| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-12-20 | UVXY | UVXY250124C00023000 | 23.00 | 49.0 | 275.000 | 0.985 | 0.489 | 1.1 | 1.7 | 0.010 | 2.480 | 3.020 | 2.88 | 22.42 | 2025-01-24 | CALL | Long | 0.476 | 0.537 | -0.217 |
| 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 | UVXY | 1.000 | 0.122 | 0.797 | 0.251 | 0.139 | -0.158 | 20.31 | 0.000 | 0.0000 | 18.65 | 61.77 | 21 | 1y | 25.07 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| UVXY250124C00023000 | UVXY | CALL | Long | 23.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 2.88 | 2.88 | 22.42 | 22.42 | 0.00 | $0.00 | 288.00 | 0 | 49.0 | 275.000 | 0.00 | 2024-12-20 |