| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-11-15 | ORGN | ORGN241220C00001000 | 1.00 | 16.0 | 1010.000 | 1.203 | 0.207 | 0.1 | 0.0 | 0.010 | 0.190 | 0.100 | 0.25 | 1.09 | 2024-12-20 | CALL | Long | 0.367 | 0.391 | -0.128 |
| 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 | ORGN | 0.727 | 0.160 | 0.455 | 0.295 | 0.215 | 0.055 | 1.08 | 0.826 | 0.0000 | 0.47 | 1.88 | 21 | 1y | 1.33 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ORGN241220C00001000 | ORGN | CALL | Long | 1.00 | None | $-0.22 | -0.88 | $-0.12 | -0.11 | 0.16 | 0.25 | 0.03 | 1.09 | 0.97 | -0.22 | $-22.00 | 25.00 | 34 | 34.0 | 3107.000 | -0.12 | 2024-12-19 |
| ORGN241220C00001000 | ORGN | CALL | Long | 1.00 | None | $-0.22 | -0.88 | $-0.13 | -0.12 | 0.03 | 0.25 | 0.03 | 1.09 | 0.96 | -0.22 | $-22.00 | 25.00 | 33 | 34.0 | 3104.000 | -0.13 | 2024-12-18 |
| ORGN241220C00001000 | ORGN | CALL | Long | 1.00 | None | $-0.15 | -0.60 | $-0.01 | -0.01 | 1.28 | 0.25 | 0.10 | 1.09 | 1.08 | -0.15 | $-15.00 | 25.00 | 32 | 6.0 | 3098.000 | -0.01 | 2024-12-17 |
| ORGN241220C00001000 | ORGN | CALL | Long | 1.00 | None | $-0.15 | -0.60 | $0.03 | 0.03 | 0.34 | 0.25 | 0.10 | 1.09 | 1.12 | -0.15 | $-15.00 | 25.00 | 31 | 23.0 | 3102.000 | 0.03 | 2024-12-16 |
| ORGN241220C00001000 | ORGN | CALL | Long | 1.00 | None | $-0.15 | -0.60 | $0.06 | 0.06 | -0.66 | 0.25 | 0.10 | 1.09 | 1.15 | -0.15 | $-15.00 | 25.00 | 28 | 7.0 | 3102.000 | 0.06 | 2024-12-13 |
| ORGN241220C00001000 | ORGN | CALL | Long | 1.00 | None | $-0.15 | -0.60 | $0.02 | 0.02 | 0.12 | 0.25 | 0.10 | 1.09 | 1.11 | -0.15 | $-15.00 | 25.00 | 27 | 7.0 | 3102.000 | 0.02 | 2024-12-12 |
| ORGN241220C00001000 | ORGN | CALL | Long | 1.00 | None | $-0.05 | -0.20 | $0.11 | 0.10 | 1.78 | 0.25 | 0.20 | 1.09 | 1.20 | -0.05 | $-5.00 | 25.00 | 26 | 560.0 | 2569.000 | 0.11 | 2024-12-11 |
| ORGN241220C00001000 | ORGN | CALL | Long | 1.00 | None | $0.04 | 0.16 | $0.06 | 0.06 | 0.31 | 0.25 | 0.29 | 1.09 | 1.15 | 0.04 | $4.00 | 25.00 | 25 | 100.0 | 2569.000 | 0.06 | 2024-12-10 |
| ORGN241220C00001000 | ORGN | CALL | Long | 1.00 | None | $0.04 | 0.16 | $0.11 | 0.10 | 0.00 | 0.25 | 0.29 | 1.09 | 1.20 | 0.04 | $4.00 | 25.00 | 24 | 100.0 | 2569.000 | 0.11 | 2024-12-09 |
| ORGN241220C00001000 | ORGN | CALL | Long | 1.00 | None | $0.04 | 0.16 | $0.16 | 0.15 | 0.16 | 0.25 | 0.29 | 1.09 | 1.25 | 0.04 | $4.00 | 25.00 | 23 | 100.0 | 2569.000 | 0.16 | 2024-12-08 |
| ORGN241220C00001000 | ORGN | CALL | Long | 1.00 | None | $0.04 | 0.16 | $0.16 | 0.15 | 0.03 | 0.25 | 0.29 | 1.09 | 1.25 | 0.04 | $4.00 | 25.00 | 21 | 100.0 | 2569.000 | 0.16 | 2024-12-06 |
| ORGN241220C00001000 | ORGN | CALL | Long | 1.00 | None | $0.04 | 0.16 | $0.12 | 0.11 | 0.09 | 0.25 | 0.29 | 1.09 | 1.21 | 0.04 | $4.00 | 25.00 | 20 | 100.0 | 2569.000 | 0.12 | 2024-12-05 |
| ORGN241220C00001000 | ORGN | CALL | Long | 1.00 | None | $0.04 | 0.16 | $0.14 | 0.13 | 1.12 | 0.25 | 0.29 | 1.09 | 1.23 | 0.04 | $4.00 | 25.00 | 19 | 100.0 | 2618.000 | 0.14 | 2024-12-04 |
| ORGN241220C00001000 | ORGN | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.16 | 0.15 | 1.45 | 0.25 | 0.25 | 1.09 | 1.25 | 0.00 | $0.00 | 25.00 | 18 | 13.0 | 2618.000 | 0.16 | 2024-12-03 |
| ORGN241220C00001000 | ORGN | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.15 | 0.14 | 0.00 | 0.25 | 0.25 | 1.09 | 1.24 | 0.00 | $0.00 | 25.00 | 17 | 81.0 | 2623.000 | 0.15 | 2024-12-02 |
| ORGN241220C00001000 | ORGN | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.15 | 0.14 | 0.25 | 0.25 | 0.25 | 1.09 | 1.24 | 0.00 | $0.00 | 25.00 | 15 | 2.0 | 2625.000 | 0.15 | 2024-11-30 |
| ORGN241220C00001000 | ORGN | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.13 | 0.12 | -0.19 | 0.25 | 0.25 | 1.09 | 1.22 | 0.00 | $0.00 | 25.00 | 13 | 6.0 | 2625.000 | 0.13 | 2024-11-28 |
| ORGN241220C00001000 | ORGN | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.12 | 0.11 | -1.16 | 0.25 | 0.25 | 1.09 | 1.21 | 0.00 | $0.00 | 25.00 | 12 | 6.0 | 2625.000 | 0.12 | 2024-11-27 |
| ORGN241220C00001000 | ORGN | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.13 | 0.12 | -0.25 | 0.25 | 0.25 | 1.09 | 1.22 | 0.00 | $0.00 | 25.00 | 11 | 6.0 | 2675.000 | 0.13 | 2024-11-26 |
| ORGN241220C00001000 | ORGN | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.15 | 0.14 | -0.16 | 0.25 | 0.25 | 1.09 | 1.24 | 0.00 | $0.00 | 25.00 | 10 | 22.0 | 2655.000 | 0.15 | 2024-11-25 |
| ORGN241220C00001000 | ORGN | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.15 | 0.14 | 0.12 | 0.25 | 0.25 | 1.09 | 1.24 | 0.00 | $0.00 | 25.00 | 9 | 598.0 | 2240.000 | 0.15 | 2024-11-24 |
| ORGN241220C00001000 | ORGN | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.15 | 0.14 | 0.06 | 0.25 | 0.25 | 1.09 | 1.24 | 0.00 | $0.00 | 25.00 | 8 | 598.0 | 2240.000 | 0.15 | 2024-11-23 |
| ORGN241220C00001000 | ORGN | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.15 | 0.14 | -0.53 | 0.25 | 0.25 | 1.09 | 1.24 | 0.00 | $0.00 | 25.00 | 7 | 598.0 | 2240.000 | 0.15 | 2024-11-22 |
| ORGN241220C00001000 | ORGN | CALL | Long | 1.00 | None | $-0.03 | -0.12 | $0.10 | 0.09 | -0.62 | 0.25 | 0.22 | 1.09 | 1.19 | -0.03 | $-3.00 | 25.00 | 6 | 1559.0 | 1056.000 | 0.10 | 2024-11-21 |
| ORGN241220C00001000 | ORGN | CALL | Long | 1.00 | None | $-0.20 | -0.80 | $-0.06 | -0.06 | -0.22 | 0.25 | 0.05 | 1.09 | 1.03 | -0.20 | $-20.00 | 25.00 | 5 | 100.0 | 1056.000 | -0.06 | 2024-11-20 |
| ORGN241220C00001000 | ORGN | CALL | Long | 1.00 | None | $-0.10 | -0.40 | $-0.05 | -0.05 | -0.06 | 0.25 | 0.15 | 1.09 | 1.04 | -0.10 | $-10.00 | 25.00 | 4 | 21.0 | 1056.000 | -0.05 | 2024-11-19 |
| ORGN241220C00001000 | ORGN | CALL | Long | 1.00 | None | $-0.10 | -0.40 | $0.00 | 0.00 | -0.38 | 0.25 | 0.15 | 1.09 | 1.09 | -0.10 | $-10.00 | 25.00 | 3 | 21.0 | 1071.000 | 0.00 | 2024-11-18 |
| ORGN241220C00001000 | ORGN | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | -0.59 | 0.25 | 0.25 | 1.09 | 1.09 | 0.00 | $0.00 | 25.00 | 2 | 66.0 | 1010.000 | 0.00 | 2024-11-17 |
| ORGN241220C00001000 | ORGN | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | -0.59 | 0.25 | 0.25 | 1.09 | 1.09 | 0.00 | $0.00 | 25.00 | 1 | 66.0 | 1010.000 | 0.00 | 2024-11-16 |
| ORGN241220C00001000 | ORGN | CALL | Long | 1.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.25 | 0.25 | 1.09 | 1.09 | 0.00 | $0.00 | 25.00 | 0 | 66.0 | 1010.000 | 0.00 | 2024-11-15 |