| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-04-22 | RIOT | RIOT240524C00011000 | 11.00 | 505.0 | 485.000 | 1.105 | 0.482 | 0.9 | 0.6 | -0.010 | 1.740 | 1.450 | 1.59 | 11.24 | 2024-05-24 | CALL | Short | 0.480 | 0.525 | 0.231 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| RIOT240524C00011000 | RIOT | CALL | Short | 11.00 | None | $1.56 | 0.98 | $1.27 | 0.11 | -0.17 | 1.59 | 0.03 | 11.24 | 9.97 | 1.56 | $156.00 | 1124.00 | 31 | 6859.0 | 11712.000 | 1.27 | 2024-05-23 |
| RIOT240524C00011000 | RIOT | CALL | Short | 11.00 | None | $1.37 | 0.86 | $0.45 | 0.04 | -0.31 | 1.59 | 0.22 | 11.24 | 10.79 | 1.37 | $137.00 | 1124.00 | 30 | 14493.0 | 12313.000 | 0.45 | 2024-05-22 |
| RIOT240524C00011000 | RIOT | CALL | Short | 11.00 | None | $1.36 | 0.86 | $0.63 | 0.06 | -0.23 | 1.59 | 0.23 | 11.24 | 10.61 | 1.36 | $136.00 | 1124.00 | 29 | 11597.0 | 12281.000 | 0.63 | 2024-05-21 |
| RIOT240524C00011000 | RIOT | CALL | Short | 11.00 | None | $1.13 | 0.71 | $0.28 | 0.02 | -1.09 | 1.59 | 0.46 | 11.24 | 10.96 | 1.13 | $113.00 | 1124.00 | 28 | 26428.0 | 0.000 | 0.28 | 2024-05-20 |
| RIOT240524C00011000 | RIOT | CALL | Short | 11.00 | None | $1.40 | 0.88 | $1.18 | 0.10 | -0.10 | 1.59 | 0.19 | 11.24 | 10.06 | 1.40 | $140.00 | 1124.00 | 27 | 6357.0 | 7245.000 | 1.18 | 2024-05-19 |
| RIOT240524C00011000 | RIOT | CALL | Short | 11.00 | None | $1.40 | 0.88 | $1.18 | 0.10 | -0.18 | 1.59 | 0.19 | 11.24 | 10.06 | 1.40 | $140.00 | 1124.00 | 26 | 6357.0 | 7245.000 | 1.18 | 2024-05-18 |
| RIOT240524C00011000 | RIOT | CALL | Short | 11.00 | None | $1.39 | 0.87 | $1.18 | 0.10 | -0.24 | 1.59 | 0.20 | 11.24 | 10.06 | 1.39 | $139.00 | 1124.00 | 25 | 6227.0 | 7245.000 | 1.18 | 2024-05-17 |
| RIOT240524C00011000 | RIOT | CALL | Short | 11.00 | None | $1.22 | 0.77 | $0.86 | 0.08 | -0.22 | 1.59 | 0.37 | 11.24 | 10.38 | 1.22 | $122.00 | 1124.00 | 23 | 10970.0 | 3887.000 | 0.86 | 2024-05-15 |
| RIOT240524C00011000 | RIOT | CALL | Short | 11.00 | None | $1.39 | 0.87 | $1.46 | 0.13 | -0.22 | 1.59 | 0.20 | 11.24 | 9.78 | 1.39 | $139.00 | 1124.00 | 22 | 1467.0 | 2937.000 | 1.46 | 2024-05-14 |
| RIOT240524C00011000 | RIOT | CALL | Short | 11.00 | None | $1.43 | 0.90 | $1.74 | 0.15 | -0.21 | 1.59 | 0.16 | 11.24 | 9.50 | 1.43 | $143.00 | 1124.00 | 21 | 1529.0 | 2132.000 | 1.74 | 2024-05-13 |
| RIOT240524C00011000 | RIOT | CALL | Short | 11.00 | None | $1.44 | 0.91 | $2.04 | 0.18 | -0.86 | 1.59 | 0.15 | 11.24 | 9.20 | 1.44 | $144.00 | 1124.00 | 20 | 155.0 | 2132.000 | 2.04 | 2024-05-12 |
| RIOT240524C00011000 | RIOT | CALL | Short | 11.00 | None | $1.14 | 0.72 | $0.96 | 0.09 | -0.25 | 1.59 | 0.45 | 11.24 | 10.28 | 1.14 | $114.00 | 1124.00 | 17 | 221.0 | 1735.000 | 0.96 | 2024-05-09 |
| RIOT240524C00011000 | RIOT | CALL | Short | 11.00 | None | $1.06 | 0.67 | $0.89 | 0.08 | -0.22 | 1.59 | 0.53 | 11.24 | 10.35 | 1.06 | $106.00 | 1124.00 | 16 | 266.0 | 1657.000 | 0.89 | 2024-05-08 |
| RIOT240524C00011000 | RIOT | CALL | Short | 11.00 | None | $1.12 | 0.70 | $1.07 | 0.10 | -0.19 | 1.59 | 0.47 | 11.24 | 10.17 | 1.12 | $112.00 | 1124.00 | 15 | 181.0 | 1592.000 | 1.07 | 2024-05-07 |
| RIOT240524C00011000 | RIOT | CALL | Short | 11.00 | None | $0.92 | 0.58 | $0.28 | 0.02 | -0.29 | 1.59 | 0.67 | 11.24 | 10.96 | 0.92 | $92.00 | 1124.00 | 11 | 119.0 | 1520.000 | 0.28 | 2024-05-03 |
| RIOT240524C00011000 | RIOT | CALL | Short | 11.00 | None | $0.92 | 0.58 | $0.94 | 0.08 | -0.14 | 1.59 | 0.67 | 11.24 | 10.30 | 0.92 | $92.00 | 1124.00 | 10 | 119.0 | 1522.000 | 0.94 | 2024-05-02 |
| RIOT240524C00011000 | RIOT | CALL | Short | 11.00 | None | $0.22 | 0.14 | $-0.17 | -0.02 | -0.16 | 1.59 | 1.37 | 11.24 | 11.41 | 0.22 | $22.00 | 1124.00 | 7 | 16.0 | 753.000 | -0.17 | 2024-04-29 |
| RIOT240524C00011000 | RIOT | CALL | Short | 11.00 | None | $-0.16 | -0.10 | $-0.69 | -0.06 | -0.11 | 1.59 | 1.75 | 11.24 | 11.93 | -0.16 | $-16.00 | 1124.00 | 4 | 4.0 | 751.000 | -0.69 | 2024-04-26 |
| RIOT240524C00011000 | RIOT | CALL | Short | 11.00 | None | $-0.34 | -0.21 | $-0.87 | -0.08 | 0.00 | 1.59 | 1.93 | 11.24 | 12.11 | -0.34 | $-34.00 | 1124.00 | 3 | 62.0 | 721.000 | -0.87 | 2024-04-25 |
| RIOT240524C00011000 | RIOT | CALL | Short | 11.00 | None | $-0.22 | -0.14 | $-0.64 | -0.06 | -0.08 | 1.59 | 1.81 | 11.24 | 11.88 | -0.22 | $-22.00 | 1124.00 | 2 | 159.0 | 733.000 | -0.64 | 2024-04-24 |
| RIOT240524C00011000 | RIOT | CALL | Short | 11.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.11; Exit EQ PnL: -0.48 | $-0.36 | -0.23 | $-0.61 | -0.05 | -0.04 | 1.59 | 1.95 | 11.24 | 11.85 | -0.36 | $-36.00 | 1124.00 | 1 | 279.0 | 767.000 | -0.61 | 2024-04-23 |
| RIOT240524C00011000 | RIOT | CALL | Short | 11.00 | None | $-0.00 | -0.00 | $-0.00 | -0.00 | 0.00 | 1.59 | 1.59 | 11.24 | 11.24 | -0.00 | $-0.00 | 1124.00 | 0 | 505.0 | 485.000 | -0.00 | 2024-04-22 |