| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-01-16 | ALLK | ALLK240216C00002500 | 2.50 | 22.0 | 100.000 | 1.531 | 0.920 | 0.0 | 1.2 | 0.290 | 0.010 | 1.220 | 0.05 | 1.28 | 2024-02-16 | CALL | Long | 0.442 | 0.961 | -0.568 |
| 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 | ALLK | 0.909 | 0.165 | 0.978 | 0.339 | 0.223 | -0.430 | 1.08 | 0.000 | 0.0000 | 0.54 | 3.23 | 21 | 1y | 1.23 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ALLK240216C00002500 | ALLK | CALL | Long | 2.50 | None | $-0.01 | -0.20 | $0.01 | 0.01 | 1.41 | 0.05 | 0.04 | 1.33 | 1.34 | -0.01 | $-1.00 | 5.00 | 24 | 1.0 | 185.000 | 0.01 | 2024-02-09 |
| ALLK240216C00002500 | ALLK | CALL | Long | 2.50 | None | $-0.01 | -0.20 | $-0.06 | -0.05 | 1.47 | 0.05 | 0.04 | 1.33 | 1.27 | -0.01 | $-1.00 | 5.00 | 23 | 1.0 | 185.000 | -0.06 | 2024-02-08 |
| ALLK240216C00002500 | ALLK | CALL | Long | 2.50 | None | $-0.01 | -0.20 | $-0.07 | -0.05 | 1.34 | 0.05 | 0.04 | 1.33 | 1.26 | -0.01 | $-1.00 | 5.00 | 22 | 1.0 | 185.000 | -0.07 | 2024-02-07 |
| ALLK240216C00002500 | ALLK | CALL | Long | 2.50 | None | $-0.01 | -0.20 | $-0.02 | -0.02 | 1.09 | 0.05 | 0.04 | 1.33 | 1.31 | -0.01 | $-1.00 | 5.00 | 21 | 1.0 | 185.000 | -0.02 | 2024-02-06 |
| ALLK240216C00002500 | ALLK | CALL | Long | 2.50 | None | $-0.01 | -0.20 | $-0.06 | -0.05 | -0.97 | 0.05 | 0.04 | 1.33 | 1.27 | -0.01 | $-1.00 | 5.00 | 20 | 1.0 | 185.000 | -0.06 | 2024-02-05 |
| ALLK240216C00002500 | ALLK | CALL | Long | 2.50 | None | $-0.01 | -0.20 | $-0.03 | -0.02 | -0.97 | 0.05 | 0.04 | 1.33 | 1.30 | -0.01 | $-1.00 | 5.00 | 19 | 1.0 | 185.000 | -0.03 | 2024-02-04 |
| ALLK240216C00002500 | ALLK | CALL | Long | 2.50 | None | $-0.01 | -0.20 | $-0.03 | -0.02 | 0.72 | 0.05 | 0.04 | 1.33 | 1.30 | -0.01 | $-1.00 | 5.00 | 17 | 1.0 | 185.000 | -0.03 | 2024-02-02 |
| ALLK240216C00002500 | ALLK | CALL | Long | 2.50 | None | $-0.01 | -0.20 | $0.02 | 0.02 | 0.56 | 0.05 | 0.04 | 1.33 | 1.35 | -0.01 | $-1.00 | 5.00 | 16 | 1.0 | 185.000 | 0.02 | 2024-02-01 |
| ALLK240216C00002500 | ALLK | CALL | Long | 2.50 | None | $-0.01 | -0.20 | $-0.06 | -0.05 | 0.66 | 0.05 | 0.04 | 1.33 | 1.27 | -0.01 | $-1.00 | 5.00 | 15 | 1.0 | 184.000 | -0.06 | 2024-01-31 |
| ALLK240216C00002500 | ALLK | CALL | Long | 2.50 | None | $-0.01 | -0.20 | $0.02 | 0.02 | 0.44 | 0.05 | 0.04 | 1.33 | 1.35 | -0.01 | $-1.00 | 5.00 | 14 | 15.0 | 184.000 | 0.02 | 2024-01-30 |
| ALLK240216C00002500 | ALLK | CALL | Long | 2.50 | None | $-0.01 | -0.20 | $0.10 | 0.08 | 0.25 | 0.05 | 0.04 | 1.33 | 1.43 | -0.01 | $-1.00 | 5.00 | 13 | 15.0 | 184.000 | 0.10 | 2024-01-29 |
| ALLK240216C00002500 | ALLK | CALL | Long | 2.50 | None | $-0.01 | -0.20 | $-0.03 | -0.02 | 0.44 | 0.05 | 0.04 | 1.33 | 1.30 | -0.01 | $-1.00 | 5.00 | 12 | 15.0 | 169.000 | -0.03 | 2024-01-28 |
| ALLK240216C00002500 | ALLK | CALL | Long | 2.50 | None | $-0.01 | -0.20 | $-0.03 | -0.02 | 0.41 | 0.05 | 0.04 | 1.33 | 1.30 | -0.01 | $-1.00 | 5.00 | 11 | 15.0 | 169.000 | -0.03 | 2024-01-27 |
| ALLK240216C00002500 | ALLK | CALL | Long | 2.50 | None | $-0.01 | -0.20 | $-0.03 | -0.02 | 0.34 | 0.05 | 0.04 | 1.33 | 1.30 | -0.01 | $-1.00 | 5.00 | 10 | 15.0 | 169.000 | -0.03 | 2024-01-26 |
| ALLK240216C00002500 | ALLK | CALL | Long | 2.50 | None | $0.00 | 0.00 | $-0.10 | -0.08 | 0.44 | 0.05 | 0.05 | 1.33 | 1.23 | 0.00 | $0.00 | 5.00 | 9 | 2.0 | 169.000 | -0.10 | 2024-01-25 |
| ALLK240216C00002500 | ALLK | CALL | Long | 2.50 | None | $0.00 | 0.00 | $-0.17 | -0.13 | 0.52 | 0.05 | 0.05 | 1.33 | 1.16 | 0.00 | $0.00 | 5.00 | 8 | 2.0 | 169.000 | -0.17 | 2024-01-24 |
| ALLK240216C00002500 | ALLK | CALL | Long | 2.50 | None | $0.00 | 0.00 | $-0.10 | -0.08 | 0.38 | 0.05 | 0.05 | 1.33 | 1.23 | 0.00 | $0.00 | 5.00 | 7 | 2.0 | 169.000 | -0.10 | 2024-01-23 |
| ALLK240216C00002500 | ALLK | CALL | Long | 2.50 | None | $0.00 | 0.00 | $-0.12 | -0.09 | 0.34 | 0.05 | 0.05 | 1.33 | 1.21 | 0.00 | $0.00 | 5.00 | 6 | 2.0 | 167.000 | -0.12 | 2024-01-22 |
| ALLK240216C00002500 | ALLK | CALL | Long | 2.50 | None | $0.00 | 0.00 | $-0.17 | -0.13 | 0.34 | 0.05 | 0.05 | 1.33 | 1.16 | 0.00 | $0.00 | 5.00 | 3 | 1.0 | 167.000 | -0.17 | 2024-01-19 |
| ALLK240216C00002500 | ALLK | CALL | Long | 2.50 | None | $0.00 | 0.00 | $-0.24 | -0.18 | 0.81 | 0.05 | 0.05 | 1.33 | 1.09 | 0.00 | $0.00 | 5.00 | 2 | 3.0 | 164.000 | -0.24 | 2024-01-18 |
| ALLK240216C00002500 | ALLK | CALL | Long | 2.50 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.31 | $0.00 | 0.00 | $-0.31 | -0.23 | 0.59 | 0.05 | 0.05 | 1.33 | 1.02 | 0.00 | $0.00 | 5.00 | 1 | 36.0 | 163.000 | -0.31 | 2024-01-17 |
| ALLK240216C00002500 | ALLK | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.05 | 0.05 | 1.33 | 1.33 | 0.00 | $0.00 | 5.00 | 0 | 22.0 | 100.000 | 0.00 | 2024-01-16 |