| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-08 | SHLS | SHLS240621C00007500 | 7.50 | 70.0 | 22.000 | 0.639 | 0.262 | 0.2 | 0.2 | 0.010 | 0.580 | 0.580 | 0.65 | 7.47 | 2024-06-21 | CALL | Long | 0.315 | 0.348 | -0.147 |
| 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 | SHLS | 0.818 | 0.090 | 0.274 | 0.194 | 0.250 | -0.024 | 4.92 | 0.082 | 0.0000 | 4.15 | 17.02 | 21 | 1y | 5.33 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SHLS240621C00007500 | SHLS | CALL | Long | 7.50 | None | $-0.60 | -0.92 | $-0.63 | -0.08 | 0.26 | 0.65 | 0.05 | 7.51 | 6.88 | -0.60 | $-60.00 | 65.00 | 41 | 74.0 | 2771.000 | -0.63 | 2024-06-18 |
| SHLS240621C00007500 | SHLS | CALL | Long | 7.50 | None | $-0.60 | -0.92 | $-0.85 | -0.11 | 0.06 | 0.65 | 0.05 | 7.51 | 6.66 | -0.60 | $-60.00 | 65.00 | 40 | 9.0 | 2777.000 | -0.85 | 2024-06-17 |
| SHLS240621C00007500 | SHLS | CALL | Long | 7.50 | None | $-0.60 | -0.92 | $-1.03 | -0.14 | 0.15 | 0.65 | 0.05 | 7.51 | 6.48 | -0.60 | $-60.00 | 65.00 | 37 | 24.0 | 2787.000 | -1.03 | 2024-06-14 |
| SHLS240621C00007500 | SHLS | CALL | Long | 7.50 | None | $-0.55 | -0.85 | $-0.72 | -0.10 | 0.09 | 0.65 | 0.10 | 7.51 | 6.79 | -0.55 | $-55.00 | 65.00 | 36 | 65.0 | 2781.000 | -0.72 | 2024-06-13 |
| SHLS240621C00007500 | SHLS | CALL | Long | 7.50 | None | $-0.45 | -0.69 | $-0.44 | -0.06 | 0.04 | 0.65 | 0.20 | 7.51 | 7.07 | -0.45 | $-45.00 | 65.00 | 35 | 382.0 | 2859.000 | -0.44 | 2024-06-12 |
| SHLS240621C00007500 | SHLS | CALL | Long | 7.50 | None | $-0.26 | -0.40 | $-0.06 | -0.01 | 0.04 | 0.65 | 0.39 | 7.51 | 7.45 | -0.26 | $-26.00 | 65.00 | 34 | 310.0 | 2898.000 | -0.06 | 2024-06-11 |
| SHLS240621C00007500 | SHLS | CALL | Long | 7.50 | None | $-0.51 | -0.78 | $-0.70 | -0.09 | 0.10 | 0.65 | 0.14 | 7.51 | 6.81 | -0.51 | $-51.00 | 65.00 | 33 | 24.0 | 2897.000 | -0.70 | 2024-06-10 |
| SHLS240621C00007500 | SHLS | CALL | Long | 7.50 | None | $-0.50 | -0.77 | $-0.70 | -0.09 | 0.28 | 0.65 | 0.15 | 7.51 | 6.81 | -0.50 | $-50.00 | 65.00 | 32 | 226.0 | 3033.000 | -0.70 | 2024-06-09 |
| SHLS240621C00007500 | SHLS | CALL | Long | 7.50 | None | $-0.50 | -0.77 | $-0.70 | -0.09 | 0.07 | 0.65 | 0.15 | 7.51 | 6.81 | -0.50 | $-50.00 | 65.00 | 30 | 226.0 | 3033.000 | -0.70 | 2024-06-07 |
| SHLS240621C00007500 | SHLS | CALL | Long | 7.50 | None | $-0.40 | -0.62 | $-0.49 | -0.07 | 0.10 | 0.65 | 0.25 | 7.51 | 7.02 | -0.40 | $-40.00 | 65.00 | 29 | 2940.0 | 4235.000 | -0.49 | 2024-06-06 |
| SHLS240621C00007500 | SHLS | CALL | Long | 7.50 | None | $-0.20 | -0.31 | $-0.29 | -0.04 | 0.27 | 0.65 | 0.45 | 7.51 | 7.22 | -0.20 | $-20.00 | 65.00 | 28 | 4322.0 | 639.000 | -0.29 | 2024-06-05 |
| SHLS240621C00007500 | SHLS | CALL | Long | 7.50 | None | $-0.36 | -0.55 | $-0.32 | -0.04 | 0.07 | 0.65 | 0.29 | 7.51 | 7.19 | -0.36 | $-36.00 | 65.00 | 27 | 29.0 | 633.000 | -0.32 | 2024-06-04 |
| SHLS240621C00007500 | SHLS | CALL | Long | 7.50 | None | $-0.32 | -0.49 | $-0.35 | -0.05 | 0.03 | 0.65 | 0.33 | 7.51 | 7.16 | -0.32 | $-32.00 | 65.00 | 26 | 103.0 | 562.000 | -0.35 | 2024-06-03 |
| SHLS240621C00007500 | SHLS | CALL | Long | 7.50 | None | $0.00 | 0.00 | $0.34 | 0.05 | 0.02 | 0.65 | 0.65 | 7.51 | 7.85 | 0.00 | $0.00 | 65.00 | 23 | 25.0 | 561.000 | 0.34 | 2024-05-31 |
| SHLS240621C00007500 | SHLS | CALL | Long | 7.50 | None | $0.45 | 0.69 | $0.66 | 0.09 | 0.16 | 0.65 | 1.10 | 7.51 | 8.17 | 0.45 | $45.00 | 65.00 | 22 | 58.0 | 561.000 | 0.66 | 2024-05-30 |
| SHLS240621C00007500 | SHLS | CALL | Long | 7.50 | None | $0.45 | 0.69 | $0.78 | 0.10 | 0.02 | 0.65 | 1.10 | 7.51 | 8.29 | 0.45 | $45.00 | 65.00 | 21 | 9.0 | 558.000 | 0.78 | 2024-05-29 |
| SHLS240621C00007500 | SHLS | CALL | Long | 7.50 | None | $0.25 | 0.38 | $0.44 | 0.06 | 0.07 | 0.65 | 0.90 | 7.51 | 7.95 | 0.25 | $25.00 | 65.00 | 20 | 132.0 | 603.000 | 0.44 | 2024-05-28 |
| SHLS240621C00007500 | SHLS | CALL | Long | 7.50 | None | $0.30 | 0.46 | $0.54 | 0.07 | 0.08 | 0.65 | 0.95 | 7.51 | 8.05 | 0.30 | $30.00 | 65.00 | 19 | 170.0 | 624.000 | 0.54 | 2024-05-27 |
| SHLS240621C00007500 | SHLS | CALL | Long | 7.50 | None | $0.30 | 0.46 | $0.54 | 0.07 | -0.02 | 0.65 | 0.95 | 7.51 | 8.05 | 0.30 | $30.00 | 65.00 | 16 | 170.0 | 624.000 | 0.54 | 2024-05-24 |
| SHLS240621C00007500 | SHLS | CALL | Long | 7.50 | None | $0.05 | 0.08 | $0.11 | 0.01 | 0.05 | 0.65 | 0.70 | 7.51 | 7.62 | 0.05 | $5.00 | 65.00 | 15 | 104.0 | 614.000 | 0.11 | 2024-05-23 |
| SHLS240621C00007500 | SHLS | CALL | Long | 7.50 | None | $0.15 | 0.23 | $0.13 | 0.02 | 0.06 | 0.65 | 0.80 | 7.51 | 7.64 | 0.15 | $15.00 | 65.00 | 14 | 734.0 | 502.000 | 0.13 | 2024-05-22 |
| SHLS240621C00007500 | SHLS | CALL | Long | 7.50 | None | $-0.40 | -0.62 | $-0.71 | -0.09 | 0.01 | 0.65 | 0.25 | 7.51 | 6.80 | -0.40 | $-40.00 | 65.00 | 13 | 66.0 | 465.000 | -0.71 | 2024-05-21 |
| SHLS240621C00007500 | SHLS | CALL | Long | 7.50 | None | $-0.42 | -0.65 | $-0.91 | -0.12 | -0.56 | 0.65 | 0.23 | 7.51 | 6.60 | -0.42 | $-42.00 | 65.00 | 12 | 56.0 | 0.000 | -0.91 | 2024-05-20 |
| SHLS240621C00007500 | SHLS | CALL | Long | 7.50 | None | $-0.50 | -0.77 | $-1.10 | -0.15 | -0.02 | 0.65 | 0.15 | 7.51 | 6.41 | -0.50 | $-50.00 | 65.00 | 11 | 265.0 | 372.000 | -1.10 | 2024-05-19 |
| SHLS240621C00007500 | SHLS | CALL | Long | 7.50 | None | $-0.50 | -0.77 | $-1.10 | -0.15 | -0.03 | 0.65 | 0.15 | 7.51 | 6.41 | -0.50 | $-50.00 | 65.00 | 10 | 265.0 | 372.000 | -1.10 | 2024-05-18 |
| SHLS240621C00007500 | SHLS | CALL | Long | 7.50 | None | $-0.45 | -0.69 | $-1.10 | -0.15 | -0.04 | 0.65 | 0.20 | 7.51 | 6.41 | -0.45 | $-45.00 | 65.00 | 9 | 261.0 | 372.000 | -1.10 | 2024-05-17 |
| SHLS240621C00007500 | SHLS | CALL | Long | 7.50 | None | $-0.37 | -0.57 | $-0.72 | -0.10 | -0.01 | 0.65 | 0.28 | 7.51 | 6.79 | -0.37 | $-37.00 | 65.00 | 7 | 142.0 | 210.000 | -0.72 | 2024-05-15 |
| SHLS240621C00007500 | SHLS | CALL | Long | 7.50 | None | $-0.15 | -0.23 | $-0.48 | -0.06 | 0.04 | 0.65 | 0.50 | 7.51 | 7.03 | -0.15 | $-15.00 | 65.00 | 6 | 108.0 | 121.000 | -0.48 | 2024-05-14 |
| SHLS240621C00007500 | SHLS | CALL | Long | 7.50 | None | $-0.20 | -0.31 | $-0.38 | -0.05 | -0.02 | 0.65 | 0.45 | 7.51 | 7.13 | -0.20 | $-20.00 | 65.00 | 5 | 49.0 | 91.000 | -0.38 | 2024-05-13 |
| SHLS240621C00007500 | SHLS | CALL | Long | 7.50 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.20; Exit EQ PnL: -0.57 | $-0.20 | -0.31 | $-0.57 | -0.08 | -0.62 | 0.65 | 0.45 | 7.51 | 6.94 | -0.20 | $-20.00 | 65.00 | 4 | 6.0 | 91.000 | -0.57 | 2024-05-12 |
| SHLS240621C00007500 | SHLS | CALL | Long | 7.50 | None | $0.10 | 0.15 | $0.17 | 0.02 | -0.03 | 0.65 | 0.75 | 7.51 | 7.68 | 0.10 | $10.00 | 65.00 | 1 | 12.0 | 77.000 | 0.17 | 2024-05-09 |
| SHLS240621C00007500 | SHLS | CALL | Long | 7.50 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.65 | 0.65 | 7.51 | 7.51 | 0.00 | $0.00 | 65.00 | 0 | 70.0 | 22.000 | 0.00 | 2024-05-08 |