| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-06-27 | WBA | WBA240802C00013000 | 13.00 | 128.0 | 3.000 | 0.504 | 0.296 | 0.1 | 0.9 | 0.030 | 0.370 | 1.130 | 0.49 | 12.19 | 2024-08-02 | CALL | Long | 0.212 | 0.326 | -0.222 |
| 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 | WBA | 0.727 | 0.087 | 0.272 | 0.147 | 0.225 | 0.099 | 9.97 | -0.058 | 0.0000 | 8.24 | 26.65 | 21 | 1y | 9.39 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| WBA240802C00013000 | WBA | CALL | Long | 13.00 | None | $-0.47 | -0.96 | $-0.25 | -0.02 | -0.02 | 0.49 | 0.02 | 12.19 | 11.94 | -0.47 | $-47.00 | 49.00 | 32 | 118.0 | 1380.000 | -0.25 | 2024-07-29 |
| WBA240802C00013000 | WBA | CALL | Long | 13.00 | None | $-0.47 | -0.96 | $-0.37 | -0.03 | -0.09 | 0.49 | 0.02 | 12.19 | 11.82 | -0.47 | $-47.00 | 49.00 | 29 | 826.0 | 913.000 | -0.37 | 2024-07-26 |
| WBA240802C00013000 | WBA | CALL | Long | 13.00 | None | $-0.47 | -0.96 | $-0.68 | -0.06 | -0.00 | 0.49 | 0.02 | 12.19 | 11.51 | -0.47 | $-47.00 | 49.00 | 28 | 30.0 | 895.000 | -0.68 | 2024-07-25 |
| WBA240802C00013000 | WBA | CALL | Long | 13.00 | None | $-0.48 | -0.98 | $-1.03 | -0.08 | 0.01 | 0.49 | 0.01 | 12.19 | 11.16 | -0.48 | $-48.00 | 49.00 | 27 | 14.0 | 895.000 | -1.03 | 2024-07-24 |
| WBA240802C00013000 | WBA | CALL | Long | 13.00 | None | $-0.48 | -0.98 | $-0.96 | -0.08 | -0.00 | 0.49 | 0.01 | 12.19 | 11.23 | -0.48 | $-48.00 | 49.00 | 26 | 149.0 | 821.000 | -0.96 | 2024-07-23 |
| WBA240802C00013000 | WBA | CALL | Long | 13.00 | None | $-0.47 | -0.96 | $-0.89 | -0.07 | 0.00 | 0.49 | 0.02 | 12.19 | 11.30 | -0.47 | $-47.00 | 49.00 | 25 | 76.0 | 797.000 | -0.89 | 2024-07-22 |
| WBA240802C00013000 | WBA | CALL | Long | 13.00 | None | $-0.46 | -0.94 | $-1.20 | -0.10 | 0.05 | 0.49 | 0.03 | 12.19 | 10.99 | -0.46 | $-46.00 | 49.00 | 22 | 199.0 | 784.000 | -1.20 | 2024-07-19 |
| WBA240802C00013000 | WBA | CALL | Long | 13.00 | None | $-0.45 | -0.92 | $-0.82 | -0.07 | -0.00 | 0.49 | 0.04 | 12.19 | 11.37 | -0.45 | $-45.00 | 49.00 | 21 | 211.0 | 660.000 | -0.82 | 2024-07-18 |
| WBA240802C00013000 | WBA | CALL | Long | 13.00 | None | $-0.39 | -0.80 | $-0.34 | -0.03 | -0.05 | 0.49 | 0.10 | 12.19 | 11.85 | -0.39 | $-39.00 | 49.00 | 20 | 32.0 | 652.000 | -0.34 | 2024-07-17 |
| WBA240802C00013000 | WBA | CALL | Long | 13.00 | None | $-0.41 | -0.84 | $-0.46 | -0.04 | -0.05 | 0.49 | 0.08 | 12.19 | 11.73 | -0.41 | $-41.00 | 49.00 | 19 | 129.0 | 646.000 | -0.46 | 2024-07-16 |
| WBA240802C00013000 | WBA | CALL | Long | 13.00 | None | $-0.40 | -0.82 | $-0.49 | -0.04 | -0.06 | 0.49 | 0.09 | 12.19 | 11.70 | -0.40 | $-40.00 | 49.00 | 18 | 248.0 | 629.000 | -0.49 | 2024-07-15 |
| WBA240802C00013000 | WBA | CALL | Long | 13.00 | None | $-0.40 | -0.82 | $-0.69 | -0.06 | -0.07 | 0.49 | 0.09 | 12.19 | 11.50 | -0.40 | $-40.00 | 49.00 | 15 | 15.0 | 620.000 | -0.69 | 2024-07-12 |
| WBA240802C00013000 | WBA | CALL | Long | 13.00 | None | $-0.39 | -0.80 | $-0.76 | -0.06 | -0.07 | 0.49 | 0.10 | 12.19 | 11.43 | -0.39 | $-39.00 | 49.00 | 14 | 81.0 | 579.000 | -0.76 | 2024-07-11 |
| WBA240802C00013000 | WBA | CALL | Long | 13.00 | None | $-0.41 | -0.84 | $-0.93 | -0.08 | -0.01 | 0.49 | 0.08 | 12.19 | 11.26 | -0.41 | $-41.00 | 49.00 | 13 | 38.0 | 559.000 | -0.93 | 2024-07-10 |
| WBA240802C00013000 | WBA | CALL | Long | 13.00 | None | $-0.43 | -0.88 | $-1.40 | -0.11 | 0.01 | 0.49 | 0.06 | 12.19 | 10.79 | -0.43 | $-43.00 | 49.00 | 12 | 71.0 | 513.000 | -1.40 | 2024-07-09 |
| WBA240802C00013000 | WBA | CALL | Long | 13.00 | None | $-0.43 | -0.88 | $-1.37 | -0.11 | -0.01 | 0.49 | 0.06 | 12.19 | 10.82 | -0.43 | $-43.00 | 49.00 | 11 | 17.0 | 456.000 | -1.37 | 2024-07-08 |
| WBA240802C00013000 | WBA | CALL | Long | 13.00 | None | $-0.41 | -0.84 | $-0.93 | -0.08 | -0.07 | 0.49 | 0.08 | 12.19 | 11.26 | -0.41 | $-41.00 | 49.00 | 8 | 55.0 | 422.000 | -0.93 | 2024-07-05 |
| WBA240802C00013000 | WBA | CALL | Long | 13.00 | None | $-0.39 | -0.80 | $-1.09 | -0.09 | -0.03 | 0.49 | 0.10 | 12.19 | 11.10 | -0.39 | $-39.00 | 49.00 | 7 | 57.0 | 380.000 | -1.09 | 2024-07-04 |
| WBA240802C00013000 | WBA | CALL | Long | 13.00 | None | $-0.39 | -0.80 | $-1.09 | -0.09 | -0.04 | 0.49 | 0.10 | 12.19 | 11.10 | -0.39 | $-39.00 | 49.00 | 6 | 57.0 | 380.000 | -1.09 | 2024-07-03 |
| WBA240802C00013000 | WBA | CALL | Long | 13.00 | None | $-0.34 | -0.69 | $-0.62 | -0.05 | 0.01 | 0.49 | 0.15 | 12.19 | 11.57 | -0.34 | $-34.00 | 49.00 | 5 | 80.0 | 360.000 | -0.62 | 2024-07-02 |
| WBA240802C00013000 | WBA | CALL | Long | 13.00 | None | $-0.31 | -0.63 | $-0.61 | -0.05 | -0.04 | 0.49 | 0.18 | 12.19 | 11.58 | -0.31 | $-31.00 | 49.00 | 4 | 182.0 | 376.000 | -0.61 | 2024-07-01 |
| WBA240802C00013000 | WBA | CALL | Long | 13.00 | Exit OP PnL: $-0.16;Exit EQ PnL: 0.01; Position is Long and position continued to lose. Latest OP price is: $0.33 (EQ: $12.20). Initial OP price was: $0.49 (EQ: $12.19). Surpassed Stop Loss Percentage: -0.3265306122448979591836734694 < -0.16. | $-0.16 | -0.33 | $-0.09 | -0.01 | -0.08 | 0.49 | 0.33 | 12.19 | 12.10 | -0.16 | $-16.00 | 49.00 | 1 | 536.0 | 101.000 | -0.09 | 2024-06-28 |
| WBA240802C00013000 | WBA | CALL | Long | 13.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.49 | 0.49 | 12.19 | 12.19 | 0.00 | $0.00 | 49.00 | 0 | 128.0 | 3.000 | 0.00 | 2024-06-27 |