| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-02-21 | PANW | PANW240322C00260000 | 260.00 | 36.0 | 4.000 | 0.442 | 0.364 | 11.2 | 8.4 | 0.060 | 13.230 | 10.410 | 14.80 | 261.97 | 2024-03-22 | CALL | Long | 0.150 | 0.375 | -0.284 |
| 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 | PANW | 1.000 | 0.075 | 0.371 | 0.111 | 0.094 | 0.004 | 201.24 | 0.321 | 0.0000 | 130.99 | 202.95 | 21 | 1y | 188.09 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PANW240322C00260000 | PANW | CALL | Long | 260.00 | None | $15.20 | 1.03 | $25.66 | 0.10 | 0.91 | 14.80 | 30.00 | 261.97 | 287.63 | 15.20 | $1520.00 | 1480.00 | 29 | 4.0 | 88.000 | 25.66 | 2024-03-21 |
| PANW240322C00260000 | PANW | CALL | Long | 260.00 | None | $8.30 | 0.56 | $20.08 | 0.08 | 0.19 | 14.80 | 23.10 | 261.97 | 282.05 | 8.30 | $830.00 | 1480.00 | 28 | 8.0 | 90.000 | 20.08 | 2024-03-20 |
| PANW240322C00260000 | PANW | CALL | Long | 260.00 | None | $6.49 | 0.44 | $18.61 | 0.07 | 0.15 | 14.80 | 21.29 | 261.97 | 280.58 | 6.49 | $649.00 | 1480.00 | 27 | 12.0 | 80.000 | 18.61 | 2024-03-19 |
| PANW240322C00260000 | PANW | CALL | Long | 260.00 | None | $8.43 | 0.57 | $23.27 | 0.09 | 0.06 | 14.80 | 23.23 | 261.97 | 285.24 | 8.43 | $843.00 | 1480.00 | 26 | 61.0 | 80.000 | 23.27 | 2024-03-18 |
| PANW240322C00260000 | PANW | CALL | Long | 260.00 | None | $8.43 | 0.57 | $20.19 | 0.08 | 0.09 | 14.80 | 23.23 | 261.97 | 282.16 | 8.43 | $843.00 | 1480.00 | 23 | 61.0 | 31.000 | 20.19 | 2024-03-15 |
| PANW240322C00260000 | PANW | CALL | Long | 260.00 | None | $12.53 | 0.85 | $25.61 | 0.10 | -0.10 | 14.80 | 27.33 | 261.97 | 287.58 | 12.53 | $1253.00 | 1480.00 | 22 | 4.0 | 31.000 | 25.61 | 2024-03-14 |
| PANW240322C00260000 | PANW | CALL | Long | 260.00 | None | $12.53 | 0.85 | $28.15 | 0.11 | 0.14 | 14.80 | 27.33 | 261.97 | 290.12 | 12.53 | $1253.00 | 1480.00 | 21 | 4.0 | 31.000 | 28.15 | 2024-03-13 |
| PANW240322C00260000 | PANW | CALL | Long | 260.00 | None | $12.53 | 0.85 | $22.76 | 0.09 | -0.01 | 14.80 | 27.33 | 261.97 | 284.73 | 12.53 | $1253.00 | 1480.00 | 20 | 4.0 | 31.000 | 22.76 | 2024-03-12 |
| PANW240322C00260000 | PANW | CALL | Long | 260.00 | None | $12.53 | 0.85 | $21.36 | 0.08 | 0.01 | 14.80 | 27.33 | 261.97 | 283.33 | 12.53 | $1253.00 | 1480.00 | 19 | 4.0 | 31.000 | 21.36 | 2024-03-11 |
| PANW240322C00260000 | PANW | CALL | Long | 260.00 | None | $12.70 | 0.86 | $18.23 | 0.07 | -0.04 | 14.80 | 27.50 | 261.97 | 280.20 | 12.70 | $1270.00 | 1480.00 | 16 | 2.0 | 30.000 | 18.23 | 2024-03-08 |
| PANW240322C00260000 | PANW | CALL | Long | 260.00 | None | $13.09 | 0.88 | $24.51 | 0.09 | -0.02 | 14.80 | 27.89 | 261.97 | 286.48 | 13.09 | $1309.00 | 1480.00 | 15 | 9.0 | 37.000 | 24.51 | 2024-03-07 |
| PANW240322C00260000 | PANW | CALL | Long | 260.00 | None | $7.60 | 0.51 | $16.89 | 0.06 | -0.02 | 14.80 | 22.40 | 261.97 | 278.86 | 7.60 | $760.00 | 1480.00 | 14 | 3.0 | 30.000 | 16.89 | 2024-03-06 |
| PANW240322C00260000 | PANW | CALL | Long | 260.00 | None | $27.80 | 1.88 | $28.02 | 0.11 | -0.44 | 14.80 | 42.60 | 261.97 | 289.99 | 27.80 | $2780.00 | 1480.00 | 13 | 3.0 | 30.000 | 28.02 | 2024-03-05 |
| PANW240322C00260000 | PANW | CALL | Long | 260.00 | None | $27.80 | 1.88 | $37.47 | 0.14 | -0.44 | 14.80 | 42.60 | 261.97 | 299.44 | 27.80 | $2780.00 | 1480.00 | 12 | 3.0 | 0.000 | 37.47 | 2024-03-04 |
| PANW240322C00260000 | PANW | CALL | Long | 260.00 | None | $27.80 | 1.88 | $40.43 | 0.15 | 0.14 | 14.80 | 42.60 | 261.97 | 302.40 | 27.80 | $2780.00 | 1480.00 | 11 | 3.0 | 31.000 | 40.43 | 2024-03-03 |
| PANW240322C00260000 | PANW | CALL | Long | 260.00 | None | $27.80 | 1.88 | $40.43 | 0.15 | 0.14 | 14.80 | 42.60 | 261.97 | 302.40 | 27.80 | $2780.00 | 1480.00 | 10 | 3.0 | 31.000 | 40.43 | 2024-03-02 |
| PANW240322C00260000 | PANW | CALL | Long | 260.00 | None | $24.85 | 1.68 | $39.11 | 0.15 | 0.08 | 14.80 | 39.65 | 261.97 | 301.08 | 24.85 | $2485.00 | 1480.00 | 9 | 2.0 | 31.000 | 39.11 | 2024-03-01 |
| PANW240322C00260000 | PANW | CALL | Long | 260.00 | None | $40.25 | 2.72 | $48.58 | 0.19 | 0.19 | 14.80 | 55.05 | 261.97 | 310.55 | 40.25 | $4025.00 | 1480.00 | 8 | 2.0 | 31.000 | 48.58 | 2024-02-29 |
| PANW240322C00260000 | PANW | CALL | Long | 260.00 | None | $43.20 | 2.92 | $54.18 | 0.21 | 0.20 | 14.80 | 58.00 | 261.97 | 316.15 | 43.20 | $4320.00 | 1480.00 | 7 | 2.0 | 31.000 | 54.18 | 2024-02-28 |
| PANW240322C00260000 | PANW | CALL | Long | 260.00 | None | $44.20 | 2.99 | $52.78 | 0.20 | 0.18 | 14.80 | 59.00 | 261.97 | 314.75 | 44.20 | $4420.00 | 1480.00 | 6 | 1.0 | 31.000 | 52.78 | 2024-02-27 |
| PANW240322C00260000 | PANW | CALL | Long | 260.00 | None | $35.20 | 2.38 | $40.81 | 0.16 | 0.17 | 14.80 | 50.00 | 261.97 | 302.78 | 35.20 | $3520.00 | 1480.00 | 5 | 17.0 | 33.000 | 40.81 | 2024-02-26 |
| PANW240322C00260000 | PANW | CALL | Long | 260.00 | None | $11.80 | 0.80 | $20.12 | 0.08 | 0.01 | 14.80 | 26.60 | 261.97 | 282.09 | 11.80 | $1180.00 | 1480.00 | 4 | 18.0 | 35.000 | 20.12 | 2024-02-25 |
| PANW240322C00260000 | PANW | CALL | Long | 260.00 | None | $11.80 | 0.80 | $20.12 | 0.08 | -0.02 | 14.80 | 26.60 | 261.97 | 282.09 | 11.80 | $1180.00 | 1480.00 | 2 | 18.0 | 35.000 | 20.12 | 2024-02-23 |
| PANW240322C00260000 | PANW | CALL | Long | 260.00 | None | $5.67 | 0.38 | $5.85 | 0.02 | -0.06 | 14.80 | 20.47 | 261.97 | 267.82 | 5.67 | $567.00 | 1480.00 | 1 | 29.0 | 35.000 | 5.85 | 2024-02-22 |
| PANW240322C00260000 | PANW | CALL | Long | 260.00 | OUTLIERSPNLMANUALTRIGGER - low open interest | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 14.80 | 14.80 | 261.97 | 261.97 | 0.00 | $0.00 | 1480.00 | 0 | 36.0 | 4.000 | 0.00 | 2024-02-21 |