| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-08-09 | SKIN | SKIN240920C00002000 | 2.00 | 33.0 | 23.000 | 1.984 | 0.378 | 0.0 | 0.9 | 0.000 | 0.070 | 0.970 | 0.05 | 1.09 | 2024-09-20 | CALL | Long | 0.362 | 0.385 | -0.132 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SKIN240920C00002000 | SKIN | CALL | Long | 2.00 | None | $0.00 | 0.00 | $0.41 | 0.37 | 1.39 | 0.05 | 0.05 | 1.12 | 1.53 | 0.00 | $0.00 | 5.00 | 41 | 8.0 | 261.000 | 0.41 | 2024-09-19 |
| SKIN240920C00002000 | SKIN | CALL | Long | 2.00 | None | $0.00 | 0.00 | $0.39 | 0.35 | 4.20 | 0.05 | 0.05 | 1.12 | 1.51 | 0.00 | $0.00 | 5.00 | 40 | 8.0 | 261.000 | 0.39 | 2024-09-18 |
| SKIN240920C00002000 | SKIN | CALL | Long | 2.00 | None | $0.00 | 0.00 | $0.52 | 0.46 | 3.64 | 0.05 | 0.05 | 1.12 | 1.64 | 0.00 | $0.00 | 5.00 | 39 | 8.0 | 261.000 | 0.52 | 2024-09-17 |
| SKIN240920C00002000 | SKIN | CALL | Long | 2.00 | None | $0.00 | 0.00 | $0.37 | 0.33 | 0.39 | 0.05 | 0.05 | 1.12 | 1.49 | 0.00 | $0.00 | 5.00 | 38 | 8.0 | 261.000 | 0.37 | 2024-09-16 |
| SKIN240920C00002000 | SKIN | CALL | Long | 2.00 | None | $0.00 | 0.00 | $0.38 | 0.34 | 3.52 | 0.05 | 0.05 | 1.12 | 1.50 | 0.00 | $0.00 | 5.00 | 36 | 8.0 | 261.000 | 0.38 | 2024-09-14 |
| SKIN240920C00002000 | SKIN | CALL | Long | 2.00 | None | $0.00 | 0.00 | $0.38 | 0.34 | 2.80 | 0.05 | 0.05 | 1.12 | 1.50 | 0.00 | $0.00 | 5.00 | 35 | 8.0 | 261.000 | 0.38 | 2024-09-13 |
| SKIN240920C00002000 | SKIN | CALL | Long | 2.00 | None | $0.00 | 0.00 | $0.34 | 0.30 | 2.74 | 0.05 | 0.05 | 1.12 | 1.46 | 0.00 | $0.00 | 5.00 | 34 | 8.0 | 261.000 | 0.34 | 2024-09-12 |
| SKIN240920C00002000 | SKIN | CALL | Long | 2.00 | None | $0.00 | 0.00 | $0.31 | 0.28 | 2.66 | 0.05 | 0.05 | 1.12 | 1.43 | 0.00 | $0.00 | 5.00 | 33 | 8.0 | 261.000 | 0.31 | 2024-09-11 |
| SKIN240920C00002000 | SKIN | CALL | Long | 2.00 | None | $0.00 | 0.00 | $0.37 | 0.33 | 2.17 | 0.05 | 0.05 | 1.12 | 1.49 | 0.00 | $0.00 | 5.00 | 32 | 8.0 | 261.000 | 0.37 | 2024-09-10 |
| SKIN240920C00002000 | SKIN | CALL | Long | 2.00 | None | $0.00 | 0.00 | $0.23 | 0.21 | 2.64 | 0.05 | 0.05 | 1.12 | 1.35 | 0.00 | $0.00 | 5.00 | 31 | 8.0 | 261.000 | 0.23 | 2024-09-09 |
| SKIN240920C00002000 | SKIN | CALL | Long | 2.00 | None | $0.00 | 0.00 | $0.29 | 0.26 | 0.20 | 0.05 | 0.05 | 1.12 | 1.41 | 0.00 | $0.00 | 5.00 | 30 | 8.0 | 261.000 | 0.29 | 2024-09-08 |
| SKIN240920C00002000 | SKIN | CALL | Long | 2.00 | None | $0.00 | 0.00 | $0.29 | 0.26 | 0.02 | 0.05 | 0.05 | 1.12 | 1.41 | 0.00 | $0.00 | 5.00 | 28 | 8.0 | 261.000 | 0.29 | 2024-09-06 |
| SKIN240920C00002000 | SKIN | CALL | Long | 2.00 | None | $0.00 | 0.00 | $0.57 | 0.51 | -0.48 | 0.05 | 0.05 | 1.12 | 1.69 | 0.00 | $0.00 | 5.00 | 27 | 8.0 | 255.000 | 0.57 | 2024-09-05 |
| SKIN240920C00002000 | SKIN | CALL | Long | 2.00 | None | $0.10 | 2.00 | $0.84 | 0.75 | -0.89 | 0.05 | 0.15 | 1.12 | 1.96 | 0.10 | $10.00 | 5.00 | 26 | 2.0 | 254.000 | 0.84 | 2024-09-04 |
| SKIN240920C00002000 | SKIN | CALL | Long | 2.00 | None | $0.05 | 1.00 | $0.67 | 0.60 | -0.84 | 0.05 | 0.10 | 1.12 | 1.79 | 0.05 | $5.00 | 5.00 | 22 | 4.0 | 257.000 | 0.67 | 2024-08-31 |
| SKIN240920C00002000 | SKIN | CALL | Long | 2.00 | None | $0.05 | 1.00 | $0.67 | 0.60 | -0.88 | 0.05 | 0.10 | 1.12 | 1.79 | 0.05 | $5.00 | 5.00 | 21 | 4.0 | 257.000 | 0.67 | 2024-08-30 |
| SKIN240920C00002000 | SKIN | CALL | Long | 2.00 | None | $0.09 | 1.80 | $0.70 | 0.62 | -0.67 | 0.05 | 0.14 | 1.12 | 1.82 | 0.09 | $9.00 | 5.00 | 20 | 12.0 | 254.000 | 0.70 | 2024-08-29 |
| SKIN240920C00002000 | SKIN | CALL | Long | 2.00 | None | $0.10 | 2.00 | $0.65 | 0.58 | -0.73 | 0.05 | 0.15 | 1.12 | 1.77 | 0.10 | $10.00 | 5.00 | 19 | 1.0 | 254.000 | 0.65 | 2024-08-28 |
| SKIN240920C00002000 | SKIN | CALL | Long | 2.00 | None | $0.00 | 0.00 | $0.60 | 0.54 | -1.48 | 0.05 | 0.05 | 1.12 | 1.72 | 0.00 | $0.00 | 5.00 | 18 | 27.0 | 254.000 | 0.60 | 2024-08-27 |
| SKIN240920C00002000 | SKIN | CALL | Long | 2.00 | None | $0.00 | 0.00 | $0.62 | 0.55 | -0.70 | 0.05 | 0.05 | 1.12 | 1.74 | 0.00 | $0.00 | 5.00 | 17 | 27.0 | 254.000 | 0.62 | 2024-08-26 |
| SKIN240920C00002000 | SKIN | CALL | Long | 2.00 | None | $0.05 | 1.00 | $0.61 | 0.54 | -0.70 | 0.05 | 0.10 | 1.12 | 1.73 | 0.05 | $5.00 | 5.00 | 16 | 275.0 | 18.000 | 0.61 | 2024-08-25 |
| SKIN240920C00002000 | SKIN | CALL | Long | 2.00 | None | $0.05 | 1.00 | $0.61 | 0.54 | -0.72 | 0.05 | 0.10 | 1.12 | 1.73 | 0.05 | $5.00 | 5.00 | 15 | 275.0 | 18.000 | 0.61 | 2024-08-24 |
| SKIN240920C00002000 | SKIN | CALL | Long | 2.00 | None | $0.05 | 1.00 | $0.61 | 0.54 | -0.88 | 0.05 | 0.10 | 1.12 | 1.73 | 0.05 | $5.00 | 5.00 | 14 | 275.0 | 18.000 | 0.61 | 2024-08-23 |
| SKIN240920C00002000 | SKIN | CALL | Long | 2.00 | None | $0.05 | 1.00 | $0.39 | 0.35 | -0.67 | 0.05 | 0.10 | 1.12 | 1.51 | 0.05 | $5.00 | 5.00 | 13 | 4.0 | 18.000 | 0.39 | 2024-08-22 |
| SKIN240920C00002000 | SKIN | CALL | Long | 2.00 | None | $0.05 | 1.00 | $0.47 | 0.42 | -0.83 | 0.05 | 0.10 | 1.12 | 1.59 | 0.05 | $5.00 | 5.00 | 12 | 4.0 | 18.000 | 0.47 | 2024-08-21 |
| SKIN240920C00002000 | SKIN | CALL | Long | 2.00 | None | $0.05 | 1.00 | $0.35 | 0.31 | -0.29 | 0.05 | 0.10 | 1.12 | 1.47 | 0.05 | $5.00 | 5.00 | 11 | 4.0 | 18.000 | 0.35 | 2024-08-20 |
| SKIN240920C00002000 | SKIN | CALL | Long | 2.00 | None | $0.05 | 1.00 | $0.42 | 0.38 | -0.45 | 0.05 | 0.10 | 1.12 | 1.54 | 0.05 | $5.00 | 5.00 | 10 | 4.0 | 17.000 | 0.42 | 2024-08-19 |
| SKIN240920C00002000 | SKIN | CALL | Long | 2.00 | None | $0.00 | 0.00 | $0.29 | 0.26 | -0.80 | 0.05 | 0.05 | 1.12 | 1.41 | 0.00 | $0.00 | 5.00 | 9 | 6.0 | 23.000 | 0.29 | 2024-08-18 |
| SKIN240920C00002000 | SKIN | CALL | Long | 2.00 | None | $0.00 | 0.00 | $0.29 | 0.26 | -0.81 | 0.05 | 0.05 | 1.12 | 1.41 | 0.00 | $0.00 | 5.00 | 8 | 6.0 | 23.000 | 0.29 | 2024-08-17 |
| SKIN240920C00002000 | SKIN | CALL | Long | 2.00 | None | $0.00 | 0.00 | $0.29 | 0.26 | -0.83 | 0.05 | 0.05 | 1.12 | 1.41 | 0.00 | $0.00 | 5.00 | 7 | 6.0 | 23.000 | 0.29 | 2024-08-16 |
| SKIN240920C00002000 | SKIN | CALL | Long | 2.00 | None | $0.00 | 0.00 | $0.28 | 0.25 | -0.83 | 0.05 | 0.05 | 1.12 | 1.40 | 0.00 | $0.00 | 5.00 | 6 | 33.0 | 23.000 | 0.28 | 2024-08-15 |
| SKIN240920C00002000 | SKIN | CALL | Long | 2.00 | None | $0.00 | 0.00 | $0.17 | 0.15 | -0.67 | 0.05 | 0.05 | 1.12 | 1.29 | 0.00 | $0.00 | 5.00 | 5 | 33.0 | 23.000 | 0.17 | 2024-08-14 |
| SKIN240920C00002000 | SKIN | CALL | Long | 2.00 | OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position. | $0.00 | 0.00 | $0.14 | 0.12 | -0.64 | 0.05 | 0.05 | 1.12 | 1.26 | 0.00 | $0.00 | 5.00 | 4 | 33.0 | 23.000 | 0.14 | 2024-08-13 |
| SKIN240920C00002000 | SKIN | CALL | Long | 2.00 | None | $0.00 | 0.00 | $0.17 | 0.15 | -0.70 | 0.05 | 0.05 | 1.12 | 1.29 | 0.00 | $0.00 | 5.00 | 3 | 33.0 | 23.000 | 0.17 | 2024-08-12 |
| SKIN240920C00002000 | SKIN | CALL | Long | 2.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.05 | 0.05 | 1.12 | 1.12 | 0.00 | $0.00 | 5.00 | 0 | 33.0 | 23.000 | 0.00 | 2024-08-09 |