| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-02-09 | NWL | NWL240315C00007000 | 7.00 | 223.0 | 1456.000 | 0.516 | 0.261 | 0.2 | 0.3 | 0.020 | 0.340 | 0.460 | 0.40 | 6.85 | 2024-03-15 | CALL | Long | 0.227 | 0.312 | -0.189 |
| 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 | NWL | 0.909 | 0.085 | 0.382 | 0.168 | 0.157 | -0.087 | 10.50 | -0.048 | 0.0000 | 5.73 | 11.63 | 21 | 1y | 8.64 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| NWL240315C00007000 | NWL | CALL | Long | 7.00 | None | $0.25 | 0.62 | $0.87 | 0.13 | 1.84 | 0.40 | 0.65 | 6.85 | 7.72 | 0.25 | $25.00 | 40.00 | 34 | 20.0 | 1646.000 | 0.87 | 2024-03-14 |
| NWL240315C00007000 | NWL | CALL | Long | 7.00 | None | $0.35 | 0.88 | $0.98 | 0.14 | 0.55 | 0.40 | 0.75 | 6.85 | 7.83 | 0.35 | $35.00 | 40.00 | 33 | 1.0 | 1645.000 | 0.98 | 2024-03-13 |
| NWL240315C00007000 | NWL | CALL | Long | 7.00 | None | $0.24 | 0.60 | $0.81 | 0.12 | 0.08 | 0.40 | 0.64 | 6.85 | 7.66 | 0.24 | $24.00 | 40.00 | 32 | 5.0 | 1650.000 | 0.81 | 2024-03-12 |
| NWL240315C00007000 | NWL | CALL | Long | 7.00 | None | $0.36 | 0.90 | $0.73 | 0.11 | 0.15 | 0.40 | 0.76 | 6.85 | 7.58 | 0.36 | $36.00 | 40.00 | 31 | 3.0 | 1652.000 | 0.73 | 2024-03-11 |
| NWL240315C00007000 | NWL | CALL | Long | 7.00 | None | $0.50 | 1.25 | $1.01 | 0.15 | 0.34 | 0.40 | 0.90 | 6.85 | 7.86 | 0.50 | $50.00 | 40.00 | 28 | 97.0 | 1676.000 | 1.01 | 2024-03-08 |
| NWL240315C00007000 | NWL | CALL | Long | 7.00 | None | $0.30 | 0.75 | $0.88 | 0.13 | 0.30 | 0.40 | 0.70 | 6.85 | 7.73 | 0.30 | $30.00 | 40.00 | 27 | 52.0 | 1677.000 | 0.88 | 2024-03-07 |
| NWL240315C00007000 | NWL | CALL | Long | 7.00 | None | $0.09 | 0.22 | $0.62 | 0.09 | 0.00 | 0.40 | 0.49 | 6.85 | 7.47 | 0.09 | $9.00 | 40.00 | 26 | 157.0 | 1677.000 | 0.62 | 2024-03-06 |
| NWL240315C00007000 | NWL | CALL | Long | 7.00 | None | $0.27 | 0.68 | $0.58 | 0.08 | 0.28 | 0.40 | 0.67 | 6.85 | 7.43 | 0.27 | $27.00 | 40.00 | 25 | 157.0 | 1677.000 | 0.58 | 2024-03-05 |
| NWL240315C00007000 | NWL | CALL | Long | 7.00 | None | $0.27 | 0.68 | $0.70 | 0.10 | -0.52 | 0.40 | 0.67 | 6.85 | 7.55 | 0.27 | $27.00 | 40.00 | 24 | 157.0 | 0.000 | 0.70 | 2024-03-04 |
| NWL240315C00007000 | NWL | CALL | Long | 7.00 | None | $0.20 | 0.50 | $0.70 | 0.10 | 0.03 | 0.40 | 0.60 | 6.85 | 7.55 | 0.20 | $20.00 | 40.00 | 23 | 154.0 | 1822.000 | 0.70 | 2024-03-03 |
| NWL240315C00007000 | NWL | CALL | Long | 7.00 | None | $0.20 | 0.50 | $0.70 | 0.10 | 0.03 | 0.40 | 0.60 | 6.85 | 7.55 | 0.20 | $20.00 | 40.00 | 22 | 154.0 | 1822.000 | 0.70 | 2024-03-02 |
| NWL240315C00007000 | NWL | CALL | Long | 7.00 | None | $0.20 | 0.50 | $0.74 | 0.11 | 0.04 | 0.40 | 0.60 | 6.85 | 7.59 | 0.20 | $20.00 | 40.00 | 21 | 154.0 | 1822.000 | 0.74 | 2024-03-01 |
| NWL240315C00007000 | NWL | CALL | Long | 7.00 | None | $0.20 | 0.50 | $0.65 | 0.09 | 0.05 | 0.40 | 0.60 | 6.85 | 7.50 | 0.20 | $20.00 | 40.00 | 20 | 154.0 | 1721.000 | 0.65 | 2024-02-29 |
| NWL240315C00007000 | NWL | CALL | Long | 7.00 | None | $0.09 | 0.22 | $0.45 | 0.07 | 0.04 | 0.40 | 0.49 | 6.85 | 7.30 | 0.09 | $9.00 | 40.00 | 19 | 105.0 | 1718.000 | 0.45 | 2024-02-28 |
| NWL240315C00007000 | NWL | CALL | Long | 7.00 | None | $0.09 | 0.22 | $0.51 | 0.07 | -0.07 | 0.40 | 0.49 | 6.85 | 7.36 | 0.09 | $9.00 | 40.00 | 18 | 41.0 | 1713.000 | 0.51 | 2024-02-27 |
| NWL240315C00007000 | NWL | CALL | Long | 7.00 | None | $-0.05 | -0.12 | $0.31 | 0.05 | -0.03 | 0.40 | 0.35 | 6.85 | 7.16 | -0.05 | $-5.00 | 40.00 | 17 | 33.0 | 1712.000 | 0.31 | 2024-02-26 |
| NWL240315C00007000 | NWL | CALL | Long | 7.00 | None | $0.00 | 0.00 | $0.40 | 0.06 | -0.04 | 0.40 | 0.40 | 6.85 | 7.25 | 0.00 | $0.00 | 40.00 | 16 | 17.0 | 1704.000 | 0.40 | 2024-02-25 |
| NWL240315C00007000 | NWL | CALL | Long | 7.00 | None | $0.00 | 0.00 | $0.40 | 0.06 | -0.07 | 0.40 | 0.40 | 6.85 | 7.25 | 0.00 | $0.00 | 40.00 | 14 | 17.0 | 1704.000 | 0.40 | 2024-02-23 |
| NWL240315C00007000 | NWL | CALL | Long | 7.00 | None | $0.20 | 0.50 | $0.67 | 0.10 | 0.09 | 0.40 | 0.60 | 6.85 | 7.52 | 0.20 | $20.00 | 40.00 | 13 | 45.0 | 1749.000 | 0.67 | 2024-02-22 |
| NWL240315C00007000 | NWL | CALL | Long | 7.00 | None | $0.30 | 0.75 | $0.77 | 0.11 | -0.04 | 0.40 | 0.70 | 6.85 | 7.62 | 0.30 | $30.00 | 40.00 | 12 | 1.0 | 1749.000 | 0.77 | 2024-02-21 |
| NWL240315C00007000 | NWL | CALL | Long | 7.00 | None | $0.50 | 1.25 | $0.95 | 0.14 | 0.05 | 0.40 | 0.90 | 6.85 | 7.80 | 0.50 | $50.00 | 40.00 | 11 | 42.0 | 1749.000 | 0.95 | 2024-02-20 |
| NWL240315C00007000 | NWL | CALL | Long | 7.00 | None | $0.42 | 1.05 | $0.82 | 0.12 | -0.03 | 0.40 | 0.82 | 6.85 | 7.67 | 0.42 | $42.00 | 40.00 | 10 | 22.0 | 1748.000 | 0.82 | 2024-02-19 |
| NWL240315C00007000 | NWL | CALL | Long | 7.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.64 | 1.60 | $0.89 | 0.13 | -0.52 | 0.40 | 1.04 | 6.85 | 7.74 | 0.64 | $64.00 | 40.00 | 7 | 57.0 | 1748.000 | 0.89 | 2024-02-16 |
| NWL240315C00007000 | NWL | CALL | Long | 7.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.40 | 0.40 | 6.85 | 6.85 | 0.00 | $0.00 | 40.00 | 0 | 223.0 | 1456.000 | 0.00 | 2024-02-09 |