| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-30 | TLRY | TLRY240830C00002000 | 2.00 | 1063.0 | 2239.000 | 0.938 | 0.207 | 0.1 | 0.0 | -0.010 | 0.260 | 0.150 | 0.28 | 2.10 | 2024-08-30 | CALL | Short | 0.282 | 0.299 | 0.098 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TLRY240830C00002000 | TLRY | CALL | Short | 2.00 | None | $0.05 | 0.83 | $0.11 | 0.06 | 0.64 | 0.06 | 0.01 | 1.81 | 1.70 | 0.05 | $5.00 | 181.00 | 23 | 84.0 | 22240.000 | 0.11 | 2024-08-29 |
| TLRY240830C00002000 | TLRY | CALL | Short | 2.00 | None | $0.05 | 0.83 | $0.11 | 0.06 | 0.39 | 0.06 | 0.01 | 1.81 | 1.70 | 0.05 | $5.00 | 181.00 | 22 | 638.0 | 21936.000 | 0.11 | 2024-08-28 |
| TLRY240830C00002000 | TLRY | CALL | Short | 2.00 | None | $0.05 | 0.83 | $0.03 | 0.02 | -0.23 | 0.06 | 0.01 | 1.81 | 1.78 | 0.05 | $5.00 | 181.00 | 21 | 6573.0 | 21798.000 | 0.03 | 2024-08-27 |
| TLRY240830C00002000 | TLRY | CALL | Short | 2.00 | None | $0.04 | 0.67 | $-0.05 | -0.03 | -0.05 | 0.06 | 0.02 | 1.81 | 1.86 | 0.04 | $4.00 | 181.00 | 20 | 6572.0 | 17658.000 | -0.05 | 2024-08-26 |
| TLRY240830C00002000 | TLRY | CALL | Short | 2.00 | None | $0.03 | 0.50 | $-0.12 | -0.07 | -0.09 | 0.06 | 0.03 | 1.81 | 1.93 | 0.03 | $3.00 | 181.00 | 19 | 4978.0 | 14264.000 | -0.12 | 2024-08-25 |
| TLRY240830C00002000 | TLRY | CALL | Short | 2.00 | None | $0.03 | 0.50 | $-0.12 | -0.07 | -0.14 | 0.06 | 0.03 | 1.81 | 1.93 | 0.03 | $3.00 | 181.00 | 18 | 4978.0 | 14264.000 | -0.12 | 2024-08-24 |
| TLRY240830C00002000 | TLRY | CALL | Short | 2.00 | None | $0.03 | 0.50 | $-0.12 | -0.07 | -0.19 | 0.06 | 0.03 | 1.81 | 1.93 | 0.03 | $3.00 | 181.00 | 17 | 4587.0 | 14264.000 | -0.12 | 2024-08-23 |
| TLRY240830C00002000 | TLRY | CALL | Short | 2.00 | None | $0.03 | 0.50 | $-0.06 | -0.03 | -0.14 | 0.06 | 0.03 | 1.81 | 1.87 | 0.03 | $3.00 | 181.00 | 16 | 1657.0 | 13359.000 | -0.06 | 2024-08-22 |
| TLRY240830C00002000 | TLRY | CALL | Short | 2.00 | None | $0.03 | 0.50 | $-0.08 | -0.04 | -0.12 | 0.06 | 0.03 | 1.81 | 1.89 | 0.03 | $3.00 | 181.00 | 15 | 1659.0 | 12364.000 | -0.08 | 2024-08-21 |
| TLRY240830C00002000 | TLRY | CALL | Short | 2.00 | None | $0.02 | 0.33 | $-0.06 | -0.03 | -0.11 | 0.06 | 0.04 | 1.81 | 1.87 | 0.02 | $2.00 | 181.00 | 14 | 2484.0 | 11083.000 | -0.06 | 2024-08-20 |
| TLRY240830C00002000 | TLRY | CALL | Short | 2.00 | None | $0.01 | 0.17 | $-0.12 | -0.07 | -0.13 | 0.06 | 0.05 | 1.81 | 1.93 | 0.01 | $1.00 | 181.00 | 13 | 2230.0 | 9817.000 | -0.12 | 2024-08-19 |
| TLRY240830C00002000 | TLRY | CALL | Short | 2.00 | None | $-0.03 | -0.50 | $-0.13 | -0.07 | 0.03 | 0.06 | 0.09 | 1.81 | 1.94 | -0.03 | $-3.00 | 181.00 | 12 | 1129.0 | 9286.000 | -0.13 | 2024-08-18 |
| TLRY240830C00002000 | TLRY | CALL | Short | 2.00 | None | $-0.03 | -0.50 | $-0.13 | -0.07 | 0.00 | 0.06 | 0.09 | 1.81 | 1.94 | -0.03 | $-3.00 | 181.00 | 11 | 1129.0 | 9286.000 | -0.13 | 2024-08-17 |
| TLRY240830C00002000 | TLRY | CALL | Short | 2.00 | None | $-0.03 | -0.50 | $-0.13 | -0.07 | -0.03 | 0.06 | 0.09 | 1.81 | 1.94 | -0.03 | $-3.00 | 181.00 | 10 | 1123.0 | 9286.000 | -0.13 | 2024-08-16 |
| TLRY240830C00002000 | TLRY | CALL | Short | 2.00 | None | $-0.04 | -0.67 | $-0.14 | -0.08 | 0.02 | 0.06 | 0.10 | 1.81 | 1.95 | -0.04 | $-4.00 | 181.00 | 9 | 1243.0 | 8860.000 | -0.14 | 2024-08-15 |
| TLRY240830C00002000 | TLRY | CALL | Short | 2.00 | None | $-0.02 | -0.33 | $-0.11 | -0.06 | -0.08 | 0.06 | 0.08 | 1.81 | 1.92 | -0.02 | $-2.00 | 181.00 | 8 | 1915.0 | 8604.000 | -0.11 | 2024-08-14 |
| TLRY240830C00002000 | TLRY | CALL | Short | 2.00 | None | $-0.00 | -0.00 | $-0.06 | -0.03 | -0.03 | 0.06 | 0.06 | 1.81 | 1.87 | -0.00 | $-0.00 | 181.00 | 7 | 6995.0 | 6319.000 | -0.06 | 2024-08-13 |
| TLRY240830C00002000 | TLRY | CALL | Short | 2.00 | None | $0.01 | 0.17 | $0.03 | 0.02 | 0.02 | 0.06 | 0.05 | 1.81 | 1.78 | 0.01 | $1.00 | 181.00 | 6 | 1181.0 | 5621.000 | 0.03 | 2024-08-12 |
| TLRY240830C00002000 | TLRY | CALL | Short | 2.00 | None | $-0.01 | -0.17 | $0.02 | 0.01 | 0.12 | 0.06 | 0.07 | 1.81 | 1.79 | -0.01 | $-1.00 | 181.00 | 3 | 399.0 | 5619.000 | 0.02 | 2024-08-09 |
| TLRY240830C00002000 | TLRY | CALL | Short | 2.00 | None | $-0.04 | -0.67 | $-0.04 | -0.02 | 0.01 | 0.06 | 0.10 | 1.81 | 1.85 | -0.04 | $-4.00 | 181.00 | 2 | 1451.0 | 4540.000 | -0.04 | 2024-08-08 |
| TLRY240830C00002000 | TLRY | CALL | Short | 2.00 | Exit OP PnL: $0.03;Exit EQ PnL: -0.02; Position is Short and position continued to lose. Latest OP price is: $0.09 (EQ: $1.83). Initial OP price was: $0.06 (EQ: $1.81). Surpassed Stop Loss Percentage: -0.5 < -0.16. | $-0.01 | -0.17 | $0.06 | 0.03 | 0.10 | 0.06 | 0.07 | 1.81 | 1.75 | -0.01 | $-1.00 | 181.00 | 1 | 894.0 | 4040.000 | 0.06 | 2024-08-07 |
| TLRY240830C00002000 | TLRY | CALL | Short | 2.00 | None | $-0.00 | -0.00 | $-0.00 | -0.00 | 0.00 | 0.06 | 0.06 | 1.81 | 1.81 | -0.00 | $-0.00 | 181.00 | 0 | 695.0 | 3727.000 | -0.00 | 2024-08-06 |