| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-11-09 | SMR | SMR231215C00003000 | 3.00 | 106.0 | 100.000 | 1.016 | 0.587 | 0.0 | 0.9 | 0.050 | 0.030 | 0.940 | 0.05 | 2.08 | 2023-12-15 | CALL | Long | 0.464 | 0.605 | -0.329 |
| 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 | SMR | 0.909 | 0.201 | 0.636 | 0.346 | 0.261 | -0.058 | 21.71 | -2.559 | 0.0000 | 1.92 | 30.21 | 21 | 1y | 20.76 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SMR231215C00003000 | SMR | CALL | Long | 3.00 | None | $0.35 | 7.00 | $1.40 | 0.67 | 2.86 | 0.05 | 0.40 | 2.08 | 3.48 | 0.35 | $35.00 | 5.00 | 35 | 155.0 | 333.000 | 1.40 | 2023-12-14 |
| SMR231215C00003000 | SMR | CALL | Long | 3.00 | None | $0.13 | 2.60 | $1.11 | 0.53 | 0.34 | 0.05 | 0.18 | 2.08 | 3.19 | 0.13 | $13.00 | 5.00 | 34 | 123.0 | 455.000 | 1.11 | 2023-12-13 |
| SMR231215C00003000 | SMR | CALL | Long | 3.00 | None | $0.05 | 1.00 | $0.77 | 0.37 | 0.88 | 0.05 | 0.10 | 2.08 | 2.85 | 0.05 | $5.00 | 5.00 | 33 | 95.0 | 390.000 | 0.77 | 2023-12-12 |
| SMR231215C00003000 | SMR | CALL | Long | 3.00 | None | $0.16 | 3.20 | $1.01 | 0.49 | 0.73 | 0.05 | 0.21 | 2.08 | 3.09 | 0.16 | $16.00 | 5.00 | 32 | 11.0 | 391.000 | 1.01 | 2023-12-11 |
| SMR231215C00003000 | SMR | CALL | Long | 3.00 | OUTLIERSPNLMANUALTRIGGER - | $0.40 | 8.00 | $1.14 | 0.55 | 0.48 | 0.05 | 0.45 | 2.08 | 3.22 | 0.40 | $40.00 | 5.00 | 29 | 12.0 | 395.000 | 1.14 | 2023-12-08 |
| SMR231215C00003000 | SMR | CALL | Long | 3.00 | None | $0.15 | 3.00 | $1.06 | 0.51 | 0.55 | 0.05 | 0.20 | 2.08 | 3.14 | 0.15 | $15.00 | 5.00 | 28 | 1.0 | 396.000 | 1.06 | 2023-12-07 |
| SMR231215C00003000 | SMR | CALL | Long | 3.00 | None | $0.25 | 5.00 | $1.03 | 0.50 | 0.70 | 0.05 | 0.30 | 2.08 | 3.11 | 0.25 | $25.00 | 5.00 | 27 | 0.0 | 410.000 | 1.03 | 2023-12-06 |
| SMR231215C00003000 | SMR | CALL | Long | 3.00 | None | $0.10 | 2.00 | $1.00 | 0.48 | 0.62 | 0.05 | 0.15 | 2.08 | 3.08 | 0.10 | $10.00 | 5.00 | 26 | 0.0 | 397.000 | 1.00 | 2023-12-05 |
| SMR231215C00003000 | SMR | CALL | Long | 3.00 | None | $0.20 | 4.00 | $1.07 | 0.51 | 0.48 | 0.05 | 0.25 | 2.08 | 3.15 | 0.20 | $20.00 | 5.00 | 25 | 0.0 | 391.000 | 1.07 | 2023-12-04 |
| SMR231215C00003000 | SMR | CALL | Long | 3.00 | None | $0.15 | 3.00 | $0.96 | 0.46 | 0.76 | 0.05 | 0.20 | 2.08 | 3.04 | 0.15 | $15.00 | 5.00 | 24 | 0.0 | 416.000 | 0.96 | 2023-12-03 |
| SMR231215C00003000 | SMR | CALL | Long | 3.00 | None | $0.15 | 3.00 | $0.96 | 0.46 | 0.73 | 0.05 | 0.20 | 2.08 | 3.04 | 0.15 | $15.00 | 5.00 | 23 | 0.0 | 416.000 | 0.96 | 2023-12-02 |
| SMR231215C00003000 | SMR | CALL | Long | 3.00 | None | $0.15 | 3.00 | $0.96 | 0.46 | 0.60 | 0.05 | 0.20 | 2.08 | 3.04 | 0.15 | $15.00 | 5.00 | 22 | 0.0 | 416.000 | 0.96 | 2023-12-01 |
| SMR231215C00003000 | SMR | CALL | Long | 3.00 | None | $0.06 | 1.20 | $0.69 | 0.33 | 0.67 | 0.05 | 0.11 | 2.08 | 2.77 | 0.06 | $6.00 | 5.00 | 21 | 0.0 | 413.000 | 0.69 | 2023-11-30 |
| SMR231215C00003000 | SMR | CALL | Long | 3.00 | None | $0.15 | 3.00 | $0.68 | 0.33 | 0.69 | 0.05 | 0.20 | 2.08 | 2.76 | 0.15 | $15.00 | 5.00 | 20 | 0.0 | 511.000 | 0.68 | 2023-11-29 |
| SMR231215C00003000 | SMR | CALL | Long | 3.00 | None | $0.05 | 1.00 | $0.59 | 0.28 | 0.89 | 0.05 | 0.10 | 2.08 | 2.67 | 0.05 | $5.00 | 5.00 | 19 | 0.0 | 411.000 | 0.59 | 2023-11-28 |
| SMR231215C00003000 | SMR | CALL | Long | 3.00 | None | $0.10 | 2.00 | $0.55 | 0.26 | 0.96 | 0.05 | 0.15 | 2.08 | 2.63 | 0.10 | $10.00 | 5.00 | 18 | 0.0 | 411.000 | 0.55 | 2023-11-27 |
| SMR231215C00003000 | SMR | CALL | Long | 3.00 | None | $0.15 | 3.00 | $0.75 | 0.36 | 0.56 | 0.05 | 0.20 | 2.08 | 2.83 | 0.15 | $15.00 | 5.00 | 15 | 0.0 | 0.000 | 0.75 | 2023-11-24 |
| SMR231215C00003000 | SMR | CALL | Long | 3.00 | None | $0.03 | 0.60 | $0.49 | 0.24 | 0.00 | 0.05 | 0.08 | 2.08 | 2.57 | 0.03 | $3.00 | 5.00 | 14 | 0.0 | 0.000 | 0.49 | 2023-11-23 |
| SMR231215C00003000 | SMR | CALL | Long | 3.00 | None | $0.03 | 0.60 | $0.40 | 0.19 | 0.53 | 0.05 | 0.08 | 2.08 | 2.48 | 0.03 | $3.00 | 5.00 | 13 | 0.0 | 358.000 | 0.40 | 2023-11-22 |
| SMR231215C00003000 | SMR | CALL | Long | 3.00 | None | $0.05 | 1.00 | $0.37 | 0.18 | 0.68 | 0.05 | 0.10 | 2.08 | 2.45 | 0.05 | $5.00 | 5.00 | 12 | 0.0 | 338.000 | 0.37 | 2023-11-21 |
| SMR231215C00003000 | SMR | CALL | Long | 3.00 | None | $0.08 | 1.60 | $0.48 | 0.23 | 0.77 | 0.05 | 0.13 | 2.08 | 2.56 | 0.08 | $8.00 | 5.00 | 11 | 0.0 | 334.000 | 0.48 | 2023-11-20 |
| SMR231215C00003000 | SMR | CALL | Long | 3.00 | None | $0.02 | 0.40 | $0.42 | 0.20 | 0.47 | 0.05 | 0.07 | 2.08 | 2.50 | 0.02 | $2.00 | 5.00 | 10 | 0.0 | 333.000 | 0.42 | 2023-11-19 |
| SMR231215C00003000 | SMR | CALL | Long | 3.00 | None | $0.02 | 0.40 | $0.42 | 0.20 | 0.45 | 0.05 | 0.07 | 2.08 | 2.50 | 0.02 | $2.00 | 5.00 | 8 | 0.0 | 333.000 | 0.42 | 2023-11-17 |
| SMR231215C00003000 | SMR | CALL | Long | 3.00 | None | $0.02 | 0.40 | $0.23 | 0.11 | 0.64 | 0.05 | 0.07 | 2.08 | 2.31 | 0.02 | $2.00 | 5.00 | 7 | 0.0 | 322.000 | 0.23 | 2023-11-16 |
| SMR231215C00003000 | SMR | CALL | Long | 3.00 | None | $0.12 | 2.40 | $0.60 | 0.29 | 0.62 | 0.05 | 0.17 | 2.08 | 2.68 | 0.12 | $12.00 | 5.00 | 6 | 0.0 | 256.000 | 0.60 | 2023-11-15 |
| SMR231215C00003000 | SMR | CALL | Long | 3.00 | None | $0.00 | 0.00 | $0.37 | 0.18 | 0.59 | 0.05 | 0.05 | 2.08 | 2.45 | 0.00 | $0.00 | 5.00 | 5 | 0.0 | 257.000 | 0.37 | 2023-11-14 |
| SMR231215C00003000 | SMR | CALL | Long | 3.00 | None | $0.00 | 0.00 | $0.22 | 0.11 | 0.59 | 0.05 | 0.05 | 2.08 | 2.30 | 0.00 | $0.00 | 5.00 | 4 | 0.0 | 257.000 | 0.22 | 2023-11-13 |
| SMR231215C00003000 | SMR | CALL | Long | 3.00 | None | $0.00 | 0.00 | $0.01 | 0.00 | 0.80 | 0.05 | 0.05 | 2.08 | 2.09 | 0.00 | $0.00 | 5.00 | 1 | 0.0 | 177.000 | 0.01 | 2023-11-10 |
| SMR231215C00003000 | SMR | CALL | Long | 3.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.05 | 0.05 | 2.08 | 2.08 | 0.00 | $0.00 | 5.00 | 0 | 0.0 | 0.000 | 0.00 | 2023-11-09 |