| 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 | RUN | RUN240816C00015000 | 15.00 | 137.0 | 9587.000 | 1.212 | 0.430 | 0.6 | 1.1 | 0.010 | 2.010 | 2.500 | 3.10 | 14.43 | 2024-08-16 | CALL | Long | 0.424 | 0.436 | -0.090 |
| 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 | RUN | 0.909 | 0.115 | 0.430 | 0.243 | 0.171 | -0.259 | 10.06 | -0.710 | 0.0000 | 9.51 | 21.50 | 21 | 1y | 13.06 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| RUN240816C00015000 | RUN | CALL | Long | 15.00 | None | $2.53 | 1.32 | $3.95 | 0.25 | 1.20 | 1.92 | 4.45 | 15.66 | 19.61 | 2.53 | $253.00 | 192.00 | 31 | 47.0 | 9527.000 | 3.95 | 2024-08-15 |
| RUN240816C00015000 | RUN | CALL | Long | 15.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $1.73 | 0.90 | $2.85 | 0.18 | 1.18 | 1.92 | 3.65 | 15.66 | 18.51 | 1.73 | $173.00 | 192.00 | 30 | 64.0 | 9555.000 | 2.85 | 2024-08-14 |
| RUN240816C00015000 | RUN | CALL | Long | 15.00 | None | $2.22 | 1.16 | $3.61 | 0.23 | 0.73 | 1.92 | 4.14 | 15.66 | 19.27 | 2.22 | $222.00 | 192.00 | 29 | 77.0 | 9620.000 | 3.61 | 2024-08-13 |
| RUN240816C00015000 | RUN | CALL | Long | 15.00 | None | $0.57 | 0.30 | $1.67 | 0.11 | 0.26 | 1.92 | 2.49 | 15.66 | 17.33 | 0.57 | $57.00 | 192.00 | 28 | 14.0 | 9662.000 | 1.67 | 2024-08-12 |
| RUN240816C00015000 | RUN | CALL | Long | 15.00 | None | $0.73 | 0.38 | $2.23 | 0.14 | 0.16 | 1.92 | 2.65 | 15.66 | 17.89 | 0.73 | $73.00 | 192.00 | 25 | 42.0 | 9656.000 | 2.23 | 2024-08-09 |
| RUN240816C00015000 | RUN | CALL | Long | 15.00 | None | $2.08 | 1.08 | $3.17 | 0.20 | 0.90 | 1.92 | 4.00 | 15.66 | 18.83 | 2.08 | $208.00 | 192.00 | 24 | 45.0 | 9657.000 | 3.17 | 2024-08-08 |
| RUN240816C00015000 | RUN | CALL | Long | 15.00 | None | $1.38 | 0.72 | $2.65 | 0.17 | 0.30 | 1.92 | 3.30 | 15.66 | 18.31 | 1.38 | $138.00 | 192.00 | 23 | 150.0 | 9730.000 | 2.65 | 2024-08-07 |
| RUN240816C00015000 | RUN | CALL | Long | 15.00 | None | $0.35 | 0.18 | $0.83 | 0.05 | 0.27 | 1.92 | 2.27 | 15.66 | 16.49 | 0.35 | $35.00 | 192.00 | 22 | 57.0 | 9725.000 | 0.83 | 2024-08-06 |
| RUN240816C00015000 | RUN | CALL | Long | 15.00 | None | $0.58 | 0.30 | $1.06 | 0.07 | 0.41 | 1.92 | 2.50 | 15.66 | 16.72 | 0.58 | $58.00 | 192.00 | 20 | 18.0 | 9705.000 | 1.06 | 2024-08-04 |
| RUN240816C00015000 | RUN | CALL | Long | 15.00 | None | $1.14 | 0.59 | $1.87 | 0.12 | -0.85 | 1.92 | 3.06 | 15.66 | 17.53 | 1.14 | $114.00 | 192.00 | 16 | 10.0 | 9706.000 | 1.87 | 2024-07-31 |
| RUN240816C00015000 | RUN | CALL | Long | 15.00 | None | $1.00 | 0.52 | $1.20 | 0.08 | 0.29 | 1.92 | 2.92 | 15.66 | 16.86 | 1.00 | $100.00 | 192.00 | 14 | 8.0 | 9714.000 | 1.20 | 2024-07-29 |
| RUN240816C00015000 | RUN | CALL | Long | 15.00 | None | $1.53 | 0.80 | $2.20 | 0.14 | 0.18 | 1.92 | 3.45 | 15.66 | 17.86 | 1.53 | $153.00 | 192.00 | 11 | 2.0 | 9715.000 | 2.20 | 2024-07-26 |
| RUN240816C00015000 | RUN | CALL | Long | 15.00 | None | $1.53 | 0.80 | $1.82 | 0.12 | -0.01 | 1.92 | 3.45 | 15.66 | 17.48 | 1.53 | $153.00 | 192.00 | 10 | 1.0 | 9715.000 | 1.82 | 2024-07-25 |
| RUN240816C00015000 | RUN | CALL | Long | 15.00 | None | $1.13 | 0.59 | $1.53 | 0.10 | 0.36 | 1.92 | 3.05 | 15.66 | 17.19 | 1.13 | $113.00 | 192.00 | 9 | 18.0 | 9728.000 | 1.53 | 2024-07-24 |
| RUN240816C00015000 | RUN | CALL | Long | 15.00 | None | $0.98 | 0.51 | $1.61 | 0.10 | 0.29 | 1.92 | 2.90 | 15.66 | 17.27 | 0.98 | $98.00 | 192.00 | 8 | 43.0 | 9720.000 | 1.61 | 2024-07-23 |
| RUN240816C00015000 | RUN | CALL | Long | 15.00 | None | $0.89 | 0.46 | $1.28 | 0.08 | 0.06 | 1.92 | 2.81 | 15.66 | 16.94 | 0.89 | $89.00 | 192.00 | 7 | 129.0 | 9596.000 | 1.28 | 2024-07-22 |
| RUN240816C00015000 | RUN | CALL | Long | 15.00 | None | $1.10 | 0.57 | $1.29 | 0.08 | 0.11 | 1.92 | 3.02 | 15.66 | 16.95 | 1.10 | $110.00 | 192.00 | 4 | 146.0 | 9594.000 | 1.29 | 2024-07-19 |
| RUN240816C00015000 | RUN | CALL | Long | 15.00 | None | $1.15 | 0.60 | $1.39 | 0.09 | 0.13 | 1.92 | 3.07 | 15.66 | 17.05 | 1.15 | $115.00 | 192.00 | 3 | 286.0 | 9677.000 | 1.39 | 2024-07-18 |
| RUN240816C00015000 | RUN | CALL | Long | 15.00 | None | $1.13 | 0.59 | $1.50 | 0.10 | 0.10 | 1.92 | 3.05 | 15.66 | 17.16 | 1.13 | $113.00 | 192.00 | 2 | 21.0 | 9667.000 | 1.50 | 2024-07-17 |
| RUN240816C00015000 | RUN | CALL | Long | 15.00 | None | $1.20 | 0.62 | $1.62 | 0.10 | 0.05 | 1.92 | 3.12 | 15.66 | 17.28 | 1.20 | $120.00 | 192.00 | 1 | 77.0 | 9666.000 | 1.62 | 2024-07-16 |
| RUN240816C00015000 | RUN | CALL | Long | 15.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 1.92 | 1.92 | 15.66 | 15.66 | 0.00 | $0.00 | 192.00 | 0 | 332.0 | 9587.000 | 0.00 | 2024-07-15 |