| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-16 | RIOT | RIOT240816C00012000 | 12.00 | 172.0 | 11789.000 | 0.983 | 0.330 | 0.3 | 0.7 | -0.010 | 1.280 | 1.650 | 1.18 | 11.60 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| RIOT240816C00012000 | RIOT | CALL | Short | 12.00 | None | $1.86 | 0.99 | $5.02 | 0.40 | 1.48 | 1.87 | 0.01 | 12.70 | 7.68 | 1.86 | $186.00 | 1270.00 | 30 | 46.0 | 12033.000 | 5.02 | 2024-08-15 |
| RIOT240816C00012000 | RIOT | CALL | Short | 12.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $1.86 | 0.99 | $5.05 | 0.40 | 1.04 | 1.87 | 0.01 | 12.70 | 7.65 | 1.86 | $186.00 | 1270.00 | 29 | 11.0 | 12033.000 | 5.05 | 2024-08-14 |
| RIOT240816C00012000 | RIOT | CALL | Short | 12.00 | None | $1.85 | 0.99 | $4.86 | 0.38 | 0.67 | 1.87 | 0.02 | 12.70 | 7.84 | 1.85 | $185.00 | 1270.00 | 28 | 46.0 | 12048.000 | 4.86 | 2024-08-13 |
| RIOT240816C00012000 | RIOT | CALL | Short | 12.00 | None | $1.86 | 0.99 | $5.09 | 0.40 | 0.60 | 1.87 | 0.01 | 12.70 | 7.61 | 1.86 | $186.00 | 1270.00 | 27 | 628.0 | 11833.000 | 5.09 | 2024-08-12 |
| RIOT240816C00012000 | RIOT | CALL | Short | 12.00 | None | $1.86 | 0.99 | $4.64 | 0.37 | 0.29 | 1.87 | 0.01 | 12.70 | 8.06 | 1.86 | $186.00 | 1270.00 | 24 | 72.0 | 11866.000 | 4.64 | 2024-08-09 |
| RIOT240816C00012000 | RIOT | CALL | Short | 12.00 | None | $1.85 | 0.99 | $4.41 | 0.35 | 0.15 | 1.87 | 0.02 | 12.70 | 8.29 | 1.85 | $185.00 | 1270.00 | 23 | 1612.0 | 11570.000 | 4.41 | 2024-08-08 |
| RIOT240816C00012000 | RIOT | CALL | Short | 12.00 | None | $1.85 | 0.99 | $5.06 | 0.40 | 0.42 | 1.87 | 0.02 | 12.70 | 7.64 | 1.85 | $185.00 | 1270.00 | 22 | 176.0 | 11665.000 | 5.06 | 2024-08-07 |
| RIOT240816C00012000 | RIOT | CALL | Short | 12.00 | None | $1.84 | 0.98 | $4.29 | 0.34 | 0.17 | 1.87 | 0.03 | 12.70 | 8.41 | 1.84 | $184.00 | 1270.00 | 21 | 778.0 | 11524.000 | 4.29 | 2024-08-06 |
| RIOT240816C00012000 | RIOT | CALL | Short | 12.00 | None | $1.81 | 0.97 | $4.13 | 0.33 | 0.17 | 1.87 | 0.06 | 12.70 | 8.57 | 1.81 | $181.00 | 1270.00 | 19 | 1467.0 | 10335.000 | 4.13 | 2024-08-04 |
| RIOT240816C00012000 | RIOT | CALL | Short | 12.00 | None | $1.53 | 0.82 | $2.51 | 0.20 | -0.77 | 1.87 | 0.34 | 12.70 | 10.19 | 1.53 | $153.00 | 1270.00 | 15 | 845.0 | 15663.000 | 2.51 | 2024-07-31 |
| RIOT240816C00012000 | RIOT | CALL | Short | 12.00 | None | $0.83 | 0.44 | $1.27 | 0.10 | 0.27 | 1.87 | 1.04 | 12.70 | 11.43 | 0.83 | $83.00 | 1270.00 | 13 | 25.0 | 14267.000 | 1.27 | 2024-07-29 |
| RIOT240816C00012000 | RIOT | CALL | Short | 12.00 | None | $1.07 | 0.57 | $1.50 | 0.12 | 0.01 | 1.87 | 0.80 | 12.70 | 11.20 | 1.07 | $107.00 | 1270.00 | 10 | 2624.0 | 13973.000 | 1.50 | 2024-07-26 |
| RIOT240816C00012000 | RIOT | CALL | Short | 12.00 | None | $1.20 | 0.64 | $1.97 | 0.16 | 0.03 | 1.87 | 0.67 | 12.70 | 10.73 | 1.20 | $120.00 | 1270.00 | 9 | 2901.0 | 14109.000 | 1.97 | 2024-07-25 |
| RIOT240816C00012000 | RIOT | CALL | Short | 12.00 | None | $0.87 | 0.47 | $1.38 | 0.11 | 0.07 | 1.87 | 1.00 | 12.70 | 11.32 | 0.87 | $87.00 | 1270.00 | 8 | 841.0 | 14266.000 | 1.38 | 2024-07-24 |
| RIOT240816C00012000 | RIOT | CALL | Short | 12.00 | None | $0.77 | 0.41 | $1.11 | 0.09 | 0.03 | 1.87 | 1.10 | 12.70 | 11.59 | 0.77 | $77.00 | 1270.00 | 7 | 1328.0 | 13618.000 | 1.11 | 2024-07-23 |
| RIOT240816C00012000 | RIOT | CALL | Short | 12.00 | None | $0.39 | 0.21 | $0.46 | 0.04 | 0.03 | 1.87 | 1.48 | 12.70 | 12.24 | 0.39 | $39.00 | 1270.00 | 6 | 2353.0 | 13810.000 | 0.46 | 2024-07-22 |
| RIOT240816C00012000 | RIOT | CALL | Short | 12.00 | None | $0.35 | 0.19 | $0.67 | 0.05 | 0.10 | 1.87 | 1.52 | 12.70 | 12.03 | 0.35 | $35.00 | 1270.00 | 3 | 3248.0 | 12276.000 | 0.67 | 2024-07-19 |
| RIOT240816C00012000 | RIOT | CALL | Short | 12.00 | None | $0.96 | 0.51 | $1.75 | 0.14 | 0.02 | 1.87 | 0.91 | 12.70 | 10.95 | 0.96 | $96.00 | 1270.00 | 2 | 3006.0 | 12772.000 | 1.75 | 2024-07-18 |
| RIOT240816C00012000 | RIOT | CALL | Short | 12.00 | None | $0.18 | 0.10 | $0.28 | 0.02 | 0.04 | 1.87 | 1.69 | 12.70 | 12.42 | 0.18 | $18.00 | 1270.00 | 1 | 2059.0 | 12404.000 | 0.28 | 2024-07-17 |
| RIOT240816C00012000 | RIOT | CALL | Short | 12.00 | None | $-0.00 | -0.00 | $-0.00 | -0.00 | 0.00 | 1.87 | 1.87 | 12.70 | 12.70 | -0.00 | $-0.00 | 1270.00 | 0 | 3539.0 | 11789.000 | -0.00 | 2024-07-16 |