| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-12-20 | NVO | NVO250124C00100000 | 100.00 | 121.0 | 3.000 | 0.371 | 0.225 | 0.0 | 14.5 | 0.020 | 0.410 | 14.920 | 0.36 | 84.99 | 2025-01-24 | CALL | Long | 0.126 | 0.232 | -0.178 |
| 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 | NVO | 0.818 | 0.046 | 0.154 | 0.084 | 0.076 | 0.004 | 108.02 | 0.360 | 0.0000 | 98.98 | 146.91 | 21 | 1y | 110.79 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| NVO250124C00100000 | NVO | CALL | Long | 100.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.36 | 0.36 | 84.99 | 84.99 | 0.00 | $0.00 | 36.00 | 0 | 121.0 | 3.000 | 0.00 | 2024-12-20 |