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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024-08-14 | OUST | OUST240920C00010000 | 10.00 | 78.0 | 25.000 | 0.928 | 0.458 | 0.0 | 2.1 | 0.030 | 0.290 | 2.350 | 0.33 | 7.90 | 2024-09-20 | CALL | Long | 0.371 | 0.490 | -0.274 |
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 | OUST | 0.636 | 0.158 | 0.454 | 0.260 | 0.271 | -0.080 | 11.00 | -4.492 | 0.0000 | 4.71 | 16.39 | 21 | 1y | 7.99 |
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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
OUST240920C00010000 | OUST | CALL | Long | 10.00 | None | $-0.28 | -0.85 | $-1.74 | -0.22 | 2.57 | 0.33 | 0.05 | 7.90 | 6.16 | -0.28 | $-28.00 | 33.00 | 36 | 5.0 | 137.000 | -1.74 | 2024-09-19 |
OUST240920C00010000 | OUST | CALL | Long | 10.00 | None | $-0.28 | -0.85 | $-1.88 | -0.24 | 2.48 | 0.33 | 0.05 | 7.90 | 6.02 | -0.28 | $-28.00 | 33.00 | 35 | 5.0 | 137.000 | -1.88 | 2024-09-18 |
OUST240920C00010000 | OUST | CALL | Long | 10.00 | None | $-0.28 | -0.85 | $-1.61 | -0.20 | 1.48 | 0.33 | 0.05 | 7.90 | 6.29 | -0.28 | $-28.00 | 33.00 | 34 | 5.0 | 137.000 | -1.61 | 2024-09-17 |
OUST240920C00010000 | OUST | CALL | Long | 10.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $-0.28 | -0.85 | $-1.62 | -0.21 | 1.23 | 0.33 | 0.05 | 7.90 | 6.28 | -0.28 | $-28.00 | 33.00 | 33 | 5.0 | 137.000 | -1.62 | 2024-09-16 |
OUST240920C00010000 | OUST | CALL | Long | 10.00 | None | $-0.28 | -0.85 | $-1.24 | -0.16 | 0.82 | 0.33 | 0.05 | 7.90 | 6.66 | -0.28 | $-28.00 | 33.00 | 31 | 5.0 | 137.000 | -1.24 | 2024-09-14 |
OUST240920C00010000 | OUST | CALL | Long | 10.00 | None | $-0.28 | -0.85 | $-1.24 | -0.16 | 0.59 | 0.33 | 0.05 | 7.90 | 6.66 | -0.28 | $-28.00 | 33.00 | 30 | 5.0 | 137.000 | -1.24 | 2024-09-13 |
OUST240920C00010000 | OUST | CALL | Long | 10.00 | None | $-0.28 | -0.85 | $-1.76 | -0.22 | 0.74 | 0.33 | 0.05 | 7.90 | 6.14 | -0.28 | $-28.00 | 33.00 | 29 | 5.0 | 137.000 | -1.76 | 2024-09-12 |
OUST240920C00010000 | OUST | CALL | Long | 10.00 | None | $-0.28 | -0.85 | $-1.71 | -0.22 | 0.64 | 0.33 | 0.05 | 7.90 | 6.19 | -0.28 | $-28.00 | 33.00 | 28 | 5.0 | 137.000 | -1.71 | 2024-09-11 |
OUST240920C00010000 | OUST | CALL | Long | 10.00 | None | $-0.28 | -0.85 | $-1.66 | -0.21 | 0.54 | 0.33 | 0.05 | 7.90 | 6.24 | -0.28 | $-28.00 | 33.00 | 27 | 5.0 | 137.000 | -1.66 | 2024-09-10 |
OUST240920C00010000 | OUST | CALL | Long | 10.00 | None | $-0.28 | -0.85 | $-1.80 | -0.23 | 0.54 | 0.33 | 0.05 | 7.90 | 6.10 | -0.28 | $-28.00 | 33.00 | 26 | 5.0 | 137.000 | -1.80 | 2024-09-09 |
OUST240920C00010000 | OUST | CALL | Long | 10.00 | None | $-0.28 | -0.85 | $-2.00 | -0.25 | 1.35 | 0.33 | 0.05 | 7.90 | 5.90 | -0.28 | $-28.00 | 33.00 | 25 | 5.0 | 137.000 | -2.00 | 2024-09-08 |
OUST240920C00010000 | OUST | CALL | Long | 10.00 | None | $-0.28 | -0.85 | $-2.00 | -0.25 | 1.11 | 0.33 | 0.05 | 7.90 | 5.90 | -0.28 | $-28.00 | 33.00 | 23 | 5.0 | 137.000 | -2.00 | 2024-09-06 |
OUST240920C00010000 | OUST | CALL | Long | 10.00 | None | $-0.28 | -0.85 | $-1.66 | -0.21 | 0.29 | 0.33 | 0.05 | 7.90 | 6.24 | -0.28 | $-28.00 | 33.00 | 22 | 5.0 | 137.000 | -1.66 | 2024-09-05 |
OUST240920C00010000 | OUST | CALL | Long | 10.00 | None | $-0.28 | -0.85 | $-1.48 | -0.19 | 0.20 | 0.33 | 0.05 | 7.90 | 6.42 | -0.28 | $-28.00 | 33.00 | 21 | 5.0 | 137.000 | -1.48 | 2024-09-04 |
OUST240920C00010000 | OUST | CALL | Long | 10.00 | None | $-0.28 | -0.85 | $-0.81 | -0.10 | -0.10 | 0.33 | 0.05 | 7.90 | 7.09 | -0.28 | $-28.00 | 33.00 | 17 | 5.0 | 137.000 | -0.81 | 2024-08-31 |
OUST240920C00010000 | OUST | CALL | Long | 10.00 | None | $-0.28 | -0.85 | $-0.82 | -0.10 | -0.13 | 0.33 | 0.05 | 7.90 | 7.08 | -0.28 | $-28.00 | 33.00 | 16 | 5.0 | 137.000 | -0.82 | 2024-08-30 |
OUST240920C00010000 | OUST | CALL | Long | 10.00 | None | $-0.28 | -0.85 | $-0.74 | -0.09 | -0.18 | 0.33 | 0.05 | 7.90 | 7.16 | -0.28 | $-28.00 | 33.00 | 15 | 1.0 | 137.000 | -0.74 | 2024-08-29 |
OUST240920C00010000 | OUST | CALL | Long | 10.00 | None | $-0.28 | -0.85 | $-0.66 | -0.08 | -0.10 | 0.33 | 0.05 | 7.90 | 7.24 | -0.28 | $-28.00 | 33.00 | 14 | 22.0 | 141.000 | -0.66 | 2024-08-28 |
OUST240920C00010000 | OUST | CALL | Long | 10.00 | None | $-0.23 | -0.70 | $-0.52 | -0.07 | -0.68 | 0.33 | 0.10 | 7.90 | 7.38 | -0.23 | $-23.00 | 33.00 | 13 | 1.0 | 140.000 | -0.52 | 2024-08-27 |
OUST240920C00010000 | OUST | CALL | Long | 10.00 | None | $-0.23 | -0.70 | $-0.31 | -0.04 | -0.04 | 0.33 | 0.10 | 7.90 | 7.59 | -0.23 | $-23.00 | 33.00 | 12 | 1.0 | 139.000 | -0.31 | 2024-08-26 |
OUST240920C00010000 | OUST | CALL | Long | 10.00 | None | $-0.14 | -0.42 | $-0.25 | -0.03 | -0.07 | 0.33 | 0.19 | 7.90 | 7.65 | -0.14 | $-14.00 | 33.00 | 11 | 5.0 | 134.000 | -0.25 | 2024-08-25 |
OUST240920C00010000 | OUST | CALL | Long | 10.00 | None | $-0.14 | -0.42 | $-0.25 | -0.03 | -0.09 | 0.33 | 0.19 | 7.90 | 7.65 | -0.14 | $-14.00 | 33.00 | 10 | 5.0 | 134.000 | -0.25 | 2024-08-24 |
OUST240920C00010000 | OUST | CALL | Long | 10.00 | None | $-0.14 | -0.42 | $-0.24 | -0.03 | -0.10 | 0.33 | 0.19 | 7.90 | 7.66 | -0.14 | $-14.00 | 33.00 | 9 | 5.0 | 134.000 | -0.24 | 2024-08-23 |
OUST240920C00010000 | OUST | CALL | Long | 10.00 | None | $-0.13 | -0.39 | $-0.20 | -0.03 | 0.00 | 0.33 | 0.20 | 7.90 | 7.70 | -0.13 | $-13.00 | 33.00 | 8 | 21.0 | 132.000 | -0.20 | 2024-08-22 |
OUST240920C00010000 | OUST | CALL | Long | 10.00 | None | $-0.08 | -0.24 | $0.15 | 0.02 | -0.09 | 0.33 | 0.25 | 7.90 | 8.05 | -0.08 | $-8.00 | 33.00 | 7 | 11.0 | 124.000 | 0.15 | 2024-08-21 |
OUST240920C00010000 | OUST | CALL | Long | 10.00 | None | $-0.08 | -0.24 | $-0.06 | -0.01 | -0.07 | 0.33 | 0.25 | 7.90 | 7.84 | -0.08 | $-8.00 | 33.00 | 6 | 44.0 | 93.000 | -0.06 | 2024-08-20 |
OUST240920C00010000 | OUST | CALL | Long | 10.00 | None | $-0.12 | -0.36 | $-0.06 | -0.01 | -0.05 | 0.33 | 0.21 | 7.90 | 7.84 | -0.12 | $-12.00 | 33.00 | 5 | 12.0 | 87.000 | -0.06 | 2024-08-19 |
OUST240920C00010000 | OUST | CALL | Long | 10.00 | None | $-0.04 | -0.12 | $0.11 | 0.01 | -0.01 | 0.33 | 0.29 | 7.90 | 8.01 | -0.04 | $-4.00 | 33.00 | 4 | 27.0 | 69.000 | 0.11 | 2024-08-18 |
OUST240920C00010000 | OUST | CALL | Long | 10.00 | None | $-0.04 | -0.12 | $0.11 | 0.01 | -0.03 | 0.33 | 0.29 | 7.90 | 8.01 | -0.04 | $-4.00 | 33.00 | 3 | 27.0 | 69.000 | 0.11 | 2024-08-17 |
OUST240920C00010000 | OUST | CALL | Long | 10.00 | None | $-0.04 | -0.12 | $0.09 | 0.01 | -0.00 | 0.33 | 0.29 | 7.90 | 7.99 | -0.04 | $-4.00 | 33.00 | 2 | 27.0 | 69.000 | 0.09 | 2024-08-16 |
OUST240920C00010000 | OUST | CALL | Long | 10.00 | None | $0.02 | 0.06 | $-0.14 | -0.02 | -0.04 | 0.33 | 0.35 | 7.90 | 7.76 | 0.02 | $2.00 | 33.00 | 1 | 13.0 | 68.000 | -0.14 | 2024-08-15 |
OUST240920C00010000 | OUST | CALL | Long | 10.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.33 | 0.33 | 7.90 | 7.90 | 0.00 | $0.00 | 33.00 | 0 | 78.0 | 25.000 | 0.00 | 2024-08-14 |