| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-11-07 | XRAY | XRAY241220C00022500 | 22.50 | 6.0 | 5.000 | 0.678 | 0.355 | 0.0 | 5.1 | 0.060 | 0.250 | 5.370 | 0.10 | 17.26 | 2024-12-20 | CALL | Long | 0.159 | 0.367 | -0.280 |
| 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 | XRAY | 1.000 | 0.055 | 0.350 | 0.102 | 0.079 | -0.271 | 19.19 | -0.033 | 0.0000 | 17.26 | 37.39 | 21 | 1y | 21.75 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| XRAY241220C00022500 | XRAY | CALL | Long | 22.50 | None | $0.00 | 0.00 | $1.21 | 0.07 | 0.93 | 0.10 | 0.10 | 17.26 | 18.47 | 0.00 | $0.00 | 10.00 | 42 | 3.0 | 60.000 | 1.21 | 2024-12-19 |
| XRAY241220C00022500 | XRAY | CALL | Long | 22.50 | None | $0.00 | 0.00 | $1.42 | 0.08 | 0.69 | 0.10 | 0.10 | 17.26 | 18.68 | 0.00 | $0.00 | 10.00 | 41 | 3.0 | 60.000 | 1.42 | 2024-12-18 |
| XRAY241220C00022500 | XRAY | CALL | Long | 22.50 | None | $0.00 | 0.00 | $1.93 | 0.11 | 0.37 | 0.10 | 0.10 | 17.26 | 19.19 | 0.00 | $0.00 | 10.00 | 40 | 3.0 | 60.000 | 1.93 | 2024-12-17 |
| XRAY241220C00022500 | XRAY | CALL | Long | 22.50 | None | $0.00 | 0.00 | $2.33 | 0.13 | 0.17 | 0.10 | 0.10 | 17.26 | 19.59 | 0.00 | $0.00 | 10.00 | 39 | 3.0 | 60.000 | 2.33 | 2024-12-16 |
| XRAY241220C00022500 | XRAY | CALL | Long | 22.50 | None | $0.00 | 0.00 | $2.46 | 0.14 | 0.01 | 0.10 | 0.10 | 17.26 | 19.72 | 0.00 | $0.00 | 10.00 | 36 | 3.0 | 60.000 | 2.46 | 2024-12-13 |
| XRAY241220C00022500 | XRAY | CALL | Long | 22.50 | None | $0.00 | 0.00 | $2.75 | 0.16 | -0.18 | 0.10 | 0.10 | 17.26 | 20.01 | 0.00 | $0.00 | 10.00 | 35 | 3.0 | 60.000 | 2.75 | 2024-12-12 |
| XRAY241220C00022500 | XRAY | CALL | Long | 22.50 | None | $0.00 | 0.00 | $2.77 | 0.16 | 0.15 | 0.10 | 0.10 | 17.26 | 20.03 | 0.00 | $0.00 | 10.00 | 34 | 3.0 | 60.000 | 2.77 | 2024-12-11 |
| XRAY241220C00022500 | XRAY | CALL | Long | 22.50 | None | $0.00 | 0.00 | $2.29 | 0.13 | 0.27 | 0.10 | 0.10 | 17.26 | 19.55 | 0.00 | $0.00 | 10.00 | 33 | 3.0 | 60.000 | 2.29 | 2024-12-10 |
| XRAY241220C00022500 | XRAY | CALL | Long | 22.50 | None | $0.00 | 0.00 | $2.19 | 0.13 | 0.25 | 0.10 | 0.10 | 17.26 | 19.45 | 0.00 | $0.00 | 10.00 | 32 | 3.0 | 60.000 | 2.19 | 2024-12-09 |
| XRAY241220C00022500 | XRAY | CALL | Long | 22.50 | None | $0.00 | 0.00 | $1.82 | 0.11 | 0.33 | 0.10 | 0.10 | 17.26 | 19.08 | 0.00 | $0.00 | 10.00 | 31 | 3.0 | 60.000 | 1.82 | 2024-12-08 |
| XRAY241220C00022500 | XRAY | CALL | Long | 22.50 | None | $0.00 | 0.00 | $1.82 | 0.11 | 0.22 | 0.10 | 0.10 | 17.26 | 19.08 | 0.00 | $0.00 | 10.00 | 29 | 3.0 | 60.000 | 1.82 | 2024-12-06 |
| XRAY241220C00022500 | XRAY | CALL | Long | 22.50 | None | $0.00 | 0.00 | $2.05 | 0.12 | 0.15 | 0.10 | 0.10 | 17.26 | 19.31 | 0.00 | $0.00 | 10.00 | 28 | 3.0 | 60.000 | 2.05 | 2024-12-05 |
| XRAY241220C00022500 | XRAY | CALL | Long | 22.50 | None | $0.00 | 0.00 | $2.20 | 0.13 | -0.17 | 0.10 | 0.10 | 17.26 | 19.46 | 0.00 | $0.00 | 10.00 | 27 | 3.0 | 60.000 | 2.20 | 2024-12-04 |
| XRAY241220C00022500 | XRAY | CALL | Long | 22.50 | None | $0.00 | 0.00 | $2.13 | 0.12 | -0.14 | 0.10 | 0.10 | 17.26 | 19.39 | 0.00 | $0.00 | 10.00 | 26 | 3.0 | 60.000 | 2.13 | 2024-12-03 |
| XRAY241220C00022500 | XRAY | CALL | Long | 22.50 | None | $0.00 | 0.00 | $2.56 | 0.15 | -0.24 | 0.10 | 0.10 | 17.26 | 19.82 | 0.00 | $0.00 | 10.00 | 25 | 3.0 | 60.000 | 2.56 | 2024-12-02 |
| XRAY241220C00022500 | XRAY | CALL | Long | 22.50 | None | $0.00 | 0.00 | $2.39 | 0.14 | -0.55 | 0.10 | 0.10 | 17.26 | 19.65 | 0.00 | $0.00 | 10.00 | 24 | 3.0 | 0.000 | 2.39 | 2024-12-01 |
| XRAY241220C00022500 | XRAY | CALL | Long | 22.50 | None | $0.00 | 0.00 | $2.39 | 0.14 | -0.19 | 0.10 | 0.10 | 17.26 | 19.65 | 0.00 | $0.00 | 10.00 | 23 | 3.0 | 0.000 | 2.39 | 2024-11-30 |
| XRAY241220C00022500 | XRAY | CALL | Long | 22.50 | None | $0.00 | 0.00 | $2.38 | 0.14 | -0.20 | 0.10 | 0.10 | 17.26 | 19.64 | 0.00 | $0.00 | 10.00 | 21 | 3.0 | 58.000 | 2.38 | 2024-11-28 |
| XRAY241220C00022500 | XRAY | CALL | Long | 22.50 | None | $0.00 | 0.00 | $2.20 | 0.13 | -0.20 | 0.10 | 0.10 | 17.26 | 19.46 | 0.00 | $0.00 | 10.00 | 20 | 8.0 | 58.000 | 2.20 | 2024-11-27 |
| XRAY241220C00022500 | XRAY | CALL | Long | 22.50 | None | $0.00 | 0.00 | $1.93 | 0.11 | -0.23 | 0.10 | 0.10 | 17.26 | 19.19 | 0.00 | $0.00 | 10.00 | 19 | 8.0 | 58.000 | 1.93 | 2024-11-26 |
| XRAY241220C00022500 | XRAY | CALL | Long | 22.50 | None | $0.00 | 0.00 | $2.26 | 0.13 | -0.22 | 0.10 | 0.10 | 17.26 | 19.52 | 0.00 | $0.00 | 10.00 | 18 | 8.0 | 51.000 | 2.26 | 2024-11-25 |
| XRAY241220C00022500 | XRAY | CALL | Long | 22.50 | None | $0.00 | 0.00 | $1.51 | 0.09 | -0.19 | 0.10 | 0.10 | 17.26 | 18.77 | 0.00 | $0.00 | 10.00 | 17 | 20.0 | 51.000 | 1.51 | 2024-11-24 |
| XRAY241220C00022500 | XRAY | CALL | Long | 22.50 | None | $0.00 | 0.00 | $1.51 | 0.09 | -0.21 | 0.10 | 0.10 | 17.26 | 18.77 | 0.00 | $0.00 | 10.00 | 16 | 20.0 | 51.000 | 1.51 | 2024-11-23 |
| XRAY241220C00022500 | XRAY | CALL | Long | 22.50 | None | $0.00 | 0.00 | $1.51 | 0.09 | -0.22 | 0.10 | 0.10 | 17.26 | 18.77 | 0.00 | $0.00 | 10.00 | 15 | 20.0 | 51.000 | 1.51 | 2024-11-22 |
| XRAY241220C00022500 | XRAY | CALL | Long | 22.50 | None | $0.00 | 0.00 | $1.38 | 0.08 | -0.21 | 0.10 | 0.10 | 17.26 | 18.64 | 0.00 | $0.00 | 10.00 | 14 | 20.0 | 51.000 | 1.38 | 2024-11-21 |
| XRAY241220C00022500 | XRAY | CALL | Long | 22.50 | None | $0.00 | 0.00 | $1.26 | 0.07 | -0.20 | 0.10 | 0.10 | 17.26 | 18.52 | 0.00 | $0.00 | 10.00 | 13 | 20.0 | 31.000 | 1.26 | 2024-11-20 |
| XRAY241220C00022500 | XRAY | CALL | Long | 22.50 | None | $0.00 | 0.00 | $1.62 | 0.09 | -0.19 | 0.10 | 0.10 | 17.26 | 18.88 | 0.00 | $0.00 | 10.00 | 12 | 3.0 | 28.000 | 1.62 | 2024-11-19 |
| XRAY241220C00022500 | XRAY | CALL | Long | 22.50 | None | $0.00 | 0.00 | $1.20 | 0.07 | -0.21 | 0.10 | 0.10 | 17.26 | 18.46 | 0.00 | $0.00 | 10.00 | 11 | 1.0 | 27.000 | 1.20 | 2024-11-18 |
| XRAY241220C00022500 | XRAY | CALL | Long | 22.50 | None | $-0.03 | -0.30 | $1.02 | 0.06 | -0.20 | 0.10 | 0.07 | 17.26 | 18.28 | -0.03 | $-3.00 | 10.00 | 10 | 11.0 | 16.000 | 1.02 | 2024-11-17 |
| XRAY241220C00022500 | XRAY | CALL | Long | 22.50 | None | $-0.03 | -0.30 | $1.02 | 0.06 | -0.20 | 0.10 | 0.07 | 17.26 | 18.28 | -0.03 | $-3.00 | 10.00 | 9 | 11.0 | 16.000 | 1.02 | 2024-11-16 |
| XRAY241220C00022500 | XRAY | CALL | Long | 22.50 | None | $-0.03 | -0.30 | $1.02 | 0.06 | -0.17 | 0.10 | 0.07 | 17.26 | 18.28 | -0.03 | $-3.00 | 10.00 | 8 | 11.0 | 16.000 | 1.02 | 2024-11-15 |
| XRAY241220C00022500 | XRAY | CALL | Long | 22.50 | None | $0.05 | 0.50 | $0.61 | 0.04 | 0.02 | 0.10 | 0.15 | 17.26 | 17.87 | 0.05 | $5.00 | 10.00 | 7 | 5.0 | 16.000 | 0.61 | 2024-11-14 |
| XRAY241220C00022500 | XRAY | CALL | Long | 22.50 | None | $0.05 | 0.50 | $0.09 | 0.01 | 0.00 | 0.10 | 0.15 | 17.26 | 17.35 | 0.05 | $5.00 | 10.00 | 6 | 5.0 | 16.000 | 0.09 | 2024-11-13 |
| XRAY241220C00022500 | XRAY | CALL | Long | 22.50 | None | $0.05 | 0.50 | $0.51 | 0.03 | -0.14 | 0.10 | 0.15 | 17.26 | 17.77 | 0.05 | $5.00 | 10.00 | 5 | 5.0 | 16.000 | 0.51 | 2024-11-12 |
| XRAY241220C00022500 | XRAY | CALL | Long | 22.50 | None | $0.05 | 0.50 | $0.39 | 0.02 | -0.18 | 0.10 | 0.15 | 17.26 | 17.65 | 0.05 | $5.00 | 10.00 | 4 | 5.0 | 16.000 | 0.39 | 2024-11-11 |
| XRAY241220C00022500 | XRAY | CALL | Long | 22.50 | None | $0.05 | 0.50 | $0.60 | 0.03 | -0.21 | 0.10 | 0.15 | 17.26 | 17.86 | 0.05 | $5.00 | 10.00 | 3 | 5.0 | 11.000 | 0.60 | 2024-11-10 |
| XRAY241220C00022500 | XRAY | CALL | Long | 22.50 | None | $0.05 | 0.50 | $0.60 | 0.03 | -0.21 | 0.10 | 0.15 | 17.26 | 17.86 | 0.05 | $5.00 | 10.00 | 2 | 5.0 | 11.000 | 0.60 | 2024-11-09 |
| XRAY241220C00022500 | XRAY | CALL | Long | 22.50 | None | $0.05 | 0.50 | $0.51 | 0.03 | -0.21 | 0.10 | 0.15 | 17.26 | 17.77 | 0.05 | $5.00 | 10.00 | 1 | 5.0 | 11.000 | 0.51 | 2024-11-08 |
| XRAY241220C00022500 | XRAY | CALL | Long | 22.50 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.10 | 0.10 | 17.26 | 17.26 | 0.00 | $0.00 | 10.00 | 0 | 6.0 | 5.000 | 0.00 | 2024-11-07 |