1.14 | $114.00 | 43.00 | 9 | 5.0 | 70.000 | 1.04 | 2024-03-08 |
| NVAX240405C00004500 | NVAX | CALL | Long | 4.50 | None | $0.48 | 1.12 | $1.20 | 0.27 | 0.59 | 0.43 | 0.91 | 4.41 | 5.61 | 0.48 | $48.00 | 43.00 | 8 | 1.0 | 70.000 | 1.20 | 2024-03-07 |
| NVAX240405C00004500 | NVAX | CALL | Long | 4.50 | None | $0.48 | 1.12 | $1.20 | 0.27 | 0.37 | 0.43 | 0.91 | 4.41 | 5.61 | 0.48 | $48.00 | 43.00 | 7 | 5.0 | 70.000 | 1.20 | 2024-03-06 |
| NVAX240405C00004500 | NVAX | CALL | Long | 4.50 | None | $0.56 | 1.30 | $1.27 | 0.29 | 0.24 | 0.43 | 0.99 | 4.41 | 5.68 | 0.56 | $56.00 | 43.00 | 6 | 21.0 | 70.000 | 1.27 | 2024-03-05 |
| NVAX240405C00004500 | NVAX | CALL | Long | 4.50 | None | $0.56 | 1.30 | $1.08 | 0.24 | -0.98 | 0.43 | 0.99 | 4.41 | 5.49 | 0.56 | $56.00 | 43.00 | 5 | 21.0 | 0.000 | 1.08 | 2024-03-04 |
| NVAX240405C00004500 | NVAX | CALL | Long | 4.50 | None | $0.56 | 1.30 | $0.98 | 0.22 | 0.46 | 0.43 | 0.99 | 4.41 | 5.39 | 0.56 | $56.00 | 43.00 | 4 | 21.0 | 91.000 | 0.98 | 2024-03-03 |
| NVAX240405C00004500 | NVAX | CALL | Long | 4.50 | None | $0.56 | 1.30 | $0.98 | 0.22 | 0.46 | 0.43 | 0.99 | 4.41 | 5.39 | 0.56 | $56.00 | 43.00 | 3 | 21.0 | 91.000 | 0.98 | 2024-03-02 |
| NVAX240405C00004500 | NVAX | CALL | Long | 4.50 | None | $0.54 | 1.26 | $0.79 | 0.18 | -0.19 | 0.43 | 0.97 | 4.41 | 5.20 | 0.54 | $54.00 | 43.00 | 2 | 20.0 | 91.000 | 0.79 | 2024-03-01 |
| NVAX240405C00004500 | NVAX | CALL | Long | 4.50 | None | $0.42 | 0.98 | $0.53 | 0.12 | -0.30 | 0.43 | 0.85 | 4.41 | 4.94 | 0.42 | $42.00 | 43.00 | 1 | 132.0 | 171.000 | 0.53 | 2024-02-29 |
| NVAX240405C00004500 | NVAX | CALL | Long | 4.50 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.43 | 0.43 | 4.41 | 4.41 | 0.00 | $0.00 | 43.00 | 0 | 220.0 | 7.000 | 0.00 | 2024-02-28 |