| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-11-07 | OLO | OLO231215C00005000 | 5.00 | 72.0 | 15.000 | 0.539 | 0.340 | 0.0 | 0.7 | 0.040 | 0.070 | 0.700 | 0.10 | 4.35 | 2023-12-15 | CALL | Long | 0.190 | 0.352 | -0.257 |
| 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 | OLO | 0.636 | 0.072 | 0.177 | 0.114 | 0.115 | -0.050 | 8.02 | -0.255 | 0.0000 | 4.25 | 8.02 | 21 | 1y | 5.50 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OLO231215C00005000 | OLO | CALL | Long | 5.00 | None | $0.90 | 9.00 | $1.59 | 0.37 | 1.59 | 0.10 | 1.00 | 4.35 | 5.94 | 0.90 | $90.00 | 10.00 | 37 | 6.0 | 937.000 | 1.59 | 2023-12-14 |
| OLO231215C00005000 | OLO | CALL | Long | 5.00 | None | $0.75 | 7.50 | $1.54 | 0.35 | 1.90 | 0.10 | 0.85 | 4.35 | 5.89 | 0.75 | $75.00 | 10.00 | 36 | 16.0 | 953.000 | 1.54 | 2023-12-13 |
| OLO231215C00005000 | OLO | CALL | Long | 5.00 | None | $0.70 | 7.00 | $1.28 | 0.29 | 0.72 | 0.10 | 0.80 | 4.35 | 5.63 | 0.70 | $70.00 | 10.00 | 35 | 1.0 | 953.000 | 1.28 | 2023-12-12 |
| OLO231215C00005000 | OLO | CALL | Long | 5.00 | None | $0.70 | 7.00 | $1.26 | 0.29 | 0.24 | 0.10 | 0.80 | 4.35 | 5.61 | 0.70 | $70.00 | 10.00 | 34 | 1.0 | 953.000 | 1.26 | 2023-12-11 |
| OLO231215C00005000 | OLO | CALL | Long | 5.00 | None | $0.70 | 7.00 | $1.37 | 0.31 | 0.20 | 0.10 | 0.80 | 4.35 | 5.72 | 0.70 | $70.00 | 10.00 | 31 | 1.0 | 953.000 | 1.37 | 2023-12-08 |
| OLO231215C00005000 | OLO | CALL | Long | 5.00 | None | $0.70 | 7.00 | $1.29 | 0.30 | 0.30 | 0.10 | 0.80 | 4.35 | 5.64 | 0.70 | $70.00 | 10.00 | 30 | 1.0 | 953.000 | 1.29 | 2023-12-07 |
| OLO231215C00005000 | OLO | CALL | Long | 5.00 | None | $0.70 | 7.00 | $1.44 | 0.33 | 0.32 | 0.10 | 0.80 | 4.35 | 5.79 | 0.70 | $70.00 | 10.00 | 29 | 0.0 | 952.000 | 1.44 | 2023-12-06 |
| OLO231215C00005000 | OLO | CALL | Long | 5.00 | None | $0.60 | 6.00 | $1.36 | 0.31 | -0.02 | 0.10 | 0.70 | 4.35 | 5.71 | 0.60 | $60.00 | 10.00 | 28 | 0.0 | 952.000 | 1.36 | 2023-12-05 |
| OLO231215C00005000 | OLO | CALL | Long | 5.00 | None | $0.30 | 3.00 | $1.49 | 0.34 | 0.47 | 0.10 | 0.40 | 4.35 | 5.84 | 0.30 | $30.00 | 10.00 | 27 | 0.0 | 952.000 | 1.49 | 2023-12-04 |
| OLO231215C00005000 | OLO | CALL | Long | 5.00 | None | $0.30 | 3.00 | $1.30 | 0.30 | 0.28 | 0.10 | 0.40 | 4.35 | 5.65 | 0.30 | $30.00 | 10.00 | 26 | 0.0 | 952.000 | 1.30 | 2023-12-03 |
| OLO231215C00005000 | OLO | CALL | Long | 5.00 | None | $0.30 | 3.00 | $1.30 | 0.30 | 0.25 | 0.10 | 0.40 | 4.35 | 5.65 | 0.30 | $30.00 | 10.00 | 25 | 0.0 | 952.000 | 1.30 | 2023-12-02 |
| OLO231215C00005000 | OLO | CALL | Long | 5.00 | None | $0.30 | 3.00 | $1.31 | 0.30 | 0.01 | 0.10 | 0.40 | 4.35 | 5.66 | 0.30 | $30.00 | 10.00 | 24 | 0.0 | 952.000 | 1.31 | 2023-12-01 |
| OLO231215C00005000 | OLO | CALL | Long | 5.00 | None | $0.30 | 3.00 | $1.00 | 0.23 | 0.07 | 0.10 | 0.40 | 4.35 | 5.35 | 0.30 | $30.00 | 10.00 | 23 | 0.0 | 952.000 | 1.00 | 2023-11-30 |
| OLO231215C00005000 | OLO | CALL | Long | 5.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.30 | 3.00 | $1.09 | 0.25 | 0.09 | 0.10 | 0.40 | 4.35 | 5.44 | 0.30 | $30.00 | 10.00 | 22 | 0.0 | 952.000 | 1.09 | 2023-11-29 |
| OLO231215C00005000 | OLO | CALL | Long | 5.00 | None | $0.30 | 3.00 | $0.94 | 0.22 | 0.08 | 0.10 | 0.40 | 4.35 | 5.29 | 0.30 | $30.00 | 10.00 | 21 | 0.0 | 953.000 | 0.94 | 2023-11-28 |
| OLO231215C00005000 | OLO | CALL | Long | 5.00 | None | $0.20 | 2.00 | $0.95 | 0.22 | 0.06 | 0.10 | 0.30 | 4.35 | 5.30 | 0.20 | $20.00 | 10.00 | 20 | 0.0 | 953.000 | 0.95 | 2023-11-27 |
| OLO231215C00005000 | OLO | CALL | Long | 5.00 | None | $0.20 | 2.00 | $0.92 | 0.21 | 0.17 | 0.10 | 0.30 | 4.35 | 5.27 | 0.20 | $20.00 | 10.00 | 17 | 0.0 | 0.000 | 0.92 | 2023-11-24 |
| OLO231215C00005000 | OLO | CALL | Long | 5.00 | None | $0.20 | 2.00 | $0.74 | 0.17 | -0.54 | 0.10 | 0.30 | 4.35 | 5.09 | 0.20 | $20.00 | 10.00 | 16 | 0.0 | 0.000 | 0.74 | 2023-11-23 |
| OLO231215C00005000 | OLO | CALL | Long | 5.00 | None | $0.20 | 2.00 | $0.74 | 0.17 | 0.05 | 0.10 | 0.30 | 4.35 | 5.09 | 0.20 | $20.00 | 10.00 | 15 | 0.0 | 953.000 | 0.74 | 2023-11-22 |
| OLO231215C00005000 | OLO | CALL | Long | 5.00 | None | $0.20 | 2.00 | $0.65 | 0.15 | 0.05 | 0.10 | 0.30 | 4.35 | 5.00 | 0.20 | $20.00 | 10.00 | 14 | 0.0 | 953.000 | 0.65 | 2023-11-21 |
| OLO231215C00005000 | OLO | CALL | Long | 5.00 | None | $0.20 | 2.00 | $0.72 | 0.17 | -0.04 | 0.10 | 0.30 | 4.35 | 5.07 | 0.20 | $20.00 | 10.00 | 13 | 0.0 | 953.000 | 0.72 | 2023-11-20 |
| OLO231215C00005000 | OLO | CALL | Long | 5.00 | None | $0.20 | 2.00 | $0.66 | 0.15 | 0.10 | 0.10 | 0.30 | 4.35 | 5.01 | 0.20 | $20.00 | 10.00 | 12 | 0.0 | 65.000 | 0.66 | 2023-11-19 |
| OLO231215C00005000 | OLO | CALL | Long | 5.00 | None | $0.20 | 2.00 | $0.66 | 0.15 | 0.09 | 0.10 | 0.30 | 4.35 | 5.01 | 0.20 | $20.00 | 10.00 | 10 | 0.0 | 65.000 | 0.66 | 2023-11-17 |
| OLO231215C00005000 | OLO | CALL | Long | 5.00 | None | $0.15 | 1.50 | $0.55 | 0.13 | -0.00 | 0.10 | 0.25 | 4.35 | 4.90 | 0.15 | $15.00 | 10.00 | 9 | 0.0 | 65.000 | 0.55 | 2023-11-16 |
| OLO231215C00005000 | OLO | CALL | Long | 5.00 | None | $0.15 | 1.50 | $0.64 | 0.15 | -0.09 | 0.10 | 0.25 | 4.35 | 4.99 | 0.15 | $15.00 | 10.00 | 8 | 0.0 | 65.000 | 0.64 | 2023-11-15 |
| OLO231215C00005000 | OLO | CALL | Long | 5.00 | None | $0.15 | 1.50 | $0.66 | 0.15 | -0.03 | 0.10 | 0.25 | 4.35 | 5.01 | 0.15 | $15.00 | 10.00 | 7 | 0.0 | 79.000 | 0.66 | 2023-11-14 |
| OLO231215C00005000 | OLO | CALL | Long | 5.00 | None | $0.03 | 0.30 | $0.36 | 0.08 | 0.11 | 0.10 | 0.13 | 4.35 | 4.71 | 0.03 | $3.00 | 10.00 | 6 | 0.0 | 79.000 | 0.36 | 2023-11-13 |
| OLO231215C00005000 | OLO | CALL | Long | 5.00 | None | $0.00 | 0.00 | $0.37 | 0.09 | 0.01 | 0.10 | 0.10 | 4.35 | 4.72 | 0.00 | $0.00 | 10.00 | 3 | 0.0 | 79.000 | 0.37 | 2023-11-10 |
| OLO231215C00005000 | OLO | CALL | Long | 5.00 | None | $0.05 | 0.50 | $0.15 | 0.03 | -0.41 | 0.10 | 0.15 | 4.35 | 4.50 | 0.05 | $5.00 | 10.00 | 2 | 0.0 | 0.000 | 0.15 | 2023-11-09 |
| OLO231215C00005000 | OLO | CALL | Long | 5.00 | None | $0.05 | 0.50 | $0.15 | 0.03 | 0.04 | 0.10 | 0.15 | 4.35 | 4.50 | 0.05 | $5.00 | 10.00 | 1 | 0.0 | 79.000 | 0.15 | 2023-11-08 |
| OLO231215C00005000 | OLO | CALL | Long | 5.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.10 | 0.10 | 4.35 | 4.35 | 0.00 | $0.00 | 10.00 | 0 | 72.0 | 15.000 | 0.00 | 2023-11-07 |