| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-08-02 | PRU | PRU240920C00110000 | 110.00 | 227.0 | 344.000 | 0.227 | 0.135 | 2.4 | 1.6 | 0.010 | 3.720 | 2.900 | 3.70 | 110.22 | 2024-09-20 | CALL | Long | 0.089 | 0.140 | -0.100 |
| 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 | PRU | 0.909 | 0.034 | 0.130 | 0.061 | 0.057 | -0.037 | 118.89 | 0.046 | 0.0000 | 101.84 | 129.52 | 21 | 1y | 124.62 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PRU240920C00110000 | PRU | CALL | Long | 110.00 | None | $9.25 | 3.63 | $14.76 | 0.14 | 0.68 | 2.55 | 11.80 | 107.05 | 121.81 | 9.25 | $925.00 | 255.00 | 44 | 6.0 | 228.000 | 14.76 | 2024-09-19 |
| PRU240920C00110000 | PRU | CALL | Long | 110.00 | None | $6.60 | 2.59 | $12.40 | 0.12 | 0.44 | 2.55 | 9.15 | 107.05 | 119.45 | 6.60 | $660.00 | 255.00 | 43 | 19.0 | 243.000 | 12.40 | 2024-09-18 |
| PRU240920C00110000 | PRU | CALL | Long | 110.00 | None | $6.88 | 2.70 | $11.43 | 0.11 | 0.33 | 2.55 | 9.43 | 107.05 | 118.48 | 6.88 | $688.00 | 255.00 | 42 | 35.0 | 268.000 | 11.43 | 2024-09-17 |
| PRU240920C00110000 | PRU | CALL | Long | 110.00 | None | $5.45 | 2.14 | $10.72 | 0.10 | 0.26 | 2.55 | 8.00 | 107.05 | 117.77 | 5.45 | $545.00 | 255.00 | 41 | 5.0 | 270.000 | 10.72 | 2024-09-16 |
| PRU240920C00110000 | PRU | CALL | Long | 110.00 | None | $3.55 | 1.39 | $9.21 | 0.09 | 0.16 | 2.55 | 6.10 | 107.05 | 116.26 | 3.55 | $355.00 | 255.00 | 39 | 5.0 | 270.000 | 9.21 | 2024-09-14 |
| PRU240920C00110000 | PRU | CALL | Long | 110.00 | None | $3.55 | 1.39 | $9.21 | 0.09 | 0.08 | 2.55 | 6.10 | 107.05 | 116.26 | 3.55 | $355.00 | 255.00 | 38 | 5.0 | 270.000 | 9.21 | 2024-09-13 |
| PRU240920C00110000 | PRU | CALL | Long | 110.00 | None | $3.55 | 1.39 | $8.79 | 0.08 | 0.05 | 2.55 | 6.10 | 107.05 | 115.84 | 3.55 | $355.00 | 255.00 | 37 | 5.0 | 270.000 | 8.79 | 2024-09-12 |
| PRU240920C00110000 | PRU | CALL | Long | 110.00 | None | $1.09 | 0.43 | $7.66 | 0.07 | 0.08 | 2.55 | 3.64 | 107.05 | 114.71 | 1.09 | $109.00 | 255.00 | 36 | 2.0 | 270.000 | 7.66 | 2024-09-11 |
| PRU240920C00110000 | PRU | CALL | Long | 110.00 | None | $3.45 | 1.35 | $7.63 | 0.07 | 0.06 | 2.55 | 6.00 | 107.05 | 114.68 | 3.45 | $345.00 | 255.00 | 35 | 26.0 | 270.000 | 7.63 | 2024-09-10 |
| PRU240920C00110000 | PRU | CALL | Long | 110.00 | None | $3.45 | 1.35 | $7.90 | 0.07 | 0.12 | 2.55 | 6.00 | 107.05 | 114.95 | 3.45 | $345.00 | 255.00 | 34 | 26.0 | 273.000 | 7.90 | 2024-09-09 |
| PRU240920C00110000 | PRU | CALL | Long | 110.00 | None | $1.55 | 0.61 | $6.20 | 0.06 | 0.10 | 2.55 | 4.10 | 107.05 | 113.25 | 1.55 | $155.00 | 255.00 | 33 | 19.0 | 267.000 | 6.20 | 2024-09-08 |
| PRU240920C00110000 | PRU | CALL | Long | 110.00 | None | $1.65 | 0.65 | $6.20 | 0.06 | -0.02 | 2.55 | 4.20 | 107.05 | 113.25 | 1.65 | $165.00 | 255.00 | 31 | 9.0 | 267.000 | 6.20 | 2024-09-06 |
| PRU240920C00110000 | PRU | CALL | Long | 110.00 | None | $8.75 | 3.43 | $10.73 | 0.10 | 0.12 | 2.55 | 11.30 | 107.05 | 117.78 | 8.75 | $875.00 | 255.00 | 30 | 1.0 | 267.000 | 10.73 | 2024-09-05 |
| PRU240920C00110000 | PRU | CALL | Long | 110.00 | None | $8.75 | 3.43 | $12.50 | 0.12 | 0.10 | 2.55 | 11.30 | 107.05 | 119.55 | 8.75 | $875.00 | 255.00 | 29 | 1.0 | 267.000 | 12.50 | 2024-09-04 |
| PRU240920C00110000 | PRU | CALL | Long | 110.00 | None | $8.75 | 3.43 | $14.11 | 0.13 | 0.12 | 2.55 | 11.30 | 107.05 | 121.16 | 8.75 | $875.00 | 255.00 | 25 | 1.0 | 268.000 | 14.11 | 2024-08-31 |
| PRU240920C00110000 | PRU | CALL | Long | 110.00 | None | $8.75 | 3.43 | $14.09 | 0.13 | 0.12 | 2.55 | 11.30 | 107.05 | 121.14 | 8.75 | $875.00 | 255.00 | 24 | 1.0 | 268.000 | 14.09 | 2024-08-30 |
| PRU240920C00110000 | PRU | CALL | Long | 110.00 | None | $7.45 | 2.92 | $12.75 | 0.12 | 0.09 | 2.55 | 10.00 | 107.05 | 119.80 | 7.45 | $745.00 | 255.00 | 23 | 5.0 | 268.000 | 12.75 | 2024-08-29 |
| PRU240920C00110000 | PRU | CALL | Long | 110.00 | None | $6.55 | 2.57 | $11.75 | 0.11 | 0.05 | 2.55 | 9.10 | 107.05 | 118.80 | 6.55 | $655.00 | 255.00 | 22 | 2.0 | 269.000 | 11.75 | 2024-08-28 |
| PRU240920C00110000 | PRU | CALL | Long | 110.00 | None | $6.07 | 2.38 | $10.70 | 0.10 | -0.25 | 2.55 | 8.62 | 107.05 | 117.75 | 6.07 | $607.00 | 255.00 | 21 | 16.0 | 269.000 | 10.70 | 2024-08-27 |
| PRU240920C00110000 | PRU | CALL | Long | 110.00 | None | $6.07 | 2.38 | $10.96 | 0.10 | 0.03 | 2.55 | 8.62 | 107.05 | 118.01 | 6.07 | $607.00 | 255.00 | 20 | 16.0 | 0.000 | 10.96 | 2024-08-26 |
| PRU240920C00110000 | PRU | CALL | Long | 110.00 | None | $5.55 | 2.18 | $10.36 | 0.10 | 0.03 | 2.55 | 8.10 | 107.05 | 117.41 | 5.55 | $555.00 | 255.00 | 19 | 22.0 | 276.000 | 10.36 | 2024-08-25 |
| PRU240920C00110000 | PRU | CALL | Long | 110.00 | None | $5.55 | 2.18 | $10.36 | 0.10 | 0.02 | 2.55 | 8.10 | 107.05 | 117.41 | 5.55 | $555.00 | 255.00 | 18 | 22.0 | 276.000 | 10.36 | 2024-08-24 |
| PRU240920C00110000 | PRU | CALL | Long | 110.00 | None | $5.55 | 2.18 | $10.34 | 0.10 | 0.03 | 2.55 | 8.10 | 107.05 | 117.39 | 5.55 | $555.00 | 255.00 | 17 | 22.0 | 276.000 | 10.34 | 2024-08-23 |
| PRU240920C00110000 | PRU | CALL | Long | 110.00 | None | $3.65 | 1.43 | $8.28 | 0.08 | -0.02 | 2.55 | 6.20 | 107.05 | 115.33 | 3.65 | $365.00 | 255.00 | 16 | 3.0 | 278.000 | 8.28 | 2024-08-22 |
| PRU240920C00110000 | PRU | CALL | Long | 110.00 | None | $2.95 | 1.16 | $7.30 | 0.07 | -0.01 | 2.55 | 5.50 | 107.05 | 114.35 | 2.95 | $295.00 | 255.00 | 15 | 18.0 | 263.000 | 7.30 | 2024-08-21 |
| PRU240920C00110000 | PRU | CALL | Long | 110.00 | None | $2.15 | 0.84 | $6.19 | 0.06 | -0.03 | 2.55 | 4.70 | 107.05 | 113.24 | 2.15 | $215.00 | 255.00 | 14 | 66.0 | 214.000 | 6.19 | 2024-08-20 |
| PRU240920C00110000 | PRU | CALL | Long | 110.00 | None | $3.05 | 1.20 | $8.71 | 0.08 | -0.10 | 2.55 | 5.60 | 107.05 | 115.76 | 3.05 | $305.00 | 255.00 | 13 | 12.0 | 610.000 | 8.71 | 2024-08-19 |
| PRU240920C00110000 | PRU | CALL | Long | 110.00 | None | $2.65 | 1.04 | $7.84 | 0.07 | -0.10 | 2.55 | 5.20 | 107.05 | 114.89 | 2.65 | $265.00 | 255.00 | 12 | 102.0 | 681.000 | 7.84 | 2024-08-18 |
| PRU240920C00110000 | PRU | CALL | Long | 110.00 | None | $2.65 | 1.04 | $7.84 | 0.07 | -0.11 | 2.55 | 5.20 | 107.05 | 114.89 | 2.65 | $265.00 | 255.00 | 11 | 102.0 | 681.000 | 7.84 | 2024-08-17 |
| PRU240920C00110000 | PRU | CALL | Long | 110.00 | None | $2.65 | 1.04 | $7.83 | 0.07 | -0.11 | 2.55 | 5.20 | 107.05 | 114.88 | 2.65 | $265.00 | 255.00 | 10 | 102.0 | 681.000 | 7.83 | 2024-08-16 |
| PRU240920C00110000 | PRU | CALL | Long | 110.00 | None | $1.96 | 0.77 | $6.51 | 0.06 | -0.07 | 2.55 | 4.51 | 107.05 | 113.56 | 1.96 | $196.00 | 255.00 | 9 | 82.0 | 706.000 | 6.51 | 2024-08-15 |
| PRU240920C00110000 | PRU | CALL | Long | 110.00 | None | $0.75 | 0.29 | $4.32 | 0.04 | -0.08 | 2.55 | 3.30 | 107.05 | 111.37 | 0.75 | $75.00 | 255.00 | 8 | 108.0 | 772.000 | 4.32 | 2024-08-14 |
| PRU240920C00110000 | PRU | CALL | Long | 110.00 | None | $-0.55 | -0.22 | $2.44 | 0.02 | -0.07 | 2.55 | 2.00 | 107.05 | 109.49 | -0.55 | $-55.00 | 255.00 | 7 | 54.0 | 780.000 | 2.44 | 2024-08-13 |
| PRU240920C00110000 | PRU | CALL | Long | 110.00 | None | $-0.60 | -0.24 | $1.35 | 0.01 | -0.06 | 2.55 | 1.95 | 107.05 | 108.40 | -0.60 | $-60.00 | 255.00 | 6 | 43.0 | 777.000 | 1.35 | 2024-08-12 |
| PRU240920C00110000 | PRU | CALL | Long | 110.00 | None | $-0.10 | -0.04 | $2.41 | 0.02 | -0.05 | 2.55 | 2.45 | 107.05 | 109.46 | -0.10 | $-10.00 | 255.00 | 3 | 53.0 | 743.000 | 2.41 | 2024-08-09 |
| PRU240920C00110000 | PRU | CALL | Long | 110.00 | None | $0.11 | 0.04 | $1.67 | 0.02 | -0.03 | 2.55 | 2.66 | 107.05 | 108.72 | 0.11 | $11.00 | 255.00 | 2 | 30.0 | 724.000 | 1.67 | 2024-08-08 |
| PRU240920C00110000 | PRU | CALL | Long | 110.00 | Exit OP PnL: $-0.45;Exit EQ PnL: 0.31; Position is Long and position continued to lose. Latest OP price is: $2.10 (EQ: $107.36). Initial OP price was: $2.55 (EQ: $107.05). Surpassed Stop Loss Percentage: -0.1764705882352941176470588235 < -0.16. | $-0.29 | -0.11 | $-0.29 | -0.00 | -0.00 | 2.55 | 2.26 | 107.05 | 106.76 | -0.29 | $-29.00 | 255.00 | 1 | 96.0 | 670.000 | -0.29 | 2024-08-07 |
| PRU240920C00110000 | PRU | CALL | Long | 110.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 2.55 | 2.55 | 107.05 | 107.05 | 0.00 | $0.00 | 255.00 | 0 | 206.0 | 561.000 | 0.00 | 2024-08-06 |