| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-08-12 | RILY | RILY240913C00014000 | 14.00 | 326.0 | 4.000 | 1.594 | 0.815 | 0.0 | 5.8 | 0.220 | 0.270 | 6.060 | 0.25 | 8.15 | 2024-09-13 | CALL | Long | 0.416 | 0.837 | -0.519 |
| 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 | RILY | 0.909 | 0.173 | 0.850 | 0.359 | 0.192 | -0.049 | 5.00 | -0.061 | 0.0000 | 4.24 | 38.55 | 21 | 1y | 5.55 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| RILY240913C00014000 | RILY | CALL | Long | 14.00 | None | $-0.20 | -0.80 | $-1.94 | -0.24 | 3.72 | 0.25 | 0.05 | 8.15 | 6.21 | -0.20 | $-20.00 | 25.00 | 31 | 6.0 | 222.000 | -1.94 | 2024-09-12 |
| RILY240913C00014000 | RILY | CALL | Long | 14.00 | None | $-0.20 | -0.80 | $-2.05 | -0.25 | 2.81 | 0.25 | 0.05 | 8.15 | 6.10 | -0.20 | $-20.00 | 25.00 | 30 | 6.0 | 222.000 | -2.05 | 2024-09-11 |
| RILY240913C00014000 | RILY | CALL | Long | 14.00 | None | $-0.20 | -0.80 | $-2.48 | -0.30 | 2.53 | 0.25 | 0.05 | 8.15 | 5.67 | -0.20 | $-20.00 | 25.00 | 29 | 6.0 | 222.000 | -2.48 | 2024-09-10 |
| RILY240913C00014000 | RILY | CALL | Long | 14.00 | None | $-0.20 | -0.80 | $-2.22 | -0.27 | 1.94 | 0.25 | 0.05 | 8.15 | 5.93 | -0.20 | $-20.00 | 25.00 | 28 | 6.0 | 222.000 | -2.22 | 2024-09-09 |
| RILY240913C00014000 | RILY | CALL | Long | 14.00 | None | $-0.20 | -0.80 | $-2.77 | -0.34 | 5.12 | 0.25 | 0.05 | 8.15 | 5.38 | -0.20 | $-20.00 | 25.00 | 27 | 6.0 | 222.000 | -2.77 | 2024-09-08 |
| RILY240913C00014000 | RILY | CALL | Long | 14.00 | None | $-0.20 | -0.80 | $-2.77 | -0.34 | 3.71 | 0.25 | 0.05 | 8.15 | 5.38 | -0.20 | $-20.00 | 25.00 | 25 | 6.0 | 222.000 | -2.77 | 2024-09-06 |
| RILY240913C00014000 | RILY | CALL | Long | 14.00 | None | $-0.20 | -0.80 | $-2.86 | -0.35 | -1.09 | 0.25 | 0.05 | 8.15 | 5.29 | -0.20 | $-20.00 | 25.00 | 24 | 6.0 | 222.000 | -2.86 | 2024-09-05 |
| RILY240913C00014000 | RILY | CALL | Long | 14.00 | None | $-0.20 | -0.80 | $-2.75 | -0.34 | 2.83 | 0.25 | 0.05 | 8.15 | 5.40 | -0.20 | $-20.00 | 25.00 | 23 | 6.0 | 222.000 | -2.75 | 2024-09-04 |
| RILY240913C00014000 | RILY | CALL | Long | 14.00 | None | $-0.20 | -0.80 | $-3.23 | -0.40 | 2.91 | 0.25 | 0.05 | 8.15 | 4.92 | -0.20 | $-20.00 | 25.00 | 19 | 6.0 | 222.000 | -3.23 | 2024-08-31 |
| RILY240913C00014000 | RILY | CALL | Long | 14.00 | None | $-0.20 | -0.80 | $-3.24 | -0.40 | 2.60 | 0.25 | 0.05 | 8.15 | 4.91 | -0.20 | $-20.00 | 25.00 | 18 | 6.0 | 222.000 | -3.24 | 2024-08-30 |
| RILY240913C00014000 | RILY | CALL | Long | 14.00 | None | $-0.20 | -0.80 | $-2.67 | -0.33 | 2.09 | 0.25 | 0.05 | 8.15 | 5.48 | -0.20 | $-20.00 | 25.00 | 17 | 6.0 | 222.000 | -2.67 | 2024-08-29 |
| RILY240913C00014000 | RILY | CALL | Long | 14.00 | None | $-0.20 | -0.80 | $-2.75 | -0.34 | 2.03 | 0.25 | 0.05 | 8.15 | 5.40 | -0.20 | $-20.00 | 25.00 | 16 | 6.0 | 222.000 | -2.75 | 2024-08-28 |
| RILY240913C00014000 | RILY | CALL | Long | 14.00 | None | $-0.20 | -0.80 | $-2.31 | -0.28 | -1.09 | 0.25 | 0.05 | 8.15 | 5.84 | -0.20 | $-20.00 | 25.00 | 15 | 6.0 | 222.000 | -2.31 | 2024-08-27 |
| RILY240913C00014000 | RILY | CALL | Long | 14.00 | None | $-0.20 | -0.80 | $-2.19 | -0.27 | 0.57 | 0.25 | 0.05 | 8.15 | 5.96 | -0.20 | $-20.00 | 25.00 | 14 | 6.0 | 222.000 | -2.19 | 2024-08-26 |
| RILY240913C00014000 | RILY | CALL | Long | 14.00 | None | $-0.15 | -0.60 | $-1.93 | -0.24 | 1.12 | 0.25 | 0.10 | 8.15 | 6.22 | -0.15 | $-15.00 | 25.00 | 13 | 3.0 | 222.000 | -1.93 | 2024-08-25 |
| RILY240913C00014000 | RILY | CALL | Long | 14.00 | None | $-0.15 | -0.60 | $-1.93 | -0.24 | 1.06 | 0.25 | 0.10 | 8.15 | 6.22 | -0.15 | $-15.00 | 25.00 | 12 | 3.0 | 222.000 | -1.93 | 2024-08-24 |
| RILY240913C00014000 | RILY | CALL | Long | 14.00 | None | $-0.15 | -0.60 | $-1.93 | -0.24 | 1.00 | 0.25 | 0.10 | 8.15 | 6.22 | -0.15 | $-15.00 | 25.00 | 11 | 3.0 | 222.000 | -1.93 | 2024-08-23 |
| RILY240913C00014000 | RILY | CALL | Long | 14.00 | None | $0.05 | 0.20 | $-2.07 | -0.25 | 0.87 | 0.25 | 0.30 | 8.15 | 6.08 | 0.05 | $5.00 | 25.00 | 10 | 3.0 | 220.000 | -2.07 | 2024-08-22 |
| RILY240913C00014000 | RILY | CALL | Long | 14.00 | None | $-0.05 | -0.20 | $-0.16 | -0.02 | 0.23 | 0.25 | 0.20 | 8.15 | 7.99 | -0.05 | $-5.00 | 25.00 | 9 | 8.0 | 226.000 | -0.16 | 2024-08-21 |
| RILY240913C00014000 | RILY | CALL | Long | 14.00 | None | $-0.20 | -0.80 | $-2.66 | -0.33 | 0.31 | 0.25 | 0.05 | 8.15 | 5.49 | -0.20 | $-20.00 | 25.00 | 8 | 16.0 | 223.000 | -2.66 | 2024-08-20 |
| RILY240913C00014000 | RILY | CALL | Long | 14.00 | None | $-0.15 | -0.60 | $-2.64 | -0.32 | 0.26 | 0.25 | 0.10 | 8.15 | 5.51 | -0.15 | $-15.00 | 25.00 | 7 | 161.0 | 220.000 | -2.64 | 2024-08-19 |
| RILY240913C00014000 | RILY | CALL | Long | 14.00 | None | $-0.05 | -0.20 | $-2.30 | -0.28 | 0.70 | 0.25 | 0.20 | 8.15 | 5.85 | -0.05 | $-5.00 | 25.00 | 6 | 40.0 | 233.000 | -2.30 | 2024-08-18 |
| RILY240913C00014000 | RILY | CALL | Long | 14.00 | None | $-0.05 | -0.20 | $-2.30 | -0.28 | 0.66 | 0.25 | 0.20 | 8.15 | 5.85 | -0.05 | $-5.00 | 25.00 | 5 | 40.0 | 233.000 | -2.30 | 2024-08-17 |
| RILY240913C00014000 | RILY | CALL | Long | 14.00 | None | $-0.05 | -0.20 | $-2.30 | -0.28 | 0.62 | 0.25 | 0.20 | 8.15 | 5.85 | -0.05 | $-5.00 | 25.00 | 4 | 40.0 | 233.000 | -2.30 | 2024-08-16 |
| RILY240913C00014000 | RILY | CALL | Long | 14.00 | None | $0.05 | 0.20 | $-3.11 | -0.38 | 0.83 | 0.25 | 0.30 | 8.15 | 5.04 | 0.05 | $5.00 | 25.00 | 3 | 23.0 | 233.000 | -3.11 | 2024-08-15 |
| RILY240913C00014000 | RILY | CALL | Long | 14.00 | None | $0.05 | 0.20 | $-1.18 | -0.14 | 0.38 | 0.25 | 0.30 | 8.15 | 6.97 | 0.05 | $5.00 | 25.00 | 2 | 23.0 | 245.000 | -1.18 | 2024-08-14 |
| RILY240913C00014000 | RILY | CALL | Long | 14.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.05; Exit EQ PnL: -0.30 | $-0.05 | -0.20 | $-0.93 | -0.11 | 0.12 | 0.25 | 0.20 | 8.15 | 7.22 | -0.05 | $-5.00 | 25.00 | 1 | 21.0 | 256.000 | -0.93 | 2024-08-13 |
| RILY240913C00014000 | RILY | CALL | Long | 14.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.25 | 0.25 | 8.15 | 8.15 | 0.00 | $0.00 | 25.00 | 0 | 326.0 | 4.000 | 0.00 | 2024-08-12 |