| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-04-10 | SGH | SGH240517C00022500 | 22.50 | 20.0 | 101.000 | 0.508 | 0.267 | 0.3 | 1.3 | 0.010 | 0.910 | 1.910 | 1.02 | 21.40 | 2024-05-17 | CALL | Long | 0.211 | 0.352 | -0.241 |
| 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 | SGH | 0.818 | 0.087 | 0.302 | 0.166 | 0.105 | -0.030 | 19.61 | -0.045 | 0.0000 | 15.03 | 29.35 | 21 | 1y | 16.27 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SGH240517C00022500 | SGH | CALL | Long | 22.50 | None | $-0.30 | -0.86 | $0.23 | 0.01 | 0.25 | 0.35 | 0.05 | 19.68 | 19.91 | -0.30 | $-30.00 | 35.00 | 35 | 35.0 | 272.000 | 0.23 | 2024-05-15 |
| SGH240517C00022500 | SGH | CALL | Long | 22.50 | None | $-0.30 | -0.86 | $-0.37 | -0.02 | 0.48 | 0.35 | 0.05 | 19.68 | 19.31 | -0.30 | $-30.00 | 35.00 | 34 | 35.0 | 272.000 | -0.37 | 2024-05-14 |
| SGH240517C00022500 | SGH | CALL | Long | 22.50 | None | $-0.30 | -0.86 | $-0.46 | -0.02 | 0.40 | 0.35 | 0.05 | 19.68 | 19.22 | -0.30 | $-30.00 | 35.00 | 33 | 35.0 | 272.000 | -0.46 | 2024-05-13 |
| SGH240517C00022500 | SGH | CALL | Long | 22.50 | None | $-0.30 | -0.86 | $-0.72 | -0.04 | -0.03 | 0.35 | 0.05 | 19.68 | 18.96 | -0.30 | $-30.00 | 35.00 | 32 | 35.0 | 272.000 | -0.72 | 2024-05-12 |
| SGH240517C00022500 | SGH | CALL | Long | 22.50 | None | $-0.30 | -0.86 | $-1.12 | -0.06 | 0.59 | 0.35 | 0.05 | 19.68 | 18.56 | -0.30 | $-30.00 | 35.00 | 29 | 5.0 | 272.000 | -1.12 | 2024-05-09 |
| SGH240517C00022500 | SGH | CALL | Long | 22.50 | None | $-0.30 | -0.86 | $-0.56 | -0.03 | 0.41 | 0.35 | 0.05 | 19.68 | 19.12 | -0.30 | $-30.00 | 35.00 | 28 | 5.0 | 272.000 | -0.56 | 2024-05-08 |
| SGH240517C00022500 | SGH | CALL | Long | 22.50 | None | $-0.30 | -0.86 | $-1.15 | -0.06 | 0.06 | 0.35 | 0.05 | 19.68 | 18.53 | -0.30 | $-30.00 | 35.00 | 27 | 5.0 | 272.000 | -1.15 | 2024-05-07 |
| SGH240517C00022500 | SGH | CALL | Long | 22.50 | None | $-0.30 | -0.86 | $-0.48 | -0.02 | -0.28 | 0.35 | 0.05 | 19.68 | 19.20 | -0.30 | $-30.00 | 35.00 | 23 | 1.0 | 312.000 | -0.48 | 2024-05-03 |
| SGH240517C00022500 | SGH | CALL | Long | 22.50 | None | $-0.30 | -0.86 | $-1.17 | -0.06 | -0.02 | 0.35 | 0.05 | 19.68 | 18.51 | -0.30 | $-30.00 | 35.00 | 22 | 1.0 | 312.000 | -1.17 | 2024-05-02 |
| SGH240517C00022500 | SGH | CALL | Long | 22.50 | None | $-0.30 | -0.86 | $-1.20 | -0.06 | -0.01 | 0.35 | 0.05 | 19.68 | 18.48 | -0.30 | $-30.00 | 35.00 | 19 | 1.0 | 312.000 | -1.20 | 2024-04-29 |
| SGH240517C00022500 | SGH | CALL | Long | 22.50 | None | $-0.30 | -0.86 | $-1.34 | -0.07 | -0.03 | 0.35 | 0.05 | 19.68 | 18.34 | -0.30 | $-30.00 | 35.00 | 16 | 1.0 | 312.000 | -1.34 | 2024-04-26 |
| SGH240517C00022500 | SGH | CALL | Long | 22.50 | None | $-0.30 | -0.86 | $-1.19 | -0.06 | -0.02 | 0.35 | 0.05 | 19.68 | 18.49 | -0.30 | $-30.00 | 35.00 | 15 | 1.0 | 312.000 | -1.19 | 2024-04-25 |
| SGH240517C00022500 | SGH | CALL | Long | 22.50 | None | $-0.30 | -0.86 | $-1.92 | -0.10 | 0.06 | 0.35 | 0.05 | 19.68 | 17.76 | -0.30 | $-30.00 | 35.00 | 14 | 1.0 | 312.000 | -1.92 | 2024-04-24 |
| SGH240517C00022500 | SGH | CALL | Long | 22.50 | None | $-0.30 | -0.86 | $-1.75 | -0.09 | 0.02 | 0.35 | 0.05 | 19.68 | 17.93 | -0.30 | $-30.00 | 35.00 | 13 | 1.0 | 311.000 | -1.75 | 2024-04-23 |
| SGH240517C00022500 | SGH | CALL | Long | 22.50 | None | $-0.26 | -0.74 | $-2.47 | -0.13 | 0.17 | 0.35 | 0.09 | 19.68 | 17.21 | -0.26 | $-26.00 | 35.00 | 12 | 11.0 | 312.000 | -2.47 | 2024-04-22 |
| SGH240517C00022500 | SGH | CALL | Long | 22.50 | None | $-0.25 | -0.71 | $-2.76 | -0.14 | 0.13 | 0.35 | 0.10 | 19.68 | 16.92 | -0.25 | $-25.00 | 35.00 | 9 | 1.0 | 312.000 | -2.76 | 2024-04-19 |
| SGH240517C00022500 | SGH | CALL | Long | 22.50 | None | $-0.25 | -0.71 | $-1.96 | -0.10 | -0.00 | 0.35 | 0.10 | 19.68 | 17.72 | -0.25 | $-25.00 | 35.00 | 8 | 1.0 | 312.000 | -1.96 | 2024-04-18 |
| SGH240517C00022500 | SGH | CALL | Long | 22.50 | None | $-0.22 | -0.63 | $-1.22 | -0.06 | -0.03 | 0.35 | 0.13 | 19.68 | 18.46 | -0.22 | $-22.00 | 35.00 | 7 | 15.0 | 297.000 | -1.22 | 2024-04-17 |
| SGH240517C00022500 | SGH | CALL | Long | 22.50 | None | $-0.05 | -0.14 | $-0.21 | -0.01 | -0.03 | 0.35 | 0.30 | 19.68 | 19.47 | -0.05 | $-5.00 | 35.00 | 6 | 119.0 | 206.000 | -0.21 | 2024-04-16 |
| SGH240517C00022500 | SGH | CALL | Long | 22.50 | None | $-0.13 | -0.37 | $-0.81 | -0.04 | -0.00 | 0.35 | 0.22 | 19.68 | 18.87 | -0.13 | $-13.00 | 35.00 | 5 | 11.0 | 207.000 | -0.81 | 2024-04-15 |
| SGH240517C00022500 | SGH | CALL | Long | 22.50 | None | $0.00 | 0.00 | $-0.14 | -0.01 | -0.02 | 0.35 | 0.35 | 19.68 | 19.54 | 0.00 | $0.00 | 35.00 | 2 | 45.0 | 231.000 | -0.14 | 2024-04-12 |
| SGH240517C00022500 | SGH | CALL | Long | 22.50 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.63 | $-0.06 | -0.17 | $-0.24 | -0.01 | -0.02 | 0.35 | 0.29 | 19.68 | 19.44 | -0.06 | $-6.00 | 35.00 | 1 | 45.0 | 188.000 | -0.24 | 2024-04-11 |
| SGH240517C00022500 | SGH | CALL | Long | 22.50 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.35 | 0.35 | 19.68 | 19.68 | 0.00 | $0.00 | 35.00 | 0 | 174.0 | 101.000 | 0.00 | 2024-04-10 |