| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-02-20 | SMMT | SMMT240419C00004000 | 4.00 | 31.0 | 189.000 | 1.082 | 0.549 | 0.2 | 0.4 | 0.030 | 0.460 | 0.700 | 0.75 | 3.74 | 2024-04-19 | CALL | Long | 0.444 | 0.549 | -0.262 |
| 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 | SMMT | 1.000 | 0.158 | 1.507 | 0.391 | 0.158 | -0.080 | 18.57 | 0.000 | 0.0000 | 2.37 | 31.93 | 21 | 1y | 20.33 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SMMT240419C00004000 | SMMT | CALL | Long | 4.00 | None | $-0.72 | -0.96 | $-0.23 | -0.06 | 0.38 | 0.75 | 0.03 | 3.74 | 3.51 | -0.72 | $-72.00 | 75.00 | 58 | 2.0 | 609.000 | -0.23 | 2024-04-18 |
| SMMT240419C00004000 | SMMT | CALL | Long | 4.00 | None | $-0.70 | -0.93 | $-0.16 | -0.04 | 0.00 | 0.75 | 0.05 | 3.74 | 3.58 | -0.70 | $-70.00 | 75.00 | 57 | 14.0 | 609.000 | -0.16 | 2024-04-17 |
| SMMT240419C00004000 | SMMT | CALL | Long | 4.00 | None | $-0.70 | -0.93 | $-0.20 | -0.05 | -0.11 | 0.75 | 0.05 | 3.74 | 3.54 | -0.70 | $-70.00 | 75.00 | 56 | 1.0 | 609.000 | -0.20 | 2024-04-16 |
| SMMT240419C00004000 | SMMT | CALL | Long | 4.00 | None | $-0.70 | -0.93 | $-0.09 | -0.02 | 0.02 | 0.75 | 0.05 | 3.74 | 3.65 | -0.70 | $-70.00 | 75.00 | 55 | 1.0 | 610.000 | -0.09 | 2024-04-15 |
| SMMT240419C00004000 | SMMT | CALL | Long | 4.00 | None | $-0.65 | -0.87 | $-0.08 | -0.02 | -0.11 | 0.75 | 0.10 | 3.74 | 3.66 | -0.65 | $-65.00 | 75.00 | 52 | 9.0 | 604.000 | -0.08 | 2024-04-12 |
| SMMT240419C00004000 | SMMT | CALL | Long | 4.00 | None | $-0.50 | -0.67 | $0.29 | 0.08 | -0.09 | 0.75 | 0.25 | 3.74 | 4.03 | -0.50 | $-50.00 | 75.00 | 51 | 33.0 | 605.000 | 0.29 | 2024-04-11 |
| SMMT240419C00004000 | SMMT | CALL | Long | 4.00 | None | $-0.55 | -0.73 | $0.26 | 0.07 | -0.46 | 0.75 | 0.20 | 3.74 | 4.00 | -0.55 | $-55.00 | 75.00 | 50 | 2.0 | 607.000 | 0.26 | 2024-04-10 |
| SMMT240419C00004000 | SMMT | CALL | Long | 4.00 | None | $-0.50 | -0.67 | $0.34 | 0.09 | -0.20 | 0.75 | 0.25 | 3.74 | 4.08 | -0.50 | $-50.00 | 75.00 | 49 | 58.0 | 654.000 | 0.34 | 2024-04-09 |
| SMMT240419C00004000 | SMMT | CALL | Long | 4.00 | None | $-0.52 | -0.69 | $0.21 | 0.06 | -0.43 | 0.75 | 0.23 | 3.74 | 3.95 | -0.52 | $-52.00 | 75.00 | 48 | 7.0 | 647.000 | 0.21 | 2024-04-08 |
| SMMT240419C00004000 | SMMT | CALL | Long | 4.00 | None | $-0.60 | -0.80 | $0.14 | 0.04 | -0.40 | 0.75 | 0.15 | 3.74 | 3.88 | -0.60 | $-60.00 | 75.00 | 45 | 3.0 | 640.000 | 0.14 | 2024-04-05 |
| SMMT240419C00004000 | SMMT | CALL | Long | 4.00 | None | $-0.65 | -0.87 | $-0.20 | -0.05 | -0.27 | 0.75 | 0.10 | 3.74 | 3.54 | -0.65 | $-65.00 | 75.00 | 44 | 32.0 | 609.000 | -0.20 | 2024-04-04 |
| SMMT240419C00004000 | SMMT | CALL | Long | 4.00 | None | $-0.51 | -0.68 | $0.21 | 0.06 | -0.03 | 0.75 | 0.24 | 3.74 | 3.95 | -0.51 | $-51.00 | 75.00 | 43 | 5.0 | 612.000 | 0.21 | 2024-04-03 |
| SMMT240419C00004000 | SMMT | CALL | Long | 4.00 | None | $-0.54 | -0.72 | $0.11 | 0.03 | -0.43 | 0.75 | 0.21 | 3.74 | 3.85 | -0.54 | $-54.00 | 75.00 | 42 | 6.0 | 618.000 | 0.11 | 2024-04-02 |
| SMMT240419C00004000 | SMMT | CALL | Long | 4.00 | None | $-0.50 | -0.67 | $0.24 | 0.06 | -0.32 | 0.75 | 0.25 | 3.74 | 3.98 | -0.50 | $-50.00 | 75.00 | 41 | 51.0 | 646.000 | 0.24 | 2024-04-01 |
| SMMT240419C00004000 | SMMT | CALL | Long | 4.00 | None | $-0.30 | -0.40 | $0.40 | 0.11 | -1.12 | 0.75 | 0.45 | 3.74 | 4.14 | -0.30 | $-30.00 | 75.00 | 40 | 251.0 | 646.000 | 0.40 | 2024-03-31 |
| SMMT240419C00004000 | SMMT | CALL | Long | 4.00 | None | $-0.30 | -0.40 | $0.40 | 0.11 | -0.09 | 0.75 | 0.45 | 3.74 | 4.14 | -0.30 | $-30.00 | 75.00 | 39 | 251.0 | 681.000 | 0.40 | 2024-03-30 |
| SMMT240419C00004000 | SMMT | CALL | Long | 4.00 | None | $-0.30 | -0.40 | $0.40 | 0.11 | -0.12 | 0.75 | 0.45 | 3.74 | 4.14 | -0.30 | $-30.00 | 75.00 | 38 | 251.0 | 681.000 | 0.40 | 2024-03-29 |
| SMMT240419C00004000 | SMMT | CALL | Long | 4.00 | None | $-0.30 | -0.40 | $0.40 | 0.11 | -0.14 | 0.75 | 0.45 | 3.74 | 4.14 | -0.30 | $-30.00 | 75.00 | 37 | 251.0 | 681.000 | 0.40 | 2024-03-28 |
| SMMT240419C00004000 | SMMT | CALL | Long | 4.00 | None | $-0.60 | -0.80 | $0.01 | 0.00 | -0.34 | 0.75 | 0.15 | 3.74 | 3.75 | -0.60 | $-60.00 | 75.00 | 36 | 2.0 | 683.000 | 0.01 | 2024-03-27 |
| SMMT240419C00004000 | SMMT | CALL | Long | 4.00 | None | $-0.45 | -0.60 | $0.00 | 0.00 | -0.22 | 0.75 | 0.30 | 3.74 | 3.74 | -0.45 | $-45.00 | 75.00 | 35 | 43.0 | 655.000 | 0.00 | 2024-03-26 |
| SMMT240419C00004000 | SMMT | CALL | Long | 4.00 | None | $-0.61 | -0.81 | $-0.46 | -0.12 | 0.03 | 0.75 | 0.14 | 3.74 | 3.28 | -0.61 | $-61.00 | 75.00 | 34 | 37.0 | 618.000 | -0.46 | 2024-03-25 |
| SMMT240419C00004000 | SMMT | CALL | Long | 4.00 | None | $-0.60 | -0.80 | $-0.37 | -0.10 | -0.27 | 0.75 | 0.15 | 3.74 | 3.37 | -0.60 | $-60.00 | 75.00 | 31 | 217.0 | 532.000 | -0.37 | 2024-03-22 |
| SMMT240419C00004000 | SMMT | CALL | Long | 4.00 | None | $-0.45 | -0.60 | $-0.19 | -0.05 | -0.10 | 0.75 | 0.30 | 3.74 | 3.55 | -0.45 | $-45.00 | 75.00 | 30 | 160.0 | 390.000 | -0.19 | 2024-03-21 |
| SMMT240419C00004000 | SMMT | CALL | Long | 4.00 | None | $-0.45 | -0.60 | $0.09 | 0.02 | -0.46 | 0.75 | 0.30 | 3.74 | 3.83 | -0.45 | $-45.00 | 75.00 | 29 | 30.0 | 364.000 | 0.09 | 2024-03-20 |
| SMMT240419C00004000 | SMMT | CALL | Long | 4.00 | None | $-0.48 | -0.64 | $-0.11 | -0.03 | -0.22 | 0.75 | 0.27 | 3.74 | 3.63 | -0.48 | $-48.00 | 75.00 | 28 | 163.0 | 222.000 | -0.11 | 2024-03-19 |
| SMMT240419C00004000 | SMMT | CALL | Long | 4.00 | None | $-0.55 | -0.73 | $0.37 | 0.10 | -0.43 | 0.75 | 0.20 | 3.74 | 4.11 | -0.55 | $-55.00 | 75.00 | 27 | 11.0 | 221.000 | 0.37 | 2024-03-18 |
| SMMT240419C00004000 | SMMT | CALL | Long | 4.00 | None | $0.30 | 0.40 | $0.88 | 0.24 | 0.02 | 0.75 | 1.05 | 3.74 | 4.62 | 0.30 | $30.00 | 75.00 | 24 | 3.0 | 218.000 | 0.88 | 2024-03-15 |
| SMMT240419C00004000 | SMMT | CALL | Long | 4.00 | None | $0.05 | 0.07 | $1.01 | 0.27 | -0.42 | 0.75 | 0.80 | 3.74 | 4.75 | 0.05 | $5.00 | 75.00 | 23 | 87.0 | 218.000 | 1.01 | 2024-03-14 |
| SMMT240419C00004000 | SMMT | CALL | Long | 4.00 | None | $0.05 | 0.07 | $0.77 | 0.21 | -0.09 | 0.75 | 0.80 | 3.74 | 4.51 | 0.05 | $5.00 | 75.00 | 22 | 87.0 | 229.000 | 0.77 | 2024-03-13 |
| SMMT240419C00004000 | SMMT | CALL | Long | 4.00 | None | $-0.05 | -0.07 | $0.57 | 0.15 | -0.48 | 0.75 | 0.70 | 3.74 | 4.31 | -0.05 | $-5.00 | 75.00 | 21 | 25.0 | 213.000 | 0.57 | 2024-03-12 |
| SMMT240419C00004000 | SMMT | CALL | Long | 4.00 | None | $0.35 | 0.47 | $0.56 | 0.15 | -0.09 | 0.75 | 1.10 | 3.74 | 4.30 | 0.35 | $35.00 | 75.00 | 20 | 1.0 | 213.000 | 0.56 | 2024-03-11 |
| SMMT240419C00004000 | SMMT | CALL | Long | 4.00 | None | $0.30 | 0.40 | $0.66 | 0.18 | -0.02 | 0.75 | 1.05 | 3.74 | 4.40 | 0.30 | $30.00 | 75.00 | 17 | 1.0 | 213.000 | 0.66 | 2024-03-08 |
| SMMT240419C00004000 | SMMT | CALL | Long | 4.00 | None | $0.15 | 0.20 | $0.98 | 0.26 | -0.08 | 0.75 | 0.90 | 3.74 | 4.72 | 0.15 | $15.00 | 75.00 | 16 | 3.0 | 213.000 | 0.98 | 2024-03-07 |
| SMMT240419C00004000 | SMMT | CALL | Long | 4.00 | None | $0.66 | 0.88 | $1.10 | 0.29 | 0.16 | 0.75 | 1.41 | 3.74 | 4.84 | 0.66 | $66.00 | 75.00 | 15 | 38.0 | 213.000 | 1.10 | 2024-03-06 |
| SMMT240419C00004000 | SMMT | CALL | Long | 4.00 | None | $0.05 | 0.07 | $1.32 | 0.35 | 0.25 | 0.75 | 0.80 | 3.74 | 5.06 | 0.05 | $5.00 | 75.00 | 14 | 3.0 | 229.000 | 1.32 | 2024-03-05 |
| SMMT240419C00004000 | SMMT | CALL | Long | 4.00 | None | $0.05 | 0.07 | $0.74 | 0.20 | -1.12 | 0.75 | 0.80 | 3.74 | 4.48 | 0.05 | $5.00 | 75.00 | 13 | 3.0 | 0.000 | 0.74 | 2024-03-04 |
| SMMT240419C00004000 | SMMT | CALL | Long | 4.00 | None | $0.05 | 0.07 | $0.91 | 0.24 | 0.01 | 0.75 | 0.80 | 3.74 | 4.65 | 0.05 | $5.00 | 75.00 | 12 | 3.0 | 229.000 | 0.91 | 2024-03-03 |
| SMMT240419C00004000 | SMMT | CALL | Long | 4.00 | None | $0.05 | 0.07 | $0.91 | 0.24 | 0.01 | 0.75 | 0.80 | 3.74 | 4.65 | 0.05 | $5.00 | 75.00 | 11 | 3.0 | 229.000 | 0.91 | 2024-03-02 |
| SMMT240419C00004000 | SMMT | CALL | Long | 4.00 | None | $0.20 | 0.27 | $0.95 | 0.25 | 0.06 | 0.75 | 0.95 | 3.74 | 4.69 | 0.20 | $20.00 | 75.00 | 10 | 2.0 | 229.000 | 0.95 | 2024-03-01 |
| SMMT240419C00004000 | SMMT | CALL | Long | 4.00 | None | $0.10 | 0.13 | $0.80 | 0.21 | -0.32 | 0.75 | 0.85 | 3.74 | 4.54 | 0.10 | $10.00 | 75.00 | 9 | 1.0 | 229.000 | 0.80 | 2024-02-29 |
| SMMT240419C00004000 | SMMT | CALL | Long | 4.00 | None | $0.05 | 0.07 | $0.79 | 0.21 | -0.05 | 0.75 | 0.80 | 3.74 | 4.53 | 0.05 | $5.00 | 75.00 | 8 | 11.0 | 229.000 | 0.79 | 2024-02-28 |
| SMMT240419C00004000 | SMMT | CALL | Long | 4.00 | None | $-0.10 | -0.13 | $0.66 | 0.18 | -0.13 | 0.75 | 0.65 | 3.74 | 4.40 | -0.10 | $-10.00 | 75.00 | 7 | 16.0 | 230.000 | 0.66 | 2024-02-27 |
| SMMT240419C00004000 | SMMT | CALL | Long | 4.00 | None | $0.00 | 0.00 | $0.72 | 0.19 | -0.04 | 0.75 | 0.75 | 3.74 | 4.46 | 0.00 | $0.00 | 75.00 | 6 | 12.0 | 221.000 | 0.72 | 2024-02-26 |
| SMMT240419C00004000 | SMMT | CALL | Long | 4.00 | None | $0.16 | 0.21 | $0.90 | 0.24 | -0.17 | 0.75 | 0.91 | 3.74 | 4.64 | 0.16 | $16.00 | 75.00 | 5 | 18.0 | 213.000 | 0.90 | 2024-02-25 |
| SMMT240419C00004000 | SMMT | CALL | Long | 4.00 | None | $0.16 | 0.21 | $0.90 | 0.24 | -0.20 | 0.75 | 0.91 | 3.74 | 4.64 | 0.16 | $16.00 | 75.00 | 3 | 18.0 | 213.000 | 0.90 | 2024-02-23 |
| SMMT240419C00004000 | SMMT | CALL | Long | 4.00 | None | $-0.12 | -0.16 | $0.56 | 0.15 | -0.23 | 0.75 | 0.63 | 3.74 | 4.30 | -0.12 | $-12.00 | 75.00 | 2 | 12.0 | 213.000 | 0.56 | 2024-02-22 |
| SMMT240419C00004000 | SMMT | CALL | Long | 4.00 | None | $-0.12 | -0.16 | $0.37 | 0.10 | -0.09 | 0.75 | 0.63 | 3.74 | 4.11 | -0.12 | $-12.00 | 75.00 | 1 | 12.0 | 212.000 | 0.37 | 2024-02-21 |
| SMMT240419C00004000 | SMMT | CALL | Long | 4.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.75 | 0.75 | 3.74 | 3.74 | 0.00 | $0.00 | 75.00 | 0 | 31.0 | 189.000 | 0.00 | 2024-02-20 |