| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-04-16 | PACB | PACB240517C00002000 | 2.00 | 560.0 | 90.000 | 1.406 | 0.785 | 0.0 | 0.6 | 0.200 | 0.080 | 0.670 | 0.08 | 1.40 | 2024-05-17 | CALL | Long | 0.405 | 0.809 | -0.507 |
| 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 | PACB | 1.000 | 0.244 | 0.738 | 0.344 | 0.269 | -0.068 | 1.97 | -1.530 | 0.0000 | 1.20 | 10.36 | 21 | 1y | 2.10 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PACB240517C00002000 | PACB | CALL | Long | 2.00 | None | $0.07 | 0.88 | $0.74 | 0.53 | 0.47 | 0.08 | 0.15 | 1.40 | 2.14 | 0.07 | $7.00 | 8.00 | 29 | 459.0 | 3368.000 | 0.74 | 2024-05-15 |
| PACB240517C00002000 | PACB | CALL | Long | 2.00 | None | $0.22 | 2.75 | $0.83 | 0.59 | 0.06 | 0.08 | 0.30 | 1.40 | 2.23 | 0.22 | $22.00 | 8.00 | 28 | 1875.0 | 4301.000 | 0.83 | 2024-05-14 |
| PACB240517C00002000 | PACB | CALL | Long | 2.00 | None | $0.02 | 0.25 | $0.53 | 0.38 | -0.25 | 0.08 | 0.10 | 1.40 | 1.93 | 0.02 | $2.00 | 8.00 | 27 | 850.0 | 4853.000 | 0.53 | 2024-05-13 |
| PACB240517C00002000 | PACB | CALL | Long | 2.00 | None | $-0.03 | -0.38 | $0.37 | 0.26 | -0.91 | 0.08 | 0.05 | 1.40 | 1.77 | -0.03 | $-3.00 | 8.00 | 26 | 91.0 | 4853.000 | 0.37 | 2024-05-12 |
| PACB240517C00002000 | PACB | CALL | Long | 2.00 | None | $0.02 | 0.25 | $0.32 | 0.23 | 0.16 | 0.08 | 0.10 | 1.40 | 1.72 | 0.02 | $2.00 | 8.00 | 23 | 403.0 | 4523.000 | 0.32 | 2024-05-09 |
| PACB240517C00002000 | PACB | CALL | Long | 2.00 | None | $0.07 | 0.88 | $0.28 | 0.20 | 0.69 | 0.08 | 0.15 | 1.40 | 1.68 | 0.07 | $7.00 | 8.00 | 22 | 852.0 | 4485.000 | 0.28 | 2024-05-08 |
| PACB240517C00002000 | PACB | CALL | Long | 2.00 | None | $0.12 | 1.50 | $0.47 | 0.34 | 0.34 | 0.08 | 0.20 | 1.40 | 1.87 | 0.12 | $12.00 | 8.00 | 21 | 686.0 | 4018.000 | 0.47 | 2024-05-07 |
| PACB240517C00002000 | PACB | CALL | Long | 2.00 | None | $0.07 | 0.88 | $0.43 | 0.31 | -0.08 | 0.08 | 0.15 | 1.40 | 1.83 | 0.07 | $7.00 | 8.00 | 17 | 978.0 | 3616.000 | 0.43 | 2024-05-03 |
| PACB240517C00002000 | PACB | CALL | Long | 2.00 | None | $0.02 | 0.25 | $0.36 | 0.26 | 0.08 | 0.08 | 0.10 | 1.40 | 1.76 | 0.02 | $2.00 | 8.00 | 16 | 282.0 | 3532.000 | 0.36 | 2024-05-02 |
| PACB240517C00002000 | PACB | CALL | Long | 2.00 | None | $-0.03 | -0.38 | $0.20 | 0.14 | -0.52 | 0.08 | 0.05 | 1.40 | 1.60 | -0.03 | $-3.00 | 8.00 | 13 | 110.0 | 2150.000 | 0.20 | 2024-04-29 |
| PACB240517C00002000 | PACB | CALL | Long | 2.00 | None | $-0.03 | -0.38 | $0.07 | 0.05 | -0.09 | 0.08 | 0.05 | 1.40 | 1.47 | -0.03 | $-3.00 | 8.00 | 10 | 50.0 | 2124.000 | 0.07 | 2024-04-26 |
| PACB240517C00002000 | PACB | CALL | Long | 2.00 | None | $-0.03 | -0.38 | $-0.02 | -0.01 | -0.22 | 0.08 | 0.05 | 1.40 | 1.38 | -0.03 | $-3.00 | 8.00 | 9 | 310.0 | 1814.000 | -0.02 | 2024-04-25 |
| PACB240517C00002000 | PACB | CALL | Long | 2.00 | None | $-0.03 | -0.38 | $-0.04 | -0.03 | -0.22 | 0.08 | 0.05 | 1.40 | 1.36 | -0.03 | $-3.00 | 8.00 | 8 | 710.0 | 1104.000 | -0.04 | 2024-04-24 |
| PACB240517C00002000 | PACB | CALL | Long | 2.00 | None | $-0.03 | -0.38 | $0.07 | 0.05 | 0.03 | 0.08 | 0.05 | 1.40 | 1.47 | -0.03 | $-3.00 | 8.00 | 7 | 107.0 | 1088.000 | 0.07 | 2024-04-23 |
| PACB240517C00002000 | PACB | CALL | Long | 2.00 | None | $0.01 | 0.12 | $0.16 | 0.11 | -0.17 | 0.08 | 0.09 | 1.40 | 1.56 | 0.01 | $1.00 | 8.00 | 6 | 275.0 | 853.000 | 0.16 | 2024-04-22 |
| PACB240517C00002000 | PACB | CALL | Long | 2.00 | None | $-0.01 | -0.12 | $0.15 | 0.11 | -0.05 | 0.08 | 0.07 | 1.40 | 1.55 | -0.01 | $-1.00 | 8.00 | 3 | 205.0 | 704.000 | 0.15 | 2024-04-19 |
| PACB240517C00002000 | PACB | CALL | Long | 2.00 | None | $-0.03 | -0.38 | $0.06 | 0.04 | -0.06 | 0.08 | 0.05 | 1.40 | 1.46 | -0.03 | $-3.00 | 8.00 | 2 | 138.0 | 598.000 | 0.06 | 2024-04-18 |
| PACB240517C00002000 | PACB | CALL | Long | 2.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.02; Exit EQ PnL: -0.10 | $-0.03 | -0.38 | $0.00 | 0.00 | 0.03 | 0.08 | 0.05 | 1.40 | 1.40 | -0.03 | $-3.00 | 8.00 | 1 | 72.0 | 570.000 | 0.00 | 2024-04-17 |
| PACB240517C00002000 | PACB | CALL | Long | 2.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.08 | 0.08 | 1.40 | 1.40 | 0.00 | $0.00 | 8.00 | 0 | 560.0 | 90.000 | 0.00 | 2024-04-16 |