| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-02-26 | RIOT | RIOT240405C00017500 | 17.50 | 73.0 | 26.000 | 1.155 | 0.437 | 0.8 | 0.9 | 0.000 | 2.260 | 2.320 | 2.36 | 17.37 | 2024-04-05 | CALL | Short | 0.498 | 0.521 | 0.170 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| RIOT240405C00017500 | RIOT | CALL | Short | 17.50 | None | $2.35 | 1.00 | $7.18 | 0.41 | 1.72 | 2.36 | 0.01 | 17.37 | 10.19 | 2.35 | $235.00 | 1737.00 | 38 | 1.0 | 524.000 | 7.18 | 2024-04-04 |
| RIOT240405C00017500 | RIOT | CALL | Short | 17.50 | None | $2.35 | 1.00 | $7.08 | 0.41 | 1.16 | 2.36 | 0.01 | 17.37 | 10.29 | 2.35 | $235.00 | 1737.00 | 37 | 6.0 | 524.000 | 7.08 | 2024-04-03 |
| RIOT240405C00017500 | RIOT | CALL | Short | 17.50 | None | $2.35 | 1.00 | $6.76 | 0.39 | 0.72 | 2.36 | 0.01 | 17.37 | 10.61 | 2.35 | $235.00 | 1737.00 | 36 | 6.0 | 518.000 | 6.76 | 2024-04-02 |
| RIOT240405C00017500 | RIOT | CALL | Short | 17.50 | None | $2.35 | 1.00 | $5.90 | 0.34 | -0.66 | 2.36 | 0.01 | 17.37 | 11.47 | 2.35 | $235.00 | 1737.00 | 35 | 328.0 | 518.000 | 5.90 | 2024-04-01 |
| RIOT240405C00017500 | RIOT | CALL | Short | 17.50 | None | $2.32 | 0.98 | $5.13 | 0.30 | 0.53 | 2.36 | 0.04 | 17.37 | 12.24 | 2.32 | $232.00 | 1737.00 | 34 | 64.0 | 227.000 | 5.13 | 2024-03-31 |
| RIOT240405C00017500 | RIOT | CALL | Short | 17.50 | None | $2.32 | 0.98 | $5.13 | 0.30 | 0.27 | 2.36 | 0.04 | 17.37 | 12.24 | 2.32 | $232.00 | 1737.00 | 33 | 64.0 | 227.000 | 5.13 | 2024-03-30 |
| RIOT240405C00017500 | RIOT | CALL | Short | 17.50 | None | $2.32 | 0.98 | $5.13 | 0.30 | 0.17 | 2.36 | 0.04 | 17.37 | 12.24 | 2.32 | $232.00 | 1737.00 | 32 | 64.0 | 227.000 | 5.13 | 2024-03-29 |
| RIOT240405C00017500 | RIOT | CALL | Short | 17.50 | None | $2.32 | 0.98 | $5.13 | 0.30 | 0.13 | 2.36 | 0.04 | 17.37 | 12.24 | 2.32 | $232.00 | 1737.00 | 31 | 64.0 | 227.000 | 5.13 | 2024-03-28 |
| RIOT240405C00017500 | RIOT | CALL | Short | 17.50 | None | $2.32 | 0.98 | $5.13 | 0.30 | 0.09 | 2.36 | 0.04 | 17.37 | 12.24 | 2.32 | $232.00 | 1737.00 | 30 | 18.0 | 221.000 | 5.13 | 2024-03-27 |
| RIOT240405C00017500 | RIOT | CALL | Short | 17.50 | None | $2.27 | 0.96 | $5.32 | 0.31 | 0.21 | 2.36 | 0.09 | 17.37 | 12.05 | 2.27 | $227.00 | 1737.00 | 29 | 15.0 | 210.000 | 5.32 | 2024-03-26 |
| RIOT240405C00017500 | RIOT | CALL | Short | 17.50 | None | $2.26 | 0.96 | $4.93 | 0.28 | 0.12 | 2.36 | 0.10 | 17.37 | 12.44 | 2.26 | $226.00 | 1737.00 | 28 | 50.0 | 171.000 | 4.93 | 2024-03-25 |
| RIOT240405C00017500 | RIOT | CALL | Short | 17.50 | None | $2.24 | 0.95 | $5.97 | 0.34 | 0.22 | 2.36 | 0.12 | 17.37 | 11.40 | 2.24 | $224.00 | 1737.00 | 25 | 45.0 | 162.000 | 5.97 | 2024-03-22 |
| RIOT240405C00017500 | RIOT | CALL | Short | 17.50 | None | $2.16 | 0.92 | $5.39 | 0.31 | 0.17 | 2.36 | 0.20 | 17.37 | 11.98 | 2.16 | $216.00 | 1737.00 | 24 | 35.0 | 162.000 | 5.39 | 2024-03-21 |
| RIOT240405C00017500 | RIOT | CALL | Short | 17.50 | None | $2.16 | 0.92 | $4.97 | 0.29 | 0.12 | 2.36 | 0.20 | 17.37 | 12.40 | 2.16 | $216.00 | 1737.00 | 23 | 35.0 | 140.000 | 4.97 | 2024-03-20 |
| RIOT240405C00017500 | RIOT | CALL | Short | 17.50 | None | $2.20 | 0.93 | $6.28 | 0.36 | 0.20 | 2.36 | 0.16 | 17.37 | 11.09 | 2.20 | $220.00 | 1737.00 | 22 | 7.0 | 140.000 | 6.28 | 2024-03-19 |
| RIOT240405C00017500 | RIOT | CALL | Short | 17.50 | None | $2.20 | 0.93 | $5.94 | 0.34 | 0.20 | 2.36 | 0.16 | 17.37 | 11.43 | 2.20 | $220.00 | 1737.00 | 21 | 7.0 | 144.000 | 5.94 | 2024-03-18 |
| RIOT240405C00017500 | RIOT | CALL | Short | 17.50 | None | $2.19 | 0.93 | $5.77 | 0.33 | 0.15 | 2.36 | 0.17 | 17.37 | 11.60 | 2.19 | $219.00 | 1737.00 | 18 | 4.0 | 142.000 | 5.77 | 2024-03-15 |
| RIOT240405C00017500 | RIOT | CALL | Short | 17.50 | None | $2.19 | 0.93 | $6.44 | 0.37 | 0.16 | 2.36 | 0.17 | 17.37 | 10.93 | 2.19 | $219.00 | 1737.00 | 17 | 6.0 | 136.000 | 6.44 | 2024-03-14 |
| RIOT240405C00017500 | RIOT | CALL | Short | 17.50 | None | $2.09 | 0.89 | $5.64 | 0.32 | 0.16 | 2.36 | 0.27 | 17.37 | 11.73 | 2.09 | $209.00 | 1737.00 | 16 | 7.0 | 139.000 | 5.64 | 2024-03-13 |
| RIOT240405C00017500 | RIOT | CALL | Short | 17.50 | None | $2.11 | 0.89 | $5.75 | 0.33 | 0.12 | 2.36 | 0.25 | 17.37 | 11.62 | 2.11 | $211.00 | 1737.00 | 15 | 18.0 | 127.000 | 5.75 | 2024-03-12 |
| RIOT240405C00017500 | RIOT | CALL | Short | 17.50 | None | $1.94 | 0.82 | $5.59 | 0.32 | 0.21 | 2.36 | 0.42 | 17.37 | 11.78 | 1.94 | $194.00 | 1737.00 | 14 | 17.0 | 154.000 | 5.59 | 2024-03-11 |
| RIOT240405C00017500 | RIOT | CALL | Short | 17.50 | None | $1.81 | 0.77 | $5.02 | 0.29 | 0.21 | 2.36 | 0.55 | 17.37 | 12.35 | 1.81 | $181.00 | 1737.00 | 11 | 41.0 | 133.000 | 5.02 | 2024-03-08 |
| RIOT240405C00017500 | RIOT | CALL | Short | 17.50 | None | $1.87 | 0.79 | $5.40 | 0.31 | 0.16 | 2.36 | 0.49 | 17.37 | 11.97 | 1.87 | $187.00 | 1737.00 | 10 | 16.0 | 127.000 | 5.40 | 2024-03-07 |
| RIOT240405C00017500 | RIOT | CALL | Short | 17.50 | None | $1.74 | 0.74 | $5.25 | 0.30 | 0.24 | 2.36 | 0.62 | 17.37 | 12.12 | 1.74 | $174.00 | 1737.00 | 9 | 5.0 | 122.000 | 5.25 | 2024-03-06 |
| RIOT240405C00017500 | RIOT | CALL | Short | 17.50 | None | $1.71 | 0.72 | $5.10 | 0.29 | 0.24 | 2.36 | 0.65 | 17.37 | 12.27 | 1.71 | $171.00 | 1737.00 | 8 | 8.0 | 161.000 | 5.10 | 2024-03-05 |
| RIOT240405C00017500 | RIOT | CALL | Short | 17.50 | None | $1.47 | 0.62 | $3.89 | 0.22 | -0.90 | 2.36 | 0.89 | 17.37 | 13.48 | 1.47 | $147.00 | 1737.00 | 7 | 11.0 | 0.000 | 3.89 | 2024-03-04 |
| RIOT240405C00017500 | RIOT | CALL | Short | 17.50 | None | $1.20 | 0.51 | $2.93 | 0.17 | 0.14 | 2.36 | 1.16 | 17.37 | 14.44 | 1.20 | $120.00 | 1737.00 | 6 | 18.0 | 137.000 | 2.93 | 2024-03-03 |
| RIOT240405C00017500 | RIOT | CALL | Short | 17.50 | None | $1.17 | 0.50 | $3.11 | 0.18 | 0.10 | 2.36 | 1.19 | 17.37 | 14.26 | 1.17 | $117.00 | 1737.00 | 4 | 16.0 | 137.000 | 3.11 | 2024-03-01 |
| RIOT240405C00017500 | RIOT | CALL | Short | 17.50 | None | $1.16 | 0.49 | $3.25 | 0.19 | 0.18 | 2.36 | 1.20 | 17.37 | 14.12 | 1.16 | $116.00 | 1737.00 | 3 | 12.0 | 128.000 | 3.25 | 2024-02-29 |
| RIOT240405C00017500 | RIOT | CALL | Short | 17.50 | None | $0.35 | 0.15 | $1.72 | 0.10 | 0.19 | 2.36 | 2.01 | 17.37 | 15.65 | 0.35 | $35.00 | 1737.00 | 2 | 78.0 | 142.000 | 1.72 | 2024-02-28 |
| RIOT240405C00017500 | RIOT | CALL | Short | 17.50 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.72 | $0.18 | 0.08 | $0.57 | 0.03 | -0.00 | 2.36 | 2.18 | 17.37 | 16.80 | 0.18 | $18.00 | 1737.00 | 1 | 69.0 | 89.000 | 0.57 | 2024-02-27 |
| RIOT240405C00017500 | RIOT | CALL | Short | 17.50 | None | $-0.00 | -0.00 | $-0.00 | -0.00 | 0.00 | 2.36 | 2.36 | 17.37 | 17.37 | -0.00 | $-0.00 | 1737.00 | 0 | 73.0 | 26.000 | -0.00 | 2024-02-26 |