| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-11-13 | PGNY | PGNY241220C00015000 | 15.00 | 58.0 | 141.000 | 0.512 | 0.253 | 0.1 | 1.1 | 0.010 | 0.420 | 1.460 | 0.65 | 13.90 | 2024-12-20 | CALL | Long | 0.435 | 0.483 | -0.191 |
| 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 | PGNY | 0.727 | 0.074 | 0.245 | 0.139 | 0.141 | -0.095 | 14.74 | 0.057 | 0.0000 | 13.67 | 41.62 | 21 | 1y | 15.69 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PGNY241220C00015000 | PGNY | CALL | Long | 15.00 | None | $-0.62 | -0.95 | $0.29 | 0.02 | 0.17 | 0.65 | 0.03 | 13.90 | 14.19 | -0.62 | $-62.00 | 65.00 | 36 | 3.0 | 386.000 | 0.29 | 2024-12-19 |
| PGNY241220C00015000 | PGNY | CALL | Long | 15.00 | None | $-0.43 | -0.66 | $0.60 | 0.04 | 0.07 | 0.65 | 0.22 | 13.90 | 14.50 | -0.43 | $-43.00 | 65.00 | 35 | 2.0 | 384.000 | 0.60 | 2024-12-18 |
| PGNY241220C00015000 | PGNY | CALL | Long | 15.00 | None | $-0.49 | -0.75 | $0.84 | 0.06 | -0.01 | 0.65 | 0.16 | 13.90 | 14.74 | -0.49 | $-49.00 | 65.00 | 34 | 24.0 | 384.000 | 0.84 | 2024-12-17 |
| PGNY241220C00015000 | PGNY | CALL | Long | 15.00 | None | $-0.49 | -0.75 | $0.99 | 0.07 | -0.01 | 0.65 | 0.16 | 13.90 | 14.89 | -0.49 | $-49.00 | 65.00 | 33 | 24.0 | 384.000 | 0.99 | 2024-12-16 |
| PGNY241220C00015000 | PGNY | CALL | Long | 15.00 | None | $-0.49 | -0.75 | $0.71 | 0.05 | -0.04 | 0.65 | 0.16 | 13.90 | 14.61 | -0.49 | $-49.00 | 65.00 | 30 | 24.0 | 365.000 | 0.71 | 2024-12-13 |
| PGNY241220C00015000 | PGNY | CALL | Long | 15.00 | None | $-0.35 | -0.54 | $0.96 | 0.07 | -0.07 | 0.65 | 0.30 | 13.90 | 14.86 | -0.35 | $-35.00 | 65.00 | 29 | 22.0 | 375.000 | 0.96 | 2024-12-12 |
| PGNY241220C00015000 | PGNY | CALL | Long | 15.00 | None | $0.18 | 0.28 | $1.51 | 0.11 | 0.19 | 0.65 | 0.83 | 13.90 | 15.41 | 0.18 | $18.00 | 65.00 | 28 | 1.0 | 374.000 | 1.51 | 2024-12-11 |
| PGNY241220C00015000 | PGNY | CALL | Long | 15.00 | None | $0.31 | 0.48 | $1.84 | 0.13 | 0.11 | 0.65 | 0.96 | 13.90 | 15.74 | 0.31 | $31.00 | 65.00 | 27 | 1.0 | 374.000 | 1.84 | 2024-12-10 |
| PGNY241220C00015000 | PGNY | CALL | Long | 15.00 | None | $0.00 | 0.00 | $1.94 | 0.14 | -0.04 | 0.65 | 0.65 | 13.90 | 15.84 | 0.00 | $0.00 | 65.00 | 26 | 11.0 | 374.000 | 1.94 | 2024-12-09 |
| PGNY241220C00015000 | PGNY | CALL | Long | 15.00 | None | $-0.27 | -0.42 | $0.86 | 0.06 | 0.01 | 0.65 | 0.38 | 13.90 | 14.76 | -0.27 | $-27.00 | 65.00 | 25 | 203.0 | 504.000 | 0.86 | 2024-12-08 |
| PGNY241220C00015000 | PGNY | CALL | Long | 15.00 | None | $-0.27 | -0.42 | $0.86 | 0.06 | -0.04 | 0.65 | 0.38 | 13.90 | 14.76 | -0.27 | $-27.00 | 65.00 | 23 | 203.0 | 504.000 | 0.86 | 2024-12-06 |
| PGNY241220C00015000 | PGNY | CALL | Long | 15.00 | None | $-0.15 | -0.23 | $1.10 | 0.08 | -0.03 | 0.65 | 0.50 | 13.90 | 15.00 | -0.15 | $-15.00 | 65.00 | 22 | 7.0 | 504.000 | 1.10 | 2024-12-05 |
| PGNY241220C00015000 | PGNY | CALL | Long | 15.00 | None | $-0.15 | -0.23 | $0.98 | 0.07 | -0.04 | 0.65 | 0.50 | 13.90 | 14.88 | -0.15 | $-15.00 | 65.00 | 21 | 7.0 | 500.000 | 0.98 | 2024-12-04 |
| PGNY241220C00015000 | PGNY | CALL | Long | 15.00 | None | $0.30 | 0.46 | $0.95 | 0.07 | 0.04 | 0.65 | 0.95 | 13.90 | 14.85 | 0.30 | $30.00 | 65.00 | 20 | 2.0 | 500.000 | 0.95 | 2024-12-03 |
| PGNY241220C00015000 | PGNY | CALL | Long | 15.00 | None | $0.30 | 0.46 | $1.69 | 0.12 | 0.00 | 0.65 | 0.95 | 13.90 | 15.59 | 0.30 | $30.00 | 65.00 | 19 | 2.0 | 500.000 | 1.69 | 2024-12-02 |
| PGNY241220C00015000 | PGNY | CALL | Long | 15.00 | None | $0.45 | 0.69 | $1.67 | 0.12 | -0.51 | 0.65 | 1.10 | 13.90 | 15.57 | 0.45 | $45.00 | 65.00 | 18 | 3.0 | 0.000 | 1.67 | 2024-12-01 |
| PGNY241220C00015000 | PGNY | CALL | Long | 15.00 | None | $0.45 | 0.69 | $1.67 | 0.12 | 0.01 | 0.65 | 1.10 | 13.90 | 15.57 | 0.45 | $45.00 | 65.00 | 17 | 3.0 | 498.000 | 1.67 | 2024-11-30 |
| PGNY241220C00015000 | PGNY | CALL | Long | 15.00 | None | $0.33 | 0.51 | $1.58 | 0.11 | -0.00 | 0.65 | 0.98 | 13.90 | 15.48 | 0.33 | $33.00 | 65.00 | 15 | 8.0 | 498.000 | 1.58 | 2024-11-28 |
| PGNY241220C00015000 | PGNY | CALL | Long | 15.00 | None | $0.20 | 0.31 | $1.59 | 0.11 | 0.02 | 0.65 | 0.85 | 13.90 | 15.49 | 0.20 | $20.00 | 65.00 | 14 | 14.0 | 498.000 | 1.59 | 2024-11-27 |
| PGNY241220C00015000 | PGNY | CALL | Long | 15.00 | None | $0.15 | 0.23 | $1.37 | 0.10 | -0.03 | 0.65 | 0.80 | 13.90 | 15.27 | 0.15 | $15.00 | 65.00 | 13 | 12.0 | 496.000 | 1.37 | 2024-11-26 |
| PGNY241220C00015000 | PGNY | CALL | Long | 15.00 | None | $0.55 | 0.85 | $1.85 | 0.13 | -0.01 | 0.65 | 1.20 | 13.90 | 15.75 | 0.55 | $55.00 | 65.00 | 12 | 1.0 | 496.000 | 1.85 | 2024-11-25 |
| PGNY241220C00015000 | PGNY | CALL | Long | 15.00 | None | $0.47 | 0.72 | $1.54 | 0.11 | -0.01 | 0.65 | 1.12 | 13.90 | 15.44 | 0.47 | $47.00 | 65.00 | 11 | 204.0 | 295.000 | 1.54 | 2024-11-24 |
| PGNY241220C00015000 | PGNY | CALL | Long | 15.00 | None | $0.47 | 0.72 | $1.54 | 0.11 | -0.03 | 0.65 | 1.12 | 13.90 | 15.44 | 0.47 | $47.00 | 65.00 | 10 | 204.0 | 295.000 | 1.54 | 2024-11-23 |
| PGNY241220C00015000 | PGNY | CALL | Long | 15.00 | None | $0.47 | 0.72 | $1.54 | 0.11 | -0.01 | 0.65 | 1.12 | 13.90 | 15.44 | 0.47 | $47.00 | 65.00 | 9 | 204.0 | 295.000 | 1.54 | 2024-11-22 |
| PGNY241220C00015000 | PGNY | CALL | Long | 15.00 | None | $0.15 | 0.23 | $1.07 | 0.08 | -0.04 | 0.65 | 0.80 | 13.90 | 14.97 | 0.15 | $15.00 | 65.00 | 8 | 232.0 | 181.000 | 1.07 | 2024-11-21 |
| PGNY241220C00015000 | PGNY | CALL | Long | 15.00 | None | $-0.35 | -0.54 | $0.08 | 0.01 | -0.06 | 0.65 | 0.30 | 13.90 | 13.98 | -0.35 | $-35.00 | 65.00 | 7 | 38.0 | 156.000 | 0.08 | 2024-11-20 |
| PGNY241220C00015000 | PGNY | CALL | Long | 15.00 | None | $-0.30 | -0.46 | $-0.23 | -0.02 | 0.02 | 0.65 | 0.35 | 13.90 | 13.67 | -0.30 | $-30.00 | 65.00 | 6 | 8.0 | 156.000 | -0.23 | 2024-11-19 |
| PGNY241220C00015000 | PGNY | CALL | Long | 15.00 | None | $-0.25 | -0.38 | $0.00 | 0.00 | 0.00 | 0.65 | 0.40 | 13.90 | 13.90 | -0.25 | $-25.00 | 65.00 | 5 | 18.0 | 153.000 | 0.00 | 2024-11-18 |
| PGNY241220C00015000 | PGNY | CALL | Long | 15.00 | None | $-0.25 | -0.38 | $-0.13 | -0.01 | 0.03 | 0.65 | 0.40 | 13.90 | 13.77 | -0.25 | $-25.00 | 65.00 | 4 | 26.0 | 132.000 | -0.13 | 2024-11-17 |
| PGNY241220C00015000 | PGNY | CALL | Long | 15.00 | None | $-0.25 | -0.38 | $-0.13 | -0.01 | 0.02 | 0.65 | 0.40 | 13.90 | 13.77 | -0.25 | $-25.00 | 65.00 | 3 | 26.0 | 132.000 | -0.13 | 2024-11-16 |
| PGNY241220C00015000 | PGNY | CALL | Long | 15.00 | None | $-0.30 | -0.46 | $-0.13 | -0.01 | 0.01 | 0.65 | 0.35 | 13.90 | 13.77 | -0.30 | $-30.00 | 65.00 | 2 | 22.0 | 132.000 | -0.13 | 2024-11-15 |
| PGNY241220C00015000 | PGNY | CALL | Long | 15.00 | None | $-0.10 | -0.15 | $0.08 | 0.01 | -0.01 | 0.65 | 0.55 | 13.90 | 13.98 | -0.10 | $-10.00 | 65.00 | 1 | 6.0 | 127.000 | 0.08 | 2024-11-14 |
| PGNY241220C00015000 | PGNY | CALL | Long | 15.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.65 | 0.65 | 13.90 | 13.90 | 0.00 | $0.00 | 65.00 | 0 | 58.0 | 141.000 | 0.00 | 2024-11-13 |