| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-02-29 | SNOW | SNOW240405C00200000 | 200.00 | 741.0 | 6.000 | 0.432 | 0.270 | 2.2 | 12.6 | 0.020 | 5.240 | 15.680 | 5.75 | 188.79 | 2024-04-05 | CALL | Long | 0.192 | 0.281 | -0.182 |
| 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 | SNOW | 0.909 | 0.081 | 0.309 | 0.140 | 0.309 | 0.206 | 170.83 | -0.298 | 0.0000 | 108.56 | 236.00 | 21 | 1y | 119.77 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SNOW240405C00200000 | SNOW | CALL | Long | 200.00 | None | $-5.74 | -1.00 | $-36.87 | -0.20 | 0.80 | 5.75 | 0.01 | 188.20 | 151.33 | -5.74 | $-574.00 | 575.00 | 35 | 123.0 | 1352.000 | -36.87 | 2024-04-04 |
| SNOW240405C00200000 | SNOW | CALL | Long | 200.00 | None | $-5.74 | -1.00 | $-35.15 | -0.19 | 0.58 | 5.75 | 0.01 | 188.20 | 153.05 | -5.74 | $-574.00 | 575.00 | 34 | 123.0 | 1353.000 | -35.15 | 2024-04-03 |
| SNOW240405C00200000 | SNOW | CALL | Long | 200.00 | None | $-5.74 | -1.00 | $-32.02 | -0.17 | 0.38 | 5.75 | 0.01 | 188.20 | 156.18 | -5.74 | $-574.00 | 575.00 | 33 | 445.0 | 1122.000 | -32.02 | 2024-04-02 |
| SNOW240405C00200000 | SNOW | CALL | Long | 200.00 | None | $-5.73 | -1.00 | $-27.68 | -0.15 | 0.05 | 5.75 | 0.02 | 188.20 | 160.52 | -5.73 | $-573.00 | 575.00 | 32 | 134.0 | 1122.000 | -27.68 | 2024-04-01 |
| SNOW240405C00200000 | SNOW | CALL | Long | 200.00 | None | $-5.68 | -0.99 | $-26.60 | -0.14 | 0.29 | 5.75 | 0.07 | 188.20 | 161.60 | -5.68 | $-568.00 | 575.00 | 31 | 325.0 | 948.000 | -26.60 | 2024-03-31 |
| SNOW240405C00200000 | SNOW | CALL | Long | 200.00 | None | $-5.68 | -0.99 | $-26.60 | -0.14 | 0.18 | 5.75 | 0.07 | 188.20 | 161.60 | -5.68 | $-568.00 | 575.00 | 30 | 325.0 | 948.000 | -26.60 | 2024-03-30 |
| SNOW240405C00200000 | SNOW | CALL | Long | 200.00 | None | $-5.68 | -0.99 | $-26.60 | -0.14 | 0.14 | 5.75 | 0.07 | 188.20 | 161.60 | -5.68 | $-568.00 | 575.00 | 29 | 325.0 | 948.000 | -26.60 | 2024-03-29 |
| SNOW240405C00200000 | SNOW | CALL | Long | 200.00 | None | $-5.68 | -0.99 | $-26.60 | -0.14 | 0.08 | 5.75 | 0.07 | 188.20 | 161.60 | -5.68 | $-568.00 | 575.00 | 28 | 325.0 | 948.000 | -26.60 | 2024-03-28 |
| SNOW240405C00200000 | SNOW | CALL | Long | 200.00 | None | $-5.69 | -0.99 | $-28.15 | -0.15 | 0.12 | 5.75 | 0.06 | 188.20 | 160.05 | -5.69 | $-569.00 | 575.00 | 27 | 257.0 | 1057.000 | -28.15 | 2024-03-27 |
| SNOW240405C00200000 | SNOW | CALL | Long | 200.00 | None | $-5.67 | -0.99 | $-30.16 | -0.16 | 0.14 | 5.75 | 0.08 | 188.20 | 158.04 | -5.67 | $-567.00 | 575.00 | 26 | 15.0 | 1059.000 | -30.16 | 2024-03-26 |
| SNOW240405C00200000 | SNOW | CALL | Long | 200.00 | None | $-5.68 | -0.99 | $-30.07 | -0.16 | 0.11 | 5.75 | 0.07 | 188.20 | 158.13 | -5.68 | $-568.00 | 575.00 | 25 | 111.0 | 994.000 | -30.07 | 2024-03-25 |
| SNOW240405C00200000 | SNOW | CALL | Long | 200.00 | None | $-5.63 | -0.98 | $-29.20 | -0.16 | 0.08 | 5.75 | 0.12 | 188.20 | 159.00 | -5.63 | $-563.00 | 575.00 | 22 | 91.0 | 945.000 | -29.20 | 2024-03-22 |
| SNOW240405C00200000 | SNOW | CALL | Long | 200.00 | None | $-5.59 | -0.97 | $-29.86 | -0.16 | 0.09 | 5.75 | 0.16 | 188.20 | 158.34 | -5.59 | $-559.00 | 575.00 | 21 | 61.0 | 935.000 | -29.86 | 2024-03-21 |
| SNOW240405C00200000 | SNOW | CALL | Long | 200.00 | None | $-5.55 | -0.97 | $-25.12 | -0.13 | 0.04 | 5.75 | 0.20 | 188.20 | 163.08 | -5.55 | $-555.00 | 575.00 | 20 | 193.0 | 910.000 | -25.12 | 2024-03-20 |
| SNOW240405C00200000 | SNOW | CALL | Long | 200.00 | None | $-5.62 | -0.98 | $-30.49 | -0.16 | 0.06 | 5.75 | 0.13 | 188.20 | 157.71 | -5.62 | $-562.00 | 575.00 | 19 | 101.0 | 975.000 | -30.49 | 2024-03-19 |
| SNOW240405C00200000 | SNOW | CALL | Long | 200.00 | None | $-5.57 | -0.97 | $-31.89 | -0.17 | 0.08 | 5.75 | 0.18 | 188.20 | 156.31 | -5.57 | $-557.00 | 575.00 | 18 | 38.0 | 957.000 | -31.89 | 2024-03-18 |
| SNOW240405C00200000 | SNOW | CALL | Long | 200.00 | None | $-5.63 | -0.98 | $-31.29 | -0.17 | 0.07 | 5.75 | 0.12 | 188.20 | 156.91 | -5.63 | $-563.00 | 575.00 | 15 | 48.0 | 976.000 | -31.29 | 2024-03-15 |
| SNOW240405C00200000 | SNOW | CALL | Long | 200.00 | None | $-5.43 | -0.94 | $-29.25 | -0.16 | 0.06 | 5.75 | 0.32 | 188.20 | 158.95 | -5.43 | $-543.00 | 575.00 | 14 | 52.0 | 942.000 | -29.25 | 2024-03-14 |
| SNOW240405C00200000 | SNOW | CALL | Long | 200.00 | None | $-5.32 | -0.93 | $-25.89 | -0.14 | 0.06 | 5.75 | 0.43 | 188.20 | 162.31 | -5.32 | $-532.00 | 575.00 | 13 | 101.0 | 992.000 | -25.89 | 2024-03-13 |
| SNOW240405C00200000 | SNOW | CALL | Long | 200.00 | None | $-5.22 | -0.91 | $-26.36 | -0.14 | 0.05 | 5.75 | 0.53 | 188.20 | 161.84 | -5.22 | $-522.00 | 575.00 | 12 | 344.0 | 757.000 | -26.36 | 2024-03-12 |
| SNOW240405C00200000 | SNOW | CALL | Long | 200.00 | None | $-5.05 | -0.88 | $-25.93 | -0.14 | 0.08 | 5.75 | 0.70 | 188.20 | 162.27 | -5.05 | $-505.00 | 575.00 | 11 | 160.0 | 866.000 | -25.93 | 2024-03-11 |
| SNOW240405C00200000 | SNOW | CALL | Long | 200.00 | None | $-4.90 | -0.85 | $-25.80 | -0.14 | 0.06 | 5.75 | 0.85 | 188.20 | 162.40 | -4.90 | $-490.00 | 575.00 | 8 | 126.0 | 794.000 | -25.80 | 2024-03-08 |
| SNOW240405C00200000 | SNOW | CALL | Long | 200.00 | None | $-4.37 | -0.76 | $-19.84 | -0.11 | 0.05 | 5.75 | 1.38 | 188.20 | 168.36 | -4.37 | $-437.00 | 575.00 | 7 | 738.0 | 930.000 | -19.84 | 2024-03-07 |
| SNOW240405C00200000 | SNOW | CALL | Long | 200.00 | None | $-4.45 | -0.77 | $-21.17 | -0.11 | 0.05 | 5.75 | 1.30 | 188.20 | 167.03 | -4.45 | $-445.00 | 575.00 | 6 | 140.0 | 790.000 | -21.17 | 2024-03-06 |
| SNOW240405C00200000 | SNOW | CALL | Long | 200.00 | None | $-4.33 | -0.75 | $-21.77 | -0.12 | 0.09 | 5.75 | 1.42 | 188.20 | 166.43 | -4.33 | $-433.00 | 575.00 | 5 | 151.0 | 717.000 | -21.77 | 2024-03-05 |
| SNOW240405C00200000 | SNOW | CALL | Long | 200.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-2.68; Exit EQ PnL: -10.27 | $-2.68 | -0.47 | $-10.27 | -0.05 | -0.39 | 5.75 | 3.07 | 188.20 | 177.93 | -2.68 | $-268.00 | 575.00 | 4 | 461.0 | 0.000 | -10.27 | 2024-03-04 |
| SNOW240405C00200000 | SNOW | CALL | Long | 200.00 | None | $-0.65 | -0.11 | $-1.48 | -0.01 | 0.01 | 5.75 | 5.10 | 188.20 | 186.72 | -0.65 | $-65.00 | 575.00 | 3 | 238.0 | 565.000 | -1.48 | 2024-03-03 |
| SNOW240405C00200000 | SNOW | CALL | Long | 200.00 | None | $0.10 | 0.02 | $-0.06 | -0.00 | 0.02 | 5.75 | 5.85 | 188.20 | 188.14 | 0.10 | $10.00 | 575.00 | 1 | 185.0 | 565.000 | -0.06 | 2024-03-01 |
| SNOW240405C00200000 | SNOW | CALL | Long | 200.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 5.75 | 5.75 | 188.20 | 188.20 | 0.00 | $0.00 | 575.00 | 0 | 869.0 | 6.000 | 0.00 | 2024-02-29 |