| 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 | CHGG241220C00002000 | 2.00 | 257.0 | 1430.000 | 1.141 | 0.353 | 0.0 | 0.5 | 0.010 | 0.060 | 0.560 | 0.07 | 1.49 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CHGG241220C00002000 | CHGG | CALL | Long | 2.00 | None | $-0.06 | -0.60 | $0.26 | 0.16 | 0.45 | 0.10 | 0.04 | 1.58 | 1.84 | -0.06 | $-6.00 | 10.00 | 36 | 71.0 | 1910.000 | 0.26 | 2024-12-19 |
| CHGG241220C00002000 | CHGG | CALL | Long | 2.00 | None | $0.00 | 0.00 | $0.38 | 0.24 | 0.31 | 0.10 | 0.10 | 1.58 | 1.96 | 0.00 | $0.00 | 10.00 | 35 | 54.0 | 1956.000 | 0.38 | 2024-12-18 |
| CHGG241220C00002000 | CHGG | CALL | Long | 2.00 | None | $0.20 | 2.00 | $0.62 | 0.39 | 0.08 | 0.10 | 0.30 | 1.58 | 2.20 | 0.20 | $20.00 | 10.00 | 34 | 54.0 | 1991.000 | 0.62 | 2024-12-17 |
| CHGG241220C00002000 | CHGG | CALL | Long | 2.00 | None | $0.25 | 2.50 | $0.73 | 0.46 | 0.05 | 0.10 | 0.35 | 1.58 | 2.31 | 0.25 | $25.00 | 10.00 | 33 | 73.0 | 1996.000 | 0.73 | 2024-12-16 |
| CHGG241220C00002000 | CHGG | CALL | Long | 2.00 | None | $0.10 | 1.00 | $0.61 | 0.39 | -0.19 | 0.10 | 0.20 | 1.58 | 2.19 | 0.10 | $10.00 | 10.00 | 30 | 10.0 | 1994.000 | 0.61 | 2024-12-13 |
| CHGG241220C00002000 | CHGG | CALL | Long | 2.00 | None | $0.25 | 2.50 | $0.66 | 0.42 | 0.16 | 0.10 | 0.35 | 1.58 | 2.24 | 0.25 | $25.00 | 10.00 | 29 | 13.0 | 2003.000 | 0.66 | 2024-12-12 |
| CHGG241220C00002000 | CHGG | CALL | Long | 2.00 | None | $0.30 | 3.00 | $0.72 | 0.46 | 0.56 | 0.10 | 0.40 | 1.58 | 2.30 | 0.30 | $30.00 | 10.00 | 28 | 171.0 | 1968.000 | 0.72 | 2024-12-11 |
| CHGG241220C00002000 | CHGG | CALL | Long | 2.00 | None | $0.35 | 3.50 | $0.88 | 0.56 | 0.24 | 0.10 | 0.45 | 1.58 | 2.46 | 0.35 | $35.00 | 10.00 | 27 | 55.0 | 1974.000 | 0.88 | 2024-12-10 |
| CHGG241220C00002000 | CHGG | CALL | Long | 2.00 | None | $0.60 | 6.00 | $1.07 | 0.68 | 0.17 | 0.10 | 0.70 | 1.58 | 2.65 | 0.60 | $60.00 | 10.00 | 26 | 354.0 | 2151.000 | 1.07 | 2024-12-09 |
| CHGG241220C00002000 | CHGG | CALL | Long | 2.00 | None | $0.35 | 3.50 | $0.82 | 0.52 | 0.19 | 0.10 | 0.45 | 1.58 | 2.40 | 0.35 | $35.00 | 10.00 | 25 | 24.0 | 2154.000 | 0.82 | 2024-12-08 |
| CHGG241220C00002000 | CHGG | CALL | Long | 2.00 | None | $0.33 | 3.30 | $0.83 | 0.53 | -0.26 | 0.10 | 0.43 | 1.58 | 2.41 | 0.33 | $33.00 | 10.00 | 23 | 23.0 | 2154.000 | 0.83 | 2024-12-06 |
| CHGG241220C00002000 | CHGG | CALL | Long | 2.00 | None | $0.37 | 3.70 | $0.87 | 0.55 | 0.25 | 0.10 | 0.47 | 1.58 | 2.45 | 0.37 | $37.00 | 10.00 | 22 | 90.0 | 2162.000 | 0.87 | 2024-12-05 |
| CHGG241220C00002000 | CHGG | CALL | Long | 2.00 | None | $0.60 | 6.00 | $0.97 | 0.61 | 0.72 | 0.10 | 0.70 | 1.58 | 2.55 | 0.60 | $60.00 | 10.00 | 21 | 291.0 | 2258.000 | 0.97 | 2024-12-04 |
| CHGG241220C00002000 | CHGG | CALL | Long | 2.00 | None | $0.45 | 4.50 | $0.87 | 0.55 | 0.03 | 0.10 | 0.55 | 1.58 | 2.45 | 0.45 | $45.00 | 10.00 | 20 | 161.0 | 2367.000 | 0.87 | 2024-12-03 |
| CHGG241220C00002000 | CHGG | CALL | Long | 2.00 | None | $0.40 | 4.00 | $0.80 | 0.51 | 0.22 | 0.10 | 0.50 | 1.58 | 2.38 | 0.40 | $40.00 | 10.00 | 19 | 330.0 | 2230.000 | 0.80 | 2024-12-02 |
| CHGG241220C00002000 | CHGG | CALL | Long | 2.00 | None | $0.20 | 2.00 | $0.53 | 0.34 | -0.98 | 0.10 | 0.30 | 1.58 | 2.11 | 0.20 | $20.00 | 10.00 | 18 | 97.0 | 0.000 | 0.53 | 2024-12-01 |
| CHGG241220C00002000 | CHGG | CALL | Long | 2.00 | None | $0.20 | 2.00 | $0.53 | 0.34 | -0.02 | 0.10 | 0.30 | 1.58 | 2.11 | 0.20 | $20.00 | 10.00 | 17 | 97.0 | 2194.000 | 0.53 | 2024-11-30 |
| CHGG241220C00002000 | CHGG | CALL | Long | 2.00 | None | $0.33 | 3.30 | $0.72 | 0.46 | 0.19 | 0.10 | 0.43 | 1.58 | 2.30 | 0.33 | $33.00 | 10.00 | 15 | 98.0 | 2227.000 | 0.72 | 2024-11-28 |
| CHGG241220C00002000 | CHGG | CALL | Long | 2.00 | None | $0.35 | 3.50 | $0.61 | 0.39 | 0.38 | 0.10 | 0.45 | 1.58 | 2.19 | 0.35 | $35.00 | 10.00 | 14 | 9.0 | 2227.000 | 0.61 | 2024-11-27 |
| CHGG241220C00002000 | CHGG | CALL | Long | 2.00 | None | $0.31 | 3.10 | $0.65 | 0.41 | 0.23 | 0.10 | 0.41 | 1.58 | 2.23 | 0.31 | $31.00 | 10.00 | 13 | 136.0 | 2209.000 | 0.65 | 2024-11-26 |
| CHGG241220C00002000 | CHGG | CALL | Long | 2.00 | None | $0.30 | 3.00 | $0.68 | 0.43 | -0.01 | 0.10 | 0.40 | 1.58 | 2.26 | 0.30 | $30.00 | 10.00 | 12 | 1085.0 | 2406.000 | 0.68 | 2024-11-25 |
| CHGG241220C00002000 | CHGG | CALL | Long | 2.00 | None | $0.15 | 1.50 | $0.43 | 0.27 | 0.05 | 0.10 | 0.25 | 1.58 | 2.01 | 0.15 | $15.00 | 10.00 | 11 | 185.0 | 2325.000 | 0.43 | 2024-11-24 |
| CHGG241220C00002000 | CHGG | CALL | Long | 2.00 | None | $0.15 | 1.50 | $0.43 | 0.27 | 0.01 | 0.10 | 0.25 | 1.58 | 2.01 | 0.15 | $15.00 | 10.00 | 10 | 185.0 | 2325.000 | 0.43 | 2024-11-23 |
| CHGG241220C00002000 | CHGG | CALL | Long | 2.00 | None | $0.15 | 1.50 | $0.43 | 0.27 | -0.01 | 0.10 | 0.25 | 1.58 | 2.01 | 0.15 | $15.00 | 10.00 | 9 | 174.0 | 2325.000 | 0.43 | 2024-11-22 |
| CHGG241220C00002000 | CHGG | CALL | Long | 2.00 | None | $0.05 | 0.50 | $0.22 | 0.14 | -0.02 | 0.10 | 0.15 | 1.58 | 1.80 | 0.05 | $5.00 | 10.00 | 8 | 103.0 | 2288.000 | 0.22 | 2024-11-21 |
| CHGG241220C00002000 | CHGG | CALL | Long | 2.00 | None | $0.00 | 0.00 | $0.16 | 0.10 | -0.03 | 0.10 | 0.10 | 1.58 | 1.74 | 0.00 | $0.00 | 10.00 | 7 | 250.0 | 2127.000 | 0.16 | 2024-11-20 |
| CHGG241220C00002000 | CHGG | CALL | Long | 2.00 | None | $0.00 | 0.00 | $0.10 | 0.06 | -0.07 | 0.10 | 0.10 | 1.58 | 1.68 | 0.00 | $0.00 | 10.00 | 6 | 53.0 | 2112.000 | 0.10 | 2024-11-19 |
| CHGG241220C00002000 | CHGG | CALL | Long | 2.00 | None | $0.00 | 0.00 | $0.15 | 0.09 | 0.09 | 0.10 | 0.10 | 1.58 | 1.73 | 0.00 | $0.00 | 10.00 | 5 | 876.0 | 1532.000 | 0.15 | 2024-11-18 |
| CHGG241220C00002000 | CHGG | CALL | Long | 2.00 | None | $0.05 | 0.50 | $0.14 | 0.09 | 0.09 | 0.10 | 0.15 | 1.58 | 1.72 | 0.05 | $5.00 | 10.00 | 4 | 141.0 | 1467.000 | 0.14 | 2024-11-17 |
| CHGG241220C00002000 | CHGG | CALL | Long | 2.00 | None | $0.05 | 0.50 | $0.14 | 0.09 | 0.08 | 0.10 | 0.15 | 1.58 | 1.72 | 0.05 | $5.00 | 10.00 | 3 | 141.0 | 1467.000 | 0.14 | 2024-11-16 |
| CHGG241220C00002000 | CHGG | CALL | Long | 2.00 | None | $0.05 | 0.50 | $0.14 | 0.09 | 0.05 | 0.10 | 0.15 | 1.58 | 1.72 | 0.05 | $5.00 | 10.00 | 2 | 140.0 | 1467.000 | 0.14 | 2024-11-15 |
| CHGG241220C00002000 | CHGG | CALL | Long | 2.00 | None | $0.02 | 0.20 | $0.14 | 0.09 | 0.05 | 0.10 | 0.12 | 1.58 | 1.72 | 0.02 | $2.00 | 10.00 | 1 | 158.0 | 1471.000 | 0.14 | 2024-11-14 |
| CHGG241220C00002000 | CHGG | CALL | Long | 2.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.10 | 0.10 | 1.58 | 1.58 | 0.00 | $0.00 | 10.00 | 0 | 448.0 | 1430.000 | 0.00 | 2024-11-13 |