| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-11-10 | TTD | TTD231215C00065000 | 65.00 | 3039.0 | 88.000 | 0.442 | 0.265 | 1.5 | 2.2 | 0.020 | 2.670 | 3.430 | 3.05 | 64.01 | 2023-12-15 | CALL | Long | 0.222 | 0.307 | -0.190 |
| 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 | TTD | 0.818 | 0.053 | 0.201 | 0.109 | 0.094 | -0.041 | 135.02 | 0.092 | 0.0000 | 63.76 | 139.51 | 21 | 1y | 122.15 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TTD231215C00065000 | TTD | CALL | Long | 65.00 | None | $8.41 | 2.76 | $12.07 | 0.19 | -0.46 | 3.05 | 11.46 | 64.01 | 76.08 | 8.41 | $841.00 | 305.00 | 34 | 88.0 | 1291.000 | 12.07 | 2023-12-14 |
| TTD231215C00065000 | TTD | CALL | Long | 65.00 | None | $6.23 | 2.04 | $10.00 | 0.16 | 0.37 | 3.05 | 9.28 | 64.01 | 74.01 | 6.23 | $623.00 | 305.00 | 33 | 22.0 | 1293.000 | 10.00 | 2023-12-13 |
| TTD231215C00065000 | TTD | CALL | Long | 65.00 | None | $3.27 | 1.07 | $7.34 | 0.11 | -0.46 | 3.05 | 6.32 | 64.01 | 71.35 | 3.27 | $327.00 | 305.00 | 32 | 8.0 | 1298.000 | 7.34 | 2023-12-12 |
| TTD231215C00065000 | TTD | CALL | Long | 65.00 | None | $4.35 | 1.43 | $7.62 | 0.12 | 0.20 | 3.05 | 7.40 | 64.01 | 71.63 | 4.35 | $435.00 | 305.00 | 31 | 36.0 | 1323.000 | 7.62 | 2023-12-11 |
| TTD231215C00065000 | TTD | CALL | Long | 65.00 | None | $2.65 | 0.87 | $6.62 | 0.10 | 0.01 | 3.05 | 5.70 | 64.01 | 70.63 | 2.65 | $265.00 | 305.00 | 28 | 89.0 | 1314.000 | 6.62 | 2023-12-08 |
| TTD231215C00065000 | TTD | CALL | Long | 65.00 | None | $0.94 | 0.31 | $4.77 | 0.07 | -0.00 | 3.05 | 3.99 | 64.01 | 68.78 | 0.94 | $94.00 | 305.00 | 27 | 32.0 | 1311.000 | 4.77 | 2023-12-07 |
| TTD231215C00065000 | TTD | CALL | Long | 65.00 | None | $1.45 | 0.48 | $4.30 | 0.07 | -0.02 | 3.05 | 4.50 | 64.01 | 68.31 | 1.45 | $145.00 | 305.00 | 26 | 0.0 | 1300.000 | 4.30 | 2023-12-06 |
| TTD231215C00065000 | TTD | CALL | Long | 65.00 | None | $0.90 | 0.30 | $4.32 | 0.07 | -0.04 | 3.05 | 3.95 | 64.01 | 68.33 | 0.90 | $90.00 | 305.00 | 25 | 0.0 | 1300.000 | 4.32 | 2023-12-05 |
| TTD231215C00065000 | TTD | CALL | Long | 65.00 | None | $1.30 | 0.43 | $4.75 | 0.07 | -0.01 | 3.05 | 4.35 | 64.01 | 68.76 | 1.30 | $130.00 | 305.00 | 24 | 0.0 | 1298.000 | 4.75 | 2023-12-04 |
| TTD231215C00065000 | TTD | CALL | Long | 65.00 | None | $3.97 | 1.30 | $7.59 | 0.12 | 0.05 | 3.05 | 7.02 | 64.01 | 71.60 | 3.97 | $397.00 | 305.00 | 23 | 0.0 | 1302.000 | 7.59 | 2023-12-03 |
| TTD231215C00065000 | TTD | CALL | Long | 65.00 | None | $3.97 | 1.30 | $7.59 | 0.12 | 0.12 | 3.05 | 7.02 | 64.01 | 71.60 | 3.97 | $397.00 | 305.00 | 22 | 0.0 | 1302.000 | 7.59 | 2023-12-02 |
| TTD231215C00065000 | TTD | CALL | Long | 65.00 | None | $3.97 | 1.30 | $7.59 | 0.12 | 0.08 | 3.05 | 7.02 | 64.01 | 71.60 | 3.97 | $397.00 | 305.00 | 21 | 0.0 | 1302.000 | 7.59 | 2023-12-01 |
| TTD231215C00065000 | TTD | CALL | Long | 65.00 | None | $3.25 | 1.07 | $6.45 | 0.10 | 0.00 | 3.05 | 6.30 | 64.01 | 70.46 | 3.25 | $325.00 | 305.00 | 20 | 0.0 | 1301.000 | 6.45 | 2023-11-30 |
| TTD231215C00065000 | TTD | CALL | Long | 65.00 | None | $3.45 | 1.13 | $6.36 | 0.10 | -0.02 | 3.05 | 6.50 | 64.01 | 70.37 | 3.45 | $345.00 | 305.00 | 19 | 0.0 | 1362.000 | 6.36 | 2023-11-29 |
| TTD231215C00065000 | TTD | CALL | Long | 65.00 | None | $1.65 | 0.54 | $5.02 | 0.08 | -0.05 | 3.05 | 4.70 | 64.01 | 69.03 | 1.65 | $165.00 | 305.00 | 18 | 0.0 | 1365.000 | 5.02 | 2023-11-28 |
| TTD231215C00065000 | TTD | CALL | Long | 65.00 | None | $2.15 | 0.70 | $5.27 | 0.08 | -0.04 | 3.05 | 5.20 | 64.01 | 69.28 | 2.15 | $215.00 | 305.00 | 17 | 0.0 | 1365.000 | 5.27 | 2023-11-27 |
| TTD231215C00065000 | TTD | CALL | Long | 65.00 | None | $0.50 | 0.16 | $3.26 | 0.05 | -0.08 | 3.05 | 3.55 | 64.01 | 67.27 | 0.50 | $50.00 | 305.00 | 14 | 0.0 | 0.000 | 3.26 | 2023-11-24 |
| TTD231215C00065000 | TTD | CALL | Long | 65.00 | None | $0.43 | 0.14 | $2.82 | 0.04 | -0.46 | 3.05 | 3.48 | 64.01 | 66.83 | 0.43 | $43.00 | 305.00 | 13 | 0.0 | 0.000 | 2.82 | 2023-11-23 |
| TTD231215C00065000 | TTD | CALL | Long | 65.00 | None | $0.05 | 0.02 | $2.29 | 0.04 | -0.08 | 3.05 | 3.10 | 64.01 | 66.30 | 0.05 | $5.00 | 305.00 | 12 | 0.0 | 1402.000 | 2.29 | 2023-11-22 |
| TTD231215C00065000 | TTD | CALL | Long | 65.00 | None | $0.05 | 0.02 | $1.84 | 0.03 | -0.07 | 3.05 | 3.10 | 64.01 | 65.85 | 0.05 | $5.00 | 305.00 | 11 | 0.0 | 1380.000 | 1.84 | 2023-11-21 |
| TTD231215C00065000 | TTD | CALL | Long | 65.00 | None | $0.90 | 0.30 | $3.28 | 0.05 | -0.07 | 3.05 | 3.95 | 64.01 | 67.29 | 0.90 | $90.00 | 305.00 | 10 | 0.0 | 1419.000 | 3.28 | 2023-11-20 |
| TTD231215C00065000 | TTD | CALL | Long | 65.00 | None | $0.60 | 0.20 | $2.46 | 0.04 | -0.06 | 3.05 | 3.65 | 64.01 | 66.47 | 0.60 | $60.00 | 305.00 | 9 | 0.0 | 1427.000 | 2.46 | 2023-11-19 |
| TTD231215C00065000 | TTD | CALL | Long | 65.00 | None | $0.60 | 0.20 | $2.46 | 0.04 | -0.07 | 3.05 | 3.65 | 64.01 | 66.47 | 0.60 | $60.00 | 305.00 | 7 | 0.0 | 1427.000 | 2.46 | 2023-11-17 |
| TTD231215C00065000 | TTD | CALL | Long | 65.00 | None | $0.65 | 0.21 | $2.29 | 0.04 | -0.06 | 3.05 | 3.70 | 64.01 | 66.30 | 0.65 | $65.00 | 305.00 | 6 | 0.0 | 1344.000 | 2.29 | 2023-11-16 |
| TTD231215C00065000 | TTD | CALL | Long | 65.00 | None | $1.80 | 0.59 | $4.04 | 0.06 | -0.04 | 3.05 | 4.85 | 64.01 | 68.05 | 1.80 | $180.00 | 305.00 | 5 | 0.0 | 1361.000 | 4.04 | 2023-11-15 |
| TTD231215C00065000 | TTD | CALL | Long | 65.00 | None | $1.55 | 0.51 | $3.62 | 0.06 | -0.05 | 3.05 | 4.60 | 64.01 | 67.63 | 1.55 | $155.00 | 305.00 | 4 | 0.0 | 1673.000 | 3.62 | 2023-11-14 |
| TTD231215C00065000 | TTD | CALL | Long | 65.00 | OUTLIERSPNLMANUALTRIGGER - hapy w profit | $-0.71 | -0.23 | $-0.55 | -0.01 | -0.06 | 3.05 | 2.34 | 64.01 | 63.46 | -0.71 | $-71.00 | 305.00 | 3 | 0.0 | 1305.000 | -0.55 | 2023-11-13 |
| TTD231215C00065000 | TTD | CALL | Long | 65.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 3.05 | 3.05 | 64.01 | 64.01 | 0.00 | $0.00 | 305.00 | 0 | 0.0 | 88.000 | 0.00 | 2023-11-10 |