| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-06-25 | SEDG | SEDG240726C00033000 | 33.00 | 20.0 | 36.000 | 0.759 | 0.331 | 0.0 | 6.7 | 0.020 | 0.360 | 7.050 | 1.00 | 26.20 | 2024-07-26 | CALL | Long | 0.322 | 0.397 | -0.213 |
| 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 | SEDG | 0.727 | 0.169 | 0.413 | 0.256 | 0.352 | -0.061 | 14.37 | 0.012 | 0.0000 | 10.47 | 102.24 | 21 | 1y | 15.52 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SEDG240726C00033000 | SEDG | CALL | Long | 33.00 | None | $-0.99 | -0.99 | $1.27 | 0.05 | 0.33 | 1.00 | 0.01 | 26.18 | 27.45 | -0.99 | $-99.00 | 100.00 | 30 | 67.0 | 275.000 | 1.27 | 2024-07-25 |
| SEDG240726C00033000 | SEDG | CALL | Long | 33.00 | None | $-0.95 | -0.95 | $-1.01 | -0.04 | 0.81 | 1.00 | 0.05 | 26.18 | 25.17 | -0.95 | $-95.00 | 100.00 | 29 | 6.0 | 277.000 | -1.01 | 2024-07-24 |
| SEDG240726C00033000 | SEDG | CALL | Long | 33.00 | None | $-0.95 | -0.95 | $-0.66 | -0.03 | 0.54 | 1.00 | 0.05 | 26.18 | 25.52 | -0.95 | $-95.00 | 100.00 | 28 | 55.0 | 277.000 | -0.66 | 2024-07-23 |
| SEDG240726C00033000 | SEDG | CALL | Long | 33.00 | None | $-0.95 | -0.95 | $0.12 | 0.00 | 0.26 | 1.00 | 0.05 | 26.18 | 26.30 | -0.95 | $-95.00 | 100.00 | 27 | 55.0 | 226.000 | 0.12 | 2024-07-22 |
| SEDG240726C00033000 | SEDG | CALL | Long | 33.00 | None | $-0.91 | -0.91 | $-0.49 | -0.02 | 0.29 | 1.00 | 0.09 | 26.18 | 25.69 | -0.91 | $-91.00 | 100.00 | 24 | 17.0 | 219.000 | -0.49 | 2024-07-19 |
| SEDG240726C00033000 | SEDG | CALL | Long | 33.00 | None | $-0.78 | -0.78 | $0.58 | 0.02 | 0.25 | 1.00 | 0.22 | 26.18 | 26.76 | -0.78 | $-78.00 | 100.00 | 23 | 108.0 | 161.000 | 0.58 | 2024-07-18 |
| SEDG240726C00033000 | SEDG | CALL | Long | 33.00 | None | $-0.61 | -0.61 | $1.93 | 0.07 | 0.19 | 1.00 | 0.39 | 26.18 | 28.11 | -0.61 | $-61.00 | 100.00 | 22 | 45.0 | 175.000 | 1.93 | 2024-07-17 |
| SEDG240726C00033000 | SEDG | CALL | Long | 33.00 | None | $-0.27 | -0.27 | $4.02 | 0.15 | 0.11 | 1.00 | 0.73 | 26.18 | 30.20 | -0.27 | $-27.00 | 100.00 | 21 | 79.0 | 153.000 | 4.02 | 2024-07-16 |
| SEDG240726C00033000 | SEDG | CALL | Long | 33.00 | None | $-0.70 | -0.70 | $0.61 | 0.02 | 0.14 | 1.00 | 0.30 | 26.18 | 26.79 | -0.70 | $-70.00 | 100.00 | 20 | 63.0 | 104.000 | 0.61 | 2024-07-15 |
| SEDG240726C00033000 | SEDG | CALL | Long | 33.00 | None | $0.35 | 0.35 | $5.47 | 0.21 | 0.04 | 1.00 | 1.35 | 26.18 | 31.65 | 0.35 | $35.00 | 100.00 | 17 | 79.0 | 97.000 | 5.47 | 2024-07-12 |
| SEDG240726C00033000 | SEDG | CALL | Long | 33.00 | None | $-0.11 | -0.11 | $3.73 | 0.14 | 0.08 | 1.00 | 0.89 | 26.18 | 29.91 | -0.11 | $-11.00 | 100.00 | 16 | 16.0 | 91.000 | 3.73 | 2024-07-11 |
| SEDG240726C00033000 | SEDG | CALL | Long | 33.00 | None | $-0.10 | -0.10 | $3.45 | 0.13 | 0.07 | 1.00 | 0.90 | 26.18 | 29.63 | -0.10 | $-10.00 | 100.00 | 15 | 40.0 | 65.000 | 3.45 | 2024-07-10 |
| SEDG240726C00033000 | SEDG | CALL | Long | 33.00 | None | $-0.55 | -0.55 | $0.69 | 0.03 | 0.10 | 1.00 | 0.45 | 26.18 | 26.87 | -0.55 | $-55.00 | 100.00 | 14 | 1.0 | 64.000 | 0.69 | 2024-07-09 |
| SEDG240726C00033000 | SEDG | CALL | Long | 33.00 | None | $-0.32 | -0.32 | $1.19 | 0.05 | 0.05 | 1.00 | 0.68 | 26.18 | 27.37 | -0.32 | $-32.00 | 100.00 | 13 | 24.0 | 57.000 | 1.19 | 2024-07-08 |
| SEDG240726C00033000 | SEDG | CALL | Long | 33.00 | None | $-0.75 | -0.75 | $-1.13 | -0.04 | 0.04 | 1.00 | 0.25 | 26.18 | 25.05 | -0.75 | $-75.00 | 100.00 | 10 | 12.0 | 57.000 | -1.13 | 2024-07-05 |
| SEDG240726C00033000 | SEDG | CALL | Long | 33.00 | None | $-0.75 | -0.75 | $-0.86 | -0.03 | 0.13 | 1.00 | 0.25 | 26.18 | 25.32 | -0.75 | $-75.00 | 100.00 | 9 | 12.0 | 57.000 | -0.86 | 2024-07-04 |
| SEDG240726C00033000 | SEDG | CALL | Long | 33.00 | None | $-0.75 | -0.75 | $-0.86 | -0.03 | 0.11 | 1.00 | 0.25 | 26.18 | 25.32 | -0.75 | $-75.00 | 100.00 | 8 | 12.0 | 57.000 | -0.86 | 2024-07-03 |
| SEDG240726C00033000 | SEDG | CALL | Long | 33.00 | None | $-0.75 | -0.75 | $-1.93 | -0.07 | 0.10 | 1.00 | 0.25 | 26.18 | 24.25 | -0.75 | $-75.00 | 100.00 | 7 | 12.0 | 57.000 | -1.93 | 2024-07-02 |
| SEDG240726C00033000 | SEDG | CALL | Long | 33.00 | None | $-0.65 | -0.65 | $-2.21 | -0.08 | 0.01 | 1.00 | 0.35 | 26.18 | 23.97 | -0.65 | $-65.00 | 100.00 | 6 | 4.0 | 57.000 | -2.21 | 2024-07-01 |
| SEDG240726C00033000 | SEDG | CALL | Long | 33.00 | None | $-0.64 | -0.64 | $-0.92 | -0.04 | 0.01 | 1.00 | 0.36 | 26.18 | 25.26 | -0.64 | $-64.00 | 100.00 | 3 | 10.0 | 57.000 | -0.92 | 2024-06-28 |
| SEDG240726C00033000 | SEDG | CALL | Long | 33.00 | None | $-0.61 | -0.61 | $-0.91 | -0.03 | 0.06 | 1.00 | 0.39 | 26.18 | 25.27 | -0.61 | $-61.00 | 100.00 | 2 | 6.0 | 57.000 | -0.91 | 2024-06-27 |
| SEDG240726C00033000 | SEDG | CALL | Long | 33.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.59; Exit EQ PnL: -0.88 | $-0.59 | -0.59 | $-0.88 | -0.03 | 0.03 | 1.00 | 0.41 | 26.18 | 25.30 | -0.59 | $-59.00 | 100.00 | 1 | 1.0 | 56.000 | -0.88 | 2024-06-26 |
| SEDG240726C00033000 | SEDG | CALL | Long | 33.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 1.00 | 1.00 | 26.18 | 26.18 | 0.00 | $0.00 | 100.00 | 0 | 20.0 | 36.000 | 0.00 | 2024-06-25 |