| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-06-27 | RXRX | RXRX240816C00009000 | 9.00 | 140.0 | 1350.000 | 0.820 | 0.325 | 0.0 | 1.6 | 0.010 | 0.290 | 1.830 | 0.38 | 7.42 | 2024-08-16 | CALL | Long | 0.319 | 0.350 | -0.135 |
| 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 | RXRX | 0.727 | 0.147 | 0.361 | 0.241 | 0.336 | 0.123 | 7.12 | -7.477 | 0.0000 | 5.70 | 15.52 | 21 | 1y | 6.80 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| RXRX240816C00009000 | RXRX | CALL | Long | 9.00 | None | $-0.47 | -0.94 | $-0.88 | -0.12 | 1.56 | 0.50 | 0.03 | 7.57 | 6.69 | -0.47 | $-47.00 | 50.00 | 49 | 18.0 | 3067.000 | -0.88 | 2024-08-15 |
| RXRX240816C00009000 | RXRX | CALL | Long | 9.00 | None | $-0.47 | -0.94 | $-1.29 | -0.17 | 1.46 | 0.50 | 0.03 | 7.57 | 6.28 | -0.47 | $-47.00 | 50.00 | 48 | 3.0 | 3070.000 | -1.29 | 2024-08-14 |
| RXRX240816C00009000 | RXRX | CALL | Long | 9.00 | None | $-0.46 | -0.92 | $-1.03 | -0.14 | 0.96 | 0.50 | 0.04 | 7.57 | 6.54 | -0.46 | $-46.00 | 50.00 | 47 | 13.0 | 3077.000 | -1.03 | 2024-08-13 |
| RXRX240816C00009000 | RXRX | CALL | Long | 9.00 | None | $-0.48 | -0.96 | $-1.54 | -0.20 | 1.12 | 0.50 | 0.02 | 7.57 | 6.03 | -0.48 | $-48.00 | 50.00 | 46 | 24.0 | 3098.000 | -1.54 | 2024-08-12 |
| RXRX240816C00009000 | RXRX | CALL | Long | 9.00 | None | $-0.47 | -0.94 | $-1.28 | -0.17 | 0.56 | 0.50 | 0.03 | 7.57 | 6.29 | -0.47 | $-47.00 | 50.00 | 43 | 24.0 | 3087.000 | -1.28 | 2024-08-09 |
| RXRX240816C00009000 | RXRX | CALL | Long | 9.00 | None | $-0.47 | -0.94 | $-0.93 | -0.12 | 0.32 | 0.50 | 0.03 | 7.57 | 6.64 | -0.47 | $-47.00 | 50.00 | 42 | 99.0 | 3085.000 | -0.93 | 2024-08-08 |
| RXRX240816C00009000 | RXRX | CALL | Long | 9.00 | None | $-0.45 | -0.90 | $-1.20 | -0.16 | 0.57 | 0.50 | 0.05 | 7.57 | 6.37 | -0.45 | $-45.00 | 50.00 | 41 | 90.0 | 3044.000 | -1.20 | 2024-08-07 |
| RXRX240816C00009000 | RXRX | CALL | Long | 9.00 | None | $-0.42 | -0.84 | $-0.86 | -0.11 | 0.56 | 0.50 | 0.08 | 7.57 | 6.71 | -0.42 | $-42.00 | 50.00 | 40 | 50.0 | 3059.000 | -0.86 | 2024-08-06 |
| RXRX240816C00009000 | RXRX | CALL | Long | 9.00 | None | $-0.14 | -0.28 | $0.75 | 0.10 | -0.23 | 0.50 | 0.36 | 7.57 | 8.32 | -0.14 | $-14.00 | 50.00 | 32 | 65.0 | 2954.000 | 0.75 | 2024-07-29 |
| RXRX240816C00009000 | RXRX | CALL | Long | 9.00 | None | $-0.14 | -0.28 | $0.78 | 0.10 | -0.09 | 0.50 | 0.36 | 7.57 | 8.35 | -0.14 | $-14.00 | 50.00 | 29 | 65.0 | 2951.000 | 0.78 | 2024-07-26 |
| RXRX240816C00009000 | RXRX | CALL | Long | 9.00 | None | $-0.20 | -0.40 | $0.48 | 0.06 | 0.00 | 0.50 | 0.30 | 7.57 | 8.05 | -0.20 | $-20.00 | 50.00 | 28 | 241.0 | 2991.000 | 0.48 | 2024-07-25 |
| RXRX240816C00009000 | RXRX | CALL | Long | 9.00 | None | $-0.25 | -0.50 | $0.24 | 0.03 | 0.02 | 0.50 | 0.25 | 7.57 | 7.81 | -0.25 | $-25.00 | 50.00 | 27 | 143.0 | 2906.000 | 0.24 | 2024-07-24 |
| RXRX240816C00009000 | RXRX | CALL | Long | 9.00 | None | $-0.01 | -0.02 | $1.01 | 0.13 | -0.06 | 0.50 | 0.49 | 7.57 | 8.58 | -0.01 | $-1.00 | 50.00 | 26 | 847.0 | 2505.000 | 1.01 | 2024-07-23 |
| RXRX240816C00009000 | RXRX | CALL | Long | 9.00 | None | $-0.13 | -0.26 | $0.57 | 0.08 | -0.02 | 0.50 | 0.37 | 7.57 | 8.14 | -0.13 | $-13.00 | 50.00 | 25 | 517.0 | 2294.000 | 0.57 | 2024-07-22 |
| RXRX240816C00009000 | RXRX | CALL | Long | 9.00 | None | $-0.23 | -0.46 | $0.04 | 0.01 | 0.06 | 0.50 | 0.27 | 7.57 | 7.61 | -0.23 | $-23.00 | 50.00 | 22 | 175.0 | 2272.000 | 0.04 | 2024-07-19 |
| RXRX240816C00009000 | RXRX | CALL | Long | 9.00 | None | $-0.14 | -0.28 | $0.30 | 0.04 | 0.03 | 0.50 | 0.36 | 7.57 | 7.87 | -0.14 | $-14.00 | 50.00 | 21 | 375.0 | 2049.000 | 0.30 | 2024-07-18 |
| RXRX240816C00009000 | RXRX | CALL | Long | 9.00 | None | $0.10 | 0.20 | $0.78 | 0.10 | 0.04 | 0.50 | 0.60 | 7.57 | 8.35 | 0.10 | $10.00 | 50.00 | 20 | 149.0 | 1997.000 | 0.78 | 2024-07-17 |
| RXRX240816C00009000 | RXRX | CALL | Long | 9.00 | None | $0.10 | 0.20 | $1.03 | 0.14 | -0.04 | 0.50 | 0.60 | 7.57 | 8.60 | 0.10 | $10.00 | 50.00 | 19 | 711.0 | 1770.000 | 1.03 | 2024-07-16 |
| RXRX240816C00009000 | RXRX | CALL | Long | 9.00 | None | $0.00 | 0.00 | $0.63 | 0.08 | -0.03 | 0.50 | 0.50 | 7.57 | 8.20 | 0.00 | $0.00 | 50.00 | 18 | 115.0 | 1731.000 | 0.63 | 2024-07-15 |
| RXRX240816C00009000 | RXRX | CALL | Long | 9.00 | None | $0.15 | 0.30 | $0.79 | 0.10 | -0.03 | 0.50 | 0.65 | 7.57 | 8.36 | 0.15 | $15.00 | 50.00 | 15 | 741.0 | 1584.000 | 0.79 | 2024-07-12 |
| RXRX240816C00009000 | RXRX | CALL | Long | 9.00 | None | $-0.20 | -0.40 | $0.11 | 0.01 | -0.01 | 0.50 | 0.30 | 7.57 | 7.68 | -0.20 | $-20.00 | 50.00 | 14 | 171.0 | 1586.000 | 0.11 | 2024-07-11 |
| RXRX240816C00009000 | RXRX | CALL | Long | 9.00 | None | $-0.26 | -0.52 | $-0.34 | -0.04 | 0.01 | 0.50 | 0.24 | 7.57 | 7.23 | -0.26 | $-26.00 | 50.00 | 13 | 23.0 | 1583.000 | -0.34 | 2024-07-10 |
| RXRX240816C00009000 | RXRX | CALL | Long | 9.00 | None | $-0.20 | -0.40 | $-0.13 | -0.02 | 0.02 | 0.50 | 0.30 | 7.57 | 7.44 | -0.20 | $-20.00 | 50.00 | 12 | 3.0 | 1580.000 | -0.13 | 2024-07-09 |
| RXRX240816C00009000 | RXRX | CALL | Long | 9.00 | None | $-0.16 | -0.32 | $-0.17 | -0.02 | 0.03 | 0.50 | 0.34 | 7.57 | 7.40 | -0.16 | $-16.00 | 50.00 | 11 | 64.0 | 1577.000 | -0.17 | 2024-07-08 |
| RXRX240816C00009000 | RXRX | CALL | Long | 9.00 | None | $-0.19 | -0.38 | $-0.25 | -0.03 | 0.02 | 0.50 | 0.31 | 7.57 | 7.32 | -0.19 | $-19.00 | 50.00 | 8 | 69.0 | 1515.000 | -0.25 | 2024-07-05 |
| RXRX240816C00009000 | RXRX | CALL | Long | 9.00 | None | $-0.13 | -0.26 | $-0.22 | -0.03 | 0.06 | 0.50 | 0.37 | 7.57 | 7.35 | -0.13 | $-13.00 | 50.00 | 7 | 127.0 | 1615.000 | -0.22 | 2024-07-04 |
| RXRX240816C00009000 | RXRX | CALL | Long | 9.00 | None | $-0.13 | -0.26 | $-0.22 | -0.03 | 0.05 | 0.50 | 0.37 | 7.57 | 7.35 | -0.13 | $-13.00 | 50.00 | 6 | 127.0 | 1615.000 | -0.22 | 2024-07-03 |
| RXRX240816C00009000 | RXRX | CALL | Long | 9.00 | None | $-0.20 | -0.40 | $-0.41 | -0.05 | 0.05 | 0.50 | 0.30 | 7.57 | 7.16 | -0.20 | $-20.00 | 50.00 | 5 | 18.0 | 1609.000 | -0.41 | 2024-07-02 |
| RXRX240816C00009000 | RXRX | CALL | Long | 9.00 | None | $-0.10 | -0.20 | $-0.11 | -0.01 | -0.00 | 0.50 | 0.40 | 7.57 | 7.46 | -0.10 | $-10.00 | 50.00 | 4 | 77.0 | 1581.000 | -0.11 | 2024-07-01 |
| RXRX240816C00009000 | RXRX | CALL | Long | 9.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.08; Exit EQ PnL: -0.33 | $-0.05 | -0.10 | $-0.07 | -0.01 | 0.01 | 0.50 | 0.45 | 7.57 | 7.50 | -0.05 | $-5.00 | 50.00 | 1 | 31.0 | 1563.000 | -0.07 | 2024-06-28 |
| RXRX240816C00009000 | RXRX | CALL | Long | 9.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.50 | 0.50 | 7.57 | 7.57 | 0.00 | $0.00 | 50.00 | 0 | 246.0 | 1350.000 | 0.00 | 2024-06-27 |