| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-02-01 | RKLB | RKLB240308C00005500 | 5.50 | 12.0 | 18.000 | 0.750 | 0.368 | 0.0 | 1.5 | 0.010 | 0.030 | 1.490 | 0.25 | 4.02 | 2024-03-08 | CALL | Long | 0.338 | 0.388 | -0.171 |
| 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 | RKLB | 0.818 | 0.105 | 0.321 | 0.207 | 0.245 | -0.076 | 26.37 | -0.746 | 0.0000 | 3.53 | 27.28 | 21 | 1y | 12.86 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| RKLB240308C00005500 | RKLB | CALL | Long | 5.50 | None | $-0.20 | -0.80 | $0.41 | 0.10 | 1.28 | 0.25 | 0.05 | 4.02 | 4.43 | -0.20 | $-20.00 | 25.00 | 35 | 16.0 | 877.000 | 0.41 | 2024-03-07 |
| RKLB240308C00005500 | RKLB | CALL | Long | 5.50 | None | $-0.20 | -0.80 | $0.28 | 0.07 | 1.09 | 0.25 | 0.05 | 4.02 | 4.30 | -0.20 | $-20.00 | 25.00 | 34 | 16.0 | 877.000 | 0.28 | 2024-03-06 |
| RKLB240308C00005500 | RKLB | CALL | Long | 5.50 | None | $-0.20 | -0.80 | $0.19 | 0.05 | 0.94 | 0.25 | 0.05 | 4.02 | 4.21 | -0.20 | $-20.00 | 25.00 | 33 | 16.0 | 877.000 | 0.19 | 2024-03-05 |
| RKLB240308C00005500 | RKLB | CALL | Long | 5.50 | None | $-0.20 | -0.80 | $0.41 | 0.10 | -0.25 | 0.25 | 0.05 | 4.02 | 4.43 | -0.20 | $-20.00 | 25.00 | 32 | 16.0 | 0.000 | 0.41 | 2024-03-04 |
| RKLB240308C00005500 | RKLB | CALL | Long | 5.50 | None | $-0.20 | -0.80 | $0.52 | 0.13 | 0.31 | 0.25 | 0.05 | 4.02 | 4.54 | -0.20 | $-20.00 | 25.00 | 31 | 66.0 | 862.000 | 0.52 | 2024-03-03 |
| RKLB240308C00005500 | RKLB | CALL | Long | 5.50 | None | $-0.20 | -0.80 | $0.52 | 0.13 | 0.31 | 0.25 | 0.05 | 4.02 | 4.54 | -0.20 | $-20.00 | 25.00 | 30 | 66.0 | 862.000 | 0.52 | 2024-03-02 |
| RKLB240308C00005500 | RKLB | CALL | Long | 5.50 | None | $-0.20 | -0.80 | $0.57 | 0.14 | -0.25 | 0.25 | 0.05 | 4.02 | 4.59 | -0.20 | $-20.00 | 25.00 | 29 | 66.0 | 862.000 | 0.57 | 2024-03-01 |
| RKLB240308C00005500 | RKLB | CALL | Long | 5.50 | None | $-0.20 | -0.80 | $0.57 | 0.14 | 0.09 | 0.25 | 0.05 | 4.02 | 4.59 | -0.20 | $-20.00 | 25.00 | 28 | 66.0 | 862.000 | 0.57 | 2024-02-29 |
| RKLB240308C00005500 | RKLB | CALL | Long | 5.50 | None | $-0.20 | -0.80 | $0.57 | 0.14 | 0.08 | 0.25 | 0.05 | 4.02 | 4.59 | -0.20 | $-20.00 | 25.00 | 27 | 66.0 | 841.000 | 0.57 | 2024-02-28 |
| RKLB240308C00005500 | RKLB | CALL | Long | 5.50 | None | $-0.08 | -0.32 | $0.69 | 0.17 | 0.58 | 0.25 | 0.17 | 4.02 | 4.71 | -0.08 | $-8.00 | 25.00 | 26 | 481.0 | 489.000 | 0.69 | 2024-02-27 |
| RKLB240308C00005500 | RKLB | CALL | Long | 5.50 | None | $-0.17 | -0.68 | $0.55 | 0.14 | 0.27 | 0.25 | 0.08 | 4.02 | 4.57 | -0.17 | $-17.00 | 25.00 | 25 | 122.0 | 384.000 | 0.55 | 2024-02-26 |
| RKLB240308C00005500 | RKLB | CALL | Long | 5.50 | None | $-0.16 | -0.64 | $0.36 | 0.09 | 0.28 | 0.25 | 0.09 | 4.02 | 4.38 | -0.16 | $-16.00 | 25.00 | 24 | 1.0 | 384.000 | 0.36 | 2024-02-25 |
| RKLB240308C00005500 | RKLB | CALL | Long | 5.50 | None | $-0.16 | -0.64 | $0.36 | 0.09 | 0.17 | 0.25 | 0.09 | 4.02 | 4.38 | -0.16 | $-16.00 | 25.00 | 22 | 1.0 | 384.000 | 0.36 | 2024-02-23 |
| RKLB240308C00005500 | RKLB | CALL | Long | 5.50 | None | $-0.16 | -0.64 | $0.42 | 0.10 | 0.11 | 0.25 | 0.09 | 4.02 | 4.44 | -0.16 | $-16.00 | 25.00 | 21 | 1.0 | 383.000 | 0.42 | 2024-02-22 |
| RKLB240308C00005500 | RKLB | CALL | Long | 5.50 | None | $-0.15 | -0.60 | $0.62 | 0.15 | 0.14 | 0.25 | 0.10 | 4.02 | 4.64 | -0.15 | $-15.00 | 25.00 | 20 | 85.0 | 352.000 | 0.62 | 2024-02-21 |
| RKLB240308C00005500 | RKLB | CALL | Long | 5.50 | None | $-0.12 | -0.48 | $0.81 | 0.20 | 0.06 | 0.25 | 0.13 | 4.02 | 4.83 | -0.12 | $-12.00 | 25.00 | 19 | 17.0 | 339.000 | 0.81 | 2024-02-20 |
| RKLB240308C00005500 | RKLB | CALL | Long | 5.50 | None | $-0.09 | -0.36 | $0.87 | 0.22 | 0.14 | 0.25 | 0.16 | 4.02 | 4.89 | -0.09 | $-9.00 | 25.00 | 18 | 206.0 | 141.000 | 0.87 | 2024-02-19 |
| RKLB240308C00005500 | RKLB | CALL | Long | 5.50 | None | $-0.16 | -0.64 | $0.32 | 0.08 | -0.06 | 0.25 | 0.09 | 4.02 | 4.34 | -0.16 | $-16.00 | 25.00 | 8 | 1.0 | 18.000 | 0.32 | 2024-02-09 |
| RKLB240308C00005500 | RKLB | CALL | Long | 5.50 | None | $-0.16 | -0.64 | $0.28 | 0.07 | -0.06 | 0.25 | 0.09 | 4.02 | 4.30 | -0.16 | $-16.00 | 25.00 | 7 | 1.0 | 18.000 | 0.28 | 2024-02-08 |
| RKLB240308C00005500 | RKLB | CALL | Long | 5.50 | None | $-0.16 | -0.64 | $0.25 | 0.06 | -0.06 | 0.25 | 0.09 | 4.02 | 4.27 | -0.16 | $-16.00 | 25.00 | 6 | 1.0 | 18.000 | 0.25 | 2024-02-07 |
| RKLB240308C00005500 | RKLB | CALL | Long | 5.50 | None | $0.00 | 0.00 | $0.24 | 0.06 | -0.06 | 0.25 | 0.25 | 4.02 | 4.26 | 0.00 | $0.00 | 25.00 | 5 | 12.0 | 18.000 | 0.24 | 2024-02-06 |
| RKLB240308C00005500 | RKLB | CALL | Long | 5.50 | None | $0.00 | 0.00 | $0.05 | 0.01 | -0.50 | 0.25 | 0.25 | 4.02 | 4.07 | 0.00 | $0.00 | 25.00 | 4 | 12.0 | 18.000 | 0.05 | 2024-02-05 |
| RKLB240308C00005500 | RKLB | CALL | Long | 5.50 | OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position. | $0.00 | 0.00 | $-0.05 | -0.01 | -0.50 | 0.25 | 0.25 | 4.02 | 3.97 | 0.00 | $0.00 | 25.00 | 3 | 12.0 | 18.000 | -0.05 | 2024-02-04 |
| RKLB240308C00005500 | RKLB | CALL | Long | 5.50 | None | $0.00 | 0.00 | $-0.05 | -0.01 | 0.03 | 0.25 | 0.25 | 4.02 | 3.97 | 0.00 | $0.00 | 25.00 | 1 | 12.0 | 18.000 | -0.05 | 2024-02-02 |
| RKLB240308C00005500 | RKLB | CALL | Long | 5.50 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.25 | 0.25 | 4.02 | 4.02 | 0.00 | $0.00 | 25.00 | 0 | 12.0 | 18.000 | 0.00 | 2024-02-01 |