| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-16 | OPEN | OPEN240816C00002500 | 2.50 | 962.0 | 5896.000 | 1.125 | 0.324 | 0.2 | 0.0 | -0.010 | 0.450 | 0.290 | 0.44 | 2.65 | 2024-08-16 | CALL | Short | 0.336 | 0.363 | 0.150 |
| 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 | OPEN | 0.636 | 0.169 | 0.277 | 0.229 | 0.267 | 0.088 | 1.91 | -0.040 | 0.0000 | 1.60 | 4.72 | 21 | 1y | 1.80 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OPEN240816C00002500 | OPEN | CALL | Short | 2.50 | None | $0.62 | 0.98 | $1.12 | 0.38 | 1.31 | 0.63 | 0.01 | 2.92 | 1.80 | 0.62 | $62.00 | 292.00 | 30 | 45.0 | 5871.000 | 1.12 | 2024-08-15 |
| OPEN240816C00002500 | OPEN | CALL | Short | 2.50 | None | $0.62 | 0.98 | $1.16 | 0.40 | 0.94 | 0.63 | 0.01 | 2.92 | 1.76 | 0.62 | $62.00 | 292.00 | 29 | 45.0 | 5873.000 | 1.16 | 2024-08-14 |
| OPEN240816C00002500 | OPEN | CALL | Short | 2.50 | None | $0.62 | 0.98 | $1.16 | 0.40 | 0.56 | 0.63 | 0.01 | 2.92 | 1.76 | 0.62 | $62.00 | 292.00 | 28 | 5.0 | 5878.000 | 1.16 | 2024-08-13 |
| OPEN240816C00002500 | OPEN | CALL | Short | 2.50 | None | $0.62 | 0.98 | $1.32 | 0.45 | 0.75 | 0.63 | 0.01 | 2.92 | 1.60 | 0.62 | $62.00 | 292.00 | 27 | 22.0 | 5887.000 | 1.32 | 2024-08-12 |
| OPEN240816C00002500 | OPEN | CALL | Short | 2.50 | None | $0.62 | 0.98 | $1.26 | 0.43 | 0.31 | 0.63 | 0.01 | 2.92 | 1.66 | 0.62 | $62.00 | 292.00 | 24 | 33.0 | 5918.000 | 1.26 | 2024-08-09 |
| OPEN240816C00002500 | OPEN | CALL | Short | 2.50 | None | $0.61 | 0.97 | $1.24 | 0.42 | 0.50 | 0.63 | 0.02 | 2.92 | 1.68 | 0.61 | $61.00 | 292.00 | 23 | 51.0 | 5913.000 | 1.24 | 2024-08-08 |
| OPEN240816C00002500 | OPEN | CALL | Short | 2.50 | None | $0.61 | 0.97 | $1.32 | 0.45 | 0.56 | 0.63 | 0.02 | 2.92 | 1.60 | 0.61 | $61.00 | 292.00 | 22 | 111.0 | 5956.000 | 1.32 | 2024-08-07 |
| OPEN240816C00002500 | OPEN | CALL | Short | 2.50 | None | $0.61 | 0.97 | $1.20 | 0.41 | 0.38 | 0.63 | 0.02 | 2.92 | 1.72 | 0.61 | $61.00 | 292.00 | 21 | 230.0 | 5933.000 | 1.20 | 2024-08-06 |
| OPEN240816C00002500 | OPEN | CALL | Short | 2.50 | None | $0.36 | 0.57 | $0.36 | 0.12 | 0.08 | 0.63 | 0.27 | 2.92 | 2.56 | 0.36 | $36.00 | 292.00 | 13 | 681.0 | 4625.000 | 0.36 | 2024-07-29 |
| OPEN240816C00002500 | OPEN | CALL | Short | 2.50 | None | $0.36 | 0.57 | $0.40 | 0.14 | -0.01 | 0.63 | 0.27 | 2.92 | 2.52 | 0.36 | $36.00 | 292.00 | 10 | 681.0 | 4913.000 | 0.40 | 2024-07-26 |
| OPEN240816C00002500 | OPEN | CALL | Short | 2.50 | None | $0.30 | 0.48 | $0.45 | 0.15 | 0.04 | 0.63 | 0.33 | 2.92 | 2.47 | 0.30 | $30.00 | 292.00 | 9 | 78.0 | 4908.000 | 0.45 | 2024-07-25 |
| OPEN240816C00002500 | OPEN | CALL | Short | 2.50 | None | $0.37 | 0.59 | $0.51 | 0.17 | 0.05 | 0.63 | 0.26 | 2.92 | 2.41 | 0.37 | $37.00 | 292.00 | 8 | 87.0 | 4913.000 | 0.51 | 2024-07-24 |
| OPEN240816C00002500 | OPEN | CALL | Short | 2.50 | None | $0.23 | 0.37 | $0.34 | 0.12 | 0.13 | 0.63 | 0.40 | 2.92 | 2.58 | 0.23 | $23.00 | 292.00 | 7 | 199.0 | 4941.000 | 0.34 | 2024-07-23 |
| OPEN240816C00002500 | OPEN | CALL | Short | 2.50 | None | $0.31 | 0.49 | $0.40 | 0.14 | 0.09 | 0.63 | 0.32 | 2.92 | 2.52 | 0.31 | $31.00 | 292.00 | 6 | 153.0 | 4999.000 | 0.40 | 2024-07-22 |
| OPEN240816C00002500 | OPEN | CALL | Short | 2.50 | None | $0.31 | 0.49 | $0.47 | 0.16 | 0.15 | 0.63 | 0.32 | 2.92 | 2.45 | 0.31 | $31.00 | 292.00 | 3 | 106.0 | 5003.000 | 0.47 | 2024-07-19 |
| OPEN240816C00002500 | OPEN | CALL | Short | 2.50 | None | $0.28 | 0.44 | $0.35 | 0.12 | -0.02 | 0.63 | 0.35 | 2.92 | 2.57 | 0.28 | $28.00 | 292.00 | 2 | 981.0 | 4824.000 | 0.35 | 2024-07-18 |
| OPEN240816C00002500 | OPEN | CALL | Short | 2.50 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.13; Exit EQ PnL: -0.13 | $0.13 | 0.21 | $0.20 | 0.07 | -0.02 | 0.63 | 0.50 | 2.92 | 2.72 | 0.13 | $13.00 | 292.00 | 1 | 787.0 | 4941.000 | 0.20 | 2024-07-17 |
| OPEN240816C00002500 | OPEN | CALL | Short | 2.50 | None | $-0.00 | -0.00 | $-0.00 | -0.00 | 0.00 | 0.63 | 0.63 | 2.92 | 2.92 | -0.00 | $-0.00 | 292.00 | 0 | 2733.0 | 5896.000 | -0.00 | 2024-07-16 |