| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-24 | WDAY | WDAY240628C00240000 | 240.00 | 25.0 | 2.000 | 0.289 | 0.176 | 0.4 | 17.3 | 0.010 | 2.070 | 18.910 | 2.05 | 222.15 | 2024-06-28 | CALL | Long | 0.113 | 0.200 | -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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| WDAY240628C00240000 | WDAY | CALL | Long | 240.00 | None | $-1.89 | -0.99 | $2.45 | 0.01 | 0.18 | 1.90 | 0.01 | 220.91 | 223.36 | -1.89 | $-189.00 | 190.00 | 34 | 3.0 | 83.000 | 2.45 | 2024-06-27 |
| WDAY240628C00240000 | WDAY | CALL | Long | 240.00 | None | $-1.85 | -0.97 | $-3.13 | -0.01 | -0.03 | 1.90 | 0.05 | 220.91 | 217.78 | -1.85 | $-185.00 | 190.00 | 32 | 5.0 | 83.000 | -3.13 | 2024-06-25 |
| WDAY240628C00240000 | WDAY | CALL | Long | 240.00 | None | $-1.85 | -0.97 | $-2.21 | -0.01 | 0.13 | 1.90 | 0.05 | 220.91 | 218.70 | -1.85 | $-185.00 | 190.00 | 31 | 5.0 | 82.000 | -2.21 | 2024-06-24 |
| WDAY240628C00240000 | WDAY | CALL | Long | 240.00 | None | $-1.75 | -0.92 | $-13.22 | -0.06 | 0.12 | 1.90 | 0.15 | 220.91 | 207.69 | -1.75 | $-175.00 | 190.00 | 25 | 4.0 | 72.000 | -13.22 | 2024-06-18 |
| WDAY240628C00240000 | WDAY | CALL | Long | 240.00 | None | $-1.75 | -0.92 | $-8.45 | -0.04 | 0.09 | 1.90 | 0.15 | 220.91 | 212.46 | -1.75 | $-175.00 | 190.00 | 24 | 4.0 | 72.000 | -8.45 | 2024-06-17 |
| WDAY240628C00240000 | WDAY | CALL | Long | 240.00 | None | $-1.75 | -0.92 | $-11.43 | -0.05 | 0.10 | 1.90 | 0.15 | 220.91 | 209.48 | -1.75 | $-175.00 | 190.00 | 21 | 4.0 | 72.000 | -11.43 | 2024-06-14 |
| WDAY240628C00240000 | WDAY | CALL | Long | 240.00 | None | $-1.75 | -0.92 | $-13.83 | -0.06 | 0.11 | 1.90 | 0.15 | 220.91 | 207.08 | -1.75 | $-175.00 | 190.00 | 20 | 4.0 | 72.000 | -13.83 | 2024-06-13 |
| WDAY240628C00240000 | WDAY | CALL | Long | 240.00 | None | $-1.75 | -0.92 | $-9.98 | -0.05 | 0.06 | 1.90 | 0.15 | 220.91 | 210.93 | -1.75 | $-175.00 | 190.00 | 19 | 4.0 | 75.000 | -9.98 | 2024-06-12 |
| WDAY240628C00240000 | WDAY | CALL | Long | 240.00 | None | $-1.67 | -0.88 | $-6.78 | -0.03 | 0.09 | 1.90 | 0.23 | 220.91 | 214.13 | -1.67 | $-167.00 | 190.00 | 18 | 1.0 | 75.000 | -6.78 | 2024-06-11 |
| WDAY240628C00240000 | WDAY | CALL | Long | 240.00 | None | $-1.67 | -0.88 | $-8.18 | -0.04 | 0.04 | 1.90 | 0.23 | 220.91 | 212.73 | -1.67 | $-167.00 | 190.00 | 17 | 1.0 | 0.000 | -8.18 | 2024-06-10 |
| WDAY240628C00240000 | WDAY | CALL | Long | 240.00 | None | $-1.40 | -0.74 | $-5.35 | -0.02 | 0.06 | 1.90 | 0.50 | 220.91 | 215.56 | -1.40 | $-140.00 | 190.00 | 16 | 1.0 | 75.000 | -5.35 | 2024-06-09 |
| WDAY240628C00240000 | WDAY | CALL | Long | 240.00 | None | $-1.40 | -0.74 | $-5.35 | -0.02 | 0.03 | 1.90 | 0.50 | 220.91 | 215.56 | -1.40 | $-140.00 | 190.00 | 14 | 1.0 | 75.000 | -5.35 | 2024-06-07 |
| WDAY240628C00240000 | WDAY | CALL | Long | 240.00 | None | $-1.40 | -0.74 | $-6.00 | -0.03 | 0.03 | 1.90 | 0.50 | 220.91 | 214.91 | -1.40 | $-140.00 | 190.00 | 13 | 9.0 | 78.000 | -6.00 | 2024-06-06 |
| WDAY240628C00240000 | WDAY | CALL | Long | 240.00 | None | $-1.50 | -0.79 | $-8.45 | -0.04 | 0.05 | 1.90 | 0.40 | 220.91 | 212.46 | -1.50 | $-150.00 | 190.00 | 12 | 6.0 | 83.000 | -8.45 | 2024-06-05 |
| WDAY240628C00240000 | WDAY | CALL | Long | 240.00 | None | $-1.45 | -0.76 | $-9.79 | -0.04 | 0.04 | 1.90 | 0.45 | 220.91 | 211.12 | -1.45 | $-145.00 | 190.00 | 11 | 12.0 | 75.000 | -9.79 | 2024-06-04 |
| WDAY240628C00240000 | WDAY | CALL | Long | 240.00 | None | $-1.50 | -0.79 | $-10.08 | -0.05 | 0.06 | 1.90 | 0.40 | 220.91 | 210.83 | -1.50 | $-150.00 | 190.00 | 10 | 14.0 | 61.000 | -10.08 | 2024-06-03 |
| WDAY240628C00240000 | WDAY | CALL | Long | 240.00 | None | $-1.35 | -0.71 | $-9.25 | -0.04 | 0.03 | 1.90 | 0.55 | 220.91 | 211.66 | -1.35 | $-135.00 | 190.00 | 7 | 5.0 | 61.000 | -9.25 | 2024-05-31 |
| WDAY240628C00240000 | WDAY | CALL | Long | 240.00 | None | $-1.40 | -0.74 | $-13.47 | -0.06 | 0.06 | 1.90 | 0.50 | 220.91 | 207.44 | -1.40 | $-140.00 | 190.00 | 6 | 16.0 | 46.000 | -13.47 | 2024-05-30 |
| WDAY240628C00240000 | WDAY | CALL | Long | 240.00 | None | $-1.15 | -0.61 | $-9.33 | -0.04 | 0.03 | 1.90 | 0.75 | 220.91 | 211.58 | -1.15 | $-115.00 | 190.00 | 5 | 4.0 | 50.000 | -9.33 | 2024-05-29 |
| WDAY240628C00240000 | WDAY | CALL | Long | 240.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -8.43 | $-1.07 | -0.56 | $-5.47 | -0.02 | 0.04 | 1.90 | 0.83 | 220.91 | 215.44 | -1.07 | $-107.00 | 190.00 | 4 | 51.0 | 31.000 | -5.47 | 2024-05-28 |
| WDAY240628C00240000 | WDAY | CALL | Long | 240.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.03 | 1.90 | 1.90 | 220.91 | 220.91 | 0.00 | $0.00 | 190.00 | 3 | 33.0 | 2.000 | 0.00 | 2024-05-27 |
| WDAY240628C00240000 | WDAY | CALL | Long | 240.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 1.90 | 1.90 | 220.91 | 220.91 | 0.00 | $0.00 | 190.00 | 0 | 33.0 | 2.000 | 0.00 | 2024-05-24 |