| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-02-06 | RMBS | RMBS240315C00060000 | 60.00 | 197.0 | 22.000 | 0.515 | 0.267 | 0.3 | 4.8 | 0.020 | 1.550 | 6.050 | 1.60 | 55.26 | 2024-03-15 | CALL | Long | 0.216 | 0.306 | -0.192 |
| 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 | RMBS | 0.727 | 0.078 | 0.265 | 0.159 | 0.078 | -0.138 | 58.18 | 0.724 | 0.0000 | 37.86 | 73.99 | 21 | 1y | 49.14 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| RMBS240315C00060000 | RMBS | CALL | Long | 60.00 | None | $0.22 | 0.14 | $5.73 | 0.10 | 0.27 | 1.60 | 1.82 | 55.26 | 60.99 | 0.22 | $22.00 | 160.00 | 37 | 8.0 | 1176.000 | 5.73 | 2024-03-14 |
| RMBS240315C00060000 | RMBS | CALL | Long | 60.00 | None | $0.10 | 0.06 | $6.25 | 0.11 | 0.06 | 1.60 | 1.70 | 55.26 | 61.51 | 0.10 | $10.00 | 160.00 | 36 | 543.0 | 1416.000 | 6.25 | 2024-03-13 |
| RMBS240315C00060000 | RMBS | CALL | Long | 60.00 | None | $1.80 | 1.12 | $8.14 | 0.15 | 0.02 | 1.60 | 3.40 | 55.26 | 63.40 | 1.80 | $180.00 | 160.00 | 35 | 41.0 | 1426.000 | 8.14 | 2024-03-12 |
| RMBS240315C00060000 | RMBS | CALL | Long | 60.00 | None | $1.10 | 0.69 | $7.26 | 0.13 | 0.02 | 1.60 | 2.70 | 55.26 | 62.52 | 1.10 | $110.00 | 160.00 | 34 | 62.0 | 1415.000 | 7.26 | 2024-03-11 |
| RMBS240315C00060000 | RMBS | CALL | Long | 60.00 | None | $4.70 | 2.94 | $8.50 | 0.15 | -0.01 | 1.60 | 6.30 | 55.26 | 63.76 | 4.70 | $470.00 | 160.00 | 31 | 121.0 | 1415.000 | 8.50 | 2024-03-08 |
| RMBS240315C00060000 | RMBS | CALL | Long | 60.00 | None | $4.70 | 2.94 | $10.14 | 0.18 | 0.08 | 1.60 | 6.30 | 55.26 | 65.40 | 4.70 | $470.00 | 160.00 | 30 | 121.0 | 1424.000 | 10.14 | 2024-03-07 |
| RMBS240315C00060000 | RMBS | CALL | Long | 60.00 | None | $2.10 | 1.31 | $8.42 | 0.15 | 0.12 | 1.60 | 3.70 | 55.26 | 63.68 | 2.10 | $210.00 | 160.00 | 29 | 22.0 | 1404.000 | 8.42 | 2024-03-06 |
| RMBS240315C00060000 | RMBS | CALL | Long | 60.00 | None | $1.35 | 0.84 | $5.66 | 0.10 | 0.13 | 1.60 | 2.95 | 55.26 | 60.92 | 1.35 | $135.00 | 160.00 | 28 | 53.0 | 1397.000 | 5.66 | 2024-03-05 |
| RMBS240315C00060000 | RMBS | CALL | Long | 60.00 | None | $2.80 | 1.75 | $7.83 | 0.14 | -0.52 | 1.60 | 4.40 | 55.26 | 63.09 | 2.80 | $280.00 | 160.00 | 27 | 17.0 | 0.000 | 7.83 | 2024-03-04 |
| RMBS240315C00060000 | RMBS | CALL | Long | 60.00 | None | $3.50 | 2.19 | $9.23 | 0.17 | -0.01 | 1.60 | 5.10 | 55.26 | 64.49 | 3.50 | $350.00 | 160.00 | 26 | 1653.0 | 2257.000 | 9.23 | 2024-03-03 |
| RMBS240315C00060000 | RMBS | CALL | Long | 60.00 | None | $3.50 | 2.19 | $9.23 | 0.17 | -0.01 | 1.60 | 5.10 | 55.26 | 64.49 | 3.50 | $350.00 | 160.00 | 25 | 1653.0 | 2257.000 | 9.23 | 2024-03-02 |
| RMBS240315C00060000 | RMBS | CALL | Long | 60.00 | None | $4.20 | 2.62 | $9.70 | 0.18 | 0.00 | 1.60 | 5.80 | 55.26 | 64.96 | 4.20 | $420.00 | 160.00 | 24 | 151.0 | 2257.000 | 9.70 | 2024-03-01 |
| RMBS240315C00060000 | RMBS | CALL | Long | 60.00 | None | $0.45 | 0.28 | $3.98 | 0.07 | -0.04 | 1.60 | 2.05 | 55.26 | 59.24 | 0.45 | $45.00 | 160.00 | 23 | 91.0 | 2256.000 | 3.98 | 2024-02-29 |
| RMBS240315C00060000 | RMBS | CALL | Long | 60.00 | None | $-0.45 | -0.28 | $1.60 | 0.03 | -0.02 | 1.60 | 1.15 | 55.26 | 56.86 | -0.45 | $-45.00 | 160.00 | 22 | 21.0 | 2245.000 | 1.60 | 2024-02-28 |
| RMBS240315C00060000 | RMBS | CALL | Long | 60.00 | None | $-0.05 | -0.03 | $2.39 | 0.04 | -0.02 | 1.60 | 1.55 | 55.26 | 57.65 | -0.05 | $-5.00 | 160.00 | 21 | 156.0 | 2242.000 | 2.39 | 2024-02-27 |
| RMBS240315C00060000 | RMBS | CALL | Long | 60.00 | None | $0.50 | 0.31 | $3.36 | 0.06 | -0.02 | 1.60 | 2.10 | 55.26 | 58.62 | 0.50 | $50.00 | 160.00 | 20 | 336.0 | 2302.000 | 3.36 | 2024-02-26 |
| RMBS240315C00060000 | RMBS | CALL | Long | 60.00 | None | $-0.53 | -0.33 | $0.78 | 0.01 | -0.01 | 1.60 | 1.07 | 55.26 | 56.04 | -0.53 | $-53.00 | 160.00 | 19 | 56.0 | 2299.000 | 0.78 | 2024-02-25 |
| RMBS240315C00060000 | RMBS | CALL | Long | 60.00 | None | $-0.53 | -0.33 | $0.78 | 0.01 | -0.04 | 1.60 | 1.07 | 55.26 | 56.04 | -0.53 | $-53.00 | 160.00 | 17 | 56.0 | 2299.000 | 0.78 | 2024-02-23 |
| RMBS240315C00060000 | RMBS | CALL | Long | 60.00 | None | $0.35 | 0.22 | $2.65 | 0.05 | -0.03 | 1.60 | 1.95 | 55.26 | 57.91 | 0.35 | $35.00 | 160.00 | 16 | 118.0 | 2292.000 | 2.65 | 2024-02-22 |
| RMBS240315C00060000 | RMBS | CALL | Long | 60.00 | None | $-0.30 | -0.19 | $1.05 | 0.02 | -0.02 | 1.60 | 1.30 | 55.26 | 56.31 | -0.30 | $-30.00 | 160.00 | 15 | 386.0 | 2354.000 | 1.05 | 2024-02-21 |
| RMBS240315C00060000 | RMBS | CALL | Long | 60.00 | None | $-0.45 | -0.28 | $-0.20 | -0.00 | -0.01 | 1.60 | 1.15 | 55.26 | 55.06 | -0.45 | $-45.00 | 160.00 | 14 | 91.0 | 2339.000 | -0.20 | 2024-02-20 |
| RMBS240315C00060000 | RMBS | CALL | Long | 60.00 | None | $0.10 | 0.06 | $0.83 | 0.02 | -0.00 | 1.60 | 1.70 | 55.26 | 56.09 | 0.10 | $10.00 | 160.00 | 13 | 28.0 | 2342.000 | 0.83 | 2024-02-19 |
| RMBS240315C00060000 | RMBS | CALL | Long | 60.00 | None | $1.05 | 0.66 | $3.44 | 0.06 | -0.03 | 1.60 | 2.65 | 55.26 | 58.70 | 1.05 | $105.00 | 160.00 | 3 | 257.0 | 2278.000 | 3.44 | 2024-02-09 |
| RMBS240315C00060000 | RMBS | CALL | Long | 60.00 | None | $0.30 | 0.19 | $0.99 | 0.02 | -0.02 | 1.60 | 1.90 | 55.26 | 56.25 | 0.30 | $30.00 | 160.00 | 2 | 2488.0 | 390.000 | 0.99 | 2024-02-08 |
| RMBS240315C00060000 | RMBS | CALL | Long | 60.00 | Exit OP PnL: $-0.30;Exit EQ PnL: -0.50; Position is Long and position continued to lose. Latest OP price is: $1.30 (EQ: $54.76). Initial OP price was: $1.60 (EQ: $55.26). Surpassed Stop Loss Percentage: -0.1875 < -0.16. | $-0.65 | -0.41 | $-1.64 | -0.03 | -0.07 | 1.60 | 0.95 | 55.26 | 53.62 | -0.65 | $-65.00 | 160.00 | 1 | 305.0 | 141.000 | -1.64 | 2024-02-07 |
| RMBS240315C00060000 | RMBS | CALL | Long | 60.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 1.60 | 1.60 | 55.26 | 55.26 | 0.00 | $0.00 | 160.00 | 0 | 197.0 | 22.000 | 0.00 | 2024-02-06 |