| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-01-31 | NYCB | NYCB240315C00009000 | 9.00 | 1198.0 | 531.000 | 0.797 | 0.507 | 0.0 | 2.5 | 0.120 | 0.080 | 2.570 | 0.11 | 6.47 | 2024-03-15 | CALL | Long | 0.182 | 0.512 | -0.377 |
| 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 | NYCB | 0.909 | 0.082 | 0.606 | 0.238 | 0.127 | -0.049 | 10.60 | -0.022 | 0.0000 | 7.95 | 31.77 | 21 | 1y | 11.01 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| NYCB240315C00009000 | NYCB | CALL | Long | 9.00 | None | $-0.10 | -0.91 | $-2.72 | -0.42 | 5.27 | 0.11 | 0.01 | 6.47 | 3.75 | -0.10 | $-10.00 | 11.00 | 43 | 24.0 | 9679.000 | -2.72 | 2024-03-14 |
| NYCB240315C00009000 | NYCB | CALL | Long | 9.00 | None | $-0.10 | -0.91 | $-2.72 | -0.42 | 5.27 | 0.11 | 0.01 | 6.47 | 3.75 | -0.10 | $-10.00 | 11.00 | 42 | 24.0 | 9679.000 | -2.72 | 2024-03-13 |
| NYCB240315C00009000 | NYCB | CALL | Long | 9.00 | None | $-0.10 | -0.91 | $-3.03 | -0.47 | 3.89 | 0.11 | 0.01 | 6.47 | 3.44 | -0.10 | $-10.00 | 11.00 | 41 | 24.0 | 9679.000 | -3.03 | 2024-03-12 |
| NYCB240315C00009000 | NYCB | CALL | Long | 9.00 | None | $-0.10 | -0.91 | $-3.22 | -0.50 | 3.64 | 0.11 | 0.01 | 6.47 | 3.25 | -0.10 | $-10.00 | 11.00 | 40 | 24.0 | 9679.000 | -3.22 | 2024-03-11 |
| NYCB240315C00009000 | NYCB | CALL | Long | 9.00 | None | $-0.10 | -0.91 | $-3.05 | -0.47 | 2.52 | 0.11 | 0.01 | 6.47 | 3.42 | -0.10 | $-10.00 | 11.00 | 37 | 24.0 | 9679.000 | -3.05 | 2024-03-08 |
| NYCB240315C00009000 | NYCB | CALL | Long | 9.00 | None | $-0.10 | -0.91 | $-2.81 | -0.43 | 2.14 | 0.11 | 0.01 | 6.47 | 3.66 | -0.10 | $-10.00 | 11.00 | 36 | 24.0 | 9659.000 | -2.81 | 2024-03-07 |
| NYCB240315C00009000 | NYCB | CALL | Long | 9.00 | None | $-0.08 | -0.73 | $-2.99 | -0.46 | 2.14 | 0.11 | 0.03 | 6.47 | 3.48 | -0.08 | $-8.00 | 11.00 | 35 | 145.0 | 9648.000 | -2.99 | 2024-03-06 |
| NYCB240315C00009000 | NYCB | CALL | Long | 9.00 | None | $-0.07 | -0.64 | $-3.30 | -0.51 | 2.27 | 0.11 | 0.04 | 6.47 | 3.17 | -0.07 | $-7.00 | 11.00 | 34 | 60.0 | 9793.000 | -3.30 | 2024-03-05 |
| NYCB240315C00009000 | NYCB | CALL | Long | 9.00 | None | $-0.07 | -0.64 | $-3.74 | -0.58 | -0.30 | 0.11 | 0.04 | 6.47 | 2.73 | -0.07 | $-7.00 | 11.00 | 33 | 60.0 | 0.000 | -3.74 | 2024-03-04 |
| NYCB240315C00009000 | NYCB | CALL | Long | 9.00 | None | $-0.07 | -0.64 | $-2.92 | -0.45 | 1.73 | 0.11 | 0.04 | 6.47 | 3.55 | -0.07 | $-7.00 | 11.00 | 32 | 60.0 | 9793.000 | -2.92 | 2024-03-03 |
| NYCB240315C00009000 | NYCB | CALL | Long | 9.00 | None | $-0.07 | -0.64 | $-2.92 | -0.45 | 1.73 | 0.11 | 0.04 | 6.47 | 3.55 | -0.07 | $-7.00 | 11.00 | 31 | 60.0 | 9793.000 | -2.92 | 2024-03-02 |
| NYCB240315C00009000 | NYCB | CALL | Long | 9.00 | None | $-0.07 | -0.64 | $-2.86 | -0.44 | -0.30 | 0.11 | 0.04 | 6.47 | 3.61 | -0.07 | $-7.00 | 11.00 | 30 | 60.0 | 9793.000 | -2.86 | 2024-03-01 |
| NYCB240315C00009000 | NYCB | CALL | Long | 9.00 | None | $-0.07 | -0.64 | $-1.69 | -0.26 | 0.81 | 0.11 | 0.04 | 6.47 | 4.78 | -0.07 | $-7.00 | 11.00 | 29 | 60.0 | 9793.000 | -1.69 | 2024-02-29 |
| NYCB240315C00009000 | NYCB | CALL | Long | 9.00 | None | $-0.07 | -0.64 | $-1.93 | -0.30 | 0.92 | 0.11 | 0.04 | 6.47 | 4.54 | -0.07 | $-7.00 | 11.00 | 28 | 60.0 | 9835.000 | -1.93 | 2024-02-28 |
| NYCB240315C00009000 | NYCB | CALL | Long | 9.00 | None | $-0.08 | -0.73 | $-1.77 | -0.27 | 0.75 | 0.11 | 0.03 | 6.47 | 4.70 | -0.08 | $-8.00 | 11.00 | 27 | 40.0 | 9835.000 | -1.77 | 2024-02-27 |
| NYCB240315C00009000 | NYCB | CALL | Long | 9.00 | None | $-0.08 | -0.73 | $-2.06 | -0.32 | 0.84 | 0.11 | 0.03 | 6.47 | 4.41 | -0.08 | $-8.00 | 11.00 | 26 | 40.0 | 9835.000 | -2.06 | 2024-02-26 |
| NYCB240315C00009000 | NYCB | CALL | Long | 9.00 | None | $-0.08 | -0.73 | $-1.95 | -0.30 | 0.80 | 0.11 | 0.03 | 6.47 | 4.52 | -0.08 | $-8.00 | 11.00 | 25 | 40.0 | 9835.000 | -1.95 | 2024-02-25 |
| NYCB240315C00009000 | NYCB | CALL | Long | 9.00 | None | $-0.08 | -0.73 | $-1.95 | -0.30 | 0.67 | 0.11 | 0.03 | 6.47 | 4.52 | -0.08 | $-8.00 | 11.00 | 23 | 40.0 | 9835.000 | -1.95 | 2024-02-23 |
| NYCB240315C00009000 | NYCB | CALL | Long | 9.00 | None | $-0.08 | -0.73 | $-1.86 | -0.29 | 0.61 | 0.11 | 0.03 | 6.47 | 4.61 | -0.08 | $-8.00 | 11.00 | 22 | 40.0 | 9835.000 | -1.86 | 2024-02-22 |
| NYCB240315C00009000 | NYCB | CALL | Long | 9.00 | None | $-0.08 | -0.73 | $-1.97 | -0.30 | 0.62 | 0.11 | 0.03 | 6.47 | 4.50 | -0.08 | $-8.00 | 11.00 | 21 | 40.0 | 9835.000 | -1.97 | 2024-02-21 |
| NYCB240315C00009000 | NYCB | CALL | Long | 9.00 | None | $-0.06 | -0.55 | $-1.78 | -0.28 | 0.52 | 0.11 | 0.05 | 6.47 | 4.69 | -0.06 | $-6.00 | 11.00 | 20 | 3.0 | 9835.000 | -1.78 | 2024-02-20 |
| NYCB240315C00009000 | NYCB | CALL | Long | 9.00 | None | $-0.06 | -0.55 | $-1.57 | -0.24 | 0.44 | 0.11 | 0.05 | 6.47 | 4.90 | -0.06 | $-6.00 | 11.00 | 19 | 3.0 | 9835.000 | -1.57 | 2024-02-19 |
| NYCB240315C00009000 | NYCB | CALL | Long | 9.00 | None | $-0.02 | -0.18 | $-1.57 | -0.24 | 0.38 | 0.11 | 0.09 | 6.47 | 4.90 | -0.02 | $-2.00 | 11.00 | 9 | 313.0 | 9789.000 | -1.57 | 2024-02-09 |
| NYCB240315C00009000 | NYCB | CALL | Long | 9.00 | None | $-0.08 | -0.73 | $-2.28 | -0.35 | 0.45 | 0.11 | 0.03 | 6.47 | 4.19 | -0.08 | $-8.00 | 11.00 | 8 | 33.0 | 9674.000 | -2.28 | 2024-02-08 |
| NYCB240315C00009000 | NYCB | CALL | Long | 9.00 | None | $-0.07 | -0.64 | $-1.97 | -0.30 | 0.33 | 0.11 | 0.04 | 6.47 | 4.50 | -0.07 | $-7.00 | 11.00 | 7 | 58.0 | 9531.000 | -1.97 | 2024-02-07 |
| NYCB240315C00009000 | NYCB | CALL | Long | 9.00 | None | $-0.06 | -0.55 | $-2.28 | -0.35 | 0.42 | 0.11 | 0.05 | 6.47 | 4.19 | -0.06 | $-6.00 | 11.00 | 6 | 520.0 | 9437.000 | -2.28 | 2024-02-06 |
| NYCB240315C00009000 | NYCB | CALL | Long | 9.00 | None | $-0.08 | -0.73 | $-1.07 | -0.17 | -0.30 | 0.11 | 0.03 | 6.47 | 5.40 | -0.08 | $-8.00 | 11.00 | 5 | 1.0 | 9437.000 | -1.07 | 2024-02-05 |
| NYCB240315C00009000 | NYCB | CALL | Long | 9.00 | None | $-0.05 | -0.45 | $-0.43 | -0.07 | -0.55 | 0.11 | 0.06 | 6.47 | 6.04 | -0.05 | $-5.00 | 11.00 | 4 | 181.0 | 9438.000 | -0.43 | 2024-02-04 |
| NYCB240315C00009000 | NYCB | CALL | Long | 9.00 | None | $-0.05 | -0.45 | $-0.43 | -0.07 | 0.03 | 0.11 | 0.06 | 6.47 | 6.04 | -0.05 | $-5.00 | 11.00 | 2 | 181.0 | 9492.000 | -0.43 | 2024-02-02 |
| NYCB240315C00009000 | NYCB | CALL | Long | 9.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.04; Exit EQ PnL: -0.69 | $0.01 | 0.09 | $-0.72 | -0.11 | 0.23 | 0.11 | 0.12 | 6.47 | 5.75 | 0.01 | $1.00 | 11.00 | 1 | 8673.0 | 1502.000 | -0.72 | 2024-02-01 |
| NYCB240315C00009000 | NYCB | CALL | Long | 9.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.11 | 0.11 | 6.47 | 6.47 | 0.00 | $0.00 | 11.00 | 0 | 1198.0 | 531.000 | 0.00 | 2024-01-31 |