| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-12-04 | ALK | ALK240119C00035000 | 35.00 | 1587.0 | 1641.000 | 0.459 | 0.223 | 0.5 | 1.6 | 0.010 | 1.460 | 2.520 | 1.63 | 33.78 | 2024-01-19 | CALL | Long | 0.157 | 0.220 | -0.142 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-12-29 | ALK | 0.727 | 0.066 | 0.153 | 0.100 | 0.153 | 0.052 | 65.83 | 0.0000 | 32.92 | 67.60 | 21 | 1y | 51.08 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ALK240119C00035000 | ALK | CALL | Long | 35.00 | None | $-1.40 | -0.85 | $0.88 | 0.03 | -0.16 | 1.65 | 0.25 | 34.08 | 34.96 | -1.40 | $-140.00 | 165.00 | 45 | 513.0 | 2039.000 | 0.88 | 2024-01-18 |
| ALK240119C00035000 | ALK | CALL | Long | 35.00 | None | $-1.59 | -0.96 | $-0.47 | -0.01 | 0.10 | 1.65 | 0.06 | 34.08 | 33.61 | -1.59 | $-159.00 | 165.00 | 44 | 145.0 | 1956.000 | -0.47 | 2024-01-17 |
| ALK240119C00035000 | ALK | CALL | Long | 35.00 | None | $-1.45 | -0.88 | $0.00 | 0.00 | 0.04 | 1.65 | 0.20 | 34.08 | 34.08 | -1.45 | $-145.00 | 165.00 | 43 | 57.0 | 1874.000 | 0.00 | 2024-01-16 |
| ALK240119C00035000 | ALK | CALL | Long | 35.00 | None | $-0.90 | -0.55 | $1.09 | 0.03 | -0.08 | 1.65 | 0.75 | 34.08 | 35.17 | -0.90 | $-90.00 | 165.00 | 39 | 307.0 | 1896.000 | 1.09 | 2024-01-12 |
| ALK240119C00035000 | ALK | CALL | Long | 35.00 | None | $0.20 | 0.12 | $2.92 | 0.09 | 0.02 | 1.65 | 1.85 | 34.08 | 37.00 | 0.20 | $20.00 | 165.00 | 38 | 11.0 | 1886.000 | 2.92 | 2024-01-11 |
| ALK240119C00035000 | ALK | CALL | Long | 35.00 | None | $0.69 | 0.42 | $2.98 | 0.09 | 0.00 | 1.65 | 2.34 | 34.08 | 37.06 | 0.69 | $69.00 | 165.00 | 37 | 10.0 | 1886.000 | 2.98 | 2024-01-10 |
| ALK240119C00035000 | ALK | CALL | Long | 35.00 | None | $1.75 | 1.06 | $3.26 | 0.10 | 0.08 | 1.65 | 3.40 | 34.08 | 37.34 | 1.75 | $175.00 | 165.00 | 36 | 1.0 | 1886.000 | 3.26 | 2024-01-09 |
| ALK240119C00035000 | ALK | CALL | Long | 35.00 | None | $1.65 | 1.00 | $3.79 | 0.11 | 0.09 | 1.65 | 3.30 | 34.08 | 37.87 | 1.65 | $165.00 | 165.00 | 35 | 41.0 | 1890.000 | 3.79 | 2024-01-08 |
| ALK240119C00035000 | ALK | CALL | Long | 35.00 | None | $1.52 | 0.92 | $3.87 | 0.11 | 0.03 | 1.65 | 3.17 | 34.08 | 37.95 | 1.52 | $152.00 | 165.00 | 32 | 66.0 | 1889.000 | 3.87 | 2024-01-05 |
| ALK240119C00035000 | ALK | CALL | Long | 35.00 | None | $0.80 | 0.48 | $2.73 | 0.08 | -0.42 | 1.65 | 2.45 | 34.08 | 36.81 | 0.80 | $80.00 | 165.00 | 31 | 8.0 | 1889.000 | 2.73 | 2024-01-04 |
| ALK240119C00035000 | ALK | CALL | Long | 35.00 | None | $0.35 | 0.21 | $2.34 | 0.07 | -0.42 | 1.65 | 2.00 | 34.08 | 36.42 | 0.35 | $35.00 | 165.00 | 30 | 128.0 | 1889.000 | 2.34 | 2024-01-03 |
| ALK240119C00035000 | ALK | CALL | Long | 35.00 | None | $2.06 | 1.25 | $4.26 | 0.12 | -0.42 | 1.65 | 3.71 | 34.08 | 38.34 | 2.06 | $206.00 | 165.00 | 29 | 48.0 | 0.000 | 4.26 | 2024-01-02 |
| ALK240119C00035000 | ALK | CALL | Long | 35.00 | None | $2.95 | 1.79 | $4.99 | 0.15 | 0.12 | 1.65 | 4.60 | 34.08 | 39.07 | 2.95 | $295.00 | 165.00 | 28 | 74.0 | 1931.000 | 4.99 | 2024-01-01 |
| ALK240119C00035000 | ALK | CALL | Long | 35.00 | None | $2.95 | 1.79 | $4.99 | 0.15 | 0.09 | 1.65 | 4.60 | 34.08 | 39.07 | 2.95 | $295.00 | 165.00 | 26 | 74.0 | 1931.000 | 4.99 | 2023-12-30 |
| ALK240119C00035000 | ALK | CALL | Long | 35.00 | None | $2.95 | 1.79 | $4.99 | 0.15 | 0.18 | 1.65 | 4.60 | 34.08 | 39.07 | 2.95 | $295.00 | 165.00 | 25 | 74.0 | 1931.000 | 4.99 | 2023-12-29 |
| ALK240119C00035000 | ALK | CALL | Long | 35.00 | None | $3.48 | 2.11 | $5.84 | 0.17 | 0.23 | 1.65 | 5.13 | 34.08 | 39.92 | 3.48 | $348.00 | 165.00 | 24 | 9.0 | 1939.000 | 5.84 | 2023-12-28 |
| ALK240119C00035000 | ALK | CALL | Long | 35.00 | None | $3.45 | 2.09 | $5.58 | 0.16 | 0.09 | 1.65 | 5.10 | 34.08 | 39.66 | 3.45 | $345.00 | 165.00 | 23 | 4.0 | 1941.000 | 5.58 | 2023-12-27 |
| ALK240119C00035000 | ALK | CALL | Long | 35.00 | None | $3.85 | 2.33 | $6.07 | 0.18 | 0.11 | 1.65 | 5.50 | 34.08 | 40.15 | 3.85 | $385.00 | 165.00 | 22 | 16.0 | 1946.000 | 6.07 | 2023-12-26 |
| ALK240119C00035000 | ALK | CALL | Long | 35.00 | None | $4.38 | 2.65 | $6.60 | 0.19 | 0.16 | 1.65 | 6.03 | 34.08 | 40.68 | 4.38 | $438.00 | 165.00 | 21 | 8.0 | 1951.000 | 6.60 | 2023-12-25 |
| ALK240119C00035000 | ALK | CALL | Long | 35.00 | None | $4.38 | 2.65 | $6.60 | 0.19 | 0.14 | 1.65 | 6.03 | 34.08 | 40.68 | 4.38 | $438.00 | 165.00 | 19 | 8.0 | 1951.000 | 6.60 | 2023-12-23 |
| ALK240119C00035000 | ALK | CALL | Long | 35.00 | None | $4.38 | 2.65 | $6.58 | 0.19 | 0.10 | 1.65 | 6.03 | 34.08 | 40.66 | 4.38 | $438.00 | 165.00 | 18 | 8.0 | 1951.000 | 6.58 | 2023-12-22 |
| ALK240119C00035000 | ALK | CALL | Long | 35.00 | None | $4.37 | 2.65 | $6.50 | 0.19 | 0.15 | 1.65 | 6.02 | 34.08 | 40.58 | 4.37 | $437.00 | 165.00 | 17 | 3.0 | 1951.000 | 6.50 | 2023-12-21 |
| ALK240119C00035000 | ALK | CALL | Long | 35.00 | None | $4.70 | 2.85 | $6.66 | 0.20 | 0.10 | 1.65 | 6.35 | 34.08 | 40.74 | 4.70 | $470.00 | 165.00 | 16 | 5.0 | 1988.000 | 6.66 | 2023-12-20 |
| ALK240119C00035000 | ALK | CALL | Long | 35.00 | None | $4.22 | 2.56 | $6.11 | 0.18 | 0.14 | 1.65 | 5.87 | 34.08 | 40.19 | 4.22 | $422.00 | 165.00 | 15 | 80.0 | 1993.000 | 6.11 | 2023-12-19 |
| ALK240119C00035000 | ALK | CALL | Long | 35.00 | None | $2.95 | 1.79 | $5.19 | 0.15 | 0.03 | 1.65 | 4.60 | 34.08 | 39.27 | 2.95 | $295.00 | 165.00 | 14 | 24.0 | 1994.000 | 5.19 | 2023-12-18 |
| ALK240119C00035000 | ALK | CALL | Long | 35.00 | None | $2.65 | 1.61 | $4.87 | 0.14 | 0.06 | 1.65 | 4.30 | 34.08 | 38.95 | 2.65 | $265.00 | 165.00 | 12 | 165.0 | 2004.000 | 4.87 | 2023-12-16 |
| ALK240119C00035000 | ALK | CALL | Long | 35.00 | None | $2.65 | 1.61 | $4.83 | 0.14 | 0.00 | 1.65 | 4.30 | 34.08 | 38.91 | 2.65 | $265.00 | 165.00 | 11 | 165.0 | 2004.000 | 4.83 | 2023-12-15 |
| ALK240119C00035000 | ALK | CALL | Long | 35.00 | None | $3.04 | 1.84 | $5.09 | 0.15 | -0.00 | 1.65 | 4.69 | 34.08 | 39.17 | 3.04 | $304.00 | 165.00 | 10 | 128.0 | 2001.000 | 5.09 | 2023-12-14 |
| ALK240119C00035000 | ALK | CALL | Long | 35.00 | None | $2.35 | 1.42 | $4.55 | 0.13 | 0.02 | 1.65 | 4.00 | 34.08 | 38.63 | 2.35 | $235.00 | 165.00 | 9 | 1068.0 | 2228.000 | 4.55 | 2023-12-13 |
| ALK240119C00035000 | ALK | CALL | Long | 35.00 | None | $1.55 | 0.94 | $3.25 | 0.10 | -0.04 | 1.65 | 3.20 | 34.08 | 37.33 | 1.55 | $155.00 | 165.00 | 8 | 528.0 | 0.000 | 3.25 | 2023-12-12 |
| ALK240119C00035000 | ALK | CALL | Long | 35.00 | None | $0.45 | 0.27 | $1.67 | 0.05 | -0.03 | 1.65 | 2.10 | 34.08 | 35.75 | 0.45 | $45.00 | 165.00 | 7 | 475.0 | 2180.000 | 1.67 | 2023-12-11 |
| ALK240119C00035000 | ALK | CALL | Long | 35.00 | None | $0.50 | 0.30 | $1.49 | 0.04 | -0.02 | 1.65 | 2.15 | 34.08 | 35.57 | 0.50 | $50.00 | 165.00 | 4 | 137.0 | 2225.000 | 1.49 | 2023-12-08 |
| ALK240119C00035000 | ALK | CALL | Long | 35.00 | None | $0.90 | 0.55 | $1.89 | 0.06 | -0.00 | 1.65 | 2.55 | 34.08 | 35.97 | 0.90 | $90.00 | 165.00 | 3 | 395.0 | 2101.000 | 1.89 | 2023-12-07 |
| ALK240119C00035000 | ALK | CALL | Long | 35.00 | None | $0.65 | 0.39 | $1.59 | 0.05 | -0.02 | 1.65 | 2.30 | 34.08 | 35.67 | 0.65 | $65.00 | 165.00 | 2 | 0.0 | 2310.000 | 1.59 | 2023-12-06 |
| ALK240119C00035000 | ALK | CALL | Long | 35.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.70 | 0.42 | $1.49 | 0.04 | -0.01 | 1.65 | 2.35 | 34.08 | 35.57 | 0.70 | $70.00 | 165.00 | 1 | 0.0 | 2583.000 | 1.49 | 2023-12-05 |
| ALK240119C00035000 | ALK | CALL | Long | 35.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 1.65 | 1.65 | 34.08 | 34.08 | 0.00 | $0.00 | 165.00 | 0 | 0.0 | 1641.000 | 0.00 | 2023-12-04 |