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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024-05-08 | ALIT | ALIT240621C00010000 | 10.00 | 200.0 | 353.000 | 0.590 | 0.240 | 0.0 | 2.2 | 0.010 | 0.060 | 2.230 | 0.25 | 7.79 | 2024-06-21 | CALL | Long | 0.176 | 0.250 | -0.161 |
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 | ALIT | 0.909 | 0.059 | 0.198 | 0.096 | 0.067 | -0.115 | 7.06 | -0.101 | 0.0000 | 6.52 | 10.32 | 21 | 1y | 7.32 |
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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALIT240621C00010000 | ALIT | CALL | Long | 10.00 | None | $0.00 | 0.00 | $-0.43 | -0.06 | 1.86 | 0.25 | 0.25 | 7.79 | 7.36 | 0.00 | $0.00 | 25.00 | 41 | 200.0 | 353.000 | -0.43 | 2024-06-18 |
ALIT240621C00010000 | ALIT | CALL | Long | 10.00 | None | $0.00 | 0.00 | $-0.53 | -0.07 | 1.68 | 0.25 | 0.25 | 7.79 | 7.26 | 0.00 | $0.00 | 25.00 | 40 | 200.0 | 353.000 | -0.53 | 2024-06-17 |
ALIT240621C00010000 | ALIT | CALL | Long | 10.00 | None | $0.00 | 0.00 | $-0.61 | -0.08 | 1.25 | 0.25 | 0.25 | 7.79 | 7.18 | 0.00 | $0.00 | 25.00 | 37 | 200.0 | 353.000 | -0.61 | 2024-06-14 |
ALIT240621C00010000 | ALIT | CALL | Long | 10.00 | None | $0.00 | 0.00 | $-0.49 | -0.06 | 1.07 | 0.25 | 0.25 | 7.79 | 7.30 | 0.00 | $0.00 | 25.00 | 36 | 200.0 | 353.000 | -0.49 | 2024-06-13 |
ALIT240621C00010000 | ALIT | CALL | Long | 10.00 | None | $0.00 | 0.00 | $-0.37 | -0.05 | 0.93 | 0.25 | 0.25 | 7.79 | 7.42 | 0.00 | $0.00 | 25.00 | 35 | 200.0 | 353.000 | -0.37 | 2024-06-12 |
ALIT240621C00010000 | ALIT | CALL | Long | 10.00 | None | $0.00 | 0.00 | $-0.36 | -0.05 | 0.86 | 0.25 | 0.25 | 7.79 | 7.43 | 0.00 | $0.00 | 25.00 | 34 | 200.0 | 353.000 | -0.36 | 2024-06-11 |
ALIT240621C00010000 | ALIT | CALL | Long | 10.00 | None | $0.00 | 0.00 | $-0.31 | -0.04 | 0.77 | 0.25 | 0.25 | 7.79 | 7.48 | 0.00 | $0.00 | 25.00 | 33 | 200.0 | 353.000 | -0.31 | 2024-06-10 |
ALIT240621C00010000 | ALIT | CALL | Long | 10.00 | None | $0.00 | 0.00 | $-0.29 | -0.04 | 0.76 | 0.25 | 0.25 | 7.79 | 7.50 | 0.00 | $0.00 | 25.00 | 32 | 200.0 | 353.000 | -0.29 | 2024-06-09 |
ALIT240621C00010000 | ALIT | CALL | Long | 10.00 | None | $0.00 | 0.00 | $-0.28 | -0.04 | 0.62 | 0.25 | 0.25 | 7.79 | 7.51 | 0.00 | $0.00 | 25.00 | 30 | 200.0 | 353.000 | -0.28 | 2024-06-07 |
ALIT240621C00010000 | ALIT | CALL | Long | 10.00 | None | $0.00 | 0.00 | $-0.22 | -0.03 | 0.55 | 0.25 | 0.25 | 7.79 | 7.57 | 0.00 | $0.00 | 25.00 | 29 | 200.0 | 353.000 | -0.22 | 2024-06-06 |
ALIT240621C00010000 | ALIT | CALL | Long | 10.00 | None | $0.00 | 0.00 | $-0.35 | -0.04 | 0.57 | 0.25 | 0.25 | 7.79 | 7.44 | 0.00 | $0.00 | 25.00 | 28 | 200.0 | 353.000 | -0.35 | 2024-06-05 |
ALIT240621C00010000 | ALIT | CALL | Long | 10.00 | None | $0.00 | 0.00 | $-0.38 | -0.05 | 0.55 | 0.25 | 0.25 | 7.79 | 7.41 | 0.00 | $0.00 | 25.00 | 27 | 200.0 | 353.000 | -0.38 | 2024-06-04 |
ALIT240621C00010000 | ALIT | CALL | Long | 10.00 | None | $0.00 | 0.00 | $0.01 | 0.00 | 0.38 | 0.25 | 0.25 | 7.79 | 7.80 | 0.00 | $0.00 | 25.00 | 26 | 200.0 | 353.000 | 0.01 | 2024-06-03 |
ALIT240621C00010000 | ALIT | CALL | Long | 10.00 | None | $0.00 | 0.00 | $-0.03 | -0.00 | 0.02 | 0.25 | 0.25 | 7.79 | 7.76 | 0.00 | $0.00 | 25.00 | 23 | 200.0 | 353.000 | -0.03 | 2024-05-31 |
ALIT240621C00010000 | ALIT | CALL | Long | 10.00 | None | $0.00 | 0.00 | $-0.28 | -0.04 | 0.07 | 0.25 | 0.25 | 7.79 | 7.51 | 0.00 | $0.00 | 25.00 | 22 | 200.0 | 353.000 | -0.28 | 2024-05-30 |
ALIT240621C00010000 | ALIT | CALL | Long | 10.00 | None | $0.00 | 0.00 | $-0.16 | -0.02 | 0.03 | 0.25 | 0.25 | 7.79 | 7.63 | 0.00 | $0.00 | 25.00 | 21 | 200.0 | 353.000 | -0.16 | 2024-05-29 |
ALIT240621C00010000 | ALIT | CALL | Long | 10.00 | None | $0.00 | 0.00 | $0.11 | 0.01 | -0.04 | 0.25 | 0.25 | 7.79 | 7.90 | 0.00 | $0.00 | 25.00 | 20 | 200.0 | 353.000 | 0.11 | 2024-05-28 |
ALIT240621C00010000 | ALIT | CALL | Long | 10.00 | None | $0.00 | 0.00 | $0.40 | 0.05 | -0.05 | 0.25 | 0.25 | 7.79 | 8.19 | 0.00 | $0.00 | 25.00 | 19 | 200.0 | 353.000 | 0.40 | 2024-05-27 |
ALIT240621C00010000 | ALIT | CALL | Long | 10.00 | None | $0.00 | 0.00 | $0.40 | 0.05 | -0.07 | 0.25 | 0.25 | 7.79 | 8.19 | 0.00 | $0.00 | 25.00 | 16 | 200.0 | 353.000 | 0.40 | 2024-05-24 |
ALIT240621C00010000 | ALIT | CALL | Long | 10.00 | None | $0.00 | 0.00 | $0.57 | 0.07 | -0.12 | 0.25 | 0.25 | 7.79 | 8.36 | 0.00 | $0.00 | 25.00 | 15 | 201.0 | 353.000 | 0.57 | 2024-05-23 |
ALIT240621C00010000 | ALIT | CALL | Long | 10.00 | None | $0.00 | 0.00 | $0.47 | 0.06 | -0.11 | 0.25 | 0.25 | 7.79 | 8.26 | 0.00 | $0.00 | 25.00 | 14 | 200.0 | 353.000 | 0.47 | 2024-05-22 |
ALIT240621C00010000 | ALIT | CALL | Long | 10.00 | None | $0.00 | 0.00 | $0.31 | 0.04 | -0.08 | 0.25 | 0.25 | 7.79 | 8.10 | 0.00 | $0.00 | 25.00 | 13 | 200.0 | 353.000 | 0.31 | 2024-05-21 |
ALIT240621C00010000 | ALIT | CALL | Long | 10.00 | None | $0.00 | 0.00 | $0.38 | 0.05 | -0.34 | 0.25 | 0.25 | 7.79 | 8.17 | 0.00 | $0.00 | 25.00 | 12 | 200.0 | 0.000 | 0.38 | 2024-05-20 |
ALIT240621C00010000 | ALIT | CALL | Long | 10.00 | None | $0.00 | 0.00 | $0.26 | 0.03 | 0.06 | 0.25 | 0.25 | 7.79 | 8.05 | 0.00 | $0.00 | 25.00 | 11 | 200.0 | 353.000 | 0.26 | 2024-05-19 |
ALIT240621C00010000 | ALIT | CALL | Long | 10.00 | None | $0.00 | 0.00 | $0.26 | 0.03 | 0.06 | 0.25 | 0.25 | 7.79 | 8.05 | 0.00 | $0.00 | 25.00 | 10 | 200.0 | 353.000 | 0.26 | 2024-05-18 |
ALIT240621C00010000 | ALIT | CALL | Long | 10.00 | None | $0.00 | 0.00 | $0.26 | 0.03 | 0.04 | 0.25 | 0.25 | 7.79 | 8.05 | 0.00 | $0.00 | 25.00 | 9 | 200.0 | 353.000 | 0.26 | 2024-05-17 |
ALIT240621C00010000 | ALIT | CALL | Long | 10.00 | None | $0.00 | 0.00 | $-0.14 | -0.02 | 0.13 | 0.25 | 0.25 | 7.79 | 7.65 | 0.00 | $0.00 | 25.00 | 7 | 201.0 | 353.000 | -0.14 | 2024-05-15 |
ALIT240621C00010000 | ALIT | CALL | Long | 10.00 | None | $0.00 | 0.00 | $-0.29 | -0.04 | 0.16 | 0.25 | 0.25 | 7.79 | 7.50 | 0.00 | $0.00 | 25.00 | 6 | 201.0 | 353.000 | -0.29 | 2024-05-14 |
ALIT240621C00010000 | ALIT | CALL | Long | 10.00 | None | $0.00 | 0.00 | $-0.35 | -0.04 | 0.00 | 0.25 | 0.25 | 7.79 | 7.44 | 0.00 | $0.00 | 25.00 | 5 | 201.0 | 353.000 | -0.35 | 2024-05-13 |
ALIT240621C00010000 | ALIT | CALL | Long | 10.00 | None | $0.00 | 0.00 | $-0.12 | -0.02 | 0.10 | 0.25 | 0.25 | 7.79 | 7.67 | 0.00 | $0.00 | 25.00 | 4 | 201.0 | 353.000 | -0.12 | 2024-05-12 |
ALIT240621C00010000 | ALIT | CALL | Long | 10.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.28 | $0.00 | 0.00 | $-0.11 | -0.01 | 0.07 | 0.25 | 0.25 | 7.79 | 7.68 | 0.00 | $0.00 | 25.00 | 1 | 200.0 | 353.000 | -0.11 | 2024-05-09 |
ALIT240621C00010000 | ALIT | CALL | Long | 10.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.25 | 0.25 | 7.79 | 7.79 | 0.00 | $0.00 | 25.00 | 0 | 200.0 | 353.000 | 0.00 | 2024-05-08 |