| 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 | SEDG | SEDG240816C00027500 | 27.50 | 620.0 | 941.000 | 1.046 | 0.412 | 1.2 | 1.7 | 0.000 | 3.300 | 3.870 | 3.05 | 26.79 | 2024-08-16 | CALL | Long | 0.395 | 0.425 | -0.154 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SEDG240816C00027500 | SEDG | CALL | Long | 27.50 | None | $-3.02 | -0.99 | $-2.22 | -0.08 | -0.13 | 3.05 | 0.03 | 26.79 | 24.57 | -3.02 | $-302.00 | 305.00 | 31 | 617.0 | 1646.000 | -2.22 | 2024-08-15 |
| SEDG240816C00027500 | SEDG | CALL | Long | 27.50 | None | $-3.02 | -0.99 | $-4.42 | -0.16 | 0.03 | 3.05 | 0.03 | 26.79 | 22.37 | -3.02 | $-302.00 | 305.00 | 30 | 3.0 | 1647.000 | -4.42 | 2024-08-14 |
| SEDG240816C00027500 | SEDG | CALL | Long | 27.50 | None | $-3.02 | -0.99 | $-4.91 | -0.18 | 0.02 | 3.05 | 0.03 | 26.79 | 21.88 | -3.02 | $-302.00 | 305.00 | 29 | 13.0 | 1647.000 | -4.91 | 2024-08-13 |
| SEDG240816C00027500 | SEDG | CALL | Long | 27.50 | None | $-3.02 | -0.99 | $-5.35 | -0.20 | 0.05 | 3.05 | 0.03 | 26.79 | 21.44 | -3.02 | $-302.00 | 305.00 | 28 | 13.0 | 1651.000 | -5.35 | 2024-08-12 |
| SEDG240816C00027500 | SEDG | CALL | Long | 27.50 | None | $-3.01 | -0.99 | $-5.59 | -0.21 | -0.17 | 3.05 | 0.04 | 26.79 | 21.20 | -3.01 | $-301.00 | 305.00 | 25 | 2.0 | 1652.000 | -5.59 | 2024-08-09 |
| SEDG240816C00027500 | SEDG | CALL | Long | 27.50 | None | $-2.89 | -0.95 | $-3.92 | -0.15 | 0.00 | 3.05 | 0.16 | 26.79 | 22.87 | -2.89 | $-289.00 | 305.00 | 24 | 148.0 | 1625.000 | -3.92 | 2024-08-08 |
| SEDG240816C00027500 | SEDG | CALL | Long | 27.50 | None | $-2.00 | -0.66 | $-3.20 | -0.12 | 0.42 | 3.05 | 1.05 | 26.79 | 23.59 | -2.00 | $-200.00 | 305.00 | 23 | 20.0 | 1619.000 | -3.20 | 2024-08-07 |
| SEDG240816C00027500 | SEDG | CALL | Long | 27.50 | None | $-1.90 | -0.62 | $-2.89 | -0.11 | 0.40 | 3.05 | 1.15 | 26.79 | 23.90 | -1.90 | $-190.00 | 305.00 | 22 | 41.0 | 1637.000 | -2.89 | 2024-08-06 |
| SEDG240816C00027500 | SEDG | CALL | Long | 27.50 | None | $-0.11 | -0.04 | $0.16 | 0.01 | -0.41 | 3.05 | 2.94 | 26.79 | 26.95 | -0.11 | $-11.00 | 305.00 | 14 | 251.0 | 1694.000 | 0.16 | 2024-07-29 |
| SEDG240816C00027500 | SEDG | CALL | Long | 27.50 | None | $-0.11 | -0.04 | $0.78 | 0.03 | 0.12 | 3.05 | 2.94 | 26.79 | 27.57 | -0.11 | $-11.00 | 305.00 | 11 | 251.0 | 1838.000 | 0.78 | 2024-07-26 |
| SEDG240816C00027500 | SEDG | CALL | Long | 27.50 | None | $0.45 | 0.15 | $0.66 | 0.02 | 0.15 | 3.05 | 3.50 | 26.79 | 27.45 | 0.45 | $45.00 | 305.00 | 10 | 227.0 | 1733.000 | 0.66 | 2024-07-25 |
| SEDG240816C00027500 | SEDG | CALL | Long | 27.50 | None | $-0.72 | -0.24 | $-1.62 | -0.06 | 0.17 | 3.05 | 2.33 | 26.79 | 25.17 | -0.72 | $-72.00 | 305.00 | 9 | 110.0 | 1687.000 | -1.62 | 2024-07-24 |
| SEDG240816C00027500 | SEDG | CALL | Long | 27.50 | None | $-0.70 | -0.23 | $-1.27 | -0.05 | 0.09 | 3.05 | 2.35 | 26.79 | 25.52 | -0.70 | $-70.00 | 305.00 | 8 | 6.0 | 1687.000 | -1.27 | 2024-07-23 |
| SEDG240816C00027500 | SEDG | CALL | Long | 27.50 | None | $-0.53 | -0.17 | $-0.49 | -0.02 | 0.09 | 3.05 | 2.52 | 26.79 | 26.30 | -0.53 | $-53.00 | 305.00 | 7 | 22.0 | 1707.000 | -0.49 | 2024-07-22 |
| SEDG240816C00027500 | SEDG | CALL | Long | 27.50 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.47; Exit EQ PnL: -0.89 | $-0.54 | -0.18 | $-1.10 | -0.04 | 0.05 | 3.05 | 2.51 | 26.79 | 25.69 | -0.54 | $-54.00 | 305.00 | 4 | 302.0 | 1479.000 | -1.10 | 2024-07-19 |
| SEDG240816C00027500 | SEDG | CALL | Long | 27.50 | None | $0.12 | 0.04 | $-0.03 | -0.00 | -0.06 | 3.05 | 3.17 | 26.79 | 26.76 | 0.12 | $12.00 | 305.00 | 3 | 155.0 | 1437.000 | -0.03 | 2024-07-18 |
| SEDG240816C00027500 | SEDG | CALL | Long | 27.50 | None | $0.85 | 0.28 | $1.32 | 0.05 | 0.05 | 3.05 | 3.90 | 26.79 | 28.11 | 0.85 | $85.00 | 305.00 | 2 | 75.0 | 1372.000 | 1.32 | 2024-07-17 |
| SEDG240816C00027500 | SEDG | CALL | Long | 27.50 | None | $2.30 | 0.75 | $3.41 | 0.13 | -0.01 | 3.05 | 5.35 | 26.79 | 30.20 | 2.30 | $230.00 | 305.00 | 1 | 389.0 | 1531.000 | 3.41 | 2024-07-16 |
| SEDG240816C00027500 | SEDG | CALL | Long | 27.50 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 3.05 | 3.05 | 26.79 | 26.79 | 0.00 | $0.00 | 305.00 | 0 | 620.0 | 941.000 | 0.00 | 2024-07-15 |