| 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 | VXX | VXX250124C00048000 | 48.00 | 156.0 | 37.000 | 0.838 | 0.325 | 2.0 | 1.9 | 0.010 | 4.980 | 4.890 | 4.25 | 47.84 | 2025-01-24 | CALL | Long | 0.321 | 0.359 | -0.145 |
| 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 | VXX | 1.000 | 0.085 | 0.545 | 0.171 | 0.096 | -0.098 | 44.29 | 0.000 | 0.0000 | 40.64 | 87.26 | 21 | 1y | 50.22 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VXX250124C00048000 | VXX | CALL | Long | 48.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 4.52 | 4.52 | 48.08 | 48.08 | 0.00 | $0.00 | 452.00 | 0 | 175.0 | 37.000 | 0.00 | 2024-12-20 |