| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-08-01 | AG | AG240906C00005500 | 5.50 | 124.0 | 26.000 | 0.516 | 0.246 | 0.1 | 0.3 | 0.010 | 0.210 | 0.450 | 0.25 | 5.24 | 2024-09-06 | CALL | Long | 0.253 | 0.289 | -0.131 |
| 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 | AG | 0.818 | 0.135 | 0.230 | 0.166 | 0.150 | 0.007 | 5.87 | -0.234 | 0.0000 | 4.21 | 8.07 | 21 | 1y | 7.10 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AG240906C00005500 | AG | CALL | Long | 5.50 | None | $-0.18 | -0.95 | $-0.13 | -0.03 | 0.50 | 0.19 | 0.01 | 4.99 | 4.86 | -0.18 | $-18.00 | 19.00 | 30 | 33.0 | 1218.000 | -0.13 | 2024-09-05 |
| AG240906C00005500 | AG | CALL | Long | 5.50 | None | $-0.16 | -0.84 | $0.30 | 0.06 | -0.06 | 0.19 | 0.03 | 4.99 | 5.29 | -0.16 | $-16.00 | 19.00 | 29 | 451.0 | 876.000 | 0.30 | 2024-09-04 |
| AG240906C00005500 | AG | CALL | Long | 5.50 | None | $0.00 | 0.00 | $0.60 | 0.12 | -0.12 | 0.19 | 0.19 | 4.99 | 5.59 | 0.00 | $0.00 | 19.00 | 25 | 237.0 | 302.000 | 0.60 | 2024-08-31 |
| AG240906C00005500 | AG | CALL | Long | 5.50 | None | $-0.02 | -0.11 | $0.60 | 0.12 | -0.22 | 0.19 | 0.17 | 4.99 | 5.59 | -0.02 | $-2.00 | 19.00 | 24 | 233.0 | 302.000 | 0.60 | 2024-08-30 |
| AG240906C00005500 | AG | CALL | Long | 5.50 | None | $0.02 | 0.11 | $0.60 | 0.12 | -0.15 | 0.19 | 0.21 | 4.99 | 5.59 | 0.02 | $2.00 | 19.00 | 23 | 24.0 | 286.000 | 0.60 | 2024-08-29 |
| AG240906C00005500 | AG | CALL | Long | 5.50 | None | $0.00 | 0.00 | $0.55 | 0.11 | -0.12 | 0.19 | 0.19 | 4.99 | 5.54 | 0.00 | $0.00 | 19.00 | 22 | 29.0 | 290.000 | 0.55 | 2024-08-28 |
| AG240906C00005500 | AG | CALL | Long | 5.50 | None | $0.21 | 1.11 | $0.69 | 0.14 | -0.66 | 0.19 | 0.40 | 4.99 | 5.68 | 0.21 | $21.00 | 19.00 | 21 | 25.0 | 285.000 | 0.69 | 2024-08-27 |
| AG240906C00005500 | AG | CALL | Long | 5.50 | None | $0.21 | 1.11 | $0.82 | 0.16 | -0.14 | 0.19 | 0.40 | 4.99 | 5.81 | 0.21 | $21.00 | 19.00 | 20 | 25.0 | 260.000 | 0.82 | 2024-08-26 |
| AG240906C00005500 | AG | CALL | Long | 5.50 | None | $0.20 | 1.05 | $0.79 | 0.16 | -0.10 | 0.19 | 0.39 | 4.99 | 5.78 | 0.20 | $20.00 | 19.00 | 19 | 87.0 | 259.000 | 0.79 | 2024-08-25 |
| AG240906C00005500 | AG | CALL | Long | 5.50 | None | $0.20 | 1.05 | $0.79 | 0.16 | -0.12 | 0.19 | 0.39 | 4.99 | 5.78 | 0.20 | $20.00 | 19.00 | 18 | 87.0 | 259.000 | 0.79 | 2024-08-24 |
| AG240906C00005500 | AG | CALL | Long | 5.50 | None | $0.20 | 1.05 | $0.79 | 0.16 | -0.14 | 0.19 | 0.39 | 4.99 | 5.78 | 0.20 | $20.00 | 19.00 | 17 | 87.0 | 259.000 | 0.79 | 2024-08-23 |
| AG240906C00005500 | AG | CALL | Long | 5.50 | None | $0.17 | 0.89 | $0.69 | 0.14 | -0.12 | 0.19 | 0.36 | 4.99 | 5.68 | 0.17 | $17.00 | 19.00 | 16 | 15.0 | 248.000 | 0.69 | 2024-08-22 |
| AG240906C00005500 | AG | CALL | Long | 5.50 | None | $0.24 | 1.26 | $0.86 | 0.17 | -0.10 | 0.19 | 0.43 | 4.99 | 5.85 | 0.24 | $24.00 | 19.00 | 15 | 23.0 | 237.000 | 0.86 | 2024-08-21 |
| AG240906C00005500 | AG | CALL | Long | 5.50 | None | $0.21 | 1.11 | $0.78 | 0.16 | -0.09 | 0.19 | 0.40 | 4.99 | 5.77 | 0.21 | $21.00 | 19.00 | 14 | 28.0 | 242.000 | 0.78 | 2024-08-20 |
| AG240906C00005500 | AG | CALL | Long | 5.50 | None | $0.24 | 1.26 | $0.79 | 0.16 | -0.11 | 0.19 | 0.43 | 4.99 | 5.78 | 0.24 | $24.00 | 19.00 | 13 | 49.0 | 241.000 | 0.79 | 2024-08-19 |
| AG240906C00005500 | AG | CALL | Long | 5.50 | None | $0.13 | 0.68 | $0.56 | 0.11 | -0.09 | 0.19 | 0.32 | 4.99 | 5.55 | 0.13 | $13.00 | 19.00 | 12 | 34.0 | 226.000 | 0.56 | 2024-08-18 |
| AG240906C00005500 | AG | CALL | Long | 5.50 | None | $0.13 | 0.68 | $0.56 | 0.11 | -0.10 | 0.19 | 0.32 | 4.99 | 5.55 | 0.13 | $13.00 | 19.00 | 11 | 34.0 | 226.000 | 0.56 | 2024-08-17 |
| AG240906C00005500 | AG | CALL | Long | 5.50 | None | $0.13 | 0.68 | $0.56 | 0.11 | -0.11 | 0.19 | 0.32 | 4.99 | 5.55 | 0.13 | $13.00 | 19.00 | 10 | 34.0 | 226.000 | 0.56 | 2024-08-16 |
| AG240906C00005500 | AG | CALL | Long | 5.50 | None | $0.13 | 0.68 | $0.52 | 0.10 | -0.08 | 0.19 | 0.32 | 4.99 | 5.51 | 0.13 | $13.00 | 19.00 | 9 | 61.0 | 174.000 | 0.52 | 2024-08-15 |
| AG240906C00005500 | AG | CALL | Long | 5.50 | None | $0.04 | 0.21 | $0.37 | 0.07 | -0.11 | 0.19 | 0.23 | 4.99 | 5.36 | 0.04 | $4.00 | 19.00 | 8 | 6.0 | 168.000 | 0.37 | 2024-08-14 |
| AG240906C00005500 | AG | CALL | Long | 5.50 | None | $0.08 | 0.42 | $0.37 | 0.07 | -0.02 | 0.19 | 0.27 | 4.99 | 5.36 | 0.08 | $8.00 | 19.00 | 7 | 28.0 | 154.000 | 0.37 | 2024-08-13 |
| AG240906C00005500 | AG | CALL | Long | 5.50 | None | $0.03 | 0.16 | $0.19 | 0.04 | 0.03 | 0.19 | 0.22 | 4.99 | 5.18 | 0.03 | $3.00 | 19.00 | 6 | 27.0 | 134.000 | 0.19 | 2024-08-12 |
| AG240906C00005500 | AG | CALL | Long | 5.50 | None | $-0.03 | -0.16 | $0.04 | 0.01 | 0.11 | 0.19 | 0.16 | 4.99 | 5.03 | -0.03 | $-3.00 | 19.00 | 3 | 4.0 | 130.000 | 0.04 | 2024-08-09 |
| AG240906C00005500 | AG | CALL | Long | 5.50 | None | $0.00 | 0.00 | $-0.06 | -0.01 | -0.03 | 0.19 | 0.19 | 4.99 | 4.93 | 0.00 | $0.00 | 19.00 | 2 | 5.0 | 130.000 | -0.06 | 2024-08-08 |
| AG240906C00005500 | AG | CALL | Long | 5.50 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.17 | $0.00 | 0.00 | $-0.17 | -0.03 | -0.13 | 0.19 | 0.19 | 4.99 | 4.82 | 0.00 | $0.00 | 19.00 | 1 | 5.0 | 130.000 | -0.17 | 2024-08-07 |
| AG240906C00005500 | AG | CALL | Long | 5.50 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.19 | 0.19 | 4.99 | 4.99 | 0.00 | $0.00 | 19.00 | 0 | 5.0 | 133.000 | 0.00 | 2024-08-06 |