| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-04-22 | SPCE | SPCE240524C00000500 | 0.50 | 2.0 | 5.000 | 1.125 | 0.372 | 0.2 | 0.0 | 0.000 | 0.260 | 0.020 | 0.40 | 0.74 | 2024-05-24 | CALL | Long | 0.370 | 0.388 | -0.122 |
| 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 | SPCE | 0.727 | 0.146 | 0.432 | 0.258 | 0.154 | -0.168 | 6.57 | -73.873 | 0.0000 | 5.27 | 54.00 | 21 | 1y | 6.98 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SPCE240524C00000500 | SPCE | CALL | Long | 0.50 | None | $0.02 | 0.05 | $0.16 | 0.21 | 8.19 | 0.40 | 0.42 | 0.75 | 0.91 | 0.02 | $2.00 | 40.00 | 31 | 4.0 | 78.000 | 0.16 | 2024-05-23 |
| SPCE240524C00000500 | SPCE | CALL | Long | 0.50 | None | $0.02 | 0.05 | $0.18 | 0.24 | 1.31 | 0.40 | 0.42 | 0.75 | 0.93 | 0.02 | $2.00 | 40.00 | 30 | 18.0 | 70.000 | 0.18 | 2024-05-22 |
| SPCE240524C00000500 | SPCE | CALL | Long | 0.50 | None | $0.01 | 0.02 | $0.21 | 0.28 | 13.19 | 0.40 | 0.41 | 0.75 | 0.96 | 0.01 | $1.00 | 40.00 | 29 | 2.0 | 71.000 | 0.21 | 2024-05-21 |
| SPCE240524C00000500 | SPCE | CALL | Long | 0.50 | None | $0.09 | 0.22 | $0.24 | 0.32 | -6.56 | 0.40 | 0.49 | 0.75 | 0.99 | 0.09 | $9.00 | 40.00 | 28 | 20.0 | 0.000 | 0.24 | 2024-05-20 |
| SPCE240524C00000500 | SPCE | CALL | Long | 0.50 | None | $0.10 | 0.25 | $0.26 | 0.35 | 2.62 | 0.40 | 0.50 | 0.75 | 1.01 | 0.10 | $10.00 | 40.00 | 27 | 23.0 | 55.000 | 0.26 | 2024-05-19 |
| SPCE240524C00000500 | SPCE | CALL | Long | 0.50 | None | $0.10 | 0.25 | $0.26 | 0.35 | 1.94 | 0.40 | 0.50 | 0.75 | 1.01 | 0.10 | $10.00 | 40.00 | 26 | 23.0 | 55.000 | 0.26 | 2024-05-18 |
| SPCE240524C00000500 | SPCE | CALL | Long | 0.50 | None | $0.10 | 0.25 | $0.24 | 0.32 | 3.56 | 0.40 | 0.50 | 0.75 | 0.99 | 0.10 | $10.00 | 40.00 | 25 | 23.0 | 55.000 | 0.24 | 2024-05-17 |
| SPCE240524C00000500 | SPCE | CALL | Long | 0.50 | None | $0.33 | 0.82 | $0.31 | 0.41 | -0.81 | 0.40 | 0.73 | 0.75 | 1.06 | 0.33 | $33.00 | 40.00 | 23 | 1.0 | 58.000 | 0.31 | 2024-05-15 |
| SPCE240524C00000500 | SPCE | CALL | Long | 0.50 | None | $0.37 | 0.92 | $0.51 | 0.68 | -6.06 | 0.40 | 0.77 | 0.75 | 1.26 | 0.37 | $37.00 | 40.00 | 22 | 34.0 | 65.000 | 0.51 | 2024-05-14 |
| SPCE240524C00000500 | SPCE | CALL | Long | 0.50 | None | $0.13 | 0.32 | $0.29 | 0.39 | -1.50 | 0.40 | 0.53 | 0.75 | 1.04 | 0.13 | $13.00 | 40.00 | 21 | 7.0 | 69.000 | 0.29 | 2024-05-13 |
| SPCE240524C00000500 | SPCE | CALL | Long | 0.50 | None | $0.07 | 0.18 | $0.20 | 0.27 | -6.56 | 0.40 | 0.47 | 0.75 | 0.95 | 0.07 | $7.00 | 40.00 | 20 | 1.0 | 69.000 | 0.20 | 2024-05-12 |
| SPCE240524C00000500 | SPCE | CALL | Long | 0.50 | None | $0.12 | 0.30 | $0.27 | 0.36 | -3.50 | 0.40 | 0.52 | 0.75 | 1.02 | 0.12 | $12.00 | 40.00 | 17 | 14.0 | 41.000 | 0.27 | 2024-05-09 |
| SPCE240524C00000500 | SPCE | CALL | Long | 0.50 | None | $0.07 | 0.18 | $0.25 | 0.33 | -2.84 | 0.40 | 0.47 | 0.75 | 1.00 | 0.07 | $7.00 | 40.00 | 16 | 6.0 | 40.000 | 0.25 | 2024-05-08 |
| SPCE240524C00000500 | SPCE | CALL | Long | 0.50 | None | $0.09 | 0.22 | $0.26 | 0.35 | -1.00 | 0.40 | 0.49 | 0.75 | 1.01 | 0.09 | $9.00 | 40.00 | 15 | 2.0 | 40.000 | 0.26 | 2024-05-07 |
| SPCE240524C00000500 | SPCE | CALL | Long | 0.50 | None | $0.01 | 0.02 | $0.17 | 0.23 | -0.38 | 0.40 | 0.41 | 0.75 | 0.92 | 0.01 | $1.00 | 40.00 | 11 | 43.0 | 48.000 | 0.17 | 2024-05-03 |
| SPCE240524C00000500 | SPCE | CALL | Long | 0.50 | None | $0.01 | 0.02 | $0.13 | 0.17 | -4.31 | 0.40 | 0.41 | 0.75 | 0.88 | 0.01 | $1.00 | 40.00 | 10 | 43.0 | 6.000 | 0.13 | 2024-05-02 |
| SPCE240524C00000500 | SPCE | CALL | Long | 0.50 | None | $-0.02 | -0.05 | $0.12 | 0.16 | -3.12 | 0.40 | 0.38 | 0.75 | 0.87 | -0.02 | $-2.00 | 40.00 | 7 | 4.0 | 8.000 | 0.12 | 2024-04-29 |
| SPCE240524C00000500 | SPCE | CALL | Long | 0.50 | Underlying has moved in favorable position (0.1333333333333333333333333333) however, position is suffering from IV crush;Exit OP PnL: $-0.04;Exit EQ PnL: 0.10 | $-0.04 | -0.10 | $0.14 | 0.19 | -0.66 | 0.40 | 0.36 | 0.75 | 0.89 | -0.04 | $-4.00 | 40.00 | 4 | 1.0 | 7.000 | 0.14 | 2024-04-26 |
| SPCE240524C00000500 | SPCE | CALL | Long | 0.50 | None | $0.01 | 0.02 | $0.11 | 0.15 | 0.66 | 0.40 | 0.41 | 0.75 | 0.86 | 0.01 | $1.00 | 40.00 | 3 | 1.0 | 7.000 | 0.11 | 2024-04-25 |
| SPCE240524C00000500 | SPCE | CALL | Long | 0.50 | None | $0.01 | 0.02 | $0.12 | 0.16 | -0.84 | 0.40 | 0.41 | 0.75 | 0.87 | 0.01 | $1.00 | 40.00 | 2 | 1.0 | 7.000 | 0.12 | 2024-04-24 |
| SPCE240524C00000500 | SPCE | CALL | Long | 0.50 | None | $0.05 | 0.12 | $0.17 | 0.23 | -3.03 | 0.40 | 0.45 | 0.75 | 0.92 | 0.05 | $5.00 | 40.00 | 1 | 2.0 | 7.000 | 0.17 | 2024-04-23 |
| SPCE240524C00000500 | SPCE | CALL | Long | 0.50 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.40 | 0.40 | 0.75 | 0.75 | 0.00 | $0.00 | 40.00 | 0 | 2.0 | 5.000 | 0.00 | 2024-04-22 |