| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-02-01 | CHRW | CHRW240315C00075000 | 75.00 | 198.0 | 52.000 | 0.236 | 0.154 | 0.9 | 2.0 | 0.010 | 1.600 | 2.750 | 1.65 | 73.50 | 2024-03-15 | CALL | Long | 0.098 | 0.168 | -0.126 |
| 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 | CHRW | 0.636 | 0.037 | 0.151 | 0.084 | 0.069 | -0.015 | 108.88 | 0.018 | 0.0000 | 67.89 | 114.06 | 21 | 1y | 107.77 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CHRW240315C00075000 | CHRW | CALL | Long | 75.00 | None | $-1.22 | -0.74 | $1.40 | 0.02 | 0.04 | 1.65 | 0.43 | 73.50 | 74.90 | -1.22 | $-122.00 | 165.00 | 42 | 332.0 | 2554.000 | 1.40 | 2024-03-14 |
| CHRW240315C00075000 | CHRW | CALL | Long | 75.00 | None | $-0.60 | -0.36 | $1.81 | 0.02 | 0.12 | 1.65 | 1.05 | 73.50 | 75.31 | -0.60 | $-60.00 | 165.00 | 41 | 519.0 | 2428.000 | 1.81 | 2024-03-13 |
| CHRW240315C00075000 | CHRW | CALL | Long | 75.00 | None | $-0.55 | -0.33 | $2.18 | 0.03 | 0.06 | 1.65 | 1.10 | 73.50 | 75.68 | -0.55 | $-55.00 | 165.00 | 40 | 216.0 | 2305.000 | 2.18 | 2024-03-12 |
| CHRW240315C00075000 | CHRW | CALL | Long | 75.00 | None | $-0.57 | -0.35 | $1.50 | 0.02 | 0.11 | 1.65 | 1.08 | 73.50 | 75.00 | -0.57 | $-57.00 | 165.00 | 39 | 76.0 | 2318.000 | 1.50 | 2024-03-11 |
| CHRW240315C00075000 | CHRW | CALL | Long | 75.00 | None | $-1.30 | -0.79 | $-1.05 | -0.01 | 0.01 | 1.65 | 0.35 | 73.50 | 72.45 | -1.30 | $-130.00 | 165.00 | 36 | 7.0 | 2324.000 | -1.05 | 2024-03-08 |
| CHRW240315C00075000 | CHRW | CALL | Long | 75.00 | None | $-1.42 | -0.86 | $-0.89 | -0.01 | 0.02 | 1.65 | 0.23 | 73.50 | 72.61 | -1.42 | $-142.00 | 165.00 | 35 | 1.0 | 2373.000 | -0.89 | 2024-03-07 |
| CHRW240315C00075000 | CHRW | CALL | Long | 75.00 | None | $-1.20 | -0.73 | $-1.54 | -0.02 | 0.04 | 1.65 | 0.45 | 73.50 | 71.96 | -1.20 | $-120.00 | 165.00 | 34 | 104.0 | 2480.000 | -1.54 | 2024-03-06 |
| CHRW240315C00075000 | CHRW | CALL | Long | 75.00 | None | $-1.55 | -0.94 | $-4.31 | -0.06 | 0.10 | 1.65 | 0.10 | 73.50 | 69.19 | -1.55 | $-155.00 | 165.00 | 33 | 51.0 | 2673.000 | -4.31 | 2024-03-05 |
| CHRW240315C00075000 | CHRW | CALL | Long | 75.00 | None | $-1.50 | -0.91 | $-3.05 | -0.04 | -0.11 | 1.65 | 0.15 | 73.50 | 70.45 | -1.50 | $-150.00 | 165.00 | 32 | 385.0 | 0.000 | -3.05 | 2024-03-04 |
| CHRW240315C00075000 | CHRW | CALL | Long | 75.00 | None | $-0.95 | -0.58 | $0.38 | 0.01 | 0.01 | 1.65 | 0.70 | 73.50 | 73.88 | -0.95 | $-95.00 | 165.00 | 31 | 40.0 | 2609.000 | 0.38 | 2024-03-03 |
| CHRW240315C00075000 | CHRW | CALL | Long | 75.00 | None | $-0.95 | -0.58 | $0.38 | 0.01 | 0.01 | 1.65 | 0.70 | 73.50 | 73.88 | -0.95 | $-95.00 | 165.00 | 30 | 40.0 | 2609.000 | 0.38 | 2024-03-02 |
| CHRW240315C00075000 | CHRW | CALL | Long | 75.00 | None | $-1.15 | -0.70 | $-0.39 | -0.01 | -0.01 | 1.65 | 0.50 | 73.50 | 73.11 | -1.15 | $-115.00 | 165.00 | 29 | 16.0 | 2609.000 | -0.39 | 2024-03-01 |
| CHRW240315C00075000 | CHRW | CALL | Long | 75.00 | None | $-0.35 | -0.21 | $0.58 | 0.01 | 0.02 | 1.65 | 1.30 | 73.50 | 74.08 | -0.35 | $-35.00 | 165.00 | 28 | 11.0 | 2617.000 | 0.58 | 2024-02-29 |
| CHRW240315C00075000 | CHRW | CALL | Long | 75.00 | None | $-0.85 | -0.52 | $0.89 | 0.01 | -0.03 | 1.65 | 0.80 | 73.50 | 74.39 | -0.85 | $-85.00 | 165.00 | 27 | 10.0 | 2614.000 | 0.89 | 2024-02-28 |
| CHRW240315C00075000 | CHRW | CALL | Long | 75.00 | None | $-0.70 | -0.42 | $0.72 | 0.01 | -0.03 | 1.65 | 0.95 | 73.50 | 74.22 | -0.70 | $-70.00 | 165.00 | 26 | 17.0 | 2606.000 | 0.72 | 2024-02-27 |
| CHRW240315C00075000 | CHRW | CALL | Long | 75.00 | None | $-0.60 | -0.36 | $-0.07 | -0.00 | -0.03 | 1.65 | 1.05 | 73.50 | 73.43 | -0.60 | $-60.00 | 165.00 | 25 | 2.0 | 2606.000 | -0.07 | 2024-02-26 |
| CHRW240315C00075000 | CHRW | CALL | Long | 75.00 | None | $-0.60 | -0.36 | $-0.15 | -0.00 | -0.02 | 1.65 | 1.05 | 73.50 | 73.35 | -0.60 | $-60.00 | 165.00 | 24 | 2.0 | 2605.000 | -0.15 | 2024-02-25 |
| CHRW240315C00075000 | CHRW | CALL | Long | 75.00 | None | $-0.60 | -0.36 | $-0.15 | -0.00 | -0.04 | 1.65 | 1.05 | 73.50 | 73.35 | -0.60 | $-60.00 | 165.00 | 22 | 2.0 | 2605.000 | -0.15 | 2024-02-23 |
| CHRW240315C00075000 | CHRW | CALL | Long | 75.00 | None | $-0.85 | -0.52 | $0.15 | 0.00 | -0.02 | 1.65 | 0.80 | 73.50 | 73.65 | -0.85 | $-85.00 | 165.00 | 21 | 45.0 | 2579.000 | 0.15 | 2024-02-22 |
| CHRW240315C00075000 | CHRW | CALL | Long | 75.00 | None | $-1.05 | -0.64 | $-1.00 | -0.01 | -0.02 | 1.65 | 0.60 | 73.50 | 72.50 | -1.05 | $-105.00 | 165.00 | 20 | 4.0 | 2579.000 | -1.00 | 2024-02-21 |
| CHRW240315C00075000 | CHRW | CALL | Long | 75.00 | None | $-1.01 | -0.61 | $-1.86 | -0.03 | 0.01 | 1.65 | 0.64 | 73.50 | 71.64 | -1.01 | $-101.00 | 165.00 | 19 | 17.0 | 2579.000 | -1.86 | 2024-02-20 |
| CHRW240315C00075000 | CHRW | CALL | Long | 75.00 | None | $-0.90 | -0.55 | $-1.25 | -0.02 | -0.00 | 1.65 | 0.75 | 73.50 | 72.25 | -0.90 | $-90.00 | 165.00 | 18 | 30.0 | 2551.000 | -1.25 | 2024-02-19 |
| CHRW240315C00075000 | CHRW | CALL | Long | 75.00 | None | $0.25 | 0.15 | $1.17 | 0.02 | -0.02 | 1.65 | 1.90 | 73.50 | 74.67 | 0.25 | $25.00 | 165.00 | 8 | 33.0 | 2543.000 | 1.17 | 2024-02-09 |
| CHRW240315C00075000 | CHRW | CALL | Long | 75.00 | None | $0.10 | 0.06 | $1.16 | 0.02 | -0.02 | 1.65 | 1.75 | 73.50 | 74.66 | 0.10 | $10.00 | 165.00 | 7 | 2111.0 | 562.000 | 1.16 | 2024-02-08 |
| CHRW240315C00075000 | CHRW | CALL | Long | 75.00 | None | $-0.20 | -0.12 | $0.16 | 0.00 | -0.01 | 1.65 | 1.45 | 73.50 | 73.66 | -0.20 | $-20.00 | 165.00 | 6 | 22.0 | 551.000 | 0.16 | 2024-02-07 |
| CHRW240315C00075000 | CHRW | CALL | Long | 75.00 | None | $0.85 | 0.52 | $1.02 | 0.01 | -0.00 | 1.65 | 2.50 | 73.50 | 74.52 | 0.85 | $85.00 | 165.00 | 5 | 49.0 | 524.000 | 1.02 | 2024-02-06 |
| CHRW240315C00075000 | CHRW | CALL | Long | 75.00 | Exit OP PnL: $-0.44;Exit EQ PnL: -1.14; Position is Long and position continued to lose. Latest OP price is: $1.21 (EQ: $72.36). Initial OP price was: $1.65 (EQ: $73.50). Surpassed Stop Loss Percentage: -0.2666666666666666666666666667 < -0.16. | $-0.05 | -0.03 | $0.54 | 0.01 | -0.22 | 1.65 | 1.60 | 73.50 | 74.04 | -0.05 | $-5.00 | 165.00 | 4 | 42.0 | 524.000 | 0.54 | 2024-02-05 |
| CHRW240315C00075000 | CHRW | CALL | Long | 75.00 | None | $0.50 | 0.30 | $0.63 | 0.01 | -0.23 | 1.65 | 2.15 | 73.50 | 74.13 | 0.50 | $50.00 | 165.00 | 3 | 419.0 | 500.000 | 0.63 | 2024-02-04 |
| CHRW240315C00075000 | CHRW | CALL | Long | 75.00 | None | $0.50 | 0.30 | $0.63 | 0.01 | -0.01 | 1.65 | 2.15 | 73.50 | 74.13 | 0.50 | $50.00 | 165.00 | 1 | 419.0 | 171.000 | 0.63 | 2024-02-02 |
| CHRW240315C00075000 | CHRW | CALL | Long | 75.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 1.65 | 1.65 | 73.50 | 73.50 | 0.00 | $0.00 | 165.00 | 0 | 198.0 | 52.000 | 0.00 | 2024-02-01 |