| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-08-15 | SIGA | SIGA240920C00009400 | 9.40 | 1547.0 | 732.000 | 1.039 | 0.455 | 0.5 | 0.6 | 0.020 | 1.110 | 1.230 | 1.20 | 9.24 | 2024-09-20 | CALL | Long | 0.371 | 0.435 | -0.196 |
| 2024-08-20 | SIGA | SIGA240920C00009400 | 9.40 | 322.0 | 1452.000 | 1.078 | 0.452 | 0.3 | 0.8 | 0.000 | 0.950 | 1.460 | 0.90 | 8.85 | 2024-09-20 | CALL | Long | 0.441 | 0.473 | -0.153 |
| 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 | SIGA | 0.818 | 0.107 | 0.395 | 0.209 | 0.193 | 0.032 | 6.09 | 0.486 | 0.0000 | 4.51 | 11.97 | 21 | 1y | 6.98 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SIGA240920C00009400 | SIGA | CALL | Long | 9.40 | None | $-1.25 | -0.96 | $-1.09 | -0.11 | 0.25 | 1.30 | 0.05 | 9.62 | 8.53 | -1.25 | $-125.00 | 130.00 | 35 | 427.0 | 4223.000 | -1.09 | 2024-09-19 |
| SIGA240920C00009400 | SIGA | CALL | Long | 9.40 | None | $-1.25 | -0.96 | $-1.65 | -0.17 | 0.29 | 1.30 | 0.05 | 9.62 | 7.97 | -1.25 | $-125.00 | 130.00 | 34 | 265.0 | 4021.000 | -1.65 | 2024-09-18 |
| SIGA240920C00009400 | SIGA | CALL | Long | 9.40 | None | $-1.25 | -0.96 | $-1.74 | -0.18 | 0.38 | 1.30 | 0.05 | 9.62 | 7.88 | -1.25 | $-125.00 | 130.00 | 33 | 406.0 | 3620.000 | -1.74 | 2024-09-17 |
| SIGA240920C00009400 | SIGA | CALL | Long | 9.40 | None | $-1.25 | -0.96 | $-1.63 | -0.17 | 0.30 | 1.30 | 0.05 | 9.62 | 7.99 | -1.25 | $-125.00 | 130.00 | 32 | 147.0 | 3675.000 | -1.63 | 2024-09-16 |
| SIGA240920C00009400 | SIGA | CALL | Long | 9.40 | None | $-1.20 | -0.92 | $-1.72 | -0.18 | 0.25 | 1.30 | 0.10 | 9.62 | 7.90 | -1.20 | $-120.00 | 130.00 | 30 | 269.0 | 3421.000 | -1.72 | 2024-09-14 |
| SIGA240920C00009400 | SIGA | CALL | Long | 9.40 | None | $-1.20 | -0.92 | $-1.72 | -0.18 | 0.09 | 1.30 | 0.10 | 9.62 | 7.90 | -1.20 | $-120.00 | 130.00 | 29 | 169.0 | 3421.000 | -1.72 | 2024-09-13 |
| SIGA240920C00009400 | SIGA | CALL | Long | 9.40 | None | $-1.22 | -0.94 | $-1.75 | -0.18 | 0.05 | 1.30 | 0.08 | 9.62 | 7.87 | -1.22 | $-122.00 | 130.00 | 28 | 65.0 | 3322.000 | -1.75 | 2024-09-12 |
| SIGA240920C00009400 | SIGA | CALL | Long | 9.40 | None | $-1.20 | -0.92 | $-2.11 | -0.22 | 0.18 | 1.30 | 0.10 | 9.62 | 7.51 | -1.20 | $-120.00 | 130.00 | 27 | 22.0 | 3318.000 | -2.11 | 2024-09-11 |
| SIGA240920C00009400 | SIGA | CALL | Long | 9.40 | None | $-1.20 | -0.92 | $-2.07 | -0.22 | 0.11 | 1.30 | 0.10 | 9.62 | 7.55 | -1.20 | $-120.00 | 130.00 | 26 | 18.0 | 3315.000 | -2.07 | 2024-09-10 |
| SIGA240920C00009400 | SIGA | CALL | Long | 9.40 | None | $-1.15 | -0.88 | $-1.65 | -0.17 | 0.02 | 1.30 | 0.15 | 9.62 | 7.97 | -1.15 | $-115.00 | 130.00 | 25 | 1281.0 | 2704.000 | -1.65 | 2024-09-09 |
| SIGA240920C00009400 | SIGA | CALL | Long | 9.40 | None | $-1.20 | -0.92 | $-1.91 | -0.20 | 0.15 | 1.30 | 0.10 | 9.62 | 7.71 | -1.20 | $-120.00 | 130.00 | 24 | 75.0 | 2703.000 | -1.91 | 2024-09-08 |
| SIGA240920C00009400 | SIGA | CALL | Long | 9.40 | None | $-1.20 | -0.92 | $-1.91 | -0.20 | 0.04 | 1.30 | 0.10 | 9.62 | 7.71 | -1.20 | $-120.00 | 130.00 | 22 | 75.0 | 2703.000 | -1.91 | 2024-09-06 |
| SIGA240920C00009400 | SIGA | CALL | Long | 9.40 | None | $-1.15 | -0.88 | $-1.65 | -0.17 | -0.05 | 1.30 | 0.15 | 9.62 | 7.97 | -1.15 | $-115.00 | 130.00 | 21 | 60.0 | 2647.000 | -1.65 | 2024-09-05 |
| SIGA240920C00009400 | SIGA | CALL | Long | 9.40 | None | $-1.14 | -0.88 | $-1.77 | -0.18 | 0.03 | 1.30 | 0.16 | 9.62 | 7.85 | -1.14 | $-114.00 | 130.00 | 20 | 376.0 | 2273.000 | -1.77 | 2024-09-04 |
| SIGA240920C00009400 | SIGA | CALL | Long | 9.40 | None | $-0.80 | -0.62 | $-0.59 | -0.06 | -0.06 | 1.30 | 0.50 | 9.62 | 9.03 | -0.80 | $-80.00 | 130.00 | 16 | 496.0 | 2243.000 | -0.59 | 2024-08-31 |
| SIGA240920C00009400 | SIGA | CALL | Long | 9.40 | None | $-0.80 | -0.62 | $-0.59 | -0.06 | -0.10 | 1.30 | 0.50 | 9.62 | 9.03 | -0.80 | $-80.00 | 130.00 | 15 | 496.0 | 2243.000 | -0.59 | 2024-08-30 |
| SIGA240920C00009400 | SIGA | CALL | Long | 9.40 | None | $-0.60 | -0.46 | $-0.44 | -0.05 | -0.04 | 1.30 | 0.70 | 9.62 | 9.18 | -0.60 | $-60.00 | 130.00 | 14 | 67.0 | 2268.000 | -0.44 | 2024-08-29 |
| SIGA240920C00009400 | SIGA | CALL | Long | 9.40 | None | $-0.60 | -0.46 | $-0.41 | -0.04 | -0.02 | 1.30 | 0.70 | 9.62 | 9.21 | -0.60 | $-60.00 | 130.00 | 13 | 135.0 | 2343.000 | -0.41 | 2024-08-28 |
| SIGA240920C00009400 | SIGA | CALL | Long | 9.40 | None | $-0.25 | -0.19 | $-0.36 | -0.04 | -0.89 | 1.30 | 1.05 | 9.62 | 9.26 | -0.25 | $-25.00 | 130.00 | 12 | 415.0 | 2337.000 | -0.36 | 2024-08-27 |
| SIGA240920C00009400 | SIGA | CALL | Long | 9.40 | None | $-0.25 | -0.19 | $-0.21 | -0.02 | 0.12 | 1.30 | 1.05 | 9.62 | 9.41 | -0.25 | $-25.00 | 130.00 | 11 | 415.0 | 2391.000 | -0.21 | 2024-08-26 |
| SIGA240920C00009400 | SIGA | CALL | Long | 9.40 | None | $-0.05 | -0.04 | $-0.13 | -0.01 | 0.20 | 1.30 | 1.25 | 9.62 | 9.49 | -0.05 | $-5.00 | 130.00 | 10 | 91.0 | 2377.000 | -0.13 | 2024-08-25 |
| SIGA240920C00009400 | SIGA | CALL | Long | 9.40 | None | $-0.05 | -0.04 | $-0.13 | -0.01 | 0.18 | 1.30 | 1.25 | 9.62 | 9.49 | -0.05 | $-5.00 | 130.00 | 9 | 91.0 | 2377.000 | -0.13 | 2024-08-24 |
| SIGA240920C00009400 | SIGA | CALL | Long | 9.40 | None | $0.00 | 0.00 | $-0.13 | -0.01 | 0.21 | 1.30 | 1.30 | 9.62 | 9.49 | 0.00 | $0.00 | 130.00 | 8 | 89.0 | 2377.000 | -0.13 | 2024-08-23 |
| SIGA240920C00009400 | SIGA | CALL | Long | 9.40 | None | $-0.30 | -0.23 | $-0.28 | -0.03 | 0.13 | 1.30 | 1.00 | 9.62 | 9.34 | -0.30 | $-30.00 | 130.00 | 7 | 1976.0 | 1559.000 | -0.28 | 2024-08-22 |
| SIGA240920C00009400 | SIGA | CALL | Long | 9.40 | None | $0.59 | 0.45 | $0.20 | 0.02 | 0.55 | 1.30 | 1.89 | 9.62 | 9.82 | 0.59 | $59.00 | 130.00 | 6 | 268.0 | 1498.000 | 0.20 | 2024-08-21 |
| SIGA240920C00009400 | SIGA | CALL | Long | 9.40 | None | $-0.40 | -0.31 | $-0.77 | -0.08 | 0.18 | 1.30 | 0.90 | 9.62 | 8.85 | -0.40 | $-40.00 | 130.00 | 5 | 322.0 | 1452.000 | -0.77 | 2024-08-20 |
| SIGA240920C00009400 | SIGA | CALL | Long | 9.40 | None | $0.65 | 0.50 | $0.82 | 0.09 | 0.19 | 1.30 | 1.95 | 9.62 | 10.44 | 0.65 | $65.00 | 130.00 | 4 | 260.0 | 1362.000 | 0.82 | 2024-08-19 |
| SIGA240920C00009400 | SIGA | CALL | Long | 9.40 | None | $0.75 | 0.58 | $0.87 | 0.09 | 0.34 | 1.30 | 2.05 | 9.62 | 10.49 | 0.75 | $75.00 | 130.00 | 3 | 557.0 | 1351.000 | 0.87 | 2024-08-18 |
| SIGA240920C00009400 | SIGA | CALL | Long | 9.40 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.75 | 0.58 | $0.87 | 0.09 | 0.32 | 1.30 | 2.05 | 9.62 | 10.49 | 0.75 | $75.00 | 130.00 | 2 | 557.0 | 1351.000 | 0.87 | 2024-08-17 |
| SIGA240920C00009400 | SIGA | CALL | Long | 9.40 | None | $0.70 | 0.54 | $0.87 | 0.09 | 0.26 | 1.30 | 2.00 | 9.62 | 10.49 | 0.70 | $70.00 | 130.00 | 1 | 537.0 | 1351.000 | 0.87 | 2024-08-16 |
| SIGA240920C00009400 | SIGA | CALL | Long | 9.40 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 1.30 | 1.30 | 9.62 | 9.62 | 0.00 | $0.00 | 130.00 | 0 | 1567.0 | 732.000 | 0.00 | 2024-08-15 |