| 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 | SHOP | SHOP240607C00064000 | 64.00 | 80.0 | 0.000 | 0.440 | 0.238 | 1.1 | 2.1 | 0.010 | 2.380 | 3.360 | 2.41 | 62.81 | 2024-06-07 | CALL | Long | 0.223 | 0.301 | -0.185 |
| 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 | SHOP | 0.636 | 0.066 | 0.242 | 0.139 | 0.094 | -0.128 | 119.49 | 0.019 | 0.0000 | 52.26 | 119.49 | 21 | 1y | 87.01 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SHOP240607C00064000 | SHOP | CALL | Long | 64.00 | None | $-2.38 | -0.99 | $-1.34 | -0.02 | -0.08 | 2.41 | 0.03 | 62.81 | 61.47 | -2.38 | $-238.00 | 241.00 | 29 | 621.0 | 1723.000 | -1.34 | 2024-06-06 |
| SHOP240607C00064000 | SHOP | CALL | Long | 64.00 | None | $-2.34 | -0.97 | $-1.56 | -0.02 | -0.06 | 2.41 | 0.07 | 62.81 | 61.25 | -2.34 | $-234.00 | 241.00 | 28 | 1019.0 | 1574.000 | -1.56 | 2024-06-05 |
| SHOP240607C00064000 | SHOP | CALL | Long | 64.00 | None | $-2.30 | -0.95 | $-2.13 | -0.03 | -0.05 | 2.41 | 0.11 | 62.81 | 60.68 | -2.30 | $-230.00 | 241.00 | 27 | 810.0 | 1411.000 | -2.13 | 2024-06-04 |
| SHOP240607C00064000 | SHOP | CALL | Long | 64.00 | None | $-2.31 | -0.96 | $-3.10 | -0.05 | -0.03 | 2.41 | 0.10 | 62.81 | 59.71 | -2.31 | $-231.00 | 241.00 | 26 | 864.0 | 857.000 | -3.10 | 2024-06-03 |
| SHOP240607C00064000 | SHOP | CALL | Long | 64.00 | None | $-2.31 | -0.96 | $-3.65 | -0.06 | -0.07 | 2.41 | 0.10 | 62.81 | 59.16 | -2.31 | $-231.00 | 241.00 | 23 | 305.0 | 653.000 | -3.65 | 2024-05-31 |
| SHOP240607C00064000 | SHOP | CALL | Long | 64.00 | None | $-2.28 | -0.95 | $-4.26 | -0.07 | -0.04 | 2.41 | 0.13 | 62.81 | 58.55 | -2.28 | $-228.00 | 241.00 | 22 | 281.0 | 623.000 | -4.26 | 2024-05-30 |
| SHOP240607C00064000 | SHOP | CALL | Long | 64.00 | None | $-2.23 | -0.93 | $-4.44 | -0.07 | -0.01 | 2.41 | 0.18 | 62.81 | 58.37 | -2.23 | $-223.00 | 241.00 | 21 | 99.0 | 685.000 | -4.44 | 2024-05-29 |
| SHOP240607C00064000 | SHOP | CALL | Long | 64.00 | None | $-2.24 | -0.93 | $-4.62 | -0.07 | -0.00 | 2.41 | 0.17 | 62.81 | 58.19 | -2.24 | $-224.00 | 241.00 | 20 | 92.0 | 696.000 | -4.62 | 2024-05-28 |
| SHOP240607C00064000 | SHOP | CALL | Long | 64.00 | None | $-2.24 | -0.93 | $-5.84 | -0.09 | 0.02 | 2.41 | 0.17 | 62.81 | 56.97 | -2.24 | $-224.00 | 241.00 | 19 | 33.0 | 684.000 | -5.84 | 2024-05-27 |
| SHOP240607C00064000 | SHOP | CALL | Long | 64.00 | None | $-2.24 | -0.93 | $-5.84 | -0.09 | -0.03 | 2.41 | 0.17 | 62.81 | 56.97 | -2.24 | $-224.00 | 241.00 | 16 | 33.0 | 684.000 | -5.84 | 2024-05-24 |
| SHOP240607C00064000 | SHOP | CALL | Long | 64.00 | None | $-2.15 | -0.89 | $-5.16 | -0.08 | -0.04 | 2.41 | 0.26 | 62.81 | 57.65 | -2.15 | $-215.00 | 241.00 | 15 | 285.0 | 639.000 | -5.16 | 2024-05-23 |
| SHOP240607C00064000 | SHOP | CALL | Long | 64.00 | None | $-2.03 | -0.84 | $-4.09 | -0.07 | -0.05 | 2.41 | 0.38 | 62.81 | 58.72 | -2.03 | $-203.00 | 241.00 | 14 | 273.0 | 508.000 | -4.09 | 2024-05-22 |
| SHOP240607C00064000 | SHOP | CALL | Long | 64.00 | None | $-2.12 | -0.88 | $-5.80 | -0.09 | -0.02 | 2.41 | 0.29 | 62.81 | 57.01 | -2.12 | $-212.00 | 241.00 | 13 | 84.0 | 490.000 | -5.80 | 2024-05-21 |
| SHOP240607C00064000 | SHOP | CALL | Long | 64.00 | None | $-1.88 | -0.78 | $-3.90 | -0.06 | -0.32 | 2.41 | 0.53 | 62.81 | 58.91 | -1.88 | $-188.00 | 241.00 | 12 | 124.0 | 0.000 | -3.90 | 2024-05-20 |
| SHOP240607C00064000 | SHOP | CALL | Long | 64.00 | None | $-1.93 | -0.80 | $-4.28 | -0.07 | -0.04 | 2.41 | 0.48 | 62.81 | 58.53 | -1.93 | $-193.00 | 241.00 | 11 | 110.0 | 305.000 | -4.28 | 2024-05-19 |
| SHOP240607C00064000 | SHOP | CALL | Long | 64.00 | None | $-1.93 | -0.80 | $-4.28 | -0.07 | -0.05 | 2.41 | 0.48 | 62.81 | 58.53 | -1.93 | $-193.00 | 241.00 | 10 | 110.0 | 305.000 | -4.28 | 2024-05-18 |
| SHOP240607C00064000 | SHOP | CALL | Long | 64.00 | None | $-1.98 | -0.82 | $-4.28 | -0.07 | -0.06 | 2.41 | 0.43 | 62.81 | 58.53 | -1.98 | $-198.00 | 241.00 | 9 | 17.0 | 305.000 | -4.28 | 2024-05-17 |
| SHOP240607C00064000 | SHOP | CALL | Long | 64.00 | None | $-1.88 | -0.78 | $-4.04 | -0.06 | -0.06 | 2.41 | 0.53 | 62.81 | 58.77 | -1.88 | $-188.00 | 241.00 | 7 | 12.0 | 163.000 | -4.04 | 2024-05-15 |
| SHOP240607C00064000 | SHOP | CALL | Long | 64.00 | None | $-1.87 | -0.78 | $-4.78 | -0.08 | -0.05 | 2.41 | 0.54 | 62.81 | 58.03 | -1.87 | $-187.00 | 241.00 | 6 | 31.0 | 153.000 | -4.78 | 2024-05-14 |
| SHOP240607C00064000 | SHOP | CALL | Long | 64.00 | None | $-1.69 | -0.70 | $-4.03 | -0.06 | -0.03 | 2.41 | 0.72 | 62.81 | 58.78 | -1.69 | $-169.00 | 241.00 | 5 | 40.0 | 147.000 | -4.03 | 2024-05-13 |
| SHOP240607C00064000 | SHOP | CALL | Long | 64.00 | None | $-1.55 | -0.64 | $-3.87 | -0.06 | -0.38 | 2.41 | 0.86 | 62.81 | 58.94 | -1.55 | $-155.00 | 241.00 | 4 | 1.0 | 147.000 | -3.87 | 2024-05-12 |
| SHOP240607C00064000 | SHOP | CALL | Long | 64.00 | Exit OP PnL: $-0.46;Exit EQ PnL: -0.57; Position is Long and position continued to lose. Latest OP price is: $1.95 (EQ: $62.24). Initial OP price was: $2.41 (EQ: $62.81). Surpassed Stop Loss Percentage: -0.1908713692946058091286307054 < -0.16. | $-0.41 | -0.17 | $-0.34 | -0.01 | -0.06 | 2.41 | 2.00 | 62.81 | 62.47 | -0.41 | $-41.00 | 241.00 | 1 | 100.0 | 71.000 | -0.34 | 2024-05-09 |
| SHOP240607C00064000 | SHOP | CALL | Long | 64.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 2.41 | 2.41 | 62.81 | 62.81 | 0.00 | $0.00 | 241.00 | 0 | 80.0 | 0.000 | 0.00 | 2024-05-08 |