| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-08-23 | OPEN | OPEN240927C00002500 | 2.50 | 444.0 | 846.000 | 0.898 | 0.422 | 0.1 | 0.2 | 0.000 | 0.210 | 0.370 | 0.19 | 2.33 | 2024-09-27 | CALL | Short | 0.414 | 0.430 | 0.119 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OPEN240927C00002500 | OPEN | CALL | Short | 2.50 | None | $0.18 | 0.95 | $0.16 | 0.07 | 0.51 | 0.19 | 0.01 | 2.25 | 2.09 | 0.18 | $18.00 | 225.00 | 34 | 59.0 | 13776.000 | 0.16 | 2024-09-26 |
| OPEN240927C00002500 | OPEN | CALL | Short | 2.50 | None | $0.18 | 0.95 | $0.25 | 0.11 | 0.38 | 0.19 | 0.01 | 2.25 | 2.00 | 0.18 | $18.00 | 225.00 | 33 | 65.0 | 13770.000 | 0.25 | 2024-09-25 |
| OPEN240927C00002500 | OPEN | CALL | Short | 2.50 | None | $0.18 | 0.95 | $0.09 | 0.04 | 0.13 | 0.19 | 0.01 | 2.25 | 2.16 | 0.18 | $18.00 | 225.00 | 32 | 2443.0 | 11867.000 | 0.09 | 2024-09-24 |
| OPEN240927C00002500 | OPEN | CALL | Short | 2.50 | None | $0.17 | 0.89 | $0.22 | 0.10 | 0.35 | 0.19 | 0.02 | 2.25 | 2.03 | 0.17 | $17.00 | 225.00 | 31 | 2794.0 | 11933.000 | 0.22 | 2024-09-23 |
| OPEN240927C00002500 | OPEN | CALL | Short | 2.50 | None | $0.15 | 0.79 | $0.17 | 0.08 | -0.49 | 0.19 | 0.04 | 2.25 | 2.08 | 0.15 | $15.00 | 225.00 | 30 | 3349.0 | 0.000 | 0.17 | 2024-09-22 |
| OPEN240927C00002500 | OPEN | CALL | Short | 2.50 | None | $0.16 | 0.84 | $0.17 | 0.08 | 0.26 | 0.19 | 0.03 | 2.25 | 2.08 | 0.16 | $16.00 | 225.00 | 28 | 3258.0 | 9397.000 | 0.17 | 2024-09-20 |
| OPEN240927C00002500 | OPEN | CALL | Short | 2.50 | None | $0.13 | 0.68 | $0.06 | 0.03 | 0.23 | 0.19 | 0.06 | 2.25 | 2.19 | 0.13 | $13.00 | 225.00 | 27 | 3479.0 | 8486.000 | 0.06 | 2024-09-19 |
| OPEN240927C00002500 | OPEN | CALL | Short | 2.50 | None | $0.08 | 0.42 | $0.05 | 0.02 | 0.46 | 0.19 | 0.11 | 2.25 | 2.20 | 0.08 | $8.00 | 225.00 | 26 | 3249.0 | 6926.000 | 0.05 | 2024-09-18 |
| OPEN240927C00002500 | OPEN | CALL | Short | 2.50 | None | $0.03 | 0.16 | $-0.11 | -0.05 | 0.34 | 0.19 | 0.16 | 2.25 | 2.36 | 0.03 | $3.00 | 225.00 | 25 | 2492.0 | 5657.000 | -0.11 | 2024-09-17 |
| OPEN240927C00002500 | OPEN | CALL | Short | 2.50 | None | $-0.05 | -0.26 | $-0.13 | -0.06 | 0.73 | 0.19 | 0.24 | 2.25 | 2.38 | -0.05 | $-5.00 | 225.00 | 24 | 1925.0 | 5497.000 | -0.13 | 2024-09-16 |
| OPEN240927C00002500 | OPEN | CALL | Short | 2.50 | None | $0.08 | 0.42 | $-0.02 | -0.01 | 0.15 | 0.19 | 0.11 | 2.25 | 2.27 | 0.08 | $8.00 | 225.00 | 22 | 3641.0 | 4965.000 | -0.02 | 2024-09-14 |
| OPEN240927C00002500 | OPEN | CALL | Short | 2.50 | None | $0.08 | 0.42 | $-0.02 | -0.01 | 0.07 | 0.19 | 0.11 | 2.25 | 2.27 | 0.08 | $8.00 | 225.00 | 21 | 3641.0 | 4965.000 | -0.02 | 2024-09-13 |
| OPEN240927C00002500 | OPEN | CALL | Short | 2.50 | None | $0.11 | 0.58 | $0.06 | 0.03 | -0.01 | 0.19 | 0.08 | 2.25 | 2.19 | 0.11 | $11.00 | 225.00 | 20 | 386.0 | 4688.000 | 0.06 | 2024-09-12 |
| OPEN240927C00002500 | OPEN | CALL | Short | 2.50 | None | $0.14 | 0.74 | $0.19 | 0.08 | -0.02 | 0.19 | 0.05 | 2.25 | 2.06 | 0.14 | $14.00 | 225.00 | 19 | 10.0 | 4678.000 | 0.19 | 2024-09-11 |
| OPEN240927C00002500 | OPEN | CALL | Short | 2.50 | None | $0.16 | 0.84 | $0.29 | 0.13 | 0.02 | 0.19 | 0.03 | 2.25 | 1.96 | 0.16 | $16.00 | 225.00 | 18 | 355.0 | 4577.000 | 0.29 | 2024-09-10 |
| OPEN240927C00002500 | OPEN | CALL | Short | 2.50 | None | $0.16 | 0.84 | $0.28 | 0.12 | -0.07 | 0.19 | 0.03 | 2.25 | 1.97 | 0.16 | $16.00 | 225.00 | 17 | 96.0 | 4600.000 | 0.28 | 2024-09-09 |
| OPEN240927C00002500 | OPEN | CALL | Short | 2.50 | None | $0.14 | 0.74 | $0.36 | 0.16 | 0.20 | 0.19 | 0.05 | 2.25 | 1.89 | 0.14 | $14.00 | 225.00 | 16 | 1635.0 | 4970.000 | 0.36 | 2024-09-08 |
| OPEN240927C00002500 | OPEN | CALL | Short | 2.50 | None | $0.16 | 0.84 | $0.36 | 0.16 | 0.07 | 0.19 | 0.03 | 2.25 | 1.89 | 0.16 | $16.00 | 225.00 | 14 | 1135.0 | 4970.000 | 0.36 | 2024-09-06 |
| OPEN240927C00002500 | OPEN | CALL | Short | 2.50 | None | $0.13 | 0.68 | $0.26 | 0.12 | 0.10 | 0.19 | 0.06 | 2.25 | 1.99 | 0.13 | $13.00 | 225.00 | 13 | 53.0 | 4922.000 | 0.26 | 2024-09-05 |
| OPEN240927C00002500 | OPEN | CALL | Short | 2.50 | None | $0.13 | 0.68 | $0.33 | 0.15 | 0.06 | 0.19 | 0.06 | 2.25 | 1.92 | 0.13 | $13.00 | 225.00 | 12 | 2330.0 | 5248.000 | 0.33 | 2024-09-04 |
| OPEN240927C00002500 | OPEN | CALL | Short | 2.50 | None | $0.08 | 0.42 | $0.10 | 0.04 | -0.01 | 0.19 | 0.11 | 2.25 | 2.15 | 0.08 | $8.00 | 225.00 | 8 | 219.0 | 4648.000 | 0.10 | 2024-08-31 |
| OPEN240927C00002500 | OPEN | CALL | Short | 2.50 | None | $0.10 | 0.53 | $0.10 | 0.04 | -0.05 | 0.19 | 0.09 | 2.25 | 2.15 | 0.10 | $10.00 | 225.00 | 7 | 218.0 | 4648.000 | 0.10 | 2024-08-30 |
| OPEN240927C00002500 | OPEN | CALL | Short | 2.50 | None | $0.09 | 0.47 | $0.15 | 0.07 | -0.03 | 0.19 | 0.10 | 2.25 | 2.10 | 0.09 | $9.00 | 225.00 | 6 | 1568.0 | 3124.000 | 0.15 | 2024-08-29 |
| OPEN240927C00002500 | OPEN | CALL | Short | 2.50 | None | $0.05 | 0.26 | $0.11 | 0.05 | 0.00 | 0.19 | 0.14 | 2.25 | 2.14 | 0.05 | $5.00 | 225.00 | 5 | 2607.0 | 1033.000 | 0.11 | 2024-08-28 |
| OPEN240927C00002500 | OPEN | CALL | Short | 2.50 | None | $-0.11 | -0.58 | $-0.18 | -0.08 | -0.96 | 0.19 | 0.30 | 2.25 | 2.43 | -0.11 | $-11.00 | 225.00 | 4 | 569.0 | 1108.000 | -0.18 | 2024-08-27 |
| OPEN240927C00002500 | OPEN | CALL | Short | 2.50 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.02; Exit EQ PnL: -0.07 | $-0.11 | -0.58 | $-0.25 | -0.11 | -0.17 | 0.19 | 0.30 | 2.25 | 2.50 | -0.11 | $-11.00 | 225.00 | 3 | 569.0 | 997.000 | -0.25 | 2024-08-26 |
| OPEN240927C00002500 | OPEN | CALL | Short | 2.50 | None | $0.04 | 0.21 | $-0.00 | -0.00 | -0.01 | 0.19 | 0.15 | 2.25 | 2.25 | 0.04 | $4.00 | 225.00 | 2 | 525.0 | 846.000 | -0.00 | 2024-08-25 |
| OPEN240927C00002500 | OPEN | CALL | Short | 2.50 | None | $0.04 | 0.21 | $-0.00 | -0.00 | -0.02 | 0.19 | 0.15 | 2.25 | 2.25 | 0.04 | $4.00 | 225.00 | 1 | 525.0 | 846.000 | -0.00 | 2024-08-24 |
| OPEN240927C00002500 | OPEN | CALL | Short | 2.50 | None | $-0.00 | -0.00 | $-0.00 | -0.00 | 0.00 | 0.19 | 0.19 | 2.25 | 2.25 | -0.00 | $-0.00 | 225.00 | 0 | 520.0 | 846.000 | -0.00 | 2024-08-23 |