| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-15 | RIOT | RIOT240816C00011000 | 11.00 | 1207.0 | 2494.000 | 0.941 | 0.328 | 0.8 | 0.3 | 0.000 | 1.620 | 1.080 | 1.50 | 11.48 | 2024-08-16 | CALL | Short | 0.397 | 0.426 | 0.171 |
| 2024-07-16 | RIOT | RIOT240816C00011000 | 11.00 | 189.0 | 2959.000 | 0.918 | 0.326 | 0.8 | 0.3 | -0.010 | 1.590 | 1.050 | 1.52 | 11.45 | 2024-08-16 | CALL | Short | 0.426 | 0.437 | 0.106 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| RIOT240816C00011000 | RIOT | CALL | Short | 11.00 | None | $1.49 | 0.99 | $3.80 | 0.33 | 1.18 | 1.50 | 0.01 | 11.48 | 7.68 | 1.49 | $149.00 | 1148.00 | 31 | 46.0 | 4018.000 | 3.80 | 2024-08-15 |
| RIOT240816C00011000 | RIOT | CALL | Short | 11.00 | None | $1.49 | 0.99 | $3.83 | 0.33 | 0.81 | 1.50 | 0.01 | 11.48 | 7.65 | 1.49 | $149.00 | 1148.00 | 30 | 77.0 | 4034.000 | 3.83 | 2024-08-14 |
| RIOT240816C00011000 | RIOT | CALL | Short | 11.00 | None | $1.49 | 0.99 | $3.64 | 0.32 | 0.43 | 1.50 | 0.01 | 11.48 | 7.84 | 1.49 | $149.00 | 1148.00 | 29 | 76.0 | 4075.000 | 3.64 | 2024-08-13 |
| RIOT240816C00011000 | RIOT | CALL | Short | 11.00 | None | $1.48 | 0.99 | $3.87 | 0.34 | 0.56 | 1.50 | 0.02 | 11.48 | 7.61 | 1.48 | $148.00 | 1148.00 | 28 | 688.0 | 3876.000 | 3.87 | 2024-08-12 |
| RIOT240816C00011000 | RIOT | CALL | Short | 11.00 | None | $1.48 | 0.99 | $3.42 | 0.30 | 0.15 | 1.50 | 0.02 | 11.48 | 8.06 | 1.48 | $148.00 | 1148.00 | 25 | 142.0 | 3819.000 | 3.42 | 2024-08-09 |
| RIOT240816C00011000 | RIOT | CALL | Short | 11.00 | None | $1.47 | 0.98 | $3.19 | 0.28 | 0.09 | 1.50 | 0.03 | 11.48 | 8.29 | 1.47 | $147.00 | 1148.00 | 24 | 323.0 | 3918.000 | 3.19 | 2024-08-08 |
| RIOT240816C00011000 | RIOT | CALL | Short | 11.00 | None | $1.48 | 0.99 | $3.84 | 0.33 | 0.28 | 1.50 | 0.02 | 11.48 | 7.64 | 1.48 | $148.00 | 1148.00 | 23 | 433.0 | 3866.000 | 3.84 | 2024-08-07 |
| RIOT240816C00011000 | RIOT | CALL | Short | 11.00 | None | $1.45 | 0.97 | $3.07 | 0.27 | 0.11 | 1.50 | 0.05 | 11.48 | 8.41 | 1.45 | $145.00 | 1148.00 | 22 | 397.0 | 3875.000 | 3.07 | 2024-08-06 |
| RIOT240816C00011000 | RIOT | CALL | Short | 11.00 | None | $0.47 | 0.31 | $0.50 | 0.04 | 0.03 | 1.50 | 1.03 | 11.48 | 10.98 | 0.47 | $47.00 | 1148.00 | 14 | 398.0 | 3702.000 | 0.50 | 2024-07-29 |
| RIOT240816C00011000 | RIOT | CALL | Short | 11.00 | None | $0.40 | 0.27 | $0.28 | 0.02 | 0.06 | 1.50 | 1.10 | 11.48 | 11.20 | 0.40 | $40.00 | 1148.00 | 11 | 1118.0 | 4337.000 | 0.28 | 2024-07-26 |
| RIOT240816C00011000 | RIOT | CALL | Short | 11.00 | None | $0.53 | 0.35 | $0.75 | 0.07 | 0.07 | 1.50 | 0.97 | 11.48 | 10.73 | 0.53 | $53.00 | 1148.00 | 10 | 2772.0 | 5082.000 | 0.75 | 2024-07-25 |
| RIOT240816C00011000 | RIOT | CALL | Short | 11.00 | None | $0.08 | 0.05 | $0.16 | 0.01 | 0.16 | 1.50 | 1.42 | 11.48 | 11.32 | 0.08 | $8.00 | 1148.00 | 9 | 100.0 | 5121.000 | 0.16 | 2024-07-24 |
| RIOT240816C00011000 | RIOT | CALL | Short | 11.00 | None | $-0.00 | -0.00 | $-0.11 | -0.01 | 0.08 | 1.50 | 1.50 | 11.48 | 11.59 | -0.00 | $-0.00 | 1148.00 | 8 | 216.0 | 5106.000 | -0.11 | 2024-07-23 |
| RIOT240816C00011000 | RIOT | CALL | Short | 11.00 | None | $-0.58 | -0.39 | $-0.76 | -0.07 | 0.10 | 1.50 | 2.08 | 11.48 | 12.24 | -0.58 | $-58.00 | 1148.00 | 7 | 227.0 | 5045.000 | -0.76 | 2024-07-22 |
| RIOT240816C00011000 | RIOT | CALL | Short | 11.00 | None | $-0.50 | -0.33 | $-0.55 | -0.05 | 0.16 | 1.50 | 2.00 | 11.48 | 12.03 | -0.50 | $-50.00 | 1148.00 | 4 | 677.0 | 5051.000 | -0.55 | 2024-07-19 |
| RIOT240816C00011000 | RIOT | CALL | Short | 11.00 | None | $0.23 | 0.15 | $0.53 | 0.05 | 0.10 | 1.50 | 1.27 | 11.48 | 10.95 | 0.23 | $23.00 | 1148.00 | 3 | 1062.0 | 4512.000 | 0.53 | 2024-07-18 |
| RIOT240816C00011000 | RIOT | CALL | Short | 11.00 | None | $-0.67 | -0.45 | $-0.94 | -0.08 | 0.10 | 1.50 | 2.17 | 11.48 | 12.42 | -0.67 | $-67.00 | 1148.00 | 2 | 493.0 | 4543.000 | -0.94 | 2024-07-17 |
| RIOT240816C00011000 | RIOT | CALL | Short | 11.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.07; Exit EQ PnL: -0.41 | $-0.92 | -0.61 | $-1.22 | -0.11 | 0.00 | 1.50 | 2.42 | 11.48 | 12.70 | -0.92 | $-92.00 | 1148.00 | 1 | 5098.0 | 2959.000 | -1.22 | 2024-07-16 |
| RIOT240816C00011000 | RIOT | CALL | Short | 11.00 | None | $-0.00 | -0.00 | $-0.00 | -0.00 | 0.00 | 1.50 | 1.50 | 11.48 | 11.48 | -0.00 | $-0.00 | 1148.00 | 0 | 1207.0 | 2494.000 | -0.00 | 2024-07-15 |