| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-11-13 | CHGG | CHGG241220C00001000 | 1.00 | 109.0 | 248.000 | 1.500 | 0.338 | 0.5 | 0.0 | 0.000 | 0.590 | 0.040 | 0.65 | 1.55 | 2024-12-20 | CALL | Long | 0.393 | 0.408 | -0.107 |
| 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 | CHGG | 0.545 | 0.095 | 0.346 | 0.212 | 0.300 | 0.025 | 2.19 | 0.025 | 0.0000 | 1.50 | 11.41 | 21 | 1y | 1.69 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CHGG241220C00001000 | CHGG | CALL | Long | 1.00 | None | $0.28 | 0.46 | $0.26 | 0.16 | 7.91 | 0.61 | 0.89 | 1.58 | 1.84 | 0.28 | $28.00 | 61.00 | 36 | 2.0 | 338.000 | 0.26 | 2024-12-19 |
| CHGG241220C00001000 | CHGG | CALL | Long | 1.00 | None | $0.40 | 0.66 | $0.38 | 0.24 | 4.91 | 0.61 | 1.01 | 1.58 | 1.96 | 0.40 | $40.00 | 61.00 | 35 | 1.0 | 338.000 | 0.38 | 2024-12-18 |
| CHGG241220C00001000 | CHGG | CALL | Long | 1.00 | None | $0.72 | 1.18 | $0.62 | 0.39 | 6.66 | 0.61 | 1.33 | 1.58 | 2.20 | 0.72 | $72.00 | 61.00 | 34 | 2.0 | 338.000 | 0.62 | 2024-12-17 |
| CHGG241220C00001000 | CHGG | CALL | Long | 1.00 | None | $0.72 | 1.18 | $0.73 | 0.46 | 4.28 | 0.61 | 1.33 | 1.58 | 2.31 | 0.72 | $72.00 | 61.00 | 33 | 2.0 | 338.000 | 0.73 | 2024-12-16 |
| CHGG241220C00001000 | CHGG | CALL | Long | 1.00 | None | $0.54 | 0.89 | $0.61 | 0.39 | 1.53 | 0.61 | 1.15 | 1.58 | 2.19 | 0.54 | $54.00 | 61.00 | 30 | 3.0 | 340.000 | 0.61 | 2024-12-13 |
| CHGG241220C00001000 | CHGG | CALL | Long | 1.00 | None | $0.61 | 1.00 | $0.66 | 0.42 | 3.31 | 0.61 | 1.22 | 1.58 | 2.24 | 0.61 | $61.00 | 61.00 | 29 | 5.0 | 341.000 | 0.66 | 2024-12-12 |
| CHGG241220C00001000 | CHGG | CALL | Long | 1.00 | None | $1.09 | 1.79 | $0.72 | 0.46 | 2.97 | 0.61 | 1.70 | 1.58 | 2.30 | 1.09 | $109.00 | 61.00 | 28 | 22.0 | 341.000 | 0.72 | 2024-12-11 |
| CHGG241220C00001000 | CHGG | CALL | Long | 1.00 | None | $1.09 | 1.79 | $0.88 | 0.56 | 6.78 | 0.61 | 1.70 | 1.58 | 2.46 | 1.09 | $109.00 | 61.00 | 27 | 22.0 | 341.000 | 0.88 | 2024-12-10 |
| CHGG241220C00001000 | CHGG | CALL | Long | 1.00 | None | $1.09 | 1.79 | $1.07 | 0.68 | 2.88 | 0.61 | 1.70 | 1.58 | 2.65 | 1.09 | $109.00 | 61.00 | 26 | 22.0 | 361.000 | 1.07 | 2024-12-09 |
| CHGG241220C00001000 | CHGG | CALL | Long | 1.00 | None | $0.77 | 1.26 | $0.82 | 0.52 | -0.59 | 0.61 | 1.38 | 1.58 | 2.40 | 0.77 | $77.00 | 61.00 | 25 | 5.0 | 366.000 | 0.82 | 2024-12-08 |
| CHGG241220C00001000 | CHGG | CALL | Long | 1.00 | None | $0.77 | 1.26 | $0.83 | 0.53 | 2.12 | 0.61 | 1.38 | 1.58 | 2.41 | 0.77 | $77.00 | 61.00 | 23 | 5.0 | 366.000 | 0.83 | 2024-12-06 |
| CHGG241220C00001000 | CHGG | CALL | Long | 1.00 | None | $0.99 | 1.62 | $0.87 | 0.55 | 2.16 | 0.61 | 1.60 | 1.58 | 2.45 | 0.99 | $99.00 | 61.00 | 22 | 8.0 | 367.000 | 0.87 | 2024-12-05 |
| CHGG241220C00001000 | CHGG | CALL | Long | 1.00 | None | $0.99 | 1.62 | $0.97 | 0.61 | 3.03 | 0.61 | 1.60 | 1.58 | 2.55 | 0.99 | $99.00 | 61.00 | 21 | 8.0 | 368.000 | 0.97 | 2024-12-04 |
| CHGG241220C00001000 | CHGG | CALL | Long | 1.00 | None | $0.84 | 1.38 | $0.87 | 0.55 | -0.59 | 0.61 | 1.45 | 1.58 | 2.45 | 0.84 | $84.00 | 61.00 | 20 | 27.0 | 387.000 | 0.87 | 2024-12-03 |
| CHGG241220C00001000 | CHGG | CALL | Long | 1.00 | None | $0.74 | 1.21 | $0.80 | 0.51 | 1.31 | 0.61 | 1.35 | 1.58 | 2.38 | 0.74 | $74.00 | 61.00 | 19 | 185.0 | 393.000 | 0.80 | 2024-12-02 |
| CHGG241220C00001000 | CHGG | CALL | Long | 1.00 | None | $0.53 | 0.87 | $0.53 | 0.34 | -1.09 | 0.61 | 1.14 | 1.58 | 2.11 | 0.53 | $53.00 | 61.00 | 18 | 223.0 | 0.000 | 0.53 | 2024-12-01 |
| CHGG241220C00001000 | CHGG | CALL | Long | 1.00 | None | $0.53 | 0.87 | $0.53 | 0.34 | 0.84 | 0.61 | 1.14 | 1.58 | 2.11 | 0.53 | $53.00 | 61.00 | 17 | 223.0 | 236.000 | 0.53 | 2024-11-30 |
| CHGG241220C00001000 | CHGG | CALL | Long | 1.00 | None | $0.72 | 1.18 | $0.72 | 0.46 | -0.59 | 0.61 | 1.33 | 1.58 | 2.30 | 0.72 | $72.00 | 61.00 | 15 | 18.0 | 240.000 | 0.72 | 2024-11-28 |
| CHGG241220C00001000 | CHGG | CALL | Long | 1.00 | None | $0.69 | 1.13 | $0.62 | 0.39 | 2.56 | 0.61 | 1.30 | 1.58 | 2.20 | 0.69 | $69.00 | 61.00 | 14 | 30.0 | 240.000 | 0.62 | 2024-11-27 |
| CHGG241220C00001000 | CHGG | CALL | Long | 1.00 | None | $0.69 | 1.13 | $0.65 | 0.41 | 1.25 | 0.61 | 1.30 | 1.58 | 2.23 | 0.69 | $69.00 | 61.00 | 13 | 30.0 | 240.000 | 0.65 | 2024-11-26 |
| CHGG241220C00001000 | CHGG | CALL | Long | 1.00 | None | $0.69 | 1.13 | $0.68 | 0.43 | 1.22 | 0.61 | 1.30 | 1.58 | 2.26 | 0.69 | $69.00 | 61.00 | 12 | 33.0 | 236.000 | 0.68 | 2024-11-25 |
| CHGG241220C00001000 | CHGG | CALL | Long | 1.00 | None | $0.39 | 0.64 | $0.43 | 0.27 | 0.56 | 0.61 | 1.00 | 1.58 | 2.01 | 0.39 | $39.00 | 61.00 | 11 | 18.0 | 241.000 | 0.43 | 2024-11-24 |
| CHGG241220C00001000 | CHGG | CALL | Long | 1.00 | None | $0.39 | 0.64 | $0.43 | 0.27 | 0.50 | 0.61 | 1.00 | 1.58 | 2.01 | 0.39 | $39.00 | 61.00 | 10 | 18.0 | 241.000 | 0.43 | 2024-11-23 |
| CHGG241220C00001000 | CHGG | CALL | Long | 1.00 | None | $0.44 | 0.72 | $0.43 | 0.27 | 0.90 | 0.61 | 1.05 | 1.58 | 2.01 | 0.44 | $44.00 | 61.00 | 9 | 17.0 | 241.000 | 0.43 | 2024-11-22 |
| CHGG241220C00001000 | CHGG | CALL | Long | 1.00 | None | $0.10 | 0.16 | $0.22 | 0.14 | 0.80 | 0.61 | 0.71 | 1.58 | 1.80 | 0.10 | $10.00 | 61.00 | 8 | 1.0 | 241.000 | 0.22 | 2024-11-21 |
| CHGG241220C00001000 | CHGG | CALL | Long | 1.00 | None | $0.10 | 0.16 | $0.16 | 0.10 | 0.19 | 0.61 | 0.71 | 1.58 | 1.74 | 0.10 | $10.00 | 61.00 | 7 | 1.0 | 242.000 | 0.16 | 2024-11-20 |
| CHGG241220C00001000 | CHGG | CALL | Long | 1.00 | None | $0.14 | 0.23 | $0.10 | 0.06 | 0.56 | 0.61 | 0.75 | 1.58 | 1.68 | 0.14 | $14.00 | 61.00 | 6 | 26.0 | 239.000 | 0.10 | 2024-11-19 |
| CHGG241220C00001000 | CHGG | CALL | Long | 1.00 | None | $0.19 | 0.31 | $0.15 | 0.09 | 0.31 | 0.61 | 0.80 | 1.58 | 1.73 | 0.19 | $19.00 | 61.00 | 5 | 1.0 | 238.000 | 0.15 | 2024-11-18 |
| CHGG241220C00001000 | CHGG | CALL | Long | 1.00 | None | $0.14 | 0.23 | $0.14 | 0.09 | 0.94 | 0.61 | 0.75 | 1.58 | 1.72 | 0.14 | $14.00 | 61.00 | 4 | 10.0 | 241.000 | 0.14 | 2024-11-17 |
| CHGG241220C00001000 | CHGG | CALL | Long | 1.00 | None | $0.14 | 0.23 | $0.14 | 0.09 | 0.91 | 0.61 | 0.75 | 1.58 | 1.72 | 0.14 | $14.00 | 61.00 | 3 | 10.0 | 241.000 | 0.14 | 2024-11-16 |
| CHGG241220C00001000 | CHGG | CALL | Long | 1.00 | None | $0.14 | 0.23 | $0.14 | 0.09 | 0.31 | 0.61 | 0.75 | 1.58 | 1.72 | 0.14 | $14.00 | 61.00 | 2 | 10.0 | 241.000 | 0.14 | 2024-11-15 |
| CHGG241220C00001000 | CHGG | CALL | Long | 1.00 | None | $0.14 | 0.23 | $0.14 | 0.09 | -0.03 | 0.61 | 0.75 | 1.58 | 1.72 | 0.14 | $14.00 | 61.00 | 1 | 16.0 | 243.000 | 0.14 | 2024-11-14 |
| CHGG241220C00001000 | CHGG | CALL | Long | 1.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.61 | 0.61 | 1.58 | 1.58 | 0.00 | $0.00 | 61.00 | 0 | 112.0 | 248.000 | 0.00 | 2024-11-13 |