| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-02-08 | RIOT | RIOT240315C00013000 | 13.00 | 782.0 | 3003.000 | 0.959 | 0.380 | 0.6 | 0.5 | 0.000 | 1.450 | 1.350 | 1.61 | 13.05 | 2024-03-15 | CALL | Short | 0.447 | 0.469 | 0.153 |
| 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 | RIOT | 0.727 | 0.159 | 0.397 | 0.255 | 0.270 | -0.127 | 13.97 | -0.176 | 0.0000 | 6.38 | 18.62 | 21 | 1y | 11.06 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| RIOT240315C00013000 | RIOT | CALL | Short | 13.00 | None | $1.59 | 0.99 | $2.12 | 0.16 | 0.32 | 1.61 | 0.02 | 13.05 | 10.93 | 1.59 | $159.00 | 1305.00 | 35 | 2994.0 | 8812.000 | 2.12 | 2024-03-14 |
| RIOT240315C00013000 | RIOT | CALL | Short | 13.00 | None | $1.56 | 0.97 | $1.32 | 0.10 | 0.17 | 1.61 | 0.05 | 13.05 | 11.73 | 1.56 | $156.00 | 1305.00 | 34 | 2847.0 | 7964.000 | 1.32 | 2024-03-13 |
| RIOT240315C00013000 | RIOT | CALL | Short | 13.00 | None | $1.50 | 0.93 | $1.43 | 0.11 | 0.08 | 1.61 | 0.11 | 13.05 | 11.62 | 1.50 | $150.00 | 1305.00 | 33 | 3470.0 | 7536.000 | 1.43 | 2024-03-12 |
| RIOT240315C00013000 | RIOT | CALL | Short | 13.00 | None | $1.36 | 0.84 | $1.27 | 0.10 | 0.24 | 1.61 | 0.25 | 13.05 | 11.78 | 1.36 | $136.00 | 1305.00 | 32 | 7315.0 | 5787.000 | 1.27 | 2024-03-11 |
| RIOT240315C00013000 | RIOT | CALL | Short | 13.00 | None | $1.07 | 0.66 | $0.70 | 0.05 | 0.14 | 1.61 | 0.54 | 13.05 | 12.35 | 1.07 | $107.00 | 1305.00 | 29 | 5579.0 | 4096.000 | 0.70 | 2024-03-08 |
| RIOT240315C00013000 | RIOT | CALL | Short | 13.00 | None | $1.16 | 0.72 | $1.08 | 0.08 | 0.13 | 1.61 | 0.45 | 13.05 | 11.97 | 1.16 | $116.00 | 1305.00 | 28 | 1412.0 | 3765.000 | 1.08 | 2024-03-07 |
| RIOT240315C00013000 | RIOT | CALL | Short | 13.00 | None | $1.03 | 0.64 | $0.93 | 0.07 | 0.31 | 1.61 | 0.58 | 13.05 | 12.12 | 1.03 | $103.00 | 1305.00 | 27 | 369.0 | 3578.000 | 0.93 | 2024-03-06 |
| RIOT240315C00013000 | RIOT | CALL | Short | 13.00 | None | $0.91 | 0.57 | $0.78 | 0.06 | 0.22 | 1.61 | 0.70 | 13.05 | 12.27 | 0.91 | $91.00 | 1305.00 | 26 | 525.0 | 2940.000 | 0.78 | 2024-03-05 |
| RIOT240315C00013000 | RIOT | CALL | Short | 13.00 | None | $0.24 | 0.15 | $-0.43 | -0.03 | -0.96 | 1.61 | 1.37 | 13.05 | 13.48 | 0.24 | $24.00 | 1305.00 | 25 | 795.0 | 0.000 | -0.43 | 2024-03-04 |
| RIOT240315C00013000 | RIOT | CALL | Short | 13.00 | None | $-0.37 | -0.23 | $-1.39 | -0.11 | 0.16 | 1.61 | 1.98 | 13.05 | 14.44 | -0.37 | $-37.00 | 1305.00 | 24 | 119.0 | 2419.000 | -1.39 | 2024-03-03 |
| RIOT240315C00013000 | RIOT | CALL | Short | 13.00 | None | $-0.37 | -0.23 | $-1.39 | -0.11 | 0.16 | 1.61 | 1.98 | 13.05 | 14.44 | -0.37 | $-37.00 | 1305.00 | 23 | 119.0 | 2419.000 | -1.39 | 2024-03-02 |
| RIOT240315C00013000 | RIOT | CALL | Short | 13.00 | None | $-0.33 | -0.20 | $-1.20 | -0.09 | 0.12 | 1.61 | 1.94 | 13.05 | 14.25 | -0.33 | $-33.00 | 1305.00 | 22 | 109.0 | 2419.000 | -1.20 | 2024-03-01 |
| RIOT240315C00013000 | RIOT | CALL | Short | 13.00 | None | $-0.38 | -0.24 | $-1.07 | -0.08 | 0.24 | 1.61 | 1.99 | 13.05 | 14.12 | -0.38 | $-38.00 | 1305.00 | 21 | 293.0 | 2301.000 | -1.07 | 2024-02-29 |
| RIOT240315C00013000 | RIOT | CALL | Short | 13.00 | None | $-1.64 | -1.02 | $-2.60 | -0.20 | 0.32 | 1.61 | 3.25 | 13.05 | 15.65 | -1.64 | $-164.00 | 1305.00 | 20 | 122.0 | 2311.000 | -2.60 | 2024-02-28 |
| RIOT240315C00013000 | RIOT | CALL | Short | 13.00 | None | $-2.64 | -1.64 | $-3.75 | -0.29 | 0.14 | 1.61 | 4.25 | 13.05 | 16.80 | -2.64 | $-264.00 | 1305.00 | 19 | 70.0 | 2331.000 | -3.75 | 2024-02-27 |
| RIOT240315C00013000 | RIOT | CALL | Short | 13.00 | None | $-2.69 | -1.67 | $-4.32 | -0.33 | -0.19 | 1.61 | 4.30 | 13.05 | 17.37 | -2.69 | $-269.00 | 1305.00 | 18 | 64.0 | 2365.000 | -4.32 | 2024-02-26 |
| RIOT240315C00013000 | RIOT | CALL | Short | 13.00 | None | $-1.09 | -0.68 | $-1.80 | -0.14 | 0.16 | 1.61 | 2.70 | 13.05 | 14.85 | -1.09 | $-109.00 | 1305.00 | 17 | 54.0 | 2369.000 | -1.80 | 2024-02-25 |
| RIOT240315C00013000 | RIOT | CALL | Short | 13.00 | None | $-1.09 | -0.68 | $-1.80 | -0.14 | 0.01 | 1.61 | 2.70 | 13.05 | 14.85 | -1.09 | $-109.00 | 1305.00 | 15 | 54.0 | 2369.000 | -1.80 | 2024-02-23 |
| RIOT240315C00013000 | RIOT | CALL | Short | 13.00 | None | $-1.69 | -1.05 | $-2.68 | -0.21 | 0.19 | 1.61 | 3.30 | 13.05 | 15.73 | -1.69 | $-169.00 | 1305.00 | 14 | 30.0 | 2369.000 | -2.68 | 2024-02-22 |
| RIOT240315C00013000 | RIOT | CALL | Short | 13.00 | None | $-1.54 | -0.96 | $-2.05 | -0.16 | 0.12 | 1.61 | 3.15 | 13.05 | 15.10 | -1.54 | $-154.00 | 1305.00 | 13 | 79.0 | 2444.000 | -2.05 | 2024-02-21 |
| RIOT240315C00013000 | RIOT | CALL | Short | 13.00 | None | $-1.74 | -1.08 | $-2.99 | -0.23 | 0.10 | 1.61 | 3.35 | 13.05 | 16.04 | -1.74 | $-174.00 | 1305.00 | 12 | 50.0 | 2465.000 | -2.99 | 2024-02-20 |
| RIOT240315C00013000 | RIOT | CALL | Short | 13.00 | None | $-2.59 | -1.61 | $-3.40 | -0.26 | 0.47 | 1.61 | 4.20 | 13.05 | 16.45 | -2.59 | $-259.00 | 1305.00 | 11 | 57.0 | 2492.000 | -3.40 | 2024-02-19 |
| RIOT240315C00013000 | RIOT | CALL | Short | 13.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.83; Exit EQ PnL: -0.81 | $-1.10 | -0.68 | $-1.50 | -0.11 | 0.12 | 1.61 | 2.71 | 13.05 | 14.55 | -1.10 | $-110.00 | 1305.00 | 1 | 950.0 | 3314.000 | -1.50 | 2024-02-09 |
| RIOT240315C00013000 | RIOT | CALL | Short | 13.00 | None | $-0.00 | -0.00 | $-0.00 | -0.00 | 0.00 | 1.61 | 1.61 | 13.05 | 13.05 | -0.00 | $-0.00 | 1305.00 | 0 | 782.0 | 3003.000 | -0.00 | 2024-02-08 |