| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-12-12 | WBD | WBD250117C00012500 | 12.50 | 17940.0 | 42311.000 | 0.426 | 0.228 | 0.4 | 0.3 | -0.010 | 0.630 | 0.590 | 0.66 | 12.49 | 2025-01-17 | CALL | Short | 0.206 | 0.250 | 0.154 |
| 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 | WBD | 0.727 | 0.088 | 0.196 | 0.140 | 0.179 | 0.010 | 11.35 | -0.076 | 0.0000 | 6.71 | 12.49 | 21 | 1y | 8.35 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| WBD250117C00012500 | WBD | CALL | Short | 12.50 | None | $0.58 | 0.88 | $1.80 | 0.14 | 0.06 | 0.66 | 0.08 | 12.49 | 10.69 | 0.58 | $58.00 | 1249.00 | 8 | 246.0 | 43424.000 | 1.80 | 2024-12-20 |
| WBD250117C00012500 | WBD | CALL | Short | 12.50 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.55 | 0.83 | $2.00 | 0.16 | 0.11 | 0.66 | 0.11 | 12.49 | 10.49 | 0.55 | $55.00 | 1249.00 | 7 | 1281.0 | 42401.000 | 2.00 | 2024-12-19 |
| WBD250117C00012500 | WBD | CALL | Short | 12.50 | None | $0.54 | 0.82 | $1.86 | 0.15 | 0.09 | 0.66 | 0.12 | 12.49 | 10.63 | 0.54 | $54.00 | 1249.00 | 6 | 4819.0 | 39920.000 | 1.86 | 2024-12-18 |
| WBD250117C00012500 | WBD | CALL | Short | 12.50 | None | $0.44 | 0.67 | $1.14 | 0.09 | 0.04 | 0.66 | 0.22 | 12.49 | 11.35 | 0.44 | $44.00 | 1249.00 | 5 | 497.0 | 39863.000 | 1.14 | 2024-12-17 |
| WBD250117C00012500 | WBD | CALL | Short | 12.50 | None | $0.40 | 0.61 | $0.89 | 0.07 | 0.02 | 0.66 | 0.26 | 12.49 | 11.60 | 0.40 | $40.00 | 1249.00 | 4 | 2684.0 | 39076.000 | 0.89 | 2024-12-16 |
| WBD250117C00012500 | WBD | CALL | Short | 12.50 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.21 | 0.32 | $0.42 | 0.03 | -0.00 | 0.66 | 0.45 | 12.49 | 12.07 | 0.21 | $21.00 | 1249.00 | 1 | 3097.0 | 39311.000 | 0.42 | 2024-12-13 |
| WBD250117C00012500 | WBD | CALL | Short | 12.50 | None | $-0.00 | -0.00 | $-0.00 | -0.00 | 0.00 | 0.66 | 0.66 | 12.49 | 12.49 | -0.00 | $-0.00 | 1249.00 | 0 | 17940.0 | 42311.000 | -0.00 | 2024-12-12 |