| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-02-28 | URBN | URBN240405C00045000 | 45.00 | 11.0 | 1.000 | 0.347 | 0.215 | 0.0 | 4.9 | 0.010 | 0.260 | 5.110 | 0.30 | 39.96 | 2024-04-05 | CALL | Long | 0.174 | 0.225 | -0.128 |
| 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 | URBN | 0.909 | 0.082 | 0.197 | 0.117 | 0.197 | 0.113 | 55.14 | 0.056 | 0.0000 | 34.35 | 55.14 | 21 | 1y | 36.89 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| URBN240405C00045000 | URBN | CALL | Long | 45.00 | None | $-0.25 | -0.83 | $-0.57 | -0.01 | 0.36 | 0.30 | 0.05 | 41.15 | 40.58 | -0.25 | $-25.00 | 30.00 | 36 | 1.0 | 23.000 | -0.57 | 2024-04-04 |
| URBN240405C00045000 | URBN | CALL | Long | 45.00 | None | $-0.21 | -0.70 | $0.76 | 0.02 | 0.18 | 0.30 | 0.09 | 41.15 | 41.91 | -0.21 | $-21.00 | 30.00 | 35 | 1.0 | 23.000 | 0.76 | 2024-04-03 |
| URBN240405C00045000 | URBN | CALL | Long | 45.00 | None | $-0.21 | -0.70 | $1.88 | 0.05 | 0.04 | 0.30 | 0.09 | 41.15 | 43.03 | -0.21 | $-21.00 | 30.00 | 34 | 1.0 | 24.000 | 1.88 | 2024-04-02 |
| URBN240405C00045000 | URBN | CALL | Long | 45.00 | None | $0.40 | 1.33 | $3.73 | 0.09 | 0.04 | 0.30 | 0.70 | 41.15 | 44.88 | 0.40 | $40.00 | 30.00 | 33 | 25.0 | 6.000 | 3.73 | 2024-04-01 |
| URBN240405C00045000 | URBN | CALL | Long | 45.00 | None | $-0.15 | -0.50 | $2.27 | 0.06 | 0.02 | 0.30 | 0.15 | 41.15 | 43.42 | -0.15 | $-15.00 | 30.00 | 32 | 3.0 | 5.000 | 2.27 | 2024-03-31 |
| URBN240405C00045000 | URBN | CALL | Long | 45.00 | None | $-0.15 | -0.50 | $2.27 | 0.06 | -0.04 | 0.30 | 0.15 | 41.15 | 43.42 | -0.15 | $-15.00 | 30.00 | 31 | 3.0 | 5.000 | 2.27 | 2024-03-30 |
| URBN240405C00045000 | URBN | CALL | Long | 45.00 | None | $-0.15 | -0.50 | $2.27 | 0.06 | -0.06 | 0.30 | 0.15 | 41.15 | 43.42 | -0.15 | $-15.00 | 30.00 | 30 | 3.0 | 5.000 | 2.27 | 2024-03-29 |
| URBN240405C00045000 | URBN | CALL | Long | 45.00 | None | $-0.15 | -0.50 | $2.27 | 0.06 | -0.10 | 0.30 | 0.15 | 41.15 | 43.42 | -0.15 | $-15.00 | 30.00 | 29 | 3.0 | 5.000 | 2.27 | 2024-03-28 |
| URBN240405C00045000 | URBN | CALL | Long | 45.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $-0.10 | -0.33 | $1.63 | 0.04 | -0.06 | 0.30 | 0.20 | 41.15 | 42.78 | -0.10 | $-10.00 | 30.00 | 28 | 2.0 | 3.000 | 1.63 | 2024-03-27 |
| URBN240405C00045000 | URBN | CALL | Long | 45.00 | Exit OP PnL: $-0.15;Exit EQ PnL: 1.03; Position is Long and position continued to lose. Latest OP price is: $0.15 (EQ: $42.18). Initial OP price was: $0.30 (EQ: $41.15). Surpassed Stop Loss Percentage: -0.5 < -0.16. | $-0.15 | -0.50 | $1.37 | 0.03 | 0.10 | 0.30 | 0.15 | 41.15 | 42.52 | -0.15 | $-15.00 | 30.00 | 27 | 1.0 | 2.000 | 1.37 | 2024-03-26 |
| URBN240405C00045000 | URBN | CALL | Long | 45.00 | None | $0.30 | 1.00 | $0.95 | 0.02 | -0.02 | 0.30 | 0.60 | 41.15 | 42.10 | 0.30 | $30.00 | 30.00 | 26 | 2.0 | 2.000 | 0.95 | 2024-03-25 |
| URBN240405C00045000 | URBN | CALL | Long | 45.00 | None | $0.30 | 1.00 | $2.16 | 0.05 | -0.01 | 0.30 | 0.60 | 41.15 | 43.31 | 0.30 | $30.00 | 30.00 | 23 | 2.0 | 2.000 | 2.16 | 2024-03-22 |
| URBN240405C00045000 | URBN | CALL | Long | 45.00 | None | $0.30 | 1.00 | $3.51 | 0.09 | -0.04 | 0.30 | 0.60 | 41.15 | 44.66 | 0.30 | $30.00 | 30.00 | 22 | 2.0 | 2.000 | 3.51 | 2024-03-21 |
| URBN240405C00045000 | URBN | CALL | Long | 45.00 | None | $0.30 | 1.00 | $2.58 | 0.06 | -0.09 | 0.30 | 0.60 | 41.15 | 43.73 | 0.30 | $30.00 | 30.00 | 21 | 2.0 | 2.000 | 2.58 | 2024-03-20 |
| URBN240405C00045000 | URBN | CALL | Long | 45.00 | None | $0.30 | 1.00 | $2.37 | 0.06 | -0.02 | 0.30 | 0.60 | 41.15 | 43.52 | 0.30 | $30.00 | 30.00 | 20 | 2.0 | 0.000 | 2.37 | 2024-03-19 |
| URBN240405C00045000 | URBN | CALL | Long | 45.00 | None | $0.75 | 2.50 | $1.65 | 0.04 | -0.02 | 0.30 | 1.05 | 41.15 | 42.80 | 0.75 | $75.00 | 30.00 | 19 | 10.0 | 0.000 | 1.65 | 2024-03-18 |
| URBN240405C00045000 | URBN | CALL | Long | 45.00 | None | $0.75 | 2.50 | $1.78 | 0.04 | -0.07 | 0.30 | 1.05 | 41.15 | 42.93 | 0.75 | $75.00 | 30.00 | 16 | 10.0 | 0.000 | 1.78 | 2024-03-15 |
| URBN240405C00045000 | URBN | CALL | Long | 45.00 | None | $0.75 | 2.50 | $1.25 | 0.03 | 0.02 | 0.30 | 1.05 | 41.15 | 42.40 | 0.75 | $75.00 | 30.00 | 15 | 10.0 | 0.000 | 1.25 | 2024-03-14 |
| URBN240405C00045000 | URBN | CALL | Long | 45.00 | None | $0.75 | 2.50 | $0.77 | 0.02 | -0.02 | 0.30 | 1.05 | 41.15 | 41.92 | 0.75 | $75.00 | 30.00 | 14 | 10.0 | 0.000 | 0.77 | 2024-03-13 |
| URBN240405C00045000 | URBN | CALL | Long | 45.00 | None | $0.75 | 2.50 | $-0.51 | -0.01 | -0.02 | 0.30 | 1.05 | 41.15 | 40.64 | 0.75 | $75.00 | 30.00 | 13 | 10.0 | 0.000 | -0.51 | 2024-03-12 |
| URBN240405C00045000 | URBN | CALL | Long | 45.00 | None | $0.75 | 2.50 | $-0.39 | -0.01 | 0.00 | 0.30 | 1.05 | 41.15 | 40.76 | 0.75 | $75.00 | 30.00 | 12 | 10.0 | 0.000 | -0.39 | 2024-03-11 |
| URBN240405C00045000 | URBN | CALL | Long | 45.00 | None | $0.75 | 2.50 | $0.34 | 0.01 | -0.00 | 0.30 | 1.05 | 41.15 | 41.49 | 0.75 | $75.00 | 30.00 | 11 | 10.0 | 0.000 | 0.34 | 2024-03-10 |
| URBN240405C00045000 | URBN | CALL | Long | 45.00 | None | $0.75 | 2.50 | $0.34 | 0.01 | -0.00 | 0.30 | 1.05 | 41.15 | 41.49 | 0.75 | $75.00 | 30.00 | 10 | 10.0 | 0.000 | 0.34 | 2024-03-09 |
| URBN240405C00045000 | URBN | CALL | Long | 45.00 | None | $0.75 | 2.50 | $0.34 | 0.01 | -0.02 | 0.30 | 1.05 | 41.15 | 41.49 | 0.75 | $75.00 | 30.00 | 9 | 10.0 | 0.000 | 0.34 | 2024-03-08 |
| URBN240405C00045000 | URBN | CALL | Long | 45.00 | None | $0.75 | 2.50 | $0.79 | 0.02 | 0.05 | 0.30 | 1.05 | 41.15 | 41.94 | 0.75 | $75.00 | 30.00 | 8 | 10.0 | 0.000 | 0.79 | 2024-03-07 |
| URBN240405C00045000 | URBN | CALL | Long | 45.00 | None | $0.75 | 2.50 | $0.91 | 0.02 | 0.08 | 0.30 | 1.05 | 41.15 | 42.06 | 0.75 | $75.00 | 30.00 | 7 | 10.0 | 0.000 | 0.91 | 2024-03-06 |
| URBN240405C00045000 | URBN | CALL | Long | 45.00 | None | $0.75 | 2.50 | $2.23 | 0.05 | 0.04 | 0.30 | 1.05 | 41.15 | 43.38 | 0.75 | $75.00 | 30.00 | 6 | 10.0 | 0.000 | 2.23 | 2024-03-05 |
| URBN240405C00045000 | URBN | CALL | Long | 45.00 | None | $0.75 | 2.50 | $1.96 | 0.05 | -0.34 | 0.30 | 1.05 | 41.15 | 43.11 | 0.75 | $75.00 | 30.00 | 5 | 10.0 | 0.000 | 1.96 | 2024-03-04 |
| URBN240405C00045000 | URBN | CALL | Long | 45.00 | None | $0.75 | 2.50 | $1.07 | 0.03 | -0.02 | 0.30 | 1.05 | 41.15 | 42.22 | 0.75 | $75.00 | 30.00 | 4 | 10.0 | 0.000 | 1.07 | 2024-03-03 |
| URBN240405C00045000 | URBN | CALL | Long | 45.00 | None | $0.75 | 2.50 | $1.07 | 0.03 | -0.02 | 0.30 | 1.05 | 41.15 | 42.22 | 0.75 | $75.00 | 30.00 | 3 | 10.0 | 0.000 | 1.07 | 2024-03-02 |
| URBN240405C00045000 | URBN | CALL | Long | 45.00 | None | $0.75 | 2.50 | $1.74 | 0.04 | -0.03 | 0.30 | 1.05 | 41.15 | 42.89 | 0.75 | $75.00 | 30.00 | 2 | 10.0 | 0.000 | 1.74 | 2024-03-01 |
| URBN240405C00045000 | URBN | CALL | Long | 45.00 | None | $0.75 | 2.50 | $0.40 | 0.01 | -0.02 | 0.30 | 1.05 | 41.15 | 41.55 | 0.75 | $75.00 | 30.00 | 1 | 10.0 | 10.000 | 0.40 | 2024-02-29 |
| URBN240405C00045000 | URBN | CALL | Long | 45.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.30 | 0.30 | 41.15 | 41.15 | 0.00 | $0.00 | 30.00 | 0 | 11.0 | 1.000 | 0.00 | 2024-02-28 |