| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-04-03 | TLRY | TLRY240503C00003000 | 3.00 | 596.0 | 741.000 | 1.410 | 0.313 | 0.0 | 0.2 | -0.010 | 0.350 | 0.490 | 0.40 | 2.85 | 2024-05-03 | CALL | Short | 0.379 | 0.415 | 0.183 |
| 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 | TLRY | 0.818 | 0.052 | 0.435 | 0.194 | 0.118 | -0.097 | 1.24 | -0.311 | 0.0000 | 1.19 | 2.85 | 21 | 1y | 1.59 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TLRY240503C00003000 | TLRY | CALL | Short | 3.00 | None | $0.39 | 0.98 | $0.83 | 0.29 | 2.46 | 0.40 | 0.01 | 2.85 | 2.02 | 0.39 | $39.00 | 285.00 | 29 | 996.0 | 16169.000 | 0.83 | 2024-05-02 |
| TLRY240503C00003000 | TLRY | CALL | Short | 3.00 | None | $0.39 | 0.98 | $1.02 | 0.36 | 0.72 | 0.40 | 0.01 | 2.85 | 1.83 | 0.39 | $39.00 | 285.00 | 26 | 1.0 | 3957.000 | 1.02 | 2024-04-29 |
| TLRY240503C00003000 | TLRY | CALL | Short | 3.00 | None | $0.39 | 0.98 | $1.07 | 0.38 | 0.34 | 0.40 | 0.01 | 2.85 | 1.78 | 0.39 | $39.00 | 285.00 | 23 | 29.0 | 3957.000 | 1.07 | 2024-04-26 |
| TLRY240503C00003000 | TLRY | CALL | Short | 3.00 | None | $0.39 | 0.98 | $1.10 | 0.39 | 0.53 | 0.40 | 0.01 | 2.85 | 1.75 | 0.39 | $39.00 | 285.00 | 22 | 26.0 | 3944.000 | 1.10 | 2024-04-25 |
| TLRY240503C00003000 | TLRY | CALL | Short | 3.00 | None | $0.39 | 0.98 | $1.01 | 0.35 | 0.09 | 0.40 | 0.01 | 2.85 | 1.84 | 0.39 | $39.00 | 285.00 | 21 | 210.0 | 3977.000 | 1.01 | 2024-04-24 |
| TLRY240503C00003000 | TLRY | CALL | Short | 3.00 | None | $0.39 | 0.98 | $1.01 | 0.35 | 0.18 | 0.40 | 0.01 | 2.85 | 1.84 | 0.39 | $39.00 | 285.00 | 20 | 9.0 | 3982.000 | 1.01 | 2024-04-23 |
| TLRY240503C00003000 | TLRY | CALL | Short | 3.00 | None | $0.39 | 0.98 | $1.13 | 0.40 | 0.28 | 0.40 | 0.01 | 2.85 | 1.72 | 0.39 | $39.00 | 285.00 | 19 | 2047.0 | 3995.000 | 1.13 | 2024-04-22 |
| TLRY240503C00003000 | TLRY | CALL | Short | 3.00 | None | $0.39 | 0.98 | $1.12 | 0.39 | -0.04 | 0.40 | 0.01 | 2.85 | 1.73 | 0.39 | $39.00 | 285.00 | 16 | 371.0 | 4001.000 | 1.12 | 2024-04-19 |
| TLRY240503C00003000 | TLRY | CALL | Short | 3.00 | None | $0.39 | 0.98 | $1.12 | 0.39 | 0.15 | 0.40 | 0.01 | 2.85 | 1.73 | 0.39 | $39.00 | 285.00 | 15 | 115.0 | 4001.000 | 1.12 | 2024-04-18 |
| TLRY240503C00003000 | TLRY | CALL | Short | 3.00 | None | $0.38 | 0.95 | $1.13 | 0.40 | 0.15 | 0.40 | 0.02 | 2.85 | 1.72 | 0.38 | $38.00 | 285.00 | 14 | 9.0 | 4001.000 | 1.13 | 2024-04-17 |
| TLRY240503C00003000 | TLRY | CALL | Short | 3.00 | None | $0.39 | 0.98 | $1.02 | 0.36 | -0.04 | 0.40 | 0.01 | 2.85 | 1.83 | 0.39 | $39.00 | 285.00 | 13 | 391.0 | 3896.000 | 1.02 | 2024-04-16 |
| TLRY240503C00003000 | TLRY | CALL | Short | 3.00 | None | $0.39 | 0.98 | $1.07 | 0.38 | -0.04 | 0.40 | 0.01 | 2.85 | 1.78 | 0.39 | $39.00 | 285.00 | 12 | 275.0 | 3777.000 | 1.07 | 2024-04-15 |
| TLRY240503C00003000 | TLRY | CALL | Short | 3.00 | None | $0.37 | 0.92 | $1.03 | 0.36 | -0.02 | 0.40 | 0.03 | 2.85 | 1.82 | 0.37 | $37.00 | 285.00 | 9 | 463.0 | 3740.000 | 1.03 | 2024-04-12 |
| TLRY240503C00003000 | TLRY | CALL | Short | 3.00 | None | $0.38 | 0.95 | $0.95 | 0.33 | -0.16 | 0.40 | 0.02 | 2.85 | 1.90 | 0.38 | $38.00 | 285.00 | 8 | 296.0 | 3757.000 | 0.95 | 2024-04-11 |
| TLRY240503C00003000 | TLRY | CALL | Short | 3.00 | None | $0.35 | 0.88 | $0.83 | 0.29 | -0.13 | 0.40 | 0.05 | 2.85 | 2.02 | 0.35 | $35.00 | 285.00 | 7 | 462.0 | 3630.000 | 0.83 | 2024-04-10 |
| TLRY240503C00003000 | TLRY | CALL | Short | 3.00 | None | $0.33 | 0.82 | $0.79 | 0.28 | 0.02 | 0.40 | 0.07 | 2.85 | 2.06 | 0.33 | $33.00 | 285.00 | 6 | 3077.0 | 1828.000 | 0.79 | 2024-04-09 |
| TLRY240503C00003000 | TLRY | CALL | Short | 3.00 | None | $0.09 | 0.22 | $0.26 | 0.09 | 0.21 | 0.40 | 0.31 | 2.85 | 2.59 | 0.09 | $9.00 | 285.00 | 5 | 1036.0 | 1432.000 | 0.26 | 2024-04-08 |
| TLRY240503C00003000 | TLRY | CALL | Short | 3.00 | None | $0.11 | 0.28 | $0.25 | 0.09 | 0.07 | 0.40 | 0.29 | 2.85 | 2.60 | 0.11 | $11.00 | 285.00 | 2 | 557.0 | 1407.000 | 0.25 | 2024-04-05 |
| TLRY240503C00003000 | TLRY | CALL | Short | 3.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.09 | $0.10 | 0.25 | $0.17 | 0.06 | -0.01 | 0.40 | 0.30 | 2.85 | 2.68 | 0.10 | $10.00 | 285.00 | 1 | 1758.0 | 799.000 | 0.17 | 2024-04-04 |
| TLRY240503C00003000 | TLRY | CALL | Short | 3.00 | None | $-0.00 | -0.00 | $-0.00 | -0.00 | 0.00 | 0.40 | 0.40 | 2.85 | 2.85 | -0.00 | $-0.00 | 285.00 | 0 | 596.0 | 741.000 | -0.00 | 2024-04-03 |