| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-02-09 | TTWO | TTWO240315C00155000 | 155.00 | 796.0 | 1079.000 | 0.255 | 0.109 | 2.2 | 1.6 | 0.000 | 4.700 | 4.170 | 4.85 | 154.91 | 2024-03-15 | CALL | Long | 0.087 | 0.128 | -0.087 |
| 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 | TTWO | 0.818 | 0.033 | 0.108 | 0.065 | 0.052 | -0.031 | 187.18 | -0.700 | 0.0000 | 135.67 | 190.46 | 21 | 1y | 167.58 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TTWO240315C00155000 | TTWO | CALL | Long | 155.00 | None | $-4.84 | -1.00 | $-11.14 | -0.07 | 0.30 | 4.85 | 0.01 | 154.91 | 143.77 | -4.84 | $-484.00 | 485.00 | 34 | 4.0 | 1925.000 | -11.14 | 2024-03-14 |
| TTWO240315C00155000 | TTWO | CALL | Long | 155.00 | None | $-4.82 | -0.99 | $-10.02 | -0.06 | 0.19 | 4.85 | 0.03 | 154.91 | 144.89 | -4.82 | $-482.00 | 485.00 | 33 | 7.0 | 1928.000 | -10.02 | 2024-03-13 |
| TTWO240315C00155000 | TTWO | CALL | Long | 155.00 | None | $-4.83 | -1.00 | $-10.38 | -0.07 | 0.11 | 4.85 | 0.02 | 154.91 | 144.53 | -4.83 | $-483.00 | 485.00 | 32 | 11.0 | 1933.000 | -10.38 | 2024-03-12 |
| TTWO240315C00155000 | TTWO | CALL | Long | 155.00 | None | $-4.70 | -0.97 | $-9.04 | -0.06 | 0.07 | 4.85 | 0.15 | 154.91 | 145.87 | -4.70 | $-470.00 | 485.00 | 31 | 27.0 | 1925.000 | -9.04 | 2024-03-11 |
| TTWO240315C00155000 | TTWO | CALL | Long | 155.00 | None | $-4.76 | -0.98 | $-11.18 | -0.07 | 0.08 | 4.85 | 0.09 | 154.91 | 143.73 | -4.76 | $-476.00 | 485.00 | 28 | 101.0 | 1902.000 | -11.18 | 2024-03-08 |
| TTWO240315C00155000 | TTWO | CALL | Long | 155.00 | None | $-4.69 | -0.97 | $-9.90 | -0.06 | 0.03 | 4.85 | 0.16 | 154.91 | 145.01 | -4.69 | $-469.00 | 485.00 | 27 | 31.0 | 1925.000 | -9.90 | 2024-03-07 |
| TTWO240315C00155000 | TTWO | CALL | Long | 155.00 | None | $-4.55 | -0.94 | $-11.01 | -0.07 | 0.02 | 4.85 | 0.30 | 154.91 | 143.90 | -4.55 | $-455.00 | 485.00 | 26 | 30.0 | 1927.000 | -11.01 | 2024-03-06 |
| TTWO240315C00155000 | TTWO | CALL | Long | 155.00 | None | $-4.74 | -0.98 | $-11.49 | -0.07 | 0.02 | 4.85 | 0.11 | 154.91 | 143.42 | -4.74 | $-474.00 | 485.00 | 25 | 88.0 | 1905.000 | -11.49 | 2024-03-05 |
| TTWO240315C00155000 | TTWO | CALL | Long | 155.00 | None | $-4.47 | -0.92 | $-8.58 | -0.06 | -0.19 | 4.85 | 0.38 | 154.91 | 146.33 | -4.47 | $-447.00 | 485.00 | 24 | 159.0 | 0.000 | -8.58 | 2024-03-04 |
| TTWO240315C00155000 | TTWO | CALL | Long | 155.00 | None | $-3.90 | -0.80 | $-4.57 | -0.03 | -0.01 | 4.85 | 0.95 | 154.91 | 150.34 | -3.90 | $-390.00 | 485.00 | 23 | 89.0 | 1805.000 | -4.57 | 2024-03-03 |
| TTWO240315C00155000 | TTWO | CALL | Long | 155.00 | None | $-3.90 | -0.80 | $-4.57 | -0.03 | -0.01 | 4.85 | 0.95 | 154.91 | 150.34 | -3.90 | $-390.00 | 485.00 | 22 | 89.0 | 1805.000 | -4.57 | 2024-03-02 |
| TTWO240315C00155000 | TTWO | CALL | Long | 155.00 | None | $-4.12 | -0.85 | $-5.12 | -0.03 | -0.04 | 4.85 | 0.73 | 154.91 | 149.79 | -4.12 | $-412.00 | 485.00 | 21 | 37.0 | 1805.000 | -5.12 | 2024-03-01 |
| TTWO240315C00155000 | TTWO | CALL | Long | 155.00 | None | $-4.54 | -0.94 | $-7.98 | -0.05 | -0.04 | 4.85 | 0.31 | 154.91 | 146.93 | -4.54 | $-454.00 | 485.00 | 20 | 32.0 | 1796.000 | -7.98 | 2024-02-29 |
| TTWO240315C00155000 | TTWO | CALL | Long | 155.00 | None | $-4.32 | -0.89 | $-7.43 | -0.05 | -0.02 | 4.85 | 0.53 | 154.91 | 147.48 | -4.32 | $-432.00 | 485.00 | 19 | 66.0 | 1781.000 | -7.43 | 2024-02-28 |
| TTWO240315C00155000 | TTWO | CALL | Long | 155.00 | None | $-4.21 | -0.87 | $-6.97 | -0.04 | -0.04 | 4.85 | 0.64 | 154.91 | 147.94 | -4.21 | $-421.00 | 485.00 | 18 | 163.0 | 1771.000 | -6.97 | 2024-02-27 |
| TTWO240315C00155000 | TTWO | CALL | Long | 155.00 | None | $-3.54 | -0.73 | $-5.20 | -0.03 | -0.02 | 4.85 | 1.31 | 154.91 | 149.71 | -3.54 | $-354.00 | 485.00 | 17 | 11.0 | 1771.000 | -5.20 | 2024-02-26 |
| TTWO240315C00155000 | TTWO | CALL | Long | 155.00 | None | $-3.00 | -0.62 | $-3.90 | -0.03 | -0.02 | 4.85 | 1.85 | 154.91 | 151.01 | -3.00 | $-300.00 | 485.00 | 16 | 40.0 | 1759.000 | -3.90 | 2024-02-25 |
| TTWO240315C00155000 | TTWO | CALL | Long | 155.00 | None | $-3.00 | -0.62 | $-3.90 | -0.03 | -0.04 | 4.85 | 1.85 | 154.91 | 151.01 | -3.00 | $-300.00 | 485.00 | 14 | 40.0 | 1759.000 | -3.90 | 2024-02-23 |
| TTWO240315C00155000 | TTWO | CALL | Long | 155.00 | None | $-2.39 | -0.49 | $-2.47 | -0.02 | -0.02 | 4.85 | 2.46 | 154.91 | 152.44 | -2.39 | $-239.00 | 485.00 | 13 | 66.0 | 1758.000 | -2.47 | 2024-02-22 |
| TTWO240315C00155000 | TTWO | CALL | Long | 155.00 | None | $-3.15 | -0.65 | $-3.80 | -0.02 | -0.02 | 4.85 | 1.70 | 154.91 | 151.11 | -3.15 | $-315.00 | 485.00 | 12 | 52.0 | 1773.000 | -3.80 | 2024-02-21 |
| TTWO240315C00155000 | TTWO | CALL | Long | 155.00 | None | $-2.35 | -0.48 | $-2.97 | -0.02 | -0.01 | 4.85 | 2.50 | 154.91 | 151.94 | -2.35 | $-235.00 | 485.00 | 11 | 219.0 | 1734.000 | -2.97 | 2024-02-20 |
| TTWO240315C00155000 | TTWO | CALL | Long | 155.00 | None | $-1.70 | -0.35 | $-1.53 | -0.01 | -0.01 | 4.85 | 3.15 | 154.91 | 153.38 | -1.70 | $-170.00 | 485.00 | 10 | 122.0 | 1667.000 | -1.53 | 2024-02-19 |
| TTWO240315C00155000 | TTWO | CALL | Long | 155.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 4.85 | 4.85 | 154.91 | 154.91 | 0.00 | $0.00 | 485.00 | 0 | 796.0 | 1079.000 | 0.00 | 2024-02-09 |