| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-02-06 | PLTR | PLTR240308C00021500 | 21.50 | 1040.0 | 67.000 | 0.520 | 0.317 | 1.1 | 0.4 | -0.040 | 1.540 | 0.840 | 1.68 | 22.12 | 2024-03-08 | CALL | Short | 0.232 | 0.357 | 0.307 |
| 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 | PLTR | 0.818 | 0.088 | 0.314 | 0.164 | 0.137 | -0.125 | 74.39 | 0.094 | 0.0000 | 15.98 | 76.34 | 21 | 1y | 49.75 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PLTR240308C00021500 | PLTR | CALL | Short | 21.50 | None | $-3.88 | -2.55 | $-4.61 | -0.21 | 1.28 | 1.52 | 5.40 | 21.86 | 26.47 | -3.88 | $-388.00 | 2186.00 | 30 | 16.0 | 457.000 | -4.61 | 2024-03-07 |
| PLTR240308C00021500 | PLTR | CALL | Short | 21.50 | None | $-3.18 | -2.09 | $-4.28 | -0.20 | 0.98 | 1.52 | 4.70 | 21.86 | 26.14 | -3.18 | $-318.00 | 2186.00 | 29 | 44.0 | 468.000 | -4.28 | 2024-03-06 |
| PLTR240308C00021500 | PLTR | CALL | Short | 21.50 | None | $-0.61 | -0.40 | $-1.77 | -0.08 | 0.14 | 1.52 | 2.13 | 21.86 | 23.63 | -0.61 | $-61.00 | 2186.00 | 28 | 66.0 | 487.000 | -1.77 | 2024-03-05 |
| PLTR240308C00021500 | PLTR | CALL | Short | 21.50 | None | $-1.04 | -0.68 | $-2.18 | -0.10 | -0.52 | 1.52 | 2.56 | 21.86 | 24.04 | -1.04 | $-104.00 | 2186.00 | 27 | 263.0 | 0.000 | -2.18 | 2024-03-04 |
| PLTR240308C00021500 | PLTR | CALL | Short | 21.50 | None | $-1.98 | -1.30 | $-3.07 | -0.14 | 0.32 | 1.52 | 3.50 | 21.86 | 24.93 | -1.98 | $-198.00 | 2186.00 | 26 | 79.0 | 523.000 | -3.07 | 2024-03-03 |
| PLTR240308C00021500 | PLTR | CALL | Short | 21.50 | None | $-1.98 | -1.30 | $-3.07 | -0.14 | 0.32 | 1.52 | 3.50 | 21.86 | 24.93 | -1.98 | $-198.00 | 2186.00 | 25 | 79.0 | 523.000 | -3.07 | 2024-03-02 |
| PLTR240308C00021500 | PLTR | CALL | Short | 21.50 | None | $-2.05 | -1.35 | $-3.07 | -0.14 | 0.25 | 1.52 | 3.57 | 21.86 | 24.93 | -2.05 | $-205.00 | 2186.00 | 24 | 45.0 | 523.000 | -3.07 | 2024-03-01 |
| PLTR240308C00021500 | PLTR | CALL | Short | 21.50 | None | $-1.98 | -1.30 | $-3.19 | -0.15 | 0.08 | 1.52 | 3.50 | 21.86 | 25.05 | -1.98 | $-198.00 | 2186.00 | 23 | 31.0 | 514.000 | -3.19 | 2024-02-29 |
| PLTR240308C00021500 | PLTR | CALL | Short | 21.50 | None | $-1.47 | -0.97 | $-2.56 | -0.12 | 0.15 | 1.52 | 2.99 | 21.86 | 24.42 | -1.47 | $-147.00 | 2186.00 | 22 | 25.0 | 496.000 | -2.56 | 2024-02-28 |
| PLTR240308C00021500 | PLTR | CALL | Short | 21.50 | None | $-1.53 | -1.01 | $-2.67 | -0.12 | -0.00 | 1.52 | 3.05 | 21.86 | 24.53 | -1.53 | $-153.00 | 2186.00 | 21 | 87.0 | 431.000 | -2.67 | 2024-02-27 |
| PLTR240308C00021500 | PLTR | CALL | Short | 21.50 | None | $-1.02 | -0.67 | $-1.71 | -0.08 | 0.05 | 1.52 | 2.54 | 21.86 | 23.57 | -1.02 | $-102.00 | 2186.00 | 20 | 7.0 | 432.000 | -1.71 | 2024-02-26 |
| PLTR240308C00021500 | PLTR | CALL | Short | 21.50 | None | $-0.36 | -0.24 | $-1.11 | -0.05 | 0.07 | 1.52 | 1.88 | 21.86 | 22.97 | -0.36 | $-36.00 | 2186.00 | 19 | 91.0 | 362.000 | -1.11 | 2024-02-25 |
| PLTR240308C00021500 | PLTR | CALL | Short | 21.50 | None | $-0.36 | -0.24 | $-1.11 | -0.05 | 0.02 | 1.52 | 1.88 | 21.86 | 22.97 | -0.36 | $-36.00 | 2186.00 | 17 | 91.0 | 362.000 | -1.11 | 2024-02-23 |
| PLTR240308C00021500 | PLTR | CALL | Short | 21.50 | None | $-0.93 | -0.61 | $-1.73 | -0.08 | 0.06 | 1.52 | 2.45 | 21.86 | 23.59 | -0.93 | $-93.00 | 2186.00 | 16 | 135.0 | 312.000 | -1.73 | 2024-02-22 |
| PLTR240308C00021500 | PLTR | CALL | Short | 21.50 | None | $-0.34 | -0.22 | $-0.88 | -0.04 | 0.09 | 1.52 | 1.86 | 21.86 | 22.74 | -0.34 | $-34.00 | 2186.00 | 15 | 45.0 | 340.000 | -0.88 | 2024-02-21 |
| PLTR240308C00021500 | PLTR | CALL | Short | 21.50 | None | $-0.91 | -0.60 | $-1.54 | -0.07 | 0.08 | 1.52 | 2.43 | 21.86 | 23.40 | -0.91 | $-91.00 | 2186.00 | 14 | 15.0 | 341.000 | -1.54 | 2024-02-20 |
| PLTR240308C00021500 | PLTR | CALL | Short | 21.50 | None | $-1.83 | -1.20 | $-2.58 | -0.12 | 0.14 | 1.52 | 3.35 | 21.86 | 24.44 | -1.83 | $-183.00 | 2186.00 | 13 | 5.0 | 344.000 | -2.58 | 2024-02-19 |
| PLTR240308C00021500 | PLTR | CALL | Short | 21.50 | None | $-1.69 | -1.11 | $-2.51 | -0.11 | 0.05 | 1.52 | 3.21 | 21.86 | 24.37 | -1.69 | $-169.00 | 2186.00 | 3 | 89.0 | 313.000 | -2.51 | 2024-02-09 |
| PLTR240308C00021500 | PLTR | CALL | Short | 21.50 | None | $-2.24 | -1.47 | $-2.65 | -0.12 | 0.10 | 1.52 | 3.76 | 21.86 | 24.51 | -2.24 | $-224.00 | 2186.00 | 2 | 65.0 | 331.000 | -2.65 | 2024-02-08 |
| PLTR240308C00021500 | PLTR | CALL | Short | 21.50 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.16; Exit EQ PnL: -0.71 | $-1.22 | -0.80 | $-1.75 | -0.08 | 0.06 | 1.52 | 2.74 | 21.86 | 23.61 | -1.22 | $-122.00 | 2186.00 | 1 | 421.0 | 524.000 | -1.75 | 2024-02-07 |
| PLTR240308C00021500 | PLTR | CALL | Short | 21.50 | None | $-0.00 | -0.00 | $-0.00 | -0.00 | 0.00 | 1.52 | 1.52 | 21.86 | 21.86 | -0.00 | $-0.00 | 2186.00 | 0 | 1095.0 | 67.000 | -0.00 | 2024-02-06 |