| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-11-08 | UPST | UPST231208C00024000 | 24.00 | 25.0 | 14.000 | 0.860 | 0.411 | 0.2 | 2.7 | 0.040 | 0.930 | 3.480 | 1.21 | 21.38 | 2023-12-08 | CALL | Long | 0.314 | 0.448 | -0.273 |
| 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 | UPST | 0.909 | 0.164 | 0.437 | 0.251 | 0.243 | -0.193 | 82.99 | -0.473 | 0.0000 | 21.64 | 84.46 | 21 | 1y | 57.07 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| UPST231208C00024000 | UPST | CALL | Long | 24.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $8.38 | 6.93 | $12.49 | 0.58 | 2.81 | 1.21 | 9.59 | 21.38 | 33.87 | 8.38 | $838.00 | 121.00 | 29 | 35.0 | 397.000 | 12.49 | 2023-12-07 |
| UPST231208C00024000 | UPST | CALL | Long | 24.00 | None | $10.30 | 8.51 | $12.78 | 0.60 | 1.35 | 1.21 | 11.51 | 21.38 | 34.16 | 10.30 | $1030.00 | 121.00 | 28 | 0.0 | 479.000 | 12.78 | 2023-12-06 |
| UPST231208C00024000 | UPST | CALL | Long | 24.00 | None | $7.91 | 6.54 | $11.66 | 0.55 | 0.64 | 1.21 | 9.12 | 21.38 | 33.04 | 7.91 | $791.00 | 121.00 | 27 | 0.0 | 480.000 | 11.66 | 2023-12-05 |
| UPST231208C00024000 | UPST | CALL | Long | 24.00 | None | $8.61 | 7.12 | $12.91 | 0.60 | 1.25 | 1.21 | 9.82 | 21.38 | 34.29 | 8.61 | $861.00 | 121.00 | 26 | 0.0 | 483.000 | 12.91 | 2023-12-04 |
| UPST231208C00024000 | UPST | CALL | Long | 24.00 | None | $7.14 | 5.90 | $10.99 | 0.51 | 0.40 | 1.21 | 8.35 | 21.38 | 32.37 | 7.14 | $714.00 | 121.00 | 25 | 0.0 | 592.000 | 10.99 | 2023-12-03 |
| UPST231208C00024000 | UPST | CALL | Long | 24.00 | None | $7.14 | 5.90 | $10.99 | 0.51 | 0.30 | 1.21 | 8.35 | 21.38 | 32.37 | 7.14 | $714.00 | 121.00 | 24 | 0.0 | 592.000 | 10.99 | 2023-12-02 |
| UPST231208C00024000 | UPST | CALL | Long | 24.00 | None | $7.14 | 5.90 | $10.99 | 0.51 | 0.47 | 1.21 | 8.35 | 21.38 | 32.37 | 7.14 | $714.00 | 121.00 | 23 | 0.0 | 592.000 | 10.99 | 2023-12-01 |
| UPST231208C00024000 | UPST | CALL | Long | 24.00 | None | $1.62 | 1.34 | $5.38 | 0.25 | -0.29 | 1.21 | 2.83 | 21.38 | 26.76 | 1.62 | $162.00 | 121.00 | 22 | 0.0 | 599.000 | 5.38 | 2023-11-30 |
| UPST231208C00024000 | UPST | CALL | Long | 24.00 | None | $1.99 | 1.64 | $5.16 | 0.24 | -0.06 | 1.21 | 3.20 | 21.38 | 26.54 | 1.99 | $199.00 | 121.00 | 21 | 0.0 | 613.000 | 5.16 | 2023-11-29 |
| UPST231208C00024000 | UPST | CALL | Long | 24.00 | None | $1.49 | 1.23 | $4.79 | 0.22 | -0.10 | 1.21 | 2.70 | 21.38 | 26.17 | 1.49 | $149.00 | 121.00 | 20 | 0.0 | 683.000 | 4.79 | 2023-11-28 |
| UPST231208C00024000 | UPST | CALL | Long | 24.00 | None | $-0.08 | -0.07 | $2.51 | 0.12 | -0.14 | 1.21 | 1.13 | 21.38 | 23.89 | -0.08 | $-8.00 | 121.00 | 19 | 0.0 | 683.000 | 2.51 | 2023-11-27 |
| UPST231208C00024000 | UPST | CALL | Long | 24.00 | None | $-0.03 | -0.02 | $2.35 | 0.11 | -0.16 | 1.21 | 1.18 | 21.38 | 23.73 | -0.03 | $-3.00 | 121.00 | 16 | 0.0 | 521.000 | 2.35 | 2023-11-24 |
| UPST231208C00024000 | UPST | CALL | Long | 24.00 | None | $-0.03 | -0.02 | $2.10 | 0.10 | -0.83 | 1.21 | 1.18 | 21.38 | 23.48 | -0.03 | $-3.00 | 121.00 | 15 | 0.0 | 521.000 | 2.10 | 2023-11-23 |
| UPST231208C00024000 | UPST | CALL | Long | 24.00 | None | $0.34 | 0.28 | $2.30 | 0.11 | -0.13 | 1.21 | 1.55 | 21.38 | 23.68 | 0.34 | $34.00 | 121.00 | 14 | 0.0 | 315.000 | 2.30 | 2023-11-22 |
| UPST231208C00024000 | UPST | CALL | Long | 24.00 | None | $0.28 | 0.23 | $2.40 | 0.11 | -0.12 | 1.21 | 1.49 | 21.38 | 23.78 | 0.28 | $28.00 | 121.00 | 13 | 0.0 | 116.000 | 2.40 | 2023-11-21 |
| UPST231208C00024000 | UPST | CALL | Long | 24.00 | None | $1.60 | 1.32 | $4.61 | 0.22 | -0.11 | 1.21 | 2.81 | 21.38 | 25.99 | 1.60 | $160.00 | 121.00 | 12 | 0.0 | 124.000 | 4.61 | 2023-11-20 |
| UPST231208C00024000 | UPST | CALL | Long | 24.00 | None | $1.49 | 1.23 | $4.20 | 0.20 | -0.08 | 1.21 | 2.70 | 21.38 | 25.58 | 1.49 | $149.00 | 121.00 | 11 | 0.0 | 113.000 | 4.20 | 2023-11-19 |
| UPST231208C00024000 | UPST | CALL | Long | 24.00 | None | $1.49 | 1.23 | $4.20 | 0.20 | -0.10 | 1.21 | 2.70 | 21.38 | 25.58 | 1.49 | $149.00 | 121.00 | 9 | 0.0 | 113.000 | 4.20 | 2023-11-17 |
| UPST231208C00024000 | UPST | CALL | Long | 24.00 | None | $0.88 | 0.73 | $2.89 | 0.14 | -0.07 | 1.21 | 2.09 | 21.38 | 24.27 | 0.88 | $88.00 | 121.00 | 8 | 0.0 | 104.000 | 2.89 | 2023-11-16 |
| UPST231208C00024000 | UPST | CALL | Long | 24.00 | None | $1.57 | 1.30 | $4.62 | 0.22 | -0.08 | 1.21 | 2.78 | 21.38 | 26.00 | 1.57 | $157.00 | 121.00 | 7 | 0.0 | 109.000 | 4.62 | 2023-11-15 |
| UPST231208C00024000 | UPST | CALL | Long | 24.00 | None | $1.50 | 1.24 | $4.05 | 0.19 | -0.11 | 1.21 | 2.71 | 21.38 | 25.43 | 1.50 | $150.00 | 121.00 | 6 | 0.0 | 102.000 | 4.05 | 2023-11-14 |
| UPST231208C00024000 | UPST | CALL | Long | 24.00 | None | $-0.28 | -0.23 | $0.46 | 0.02 | -0.13 | 1.21 | 0.93 | 21.38 | 21.84 | -0.28 | $-28.00 | 121.00 | 5 | 0.0 | 80.000 | 0.46 | 2023-11-13 |
| UPST231208C00024000 | UPST | CALL | Long | 24.00 | None | $-0.66 | -0.55 | $-0.51 | -0.02 | -0.08 | 1.21 | 0.55 | 21.38 | 20.87 | -0.66 | $-66.00 | 121.00 | 2 | 0.0 | 72.000 | -0.51 | 2023-11-10 |
| UPST231208C00024000 | UPST | CALL | Long | 24.00 | None | $-0.34 | -0.28 | $-0.26 | -0.01 | -0.74 | 1.21 | 0.87 | 21.38 | 21.12 | -0.34 | $-34.00 | 121.00 | 1 | 0.0 | 0.000 | -0.26 | 2023-11-09 |
| UPST231208C00024000 | UPST | CALL | Long | 24.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 1.21 | 1.21 | 21.38 | 21.38 | 0.00 | $0.00 | 121.00 | 0 | 25.0 | 14.000 | 0.00 | 2023-11-08 |