| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-06-14 | SANA | SANA240719C00005000 | 5.00 | 2.0 | 0.000 | 0.000 | 0.406 | 1.1 | 0.0 | 0.000 | 1.110 | 0.000 | 3.20 | 6.08 | 2024-07-19 | CALL | Long | 0.415 | 0.444 | -0.150 |
| 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 | SANA | 0.909 | 0.188 | 0.429 | 0.262 | 0.355 | 0.167 | 1.91 | 0.000 | 0.0000 | 1.89 | 11.27 | 21 | 1y | 3.43 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SANA240719C00005000 | SANA | CALL | Long | 5.00 | None | $-2.15 | -0.67 | $-0.15 | -0.02 | 5.17 | 3.20 | 1.05 | 6.08 | 5.93 | -2.15 | $-215.00 | 320.00 | 34 | 6.0 | 1133.000 | -0.15 | 2024-07-18 |
| SANA240719C00005000 | SANA | CALL | Long | 5.00 | None | $-1.65 | -0.52 | $0.30 | 0.05 | 4.41 | 3.20 | 1.55 | 6.08 | 6.38 | -1.65 | $-165.00 | 320.00 | 33 | 8.0 | 1131.000 | 0.30 | 2024-07-17 |
| SANA240719C00005000 | SANA | CALL | Long | 5.00 | None | $-0.85 | -0.27 | $0.78 | 0.13 | 2.33 | 3.20 | 2.35 | 6.08 | 6.86 | -0.85 | $-85.00 | 320.00 | 32 | 6.0 | 1135.000 | 0.78 | 2024-07-16 |
| SANA240719C00005000 | SANA | CALL | Long | 5.00 | None | $-1.50 | -0.47 | $0.28 | 0.05 | 3.25 | 3.20 | 1.70 | 6.08 | 6.36 | -1.50 | $-150.00 | 320.00 | 31 | 22.0 | 1122.000 | 0.28 | 2024-07-15 |
| SANA240719C00005000 | SANA | CALL | Long | 5.00 | None | $-1.85 | -0.58 | $-0.13 | -0.02 | 2.54 | 3.20 | 1.35 | 6.08 | 5.95 | -1.85 | $-185.00 | 320.00 | 28 | 8.0 | 1116.000 | -0.13 | 2024-07-12 |
| SANA240719C00005000 | SANA | CALL | Long | 5.00 | None | $-2.05 | -0.64 | $-0.42 | -0.07 | 2.34 | 3.20 | 1.15 | 6.08 | 5.66 | -2.05 | $-205.00 | 320.00 | 27 | 22.0 | 1097.000 | -0.42 | 2024-07-11 |
| SANA240719C00005000 | SANA | CALL | Long | 5.00 | None | $-2.27 | -0.71 | $-0.90 | -0.15 | 2.57 | 3.20 | 0.93 | 6.08 | 5.18 | -2.27 | $-227.00 | 320.00 | 26 | 42.0 | 1060.000 | -0.90 | 2024-07-10 |
| SANA240719C00005000 | SANA | CALL | Long | 5.00 | None | $-2.15 | -0.67 | $-0.85 | -0.14 | 2.58 | 3.20 | 1.05 | 6.08 | 5.23 | -2.15 | $-215.00 | 320.00 | 25 | 32.0 | 1036.000 | -0.85 | 2024-07-09 |
| SANA240719C00005000 | SANA | CALL | Long | 5.00 | None | $-2.10 | -0.66 | $-1.00 | -0.16 | 2.52 | 3.20 | 1.10 | 6.08 | 5.08 | -2.10 | $-210.00 | 320.00 | 24 | 139.0 | 897.000 | -1.00 | 2024-07-08 |
| SANA240719C00005000 | SANA | CALL | Long | 5.00 | None | $-2.00 | -0.62 | $-0.99 | -0.16 | 2.93 | 3.20 | 1.20 | 6.08 | 5.09 | -2.00 | $-200.00 | 320.00 | 21 | 93.0 | 804.000 | -0.99 | 2024-07-05 |
| SANA240719C00005000 | SANA | CALL | Long | 5.00 | None | $-1.90 | -0.59 | $-0.86 | -0.14 | 2.94 | 3.20 | 1.30 | 6.08 | 5.22 | -1.90 | $-190.00 | 320.00 | 20 | 35.0 | 769.000 | -0.86 | 2024-07-04 |
| SANA240719C00005000 | SANA | CALL | Long | 5.00 | None | $-1.90 | -0.59 | $-0.86 | -0.14 | 2.86 | 3.20 | 1.30 | 6.08 | 5.22 | -1.90 | $-190.00 | 320.00 | 19 | 35.0 | 769.000 | -0.86 | 2024-07-03 |
| SANA240719C00005000 | SANA | CALL | Long | 5.00 | None | $-1.79 | -0.56 | $-0.73 | -0.12 | 2.93 | 3.20 | 1.41 | 6.08 | 5.35 | -1.79 | $-179.00 | 320.00 | 18 | 233.0 | 536.000 | -0.73 | 2024-07-02 |
| SANA240719C00005000 | SANA | CALL | Long | 5.00 | None | $-1.68 | -0.52 | $-0.61 | -0.10 | 3.00 | 3.20 | 1.52 | 6.08 | 5.47 | -1.68 | $-168.00 | 320.00 | 17 | 174.0 | 394.000 | -0.61 | 2024-07-01 |
| SANA240719C00005000 | SANA | CALL | Long | 5.00 | None | $-1.65 | -0.52 | $-0.62 | -0.10 | 2.65 | 3.20 | 1.55 | 6.08 | 5.46 | -1.65 | $-165.00 | 320.00 | 14 | 201.0 | 226.000 | -0.62 | 2024-06-28 |
| SANA240719C00005000 | SANA | CALL | Long | 5.00 | None | $-1.64 | -0.51 | $-0.68 | -0.11 | 2.72 | 3.20 | 1.56 | 6.08 | 5.40 | -1.64 | $-164.00 | 320.00 | 13 | 159.0 | 115.000 | -0.68 | 2024-06-27 |
| SANA240719C00005000 | SANA | CALL | Long | 5.00 | None | $-1.45 | -0.45 | $-0.55 | -0.09 | 2.43 | 3.20 | 1.75 | 6.08 | 5.53 | -1.45 | $-145.00 | 320.00 | 11 | 9.0 | 91.000 | -0.55 | 2024-06-25 |
| SANA240719C00005000 | SANA | CALL | Long | 5.00 | None | $-1.65 | -0.52 | $-0.54 | -0.09 | 2.38 | 3.20 | 1.55 | 6.08 | 5.54 | -1.65 | $-165.00 | 320.00 | 10 | 1.0 | 90.000 | -0.54 | 2024-06-24 |
| SANA240719C00005000 | SANA | CALL | Long | 5.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.30 | $-1.20 | -0.38 | $-0.40 | -0.07 | 2.75 | 3.20 | 2.00 | 6.08 | 5.68 | -1.20 | $-120.00 | 320.00 | 4 | 6.0 | 0.000 | -0.40 | 2024-06-18 |
| SANA240719C00005000 | SANA | CALL | Long | 5.00 | None | $0.00 | 0.00 | $-0.08 | -0.01 | 0.00 | 3.20 | 3.20 | 6.08 | 6.00 | 0.00 | $0.00 | 320.00 | 3 | 2.0 | 0.000 | -0.08 | 2024-06-17 |
| SANA240719C00005000 | SANA | CALL | Long | 5.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 3.20 | 3.20 | 6.08 | 6.08 | 0.00 | $0.00 | 320.00 | 0 | 2.0 | 0.000 | 0.00 | 2024-06-14 |