| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-23 | UPS | UPS240823C00133000 | 133.00 | 39.0 | 33.000 | 0.221 | 0.165 | 1.2 | 5.7 | 0.010 | 2.020 | 6.580 | 1.17 | 127.68 | 2024-08-23 | CALL | Long | 0.103 | 0.165 | -0.121 |
| 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 | UPS | 0.818 | 0.042 | 0.142 | 0.074 | 0.067 | -0.011 | 127.32 | 0.074 | 0.0000 | 123.32 | 161.62 | 21 | 1y | 133.66 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| UPS240823C00133000 | UPS | CALL | Long | 133.00 | None | $-1.14 | -0.97 | $-0.81 | -0.01 | 0.13 | 1.17 | 0.03 | 127.68 | 126.87 | -1.14 | $-114.00 | 117.00 | 30 | 6.0 | 643.000 | -0.81 | 2024-08-22 |
| UPS240823C00133000 | UPS | CALL | Long | 133.00 | None | $-1.12 | -0.96 | $0.22 | 0.00 | 0.06 | 1.17 | 0.05 | 127.68 | 127.90 | -1.12 | $-112.00 | 117.00 | 29 | 17.0 | 654.000 | 0.22 | 2024-08-21 |
| UPS240823C00133000 | UPS | CALL | Long | 133.00 | None | $-1.09 | -0.93 | $1.20 | 0.01 | -0.00 | 1.17 | 0.08 | 127.68 | 128.88 | -1.09 | $-109.00 | 117.00 | 28 | 32.0 | 647.000 | 1.20 | 2024-08-20 |
| UPS240823C00133000 | UPS | CALL | Long | 133.00 | None | $-1.04 | -0.89 | $1.29 | 0.01 | -0.02 | 1.17 | 0.13 | 127.68 | 128.97 | -1.04 | $-104.00 | 117.00 | 27 | 146.0 | 545.000 | 1.29 | 2024-08-19 |
| UPS240823C00133000 | UPS | CALL | Long | 133.00 | None | $-0.98 | -0.84 | $1.97 | 0.02 | -0.05 | 1.17 | 0.19 | 127.68 | 129.65 | -0.98 | $-98.00 | 117.00 | 26 | 65.0 | 519.000 | 1.97 | 2024-08-18 |
| UPS240823C00133000 | UPS | CALL | Long | 133.00 | None | $-0.98 | -0.84 | $1.97 | 0.02 | -0.07 | 1.17 | 0.19 | 127.68 | 129.65 | -0.98 | $-98.00 | 117.00 | 25 | 65.0 | 519.000 | 1.97 | 2024-08-17 |
| UPS240823C00133000 | UPS | CALL | Long | 133.00 | None | $-0.98 | -0.84 | $1.98 | 0.02 | -0.07 | 1.17 | 0.19 | 127.68 | 129.66 | -0.98 | $-98.00 | 117.00 | 24 | 65.0 | 519.000 | 1.98 | 2024-08-16 |
| UPS240823C00133000 | UPS | CALL | Long | 133.00 | None | $-1.05 | -0.90 | $0.85 | 0.01 | -0.06 | 1.17 | 0.12 | 127.68 | 128.53 | -1.05 | $-105.00 | 117.00 | 23 | 25.0 | 512.000 | 0.85 | 2024-08-15 |
| UPS240823C00133000 | UPS | CALL | Long | 133.00 | None | $-1.08 | -0.92 | $-1.28 | -0.01 | -0.02 | 1.17 | 0.09 | 127.68 | 126.40 | -1.08 | $-108.00 | 117.00 | 22 | 4.0 | 508.000 | -1.28 | 2024-08-14 |
| UPS240823C00133000 | UPS | CALL | Long | 133.00 | None | $-1.04 | -0.89 | $-1.20 | -0.01 | -0.01 | 1.17 | 0.13 | 127.68 | 126.48 | -1.04 | $-104.00 | 117.00 | 21 | 2.0 | 508.000 | -1.20 | 2024-08-13 |
| UPS240823C00133000 | UPS | CALL | Long | 133.00 | None | $-1.08 | -0.92 | $-2.82 | -0.02 | 0.01 | 1.17 | 0.09 | 127.68 | 124.86 | -1.08 | $-108.00 | 117.00 | 20 | 11.0 | 508.000 | -2.82 | 2024-08-12 |
| UPS240823C00133000 | UPS | CALL | Long | 133.00 | None | $-1.04 | -0.89 | $-1.86 | -0.01 | -0.02 | 1.17 | 0.13 | 127.68 | 125.82 | -1.04 | $-104.00 | 117.00 | 17 | 2.0 | 508.000 | -1.86 | 2024-08-09 |
| UPS240823C00133000 | UPS | CALL | Long | 133.00 | None | $-0.91 | -0.78 | $-1.47 | -0.01 | 0.00 | 1.17 | 0.26 | 127.68 | 126.21 | -0.91 | $-91.00 | 117.00 | 16 | 11.0 | 507.000 | -1.47 | 2024-08-08 |
| UPS240823C00133000 | UPS | CALL | Long | 133.00 | None | $-0.57 | -0.49 | $-4.36 | -0.03 | 0.02 | 1.17 | 0.60 | 127.68 | 123.32 | -0.57 | $-57.00 | 117.00 | 15 | 1.0 | 507.000 | -4.36 | 2024-08-07 |
| UPS240823C00133000 | UPS | CALL | Long | 133.00 | None | $-0.57 | -0.49 | $-3.18 | -0.02 | 0.01 | 1.17 | 0.60 | 127.68 | 124.50 | -0.57 | $-57.00 | 117.00 | 14 | 420.0 | 506.000 | -3.18 | 2024-08-06 |
| UPS240823C00133000 | UPS | CALL | Long | 133.00 | None | $0.13 | 0.11 | $0.83 | 0.01 | -0.03 | 1.17 | 1.30 | 127.68 | 128.51 | 0.13 | $13.00 | 117.00 | 6 | 42.0 | 49.000 | 0.83 | 2024-07-29 |
| UPS240823C00133000 | UPS | CALL | Long | 133.00 | None | $0.13 | 0.11 | $1.18 | 0.01 | 0.07 | 1.17 | 1.30 | 127.68 | 128.86 | 0.13 | $13.00 | 117.00 | 3 | 42.0 | 18.000 | 1.18 | 2024-07-26 |
| UPS240823C00133000 | UPS | CALL | Long | 133.00 | OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position. | $0.00 | 0.00 | $-0.60 | -0.00 | 0.00 | 1.17 | 1.17 | 127.68 | 127.08 | 0.00 | $0.00 | 117.00 | 2 | 39.0 | 18.000 | -0.60 | 2024-07-25 |
| UPS240823C00133000 | UPS | CALL | Long | 133.00 | None | $0.00 | 0.00 | $0.85 | 0.01 | 0.09 | 1.17 | 1.17 | 127.68 | 128.53 | 0.00 | $0.00 | 117.00 | 1 | 39.0 | 18.000 | 0.85 | 2024-07-24 |
| UPS240823C00133000 | UPS | CALL | Long | 133.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 1.17 | 1.17 | 127.68 | 127.68 | 0.00 | $0.00 | 117.00 | 0 | 39.0 | 33.000 | 0.00 | 2024-07-23 |