| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-03-20 | SHC | SHC240419C00015000 | 15.00 | 3.0 | 2.000 | 0.656 | 0.283 | 0.0 | 4.0 | 0.010 | 0.040 | 4.030 | 0.45 | 10.95 | 2024-04-19 | CALL | Long | 0.240 | 0.262 | -0.101 |
| 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 | SHC | 0.909 | 0.069 | 0.192 | 0.107 | 0.116 | 0.023 | 13.08 | 0.049 | 0.0000 | 10.75 | 17.34 | 21 | 1y | 15.61 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SHC240419C00015000 | SHC | CALL | Long | 15.00 | None | $0.02 | 0.20 | $-0.88 | -0.07 | 1.66 | 0.10 | 0.12 | 11.78 | 10.90 | 0.02 | $2.00 | 10.00 | 29 | 20.0 | 23.000 | -0.88 | 2024-04-18 |
| SHC240419C00015000 | SHC | CALL | Long | 15.00 | None | $0.02 | 0.20 | $-1.03 | -0.09 | 1.58 | 0.10 | 0.12 | 11.78 | 10.75 | 0.02 | $2.00 | 10.00 | 28 | 20.0 | 23.000 | -1.03 | 2024-04-17 |
| SHC240419C00015000 | SHC | CALL | Long | 15.00 | None | $0.02 | 0.20 | $-0.89 | -0.08 | 1.01 | 0.10 | 0.12 | 11.78 | 10.89 | 0.02 | $2.00 | 10.00 | 27 | 20.0 | 23.000 | -0.89 | 2024-04-16 |
| SHC240419C00015000 | SHC | CALL | Long | 15.00 | None | $0.02 | 0.20 | $-0.77 | -0.07 | 1.64 | 0.10 | 0.12 | 11.78 | 11.01 | 0.02 | $2.00 | 10.00 | 26 | 20.0 | 23.000 | -0.77 | 2024-04-15 |
| SHC240419C00015000 | SHC | CALL | Long | 15.00 | None | $0.02 | 0.20 | $-0.50 | -0.04 | 1.45 | 0.10 | 0.12 | 11.78 | 11.28 | 0.02 | $2.00 | 10.00 | 23 | 20.0 | 23.000 | -0.50 | 2024-04-12 |
| SHC240419C00015000 | SHC | CALL | Long | 15.00 | None | $0.02 | 0.20 | $-0.36 | -0.03 | 0.72 | 0.10 | 0.12 | 11.78 | 11.42 | 0.02 | $2.00 | 10.00 | 22 | 20.0 | 23.000 | -0.36 | 2024-04-11 |
| SHC240419C00015000 | SHC | CALL | Long | 15.00 | None | $0.02 | 0.20 | $-0.36 | -0.03 | 0.71 | 0.10 | 0.12 | 11.78 | 11.42 | 0.02 | $2.00 | 10.00 | 21 | 20.0 | 23.000 | -0.36 | 2024-04-10 |
| SHC240419C00015000 | SHC | CALL | Long | 15.00 | None | $0.02 | 0.20 | $-0.16 | -0.01 | 1.02 | 0.10 | 0.12 | 11.78 | 11.62 | 0.02 | $2.00 | 10.00 | 20 | 20.0 | 23.000 | -0.16 | 2024-04-09 |
| SHC240419C00015000 | SHC | CALL | Long | 15.00 | None | $0.02 | 0.20 | $-0.38 | -0.03 | 1.03 | 0.10 | 0.12 | 11.78 | 11.40 | 0.02 | $2.00 | 10.00 | 19 | 20.0 | 23.000 | -0.38 | 2024-04-08 |
| SHC240419C00015000 | SHC | CALL | Long | 15.00 | None | $0.02 | 0.20 | $-0.44 | -0.04 | 0.87 | 0.10 | 0.12 | 11.78 | 11.34 | 0.02 | $2.00 | 10.00 | 16 | 20.0 | 23.000 | -0.44 | 2024-04-05 |
| SHC240419C00015000 | SHC | CALL | Long | 15.00 | None | $0.02 | 0.20 | $-0.38 | -0.03 | 0.81 | 0.10 | 0.12 | 11.78 | 11.40 | 0.02 | $2.00 | 10.00 | 15 | 20.0 | 23.000 | -0.38 | 2024-04-04 |
| SHC240419C00015000 | SHC | CALL | Long | 15.00 | None | $0.02 | 0.20 | $-0.24 | -0.02 | 0.72 | 0.10 | 0.12 | 11.78 | 11.54 | 0.02 | $2.00 | 10.00 | 14 | 20.0 | 23.000 | -0.24 | 2024-04-03 |
| SHC240419C00015000 | SHC | CALL | Long | 15.00 | None | $0.02 | 0.20 | $-0.40 | -0.03 | 0.73 | 0.10 | 0.12 | 11.78 | 11.38 | 0.02 | $2.00 | 10.00 | 13 | 20.0 | 23.000 | -0.40 | 2024-04-02 |
| SHC240419C00015000 | SHC | CALL | Long | 15.00 | None | $0.02 | 0.20 | $-0.08 | -0.01 | 0.21 | 0.10 | 0.12 | 11.78 | 11.70 | 0.02 | $2.00 | 10.00 | 12 | 20.0 | 23.000 | -0.08 | 2024-04-01 |
| SHC240419C00015000 | SHC | CALL | Long | 15.00 | None | $0.02 | 0.20 | $0.23 | 0.02 | 0.07 | 0.10 | 0.12 | 11.78 | 12.01 | 0.02 | $2.00 | 10.00 | 11 | 20.0 | 3.000 | 0.23 | 2024-03-31 |
| SHC240419C00015000 | SHC | CALL | Long | 15.00 | None | $0.02 | 0.20 | $0.23 | 0.02 | 0.04 | 0.10 | 0.12 | 11.78 | 12.01 | 0.02 | $2.00 | 10.00 | 10 | 20.0 | 3.000 | 0.23 | 2024-03-30 |
| SHC240419C00015000 | SHC | CALL | Long | 15.00 | None | $0.02 | 0.20 | $0.23 | 0.02 | 0.02 | 0.10 | 0.12 | 11.78 | 12.01 | 0.02 | $2.00 | 10.00 | 9 | 20.0 | 3.000 | 0.23 | 2024-03-29 |
| SHC240419C00015000 | SHC | CALL | Long | 15.00 | None | $0.02 | 0.20 | $0.23 | 0.02 | 0.01 | 0.10 | 0.12 | 11.78 | 12.01 | 0.02 | $2.00 | 10.00 | 8 | 20.0 | 3.000 | 0.23 | 2024-03-28 |
| SHC240419C00015000 | SHC | CALL | Long | 15.00 | None | $0.00 | 0.00 | $0.09 | 0.01 | 0.43 | 0.10 | 0.10 | 11.78 | 11.87 | 0.00 | $0.00 | 10.00 | 7 | 1.0 | 3.000 | 0.09 | 2024-03-27 |
| SHC240419C00015000 | SHC | CALL | Long | 15.00 | None | $0.00 | 0.00 | $-0.25 | -0.02 | 0.49 | 0.10 | 0.10 | 11.78 | 11.53 | 0.00 | $0.00 | 10.00 | 6 | 1.0 | 3.000 | -0.25 | 2024-03-26 |
| SHC240419C00015000 | SHC | CALL | Long | 15.00 | None | $0.00 | 0.00 | $-0.03 | -0.00 | 0.18 | 0.10 | 0.10 | 11.78 | 11.75 | 0.00 | $0.00 | 10.00 | 5 | 1.0 | 3.000 | -0.03 | 2024-03-25 |
| SHC240419C00015000 | SHC | CALL | Long | 15.00 | None | $0.00 | 0.00 | $-0.48 | -0.04 | 0.46 | 0.10 | 0.10 | 11.78 | 11.30 | 0.00 | $0.00 | 10.00 | 2 | 1.0 | 3.000 | -0.48 | 2024-03-22 |
| SHC240419C00015000 | SHC | CALL | Long | 15.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.49 | $0.00 | 0.00 | $-0.24 | -0.02 | 0.39 | 0.10 | 0.10 | 11.78 | 11.54 | 0.00 | $0.00 | 10.00 | 1 | 1.0 | 3.000 | -0.24 | 2024-03-21 |
| SHC240419C00015000 | SHC | CALL | Long | 15.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.10 | 0.10 | 11.78 | 11.78 | 0.00 | $0.00 | 10.00 | 0 | 1.0 | 2.000 | 0.00 | 2024-03-20 |