| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-30 | PG | PG240830C00160000 | 160.00 | 144.0 | 6.000 | 0.187 | 0.078 | 1.5 | 1.2 | 0.000 | 3.260 | 2.980 | 3.10 | 159.73 | 2024-08-30 | CALL | Long | 0.061 | 0.080 | -0.049 |
| 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 | PG | 0.818 | 0.022 | 0.077 | 0.042 | 0.047 | -0.006 | 170.33 | 0.177 | 0.0000 | 143.91 | 179.70 | 21 | 1y | 167.09 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PG240830C00160000 | PG | CALL | Long | 160.00 | None | $-1.92 | -0.18 | $1.94 | 0.01 | 0.32 | 10.82 | 8.90 | 168.09 | 170.03 | -1.92 | $-192.00 | 1082.00 | 23 | 5.0 | 109.000 | 1.94 | 2024-08-29 |
| PG240830C00160000 | PG | CALL | Long | 160.00 | None | $-1.92 | -0.18 | $1.01 | 0.01 | 0.12 | 10.82 | 8.90 | 168.09 | 169.10 | -1.92 | $-192.00 | 1082.00 | 22 | 5.0 | 109.000 | 1.01 | 2024-08-28 |
| PG240830C00160000 | PG | CALL | Long | 160.00 | None | $-1.92 | -0.18 | $2.20 | 0.01 | -0.32 | 10.82 | 8.90 | 168.09 | 170.29 | -1.92 | $-192.00 | 1082.00 | 21 | 50.0 | 109.000 | 2.20 | 2024-08-27 |
| PG240830C00160000 | PG | CALL | Long | 160.00 | None | $-1.92 | -0.18 | $2.26 | 0.01 | 0.28 | 10.82 | 8.90 | 168.09 | 170.35 | -1.92 | $-192.00 | 1082.00 | 20 | 50.0 | 109.000 | 2.26 | 2024-08-26 |
| PG240830C00160000 | PG | CALL | Long | 160.00 | None | $-1.92 | -0.18 | $1.08 | 0.01 | 0.18 | 10.82 | 8.90 | 168.09 | 169.17 | -1.92 | $-192.00 | 1082.00 | 19 | 50.0 | 119.000 | 1.08 | 2024-08-25 |
| PG240830C00160000 | PG | CALL | Long | 160.00 | None | $-1.92 | -0.18 | $1.08 | 0.01 | 0.14 | 10.82 | 8.90 | 168.09 | 169.17 | -1.92 | $-192.00 | 1082.00 | 18 | 50.0 | 119.000 | 1.08 | 2024-08-24 |
| PG240830C00160000 | PG | CALL | Long | 160.00 | None | $-1.92 | -0.18 | $1.05 | 0.01 | -0.03 | 10.82 | 8.90 | 168.09 | 169.14 | -1.92 | $-192.00 | 1082.00 | 17 | 50.0 | 119.000 | 1.05 | 2024-08-23 |
| PG240830C00160000 | PG | CALL | Long | 160.00 | None | $0.11 | 0.01 | $2.06 | 0.01 | -0.03 | 10.82 | 10.93 | 168.09 | 170.15 | 0.11 | $11.00 | 1082.00 | 16 | 5.0 | 119.000 | 2.06 | 2024-08-22 |
| PG240830C00160000 | PG | CALL | Long | 160.00 | None | $1.18 | 0.11 | $2.07 | 0.01 | -0.01 | 10.82 | 12.00 | 168.09 | 170.16 | 1.18 | $118.00 | 1082.00 | 15 | 1.0 | 119.000 | 2.07 | 2024-08-21 |
| PG240830C00160000 | PG | CALL | Long | 160.00 | None | $-0.32 | -0.03 | $2.32 | 0.01 | 0.19 | 10.82 | 10.50 | 168.09 | 170.41 | -0.32 | $-32.00 | 1082.00 | 14 | 26.0 | 109.000 | 2.32 | 2024-08-20 |
| PG240830C00160000 | PG | CALL | Long | 160.00 | None | $0.00 | 0.00 | $0.28 | 0.00 | 0.11 | 10.82 | 10.82 | 168.09 | 168.37 | 0.00 | $0.00 | 1082.00 | 13 | 1.0 | 109.000 | 0.28 | 2024-08-19 |
| PG240830C00160000 | PG | CALL | Long | 160.00 | None | $0.00 | 0.00 | $-0.20 | -0.00 | 0.05 | 10.82 | 10.82 | 168.09 | 167.89 | 0.00 | $0.00 | 1082.00 | 12 | 1.0 | 109.000 | -0.20 | 2024-08-18 |
| PG240830C00160000 | PG | CALL | Long | 160.00 | None | $0.00 | 0.00 | $-0.20 | -0.00 | 0.04 | 10.82 | 10.82 | 168.09 | 167.89 | 0.00 | $0.00 | 1082.00 | 11 | 1.0 | 109.000 | -0.20 | 2024-08-17 |
| PG240830C00160000 | PG | CALL | Long | 160.00 | None | $0.00 | 0.00 | $-0.21 | -0.00 | -0.07 | 10.82 | 10.82 | 168.09 | 167.88 | 0.00 | $0.00 | 1082.00 | 10 | 1.0 | 109.000 | -0.21 | 2024-08-16 |
| PG240830C00160000 | PG | CALL | Long | 160.00 | None | $0.00 | 0.00 | $-0.18 | -0.00 | 0.01 | 10.82 | 10.82 | 168.09 | 167.91 | 0.00 | $0.00 | 1082.00 | 9 | 1.0 | 109.000 | -0.18 | 2024-08-15 |
| PG240830C00160000 | PG | CALL | Long | 160.00 | None | $0.00 | 0.00 | $0.73 | 0.00 | -0.01 | 10.82 | 10.82 | 168.09 | 168.82 | 0.00 | $0.00 | 1082.00 | 8 | 1.0 | 109.000 | 0.73 | 2024-08-14 |
| PG240830C00160000 | PG | CALL | Long | 160.00 | None | $0.00 | 0.00 | $-0.81 | -0.00 | 0.05 | 10.82 | 10.82 | 168.09 | 167.28 | 0.00 | $0.00 | 1082.00 | 7 | 1.0 | 109.000 | -0.81 | 2024-08-13 |
| PG240830C00160000 | PG | CALL | Long | 160.00 | None | $0.00 | 0.00 | $-1.28 | -0.01 | -0.03 | 10.82 | 10.82 | 168.09 | 166.81 | 0.00 | $0.00 | 1082.00 | 6 | 1.0 | 109.000 | -1.28 | 2024-08-12 |
| PG240830C00160000 | PG | CALL | Long | 160.00 | None | $0.00 | 0.00 | $2.45 | 0.01 | 0.04 | 10.82 | 10.82 | 168.09 | 170.54 | 0.00 | $0.00 | 1082.00 | 3 | 1.0 | 109.000 | 2.45 | 2024-08-09 |
| PG240830C00160000 | PG | CALL | Long | 160.00 | OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position. | $0.00 | 0.00 | $2.78 | 0.02 | 0.09 | 10.82 | 10.82 | 168.09 | 170.87 | 0.00 | $0.00 | 1082.00 | 2 | 1.0 | 109.000 | 2.78 | 2024-08-08 |
| PG240830C00160000 | PG | CALL | Long | 160.00 | None | $0.00 | 0.00 | $1.94 | 0.01 | -0.01 | 10.82 | 10.82 | 168.09 | 170.03 | 0.00 | $0.00 | 1082.00 | 1 | 1.0 | 109.000 | 1.94 | 2024-08-07 |
| PG240830C00160000 | PG | CALL | Long | 160.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 10.82 | 10.82 | 168.09 | 168.09 | 0.00 | $0.00 | 1082.00 | 0 | 1.0 | 108.000 | 0.00 | 2024-08-06 |