| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-04-26 | SNAP | SNAP240531C00014000 | 14.00 | 596.0 | 1207.000 | 0.567 | 0.540 | 1.4 | 0.8 | -0.020 | 1.450 | 0.840 | 1.29 | 14.53 | 2024-05-31 | CALL | Short | 0.485 | 0.546 | 0.276 |
| 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 | SNAP | 0.909 | 0.103 | 0.460 | 0.190 | 0.134 | -0.073 | 11.18 | -0.287 | 0.0000 | 8.29 | 17.45 | 21 | 1y | 11.28 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SNAP240531C00014000 | SNAP | CALL | Short | 14.00 | None | $0.18 | 0.14 | $-0.61 | -0.04 | 0.01 | 1.32 | 1.14 | 14.55 | 15.16 | 0.18 | $18.00 | 1455.00 | 34 | 139.0 | 684.000 | -0.61 | 2024-05-30 |
| SNAP240531C00014000 | SNAP | CALL | Short | 14.00 | None | $0.10 | 0.08 | $-0.61 | -0.04 | 0.02 | 1.32 | 1.22 | 14.55 | 15.16 | 0.10 | $10.00 | 1455.00 | 33 | 9.0 | 683.000 | -0.61 | 2024-05-29 |
| SNAP240531C00014000 | SNAP | CALL | Short | 14.00 | None | $0.01 | 0.01 | $-0.77 | -0.05 | 0.21 | 1.32 | 1.31 | 14.55 | 15.32 | 0.01 | $1.00 | 1455.00 | 32 | 80.0 | 687.000 | -0.77 | 2024-05-28 |
| SNAP240531C00014000 | SNAP | CALL | Short | 14.00 | None | $0.02 | 0.02 | $-0.67 | -0.05 | 0.14 | 1.32 | 1.30 | 14.55 | 15.22 | 0.02 | $2.00 | 1455.00 | 31 | 157.0 | 723.000 | -0.67 | 2024-05-27 |
| SNAP240531C00014000 | SNAP | CALL | Short | 14.00 | None | $0.05 | 0.04 | $-0.67 | -0.05 | -0.10 | 1.32 | 1.27 | 14.55 | 15.22 | 0.05 | $5.00 | 1455.00 | 28 | 113.0 | 723.000 | -0.67 | 2024-05-24 |
| SNAP240531C00014000 | SNAP | CALL | Short | 14.00 | None | $0.08 | 0.06 | $-0.64 | -0.04 | -0.04 | 1.32 | 1.24 | 14.55 | 15.19 | 0.08 | $8.00 | 1455.00 | 27 | 175.0 | 639.000 | -0.64 | 2024-05-23 |
| SNAP240531C00014000 | SNAP | CALL | Short | 14.00 | None | $-0.56 | -0.42 | $-1.36 | -0.09 | 0.23 | 1.32 | 1.88 | 14.55 | 15.91 | -0.56 | $-56.00 | 1455.00 | 26 | 167.0 | 638.000 | -1.36 | 2024-05-22 |
| SNAP240531C00014000 | SNAP | CALL | Short | 14.00 | None | $-0.34 | -0.26 | $-1.09 | -0.07 | 0.61 | 1.32 | 1.66 | 14.55 | 15.64 | -0.34 | $-34.00 | 1455.00 | 25 | 38.0 | 632.000 | -1.09 | 2024-05-21 |
| SNAP240531C00014000 | SNAP | CALL | Short | 14.00 | None | $-1.21 | -0.92 | $-1.88 | -0.13 | -0.55 | 1.32 | 2.53 | 14.55 | 16.43 | -1.21 | $-121.00 | 1455.00 | 24 | 41.0 | 0.000 | -1.88 | 2024-05-20 |
| SNAP240531C00014000 | SNAP | CALL | Short | 14.00 | None | $-0.77 | -0.58 | $-1.50 | -0.10 | -0.02 | 1.32 | 2.09 | 14.55 | 16.05 | -0.77 | $-77.00 | 1455.00 | 23 | 97.0 | 651.000 | -1.50 | 2024-05-19 |
| SNAP240531C00014000 | SNAP | CALL | Short | 14.00 | None | $-0.77 | -0.58 | $-1.50 | -0.10 | -0.04 | 1.32 | 2.09 | 14.55 | 16.05 | -0.77 | $-77.00 | 1455.00 | 22 | 97.0 | 651.000 | -1.50 | 2024-05-18 |
| SNAP240531C00014000 | SNAP | CALL | Short | 14.00 | None | $-0.77 | -0.58 | $-1.50 | -0.10 | -0.01 | 1.32 | 2.09 | 14.55 | 16.05 | -0.77 | $-77.00 | 1455.00 | 21 | 97.0 | 651.000 | -1.50 | 2024-05-17 |
| SNAP240531C00014000 | SNAP | CALL | Short | 14.00 | None | $-0.66 | -0.50 | $-1.66 | -0.11 | 0.06 | 1.32 | 1.98 | 14.55 | 16.21 | -0.66 | $-66.00 | 1455.00 | 19 | 1.0 | 721.000 | -1.66 | 2024-05-15 |
| SNAP240531C00014000 | SNAP | CALL | Short | 14.00 | None | $-0.44 | -0.33 | $-1.06 | -0.07 | -0.03 | 1.32 | 1.76 | 14.55 | 15.61 | -0.44 | $-44.00 | 1455.00 | 18 | 36.0 | 726.000 | -1.06 | 2024-05-14 |
| SNAP240531C00014000 | SNAP | CALL | Short | 14.00 | None | $-0.56 | -0.42 | $-1.21 | -0.08 | -0.03 | 1.32 | 1.88 | 14.55 | 15.76 | -0.56 | $-56.00 | 1455.00 | 17 | 29.0 | 747.000 | -1.21 | 2024-05-13 |
| SNAP240531C00014000 | SNAP | CALL | Short | 14.00 | None | $-0.77 | -0.58 | $-1.46 | -0.10 | -0.55 | 1.32 | 2.09 | 14.55 | 16.01 | -0.77 | $-77.00 | 1455.00 | 16 | 2.0 | 747.000 | -1.46 | 2024-05-12 |
| SNAP240531C00014000 | SNAP | CALL | Short | 14.00 | None | $-1.18 | -0.89 | $-1.99 | -0.14 | -0.01 | 1.32 | 2.50 | 14.55 | 16.54 | -1.18 | $-118.00 | 1455.00 | 13 | 4.0 | 773.000 | -1.99 | 2024-05-09 |
| SNAP240531C00014000 | SNAP | CALL | Short | 14.00 | None | $-1.68 | -1.27 | $-2.19 | -0.15 | 0.11 | 1.32 | 3.00 | 14.55 | 16.74 | -1.68 | $-168.00 | 1455.00 | 12 | 1.0 | 774.000 | -2.19 | 2024-05-08 |
| SNAP240531C00014000 | SNAP | CALL | Short | 14.00 | None | $-1.44 | -1.09 | $-2.59 | -0.18 | 0.69 | 1.32 | 2.76 | 14.55 | 17.14 | -1.44 | $-144.00 | 1455.00 | 11 | 11.0 | 780.000 | -2.59 | 2024-05-07 |
| SNAP240531C00014000 | SNAP | CALL | Short | 14.00 | None | $-1.09 | -0.83 | $-1.70 | -0.12 | 0.31 | 1.32 | 2.41 | 14.55 | 16.25 | -1.09 | $-109.00 | 1455.00 | 7 | 10.0 | 800.000 | -1.70 | 2024-05-03 |
| SNAP240531C00014000 | SNAP | CALL | Short | 14.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $1.08; Exit EQ PnL: -1.75 | $-1.08 | -0.82 | $-1.75 | -0.12 | 0.17 | 1.32 | 2.40 | 14.55 | 16.30 | -1.08 | $-108.00 | 1455.00 | 6 | 84.0 | 866.000 | -1.75 | 2024-05-02 |
| SNAP240531C00014000 | SNAP | CALL | Short | 14.00 | None | $-0.09 | -0.07 | $-0.14 | -0.01 | 0.02 | 1.32 | 1.41 | 14.55 | 14.69 | -0.09 | $-9.00 | 1455.00 | 3 | 14.0 | 919.000 | -0.14 | 2024-04-29 |
| SNAP240531C00014000 | SNAP | CALL | Short | 14.00 | None | $-0.00 | -0.00 | $-0.00 | -0.00 | 0.00 | 1.32 | 1.32 | 14.55 | 14.55 | -0.00 | $-0.00 | 1455.00 | 0 | 598.0 | 1207.000 | -0.00 | 2024-04-26 |