| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-06-17 | SLS | SLS240719C00001000 | 1.00 | 246.0 | 11751.000 | 1.672 | 0.368 | 0.2 | 0.0 | 0.010 | 0.370 | 0.140 | 0.30 | 1.23 | 2024-07-19 | CALL | Long | 0.351 | 0.399 | -0.167 |
| 2024-06-18 | SLS | SLS240719C00001000 | 1.00 | 220.0 | 11742.000 | 1.188 | 0.297 | 0.1 | 0.0 | 0.010 | 0.160 | 0.100 | 0.16 | 1.06 | 2024-07-19 | CALL | Long | 0.399 | 0.433 | -0.152 |
| 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 | SLS | 0.727 | 0.108 | 0.507 | 0.241 | 0.203 | 0.007 | 0.88 | 0.000 | 0.0000 | 0.51 | 1.63 | 21 | 1y | 1.21 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SLS240719C00001000 | SLS | CALL | Long | 1.00 | None | $-0.25 | -0.71 | $-0.17 | -0.14 | 1.77 | 0.35 | 0.10 | 1.25 | 1.08 | -0.25 | $-25.00 | 35.00 | 31 | 3464.0 | 11579.000 | -0.17 | 2024-07-18 |
| SLS240719C00001000 | SLS | CALL | Long | 1.00 | None | $-0.20 | -0.57 | $-0.15 | -0.12 | 1.64 | 0.35 | 0.15 | 1.25 | 1.10 | -0.20 | $-20.00 | 35.00 | 30 | 5.0 | 11671.000 | -0.15 | 2024-07-17 |
| SLS240719C00001000 | SLS | CALL | Long | 1.00 | None | $-0.20 | -0.57 | $-0.11 | -0.09 | 0.39 | 0.35 | 0.15 | 1.25 | 1.14 | -0.20 | $-20.00 | 35.00 | 29 | 3585.0 | 13389.000 | -0.11 | 2024-07-16 |
| SLS240719C00001000 | SLS | CALL | Long | 1.00 | None | $-0.20 | -0.57 | $-0.16 | -0.13 | 0.64 | 0.35 | 0.15 | 1.25 | 1.09 | -0.20 | $-20.00 | 35.00 | 28 | 1014.0 | 13514.000 | -0.16 | 2024-07-15 |
| SLS240719C00001000 | SLS | CALL | Long | 1.00 | None | $-0.15 | -0.43 | $-0.09 | -0.07 | 0.27 | 0.35 | 0.20 | 1.25 | 1.16 | -0.15 | $-15.00 | 35.00 | 25 | 16.0 | 13508.000 | -0.09 | 2024-07-12 |
| SLS240719C00001000 | SLS | CALL | Long | 1.00 | None | $-0.12 | -0.34 | $-0.10 | -0.08 | 1.27 | 0.35 | 0.23 | 1.25 | 1.15 | -0.12 | $-12.00 | 35.00 | 24 | 2529.0 | 12689.000 | -0.10 | 2024-07-11 |
| SLS240719C00001000 | SLS | CALL | Long | 1.00 | None | $-0.15 | -0.43 | $-0.09 | -0.07 | 0.14 | 0.35 | 0.20 | 1.25 | 1.16 | -0.15 | $-15.00 | 35.00 | 23 | 23.0 | 12676.000 | -0.09 | 2024-07-10 |
| SLS240719C00001000 | SLS | CALL | Long | 1.00 | None | $-0.10 | -0.29 | $-0.07 | -0.06 | 1.48 | 0.35 | 0.25 | 1.25 | 1.18 | -0.10 | $-10.00 | 35.00 | 22 | 12.0 | 12671.000 | -0.07 | 2024-07-09 |
| SLS240719C00001000 | SLS | CALL | Long | 1.00 | None | $-0.15 | -0.43 | $-0.08 | -0.06 | 0.30 | 0.35 | 0.20 | 1.25 | 1.17 | -0.15 | $-15.00 | 35.00 | 21 | 5.0 | 12667.000 | -0.08 | 2024-07-08 |
| SLS240719C00001000 | SLS | CALL | Long | 1.00 | None | $-0.13 | -0.37 | $-0.04 | -0.03 | 1.17 | 0.35 | 0.22 | 1.25 | 1.21 | -0.13 | $-13.00 | 35.00 | 18 | 18.0 | 12673.000 | -0.04 | 2024-07-05 |
| SLS240719C00001000 | SLS | CALL | Long | 1.00 | None | $-0.13 | -0.37 | $-0.11 | -0.09 | 1.42 | 0.35 | 0.22 | 1.25 | 1.14 | -0.13 | $-13.00 | 35.00 | 17 | 18.0 | 0.000 | -0.11 | 2024-07-04 |
| SLS240719C00001000 | SLS | CALL | Long | 1.00 | None | $-0.13 | -0.37 | $-0.11 | -0.09 | 1.36 | 0.35 | 0.22 | 1.25 | 1.14 | -0.13 | $-13.00 | 35.00 | 16 | 18.0 | 0.000 | -0.11 | 2024-07-03 |
| SLS240719C00001000 | SLS | CALL | Long | 1.00 | None | $-0.13 | -0.37 | $-0.13 | -0.10 | 0.33 | 0.35 | 0.22 | 1.25 | 1.12 | -0.13 | $-13.00 | 35.00 | 15 | 18.0 | 12675.000 | -0.13 | 2024-07-02 |
| SLS240719C00001000 | SLS | CALL | Long | 1.00 | None | $-0.20 | -0.57 | $-0.07 | -0.06 | 0.64 | 0.35 | 0.15 | 1.25 | 1.18 | -0.20 | $-20.00 | 35.00 | 14 | 2.0 | 12678.000 | -0.07 | 2024-07-01 |
| SLS240719C00001000 | SLS | CALL | Long | 1.00 | None | $-0.20 | -0.57 | $-0.06 | -0.05 | -0.17 | 0.35 | 0.15 | 1.25 | 1.19 | -0.20 | $-20.00 | 35.00 | 11 | 82.0 | 12678.000 | -0.06 | 2024-06-28 |
| SLS240719C00001000 | SLS | CALL | Long | 1.00 | None | $-0.20 | -0.57 | $-0.11 | -0.09 | -0.30 | 0.35 | 0.15 | 1.25 | 1.14 | -0.20 | $-20.00 | 35.00 | 10 | 82.0 | 12688.000 | -0.11 | 2024-06-27 |
| SLS240719C00001000 | SLS | CALL | Long | 1.00 | None | $-0.05 | -0.14 | $-0.05 | -0.04 | 1.30 | 0.35 | 0.30 | 1.25 | 1.20 | -0.05 | $-5.00 | 35.00 | 8 | 1013.0 | 12709.000 | -0.05 | 2024-06-25 |
| SLS240719C00001000 | SLS | CALL | Long | 1.00 | None | $-0.05 | -0.14 | $-0.04 | -0.03 | 1.19 | 0.35 | 0.30 | 1.25 | 1.21 | -0.05 | $-5.00 | 35.00 | 7 | 1013.0 | 12718.000 | -0.04 | 2024-06-24 |
| SLS240719C00001000 | SLS | CALL | Long | 1.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.06 | $-0.19 | -0.54 | $-0.19 | -0.15 | 0.39 | 0.35 | 0.16 | 1.25 | 1.06 | -0.19 | $-19.00 | 35.00 | 1 | 220.0 | 11742.000 | -0.19 | 2024-06-18 |
| SLS240719C00001000 | SLS | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.35 | 0.35 | 1.25 | 1.25 | 0.00 | $0.00 | 35.00 | 0 | 249.0 | 11751.000 | 0.00 | 2024-06-17 |