| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-27 | WDAY | WDAY240628C00225000 | 225.00 | 40.0 | 0.000 | 0.295 | 0.181 | 3.3 | 6.4 | 0.010 | 6.150 | 9.290 | 5.90 | 220.91 | 2024-06-28 | CALL | Long | 0.106 | 0.197 | -0.153 |
| 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 | WDAY | 0.818 | 0.036 | 0.178 | 0.087 | 0.117 | 0.018 | 278.01 | 0.190 | 0.0000 | 207.08 | 307.21 | 21 | 1y | 248.90 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| WDAY240628C00225000 | WDAY | CALL | Long | 225.00 | None | $-5.10 | -0.86 | $2.45 | 0.01 | -0.06 | 5.90 | 0.80 | 220.91 | 223.36 | -5.10 | $-510.00 | 590.00 | 31 | 973.0 | 460.000 | 2.45 | 2024-06-27 |
| WDAY240628C00225000 | WDAY | CALL | Long | 225.00 | None | $-5.65 | -0.96 | $-3.13 | -0.01 | -0.04 | 5.90 | 0.25 | 220.91 | 217.78 | -5.65 | $-565.00 | 590.00 | 29 | 52.0 | 374.000 | -3.13 | 2024-06-25 |
| WDAY240628C00225000 | WDAY | CALL | Long | 225.00 | None | $-5.45 | -0.92 | $-2.21 | -0.01 | -0.05 | 5.90 | 0.45 | 220.91 | 218.70 | -5.45 | $-545.00 | 590.00 | 28 | 143.0 | 369.000 | -2.21 | 2024-06-24 |
| WDAY240628C00225000 | WDAY | CALL | Long | 225.00 | None | $-5.67 | -0.96 | $-13.22 | -0.06 | 0.00 | 5.90 | 0.23 | 220.91 | 207.69 | -5.67 | $-567.00 | 590.00 | 22 | 1.0 | 224.000 | -13.22 | 2024-06-18 |
| WDAY240628C00225000 | WDAY | CALL | Long | 225.00 | None | $-5.38 | -0.91 | $-8.45 | -0.04 | -0.03 | 5.90 | 0.52 | 220.91 | 212.46 | -5.38 | $-538.00 | 590.00 | 21 | 162.0 | 107.000 | -8.45 | 2024-06-17 |
| WDAY240628C00225000 | WDAY | CALL | Long | 225.00 | None | $-5.45 | -0.92 | $-11.43 | -0.05 | -0.04 | 5.90 | 0.45 | 220.91 | 209.48 | -5.45 | $-545.00 | 590.00 | 18 | 5.0 | 111.000 | -11.43 | 2024-06-14 |
| WDAY240628C00225000 | WDAY | CALL | Long | 225.00 | None | $-5.52 | -0.94 | $-13.83 | -0.06 | -0.02 | 5.90 | 0.38 | 220.91 | 207.08 | -5.52 | $-552.00 | 590.00 | 17 | 3.0 | 112.000 | -13.83 | 2024-06-13 |
| WDAY240628C00225000 | WDAY | CALL | Long | 225.00 | None | $-4.80 | -0.81 | $-9.98 | -0.05 | 0.05 | 5.90 | 1.10 | 220.91 | 210.93 | -4.80 | $-480.00 | 590.00 | 16 | 1.0 | 112.000 | -9.98 | 2024-06-12 |
| WDAY240628C00225000 | WDAY | CALL | Long | 225.00 | None | $-4.45 | -0.75 | $-6.78 | -0.03 | -0.02 | 5.90 | 1.45 | 220.91 | 214.13 | -4.45 | $-445.00 | 590.00 | 15 | 1.0 | 113.000 | -6.78 | 2024-06-11 |
| WDAY240628C00225000 | WDAY | CALL | Long | 225.00 | None | $-4.50 | -0.76 | $-8.18 | -0.04 | -0.02 | 5.90 | 1.40 | 220.91 | 212.73 | -4.50 | $-450.00 | 590.00 | 14 | 68.0 | 52.000 | -8.18 | 2024-06-10 |
| WDAY240628C00225000 | WDAY | CALL | Long | 225.00 | None | $-3.60 | -0.61 | $-5.35 | -0.02 | 0.01 | 5.90 | 2.30 | 220.91 | 215.56 | -3.60 | $-360.00 | 590.00 | 13 | 1.0 | 53.000 | -5.35 | 2024-06-09 |
| WDAY240628C00225000 | WDAY | CALL | Long | 225.00 | None | $-3.53 | -0.60 | $-5.35 | -0.02 | -0.02 | 5.90 | 2.37 | 220.91 | 215.56 | -3.53 | $-353.00 | 590.00 | 11 | 2.0 | 53.000 | -5.35 | 2024-06-07 |
| WDAY240628C00225000 | WDAY | CALL | Long | 225.00 | None | $-3.20 | -0.54 | $-6.00 | -0.03 | -0.00 | 5.90 | 2.70 | 220.91 | 214.91 | -3.20 | $-320.00 | 590.00 | 10 | 1.0 | 53.000 | -6.00 | 2024-06-06 |
| WDAY240628C00225000 | WDAY | CALL | Long | 225.00 | None | $-3.90 | -0.66 | $-8.45 | -0.04 | 0.09 | 5.90 | 2.00 | 220.91 | 212.46 | -3.90 | $-390.00 | 590.00 | 9 | 5.0 | 51.000 | -8.45 | 2024-06-05 |
| WDAY240628C00225000 | WDAY | CALL | Long | 225.00 | None | $-4.35 | -0.74 | $-9.79 | -0.04 | -0.01 | 5.90 | 1.55 | 220.91 | 211.12 | -4.35 | $-435.00 | 590.00 | 8 | 31.0 | 36.000 | -9.79 | 2024-06-04 |
| WDAY240628C00225000 | WDAY | CALL | Long | 225.00 | None | $-4.08 | -0.69 | $-10.08 | -0.05 | 0.00 | 5.90 | 1.82 | 220.91 | 210.83 | -4.08 | $-408.00 | 590.00 | 7 | 8.0 | 36.000 | -10.08 | 2024-06-03 |
| WDAY240628C00225000 | WDAY | CALL | Long | 225.00 | None | $-4.08 | -0.69 | $-9.25 | -0.04 | -0.02 | 5.90 | 1.82 | 220.91 | 211.66 | -4.08 | $-408.00 | 590.00 | 4 | 8.0 | 0.000 | -9.25 | 2024-05-31 |
| WDAY240628C00225000 | WDAY | CALL | Long | 225.00 | None | $-4.43 | -0.75 | $-13.47 | -0.06 | 0.00 | 5.90 | 1.47 | 220.91 | 207.44 | -4.43 | $-443.00 | 590.00 | 3 | 2.0 | 34.000 | -13.47 | 2024-05-30 |
| WDAY240628C00225000 | WDAY | CALL | Long | 225.00 | None | $-3.20 | -0.54 | $-9.33 | -0.04 | -0.01 | 5.90 | 2.70 | 220.91 | 211.58 | -3.20 | $-320.00 | 590.00 | 2 | 3.0 | 34.000 | -9.33 | 2024-05-29 |
| WDAY240628C00225000 | WDAY | CALL | Long | 225.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-2.30; Exit EQ PnL: -8.76 | $-2.90 | -0.49 | $-5.47 | -0.02 | -0.00 | 5.90 | 3.00 | 220.91 | 215.44 | -2.90 | $-290.00 | 590.00 | 1 | 5.0 | 34.000 | -5.47 | 2024-05-28 |
| WDAY240628C00225000 | WDAY | CALL | Long | 225.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 5.90 | 5.90 | 220.91 | 220.91 | 0.00 | $0.00 | 590.00 | 0 | 40.0 | 0.000 | 0.00 | 2024-05-27 |