| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-12-10 | WBA | WBA250110C00010500 | 10.50 | 341.0 | 172.000 | 0.685 | 0.225 | 0.2 | 0.3 | -0.010 | 0.720 | 0.770 | 0.87 | 10.42 | 2025-01-10 | CALL | Short | 0.266 | 0.313 | 0.177 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| WBA250110C00010500 | WBA | CALL | Short | 10.50 | None | $0.56 | 0.64 | $0.87 | 0.08 | 0.08 | 0.87 | 0.31 | 10.42 | 9.55 | 0.56 | $56.00 | 1042.00 | 10 | 131.0 | 1113.000 | 0.87 | 2024-12-20 |
| WBA250110C00010500 | WBA | CALL | Short | 10.50 | None | $0.51 | 0.59 | $1.07 | 0.10 | 0.18 | 0.87 | 0.36 | 10.42 | 9.35 | 0.51 | $51.00 | 1042.00 | 9 | 12.0 | 1113.000 | 1.07 | 2024-12-19 |
| WBA250110C00010500 | WBA | CALL | Short | 10.50 | None | $0.40 | 0.46 | $0.72 | 0.07 | 0.13 | 0.87 | 0.47 | 10.42 | 9.70 | 0.40 | $40.00 | 1042.00 | 8 | 97.0 | 1115.000 | 0.72 | 2024-12-18 |
| WBA250110C00010500 | WBA | CALL | Short | 10.50 | None | $0.40 | 0.46 | $0.45 | 0.04 | 0.15 | 0.87 | 0.47 | 10.42 | 9.97 | 0.40 | $40.00 | 1042.00 | 7 | 24.0 | 1109.000 | 0.45 | 2024-12-17 |
| WBA250110C00010500 | WBA | CALL | Short | 10.50 | None | $0.25 | 0.29 | $0.24 | 0.02 | 0.09 | 0.87 | 0.62 | 10.42 | 10.18 | 0.25 | $25.00 | 1042.00 | 6 | 551.0 | 745.000 | 0.24 | 2024-12-16 |
| WBA250110C00010500 | WBA | CALL | Short | 10.50 | None | $0.23 | 0.26 | $0.03 | 0.00 | -0.00 | 0.87 | 0.64 | 10.42 | 10.39 | 0.23 | $23.00 | 1042.00 | 3 | 61.0 | 603.000 | 0.03 | 2024-12-13 |
| WBA250110C00010500 | WBA | CALL | Short | 10.50 | None | $0.41 | 0.47 | $0.69 | 0.07 | 0.04 | 0.87 | 0.46 | 10.42 | 9.73 | 0.41 | $41.00 | 1042.00 | 2 | 128.0 | 557.000 | 0.69 | 2024-12-12 |
| WBA250110C00010500 | WBA | CALL | Short | 10.50 | None | $0.43 | 0.49 | $0.58 | 0.06 | -0.01 | 0.87 | 0.44 | 10.42 | 9.84 | 0.43 | $43.00 | 1042.00 | 1 | 197.0 | 371.000 | 0.58 | 2024-12-11 |
| WBA250110C00010500 | WBA | CALL | Short | 10.50 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $-0.00 | -0.00 | $-0.00 | -0.00 | 0.00 | 0.87 | 0.87 | 10.42 | 10.42 | -0.00 | $-0.00 | 1042.00 | 0 | 341.0 | 172.000 | -0.00 | 2024-12-10 |