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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024-01-22 | ADM | ADM240223C00070000 | 70.00 | 10.0 | 13.000 | 0.708 | 0.295 | 0.0 | 18.3 | 0.050 | 0.230 | 18.510 | 1.50 | 51.49 | 2024-02-23 | CALL | Long | 0.111 | 0.303 | -0.245 |
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 | ADM | 1.000 | 0.042 | 0.303 | 0.083 | 0.055 | -0.028 | 51.49 | 0.037 | 0.0000 | 51.38 | 73.94 | 21 | 1y | 54.43 |
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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADM240223C00070000 | ADM | CALL | Long | 70.00 | None | $-1.44 | -0.96 | $2.21 | 0.04 | 1.77 | 1.50 | 0.06 | 51.49 | 53.70 | -1.44 | $-144.00 | 150.00 | 31 | 2.0 | 14.000 | 2.21 | 2024-02-22 |
ADM240223C00070000 | ADM | CALL | Long | 70.00 | None | $-1.44 | -0.96 | $2.41 | 0.05 | 0.89 | 1.50 | 0.06 | 51.49 | 53.90 | -1.44 | $-144.00 | 150.00 | 30 | 2.0 | 14.000 | 2.41 | 2024-02-21 |
ADM240223C00070000 | ADM | CALL | Long | 70.00 | None | $-1.44 | -0.96 | $1.91 | 0.04 | 0.72 | 1.50 | 0.06 | 51.49 | 53.40 | -1.44 | $-144.00 | 150.00 | 29 | 2.0 | 14.000 | 1.91 | 2024-02-20 |
ADM240223C00070000 | ADM | CALL | Long | 70.00 | None | $-1.44 | -0.96 | $2.16 | 0.04 | 0.69 | 1.50 | 0.06 | 51.49 | 53.65 | -1.44 | $-144.00 | 150.00 | 28 | 2.0 | 14.000 | 2.16 | 2024-02-19 |
ADM240223C00070000 | ADM | CALL | Long | 70.00 | None | $-1.44 | -0.96 | $1.58 | 0.03 | -0.06 | 1.50 | 0.06 | 51.49 | 53.07 | -1.44 | $-144.00 | 150.00 | 18 | 2.0 | 14.000 | 1.58 | 2024-02-09 |
ADM240223C00070000 | ADM | CALL | Long | 70.00 | None | $-1.44 | -0.96 | $1.19 | 0.02 | -0.12 | 1.50 | 0.06 | 51.49 | 52.68 | -1.44 | $-144.00 | 150.00 | 17 | 2.0 | 14.000 | 1.19 | 2024-02-08 |
ADM240223C00070000 | ADM | CALL | Long | 70.00 | None | $-1.44 | -0.96 | $1.38 | 0.03 | -0.10 | 1.50 | 0.06 | 51.49 | 52.87 | -1.44 | $-144.00 | 150.00 | 16 | 2.0 | 14.000 | 1.38 | 2024-02-07 |
ADM240223C00070000 | ADM | CALL | Long | 70.00 | None | $-1.44 | -0.96 | $1.88 | 0.04 | -0.13 | 1.50 | 0.06 | 51.49 | 53.37 | -1.44 | $-144.00 | 150.00 | 15 | 2.0 | 14.000 | 1.88 | 2024-02-06 |
ADM240223C00070000 | ADM | CALL | Long | 70.00 | None | $-1.44 | -0.96 | $1.47 | 0.03 | -0.46 | 1.50 | 0.06 | 51.49 | 52.96 | -1.44 | $-144.00 | 150.00 | 14 | 2.0 | 14.000 | 1.47 | 2024-02-05 |
ADM240223C00070000 | ADM | CALL | Long | 70.00 | None | $-1.44 | -0.96 | $4.20 | 0.08 | -0.46 | 1.50 | 0.06 | 51.49 | 55.69 | -1.44 | $-144.00 | 150.00 | 13 | 2.0 | 14.000 | 4.20 | 2024-02-04 |
ADM240223C00070000 | ADM | CALL | Long | 70.00 | None | $-1.44 | -0.96 | $4.20 | 0.08 | -0.20 | 1.50 | 0.06 | 51.49 | 55.69 | -1.44 | $-144.00 | 150.00 | 11 | 2.0 | 14.000 | 4.20 | 2024-02-02 |
ADM240223C00070000 | ADM | CALL | Long | 70.00 | None | $-1.44 | -0.96 | $5.27 | 0.10 | -0.21 | 1.50 | 0.06 | 51.49 | 56.76 | -1.44 | $-144.00 | 150.00 | 10 | 2.0 | 14.000 | 5.27 | 2024-02-01 |
ADM240223C00070000 | ADM | CALL | Long | 70.00 | None | $-1.44 | -0.96 | $4.09 | 0.08 | -0.22 | 1.50 | 0.06 | 51.49 | 55.58 | -1.44 | $-144.00 | 150.00 | 9 | 2.0 | 14.000 | 4.09 | 2024-01-31 |
ADM240223C00070000 | ADM | CALL | Long | 70.00 | None | $-1.44 | -0.96 | $4.51 | 0.09 | -0.21 | 1.50 | 0.06 | 51.49 | 56.00 | -1.44 | $-144.00 | 150.00 | 8 | 2.0 | 14.000 | 4.51 | 2024-01-30 |
ADM240223C00070000 | ADM | CALL | Long | 70.00 | None | $-1.44 | -0.96 | $3.45 | 0.07 | -0.18 | 1.50 | 0.06 | 51.49 | 54.94 | -1.44 | $-144.00 | 150.00 | 7 | 2.0 | 12.000 | 3.45 | 2024-01-29 |
ADM240223C00070000 | ADM | CALL | Long | 70.00 | None | $-1.40 | -0.93 | $0.56 | 0.01 | -0.16 | 1.50 | 0.10 | 51.49 | 52.05 | -1.40 | $-140.00 | 150.00 | 6 | 1.0 | 12.000 | 0.56 | 2024-01-28 |
ADM240223C00070000 | ADM | CALL | Long | 70.00 | None | $-1.40 | -0.93 | $0.56 | 0.01 | -0.18 | 1.50 | 0.10 | 51.49 | 52.05 | -1.40 | $-140.00 | 150.00 | 5 | 1.0 | 12.000 | 0.56 | 2024-01-27 |
ADM240223C00070000 | ADM | CALL | Long | 70.00 | None | $-1.40 | -0.93 | $0.54 | 0.01 | -0.18 | 1.50 | 0.10 | 51.49 | 52.03 | -1.40 | $-140.00 | 150.00 | 4 | 1.0 | 12.000 | 0.54 | 2024-01-26 |
ADM240223C00070000 | ADM | CALL | Long | 70.00 | None | $-1.40 | -0.93 | $-0.09 | -0.00 | -0.09 | 1.50 | 0.10 | 51.49 | 51.40 | -1.40 | $-140.00 | 150.00 | 3 | 1.0 | 13.000 | -0.09 | 2024-01-25 |
ADM240223C00070000 | ADM | CALL | Long | 70.00 | OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position. | $0.00 | 0.00 | $1.14 | 0.02 | -0.17 | 1.50 | 1.50 | 51.49 | 52.63 | 0.00 | $0.00 | 150.00 | 2 | 10.0 | 13.000 | 1.14 | 2024-01-24 |
ADM240223C00070000 | ADM | CALL | Long | 70.00 | None | $0.00 | 0.00 | $1.39 | 0.03 | -0.21 | 1.50 | 1.50 | 51.49 | 52.88 | 0.00 | $0.00 | 150.00 | 1 | 10.0 | 13.000 | 1.39 | 2024-01-23 |
ADM240223C00070000 | ADM | CALL | Long | 70.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 1.50 | 1.50 | 51.49 | 51.49 | 0.00 | $0.00 | 150.00 | 0 | 10.0 | 13.000 | 0.00 | 2024-01-22 |