| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-11-14 | SKIN | SKIN231215C00003000 | 3.00 | 21.0 | 44.000 | 1.688 | 1.065 | 0.0 | 1.6 | 0.460 | 0.010 | 1.610 | 0.05 | 1.39 | 2023-12-15 | CALL | Long | 0.391 | 1.104 | -0.644 |
| 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 | SKIN | 0.727 | 0.156 | 0.387 | 0.252 | 0.161 | -0.101 | 1.61 | -0.252 | 0.0000 | 1.12 | 4.53 | 21 | 1y | 1.69 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SKIN231215C00003000 | SKIN | CALL | Long | 3.00 | None | $0.20 | 4.00 | $1.84 | 1.32 | -0.69 | 0.05 | 0.25 | 1.39 | 3.23 | 0.20 | $20.00 | 5.00 | 30 | 156.0 | 622.000 | 1.84 | 2023-12-14 |
| SKIN231215C00003000 | SKIN | CALL | Long | 3.00 | None | $0.06 | 1.20 | $1.68 | 1.21 | -0.67 | 0.05 | 0.11 | 1.39 | 3.07 | 0.06 | $6.00 | 5.00 | 29 | 44.0 | 622.000 | 1.68 | 2023-12-13 |
| SKIN231215C00003000 | SKIN | CALL | Long | 3.00 | None | $0.20 | 4.00 | $1.70 | 1.22 | -0.70 | 0.05 | 0.25 | 1.39 | 3.09 | 0.20 | $20.00 | 5.00 | 28 | 9.0 | 622.000 | 1.70 | 2023-12-12 |
| SKIN231215C00003000 | SKIN | CALL | Long | 3.00 | None | $0.20 | 4.00 | $1.72 | 1.24 | -0.41 | 0.05 | 0.25 | 1.39 | 3.11 | 0.20 | $20.00 | 5.00 | 27 | 9.0 | 622.000 | 1.72 | 2023-12-11 |
| SKIN231215C00003000 | SKIN | CALL | Long | 3.00 | None | $0.15 | 3.00 | $1.63 | 1.17 | -0.62 | 0.05 | 0.20 | 1.39 | 3.02 | 0.15 | $15.00 | 5.00 | 24 | 21.0 | 604.000 | 1.63 | 2023-12-08 |
| SKIN231215C00003000 | SKIN | CALL | Long | 3.00 | None | $0.18 | 3.60 | $1.67 | 1.20 | -0.75 | 0.05 | 0.23 | 1.39 | 3.06 | 0.18 | $18.00 | 5.00 | 23 | 117.0 | 710.000 | 1.67 | 2023-12-07 |
| SKIN231215C00003000 | SKIN | CALL | Long | 3.00 | None | $0.10 | 2.00 | $1.58 | 1.14 | -0.59 | 0.05 | 0.15 | 1.39 | 2.97 | 0.10 | $10.00 | 5.00 | 22 | 0.0 | 709.000 | 1.58 | 2023-12-06 |
| SKIN231215C00003000 | SKIN | CALL | Long | 3.00 | None | $0.10 | 2.00 | $1.42 | 1.02 | -0.53 | 0.05 | 0.15 | 1.39 | 2.81 | 0.10 | $10.00 | 5.00 | 21 | 0.0 | 702.000 | 1.42 | 2023-12-05 |
| SKIN231215C00003000 | SKIN | CALL | Long | 3.00 | None | $0.17 | 3.40 | $1.59 | 1.14 | -0.48 | 0.05 | 0.22 | 1.39 | 2.98 | 0.17 | $17.00 | 5.00 | 20 | 0.0 | 672.000 | 1.59 | 2023-12-04 |
| SKIN231215C00003000 | SKIN | CALL | Long | 3.00 | None | $0.17 | 3.40 | $1.46 | 1.05 | -0.47 | 0.05 | 0.22 | 1.39 | 2.85 | 0.17 | $17.00 | 5.00 | 19 | 0.0 | 566.000 | 1.46 | 2023-12-03 |
| SKIN231215C00003000 | SKIN | CALL | Long | 3.00 | None | $0.17 | 3.40 | $1.46 | 1.05 | -0.51 | 0.05 | 0.22 | 1.39 | 2.85 | 0.17 | $17.00 | 5.00 | 18 | 0.0 | 566.000 | 1.46 | 2023-12-02 |
| SKIN231215C00003000 | SKIN | CALL | Long | 3.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.15 | 3.00 | $1.46 | 1.05 | -0.77 | 0.05 | 0.20 | 1.39 | 2.85 | 0.15 | $15.00 | 5.00 | 17 | 0.0 | 566.000 | 1.46 | 2023-12-01 |
| SKIN231215C00003000 | SKIN | CALL | Long | 3.00 | None | $0.06 | 1.20 | $1.17 | 0.84 | -0.55 | 0.05 | 0.11 | 1.39 | 2.56 | 0.06 | $6.00 | 5.00 | 16 | 0.0 | 570.000 | 1.17 | 2023-11-30 |
| SKIN231215C00003000 | SKIN | CALL | Long | 3.00 | None | $0.05 | 1.00 | $1.13 | 0.81 | -0.48 | 0.05 | 0.10 | 1.39 | 2.52 | 0.05 | $5.00 | 5.00 | 15 | 0.0 | 480.000 | 1.13 | 2023-11-29 |
| SKIN231215C00003000 | SKIN | CALL | Long | 3.00 | None | $0.05 | 1.00 | $1.12 | 0.81 | -0.67 | 0.05 | 0.10 | 1.39 | 2.51 | 0.05 | $5.00 | 5.00 | 14 | 0.0 | 473.000 | 1.12 | 2023-11-28 |
| SKIN231215C00003000 | SKIN | CALL | Long | 3.00 | None | $0.05 | 1.00 | $0.98 | 0.71 | -0.64 | 0.05 | 0.10 | 1.39 | 2.37 | 0.05 | $5.00 | 5.00 | 13 | 0.0 | 473.000 | 0.98 | 2023-11-27 |
| SKIN231215C00003000 | SKIN | CALL | Long | 3.00 | None | $0.05 | 1.00 | $0.98 | 0.71 | -0.42 | 0.05 | 0.10 | 1.39 | 2.37 | 0.05 | $5.00 | 5.00 | 10 | 0.0 | 0.000 | 0.98 | 2023-11-24 |
| SKIN231215C00003000 | SKIN | CALL | Long | 3.00 | None | $0.05 | 1.00 | $0.83 | 0.60 | -1.19 | 0.05 | 0.10 | 1.39 | 2.22 | 0.05 | $5.00 | 5.00 | 9 | 0.0 | 0.000 | 0.83 | 2023-11-23 |
| SKIN231215C00003000 | SKIN | CALL | Long | 3.00 | None | $0.01 | 0.20 | $0.92 | 0.66 | -0.56 | 0.05 | 0.06 | 1.39 | 2.31 | 0.01 | $1.00 | 5.00 | 8 | 0.0 | 345.000 | 0.92 | 2023-11-22 |
| SKIN231215C00003000 | SKIN | CALL | Long | 3.00 | None | $0.01 | 0.20 | $0.83 | 0.60 | -0.61 | 0.05 | 0.06 | 1.39 | 2.22 | 0.01 | $1.00 | 5.00 | 7 | 0.0 | 343.000 | 0.83 | 2023-11-21 |
| SKIN231215C00003000 | SKIN | CALL | Long | 3.00 | None | $0.09 | 1.80 | $0.95 | 0.68 | -0.37 | 0.05 | 0.14 | 1.39 | 2.34 | 0.09 | $9.00 | 5.00 | 6 | 0.0 | 292.000 | 0.95 | 2023-11-20 |
| SKIN231215C00003000 | SKIN | CALL | Long | 3.00 | None | $0.10 | 2.00 | $0.87 | 0.63 | -0.31 | 0.05 | 0.15 | 1.39 | 2.26 | 0.10 | $10.00 | 5.00 | 5 | 0.0 | 216.000 | 0.87 | 2023-11-19 |
| SKIN231215C00003000 | SKIN | CALL | Long | 3.00 | None | $0.10 | 2.00 | $0.87 | 0.63 | -0.34 | 0.05 | 0.15 | 1.39 | 2.26 | 0.10 | $10.00 | 5.00 | 3 | 0.0 | 216.000 | 0.87 | 2023-11-17 |
| SKIN231215C00003000 | SKIN | CALL | Long | 3.00 | None | $0.00 | 0.00 | $0.37 | 0.27 | -0.20 | 0.05 | 0.05 | 1.39 | 1.76 | 0.00 | $0.00 | 5.00 | 2 | 0.0 | 228.000 | 0.37 | 2023-11-16 |
| SKIN231215C00003000 | SKIN | CALL | Long | 3.00 | None | $0.10 | 2.00 | $0.51 | 0.37 | -0.03 | 0.05 | 0.15 | 1.39 | 1.90 | 0.10 | $10.00 | 5.00 | 1 | 0.0 | 61.000 | 0.51 | 2023-11-15 |
| SKIN231215C00003000 | SKIN | CALL | Long | 3.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.05 | 0.05 | 1.39 | 1.39 | 0.00 | $0.00 | 5.00 | 0 | 0.0 | 44.000 | 0.00 | 2023-11-14 |