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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2023-12-12 | CLNE | CLNE240119C00003000 | 3.00 | 120.0 | 0.000 | 0.566 | 0.278 | 0.2 | 0.1 | 0.010 | 0.260 | 0.150 | 0.33 | 3.10 | 2024-01-19 | CALL | Long | 0.285 | 0.315 | -0.127 |
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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CLNE240119C00003000 | CLNE | CALL | Long | 3.00 | None | $-0.20 | -0.67 | $-0.06 | -0.02 | 0.10 | 0.30 | 0.10 | 3.16 | 3.10 | -0.20 | $-20.00 | 30.00 | 37 | 2018.0 | 1740.000 | -0.06 | 2024-01-18 |
CLNE240119C00003000 | CLNE | CALL | Long | 3.00 | None | $-0.01 | -0.03 | $0.14 | 0.04 | -0.09 | 0.30 | 0.29 | 3.16 | 3.30 | -0.01 | $-1.00 | 30.00 | 36 | 126.0 | 1866.000 | 0.14 | 2024-01-17 |
CLNE240119C00003000 | CLNE | CALL | Long | 3.00 | None | $0.10 | 0.33 | $0.26 | 0.08 | 0.60 | 0.30 | 0.40 | 3.16 | 3.42 | 0.10 | $10.00 | 30.00 | 35 | 29.0 | 1930.000 | 0.26 | 2024-01-16 |
CLNE240119C00003000 | CLNE | CALL | Long | 3.00 | None | $0.10 | 0.33 | $0.25 | 0.08 | 0.08 | 0.30 | 0.40 | 3.16 | 3.41 | 0.10 | $10.00 | 30.00 | 31 | 29.0 | 1931.000 | 0.25 | 2024-01-12 |
CLNE240119C00003000 | CLNE | CALL | Long | 3.00 | None | $0.10 | 0.33 | $0.22 | 0.07 | 0.07 | 0.30 | 0.40 | 3.16 | 3.38 | 0.10 | $10.00 | 30.00 | 30 | 5.0 | 1926.000 | 0.22 | 2024-01-11 |
CLNE240119C00003000 | CLNE | CALL | Long | 3.00 | None | $0.15 | 0.50 | $0.26 | 0.08 | 0.16 | 0.30 | 0.45 | 3.16 | 3.42 | 0.15 | $15.00 | 30.00 | 29 | 12.0 | 1916.000 | 0.26 | 2024-01-10 |
CLNE240119C00003000 | CLNE | CALL | Long | 3.00 | None | $0.25 | 0.83 | $0.28 | 0.09 | 0.36 | 0.30 | 0.55 | 3.16 | 3.44 | 0.25 | $25.00 | 30.00 | 28 | 2.0 | 1914.000 | 0.28 | 2024-01-09 |
CLNE240119C00003000 | CLNE | CALL | Long | 3.00 | None | $0.30 | 1.00 | $0.45 | 0.14 | 0.39 | 0.30 | 0.60 | 3.16 | 3.61 | 0.30 | $30.00 | 30.00 | 27 | 7.0 | 1921.000 | 0.45 | 2024-01-08 |
CLNE240119C00003000 | CLNE | CALL | Long | 3.00 | None | $0.30 | 1.00 | $0.45 | 0.14 | 1.46 | 0.30 | 0.60 | 3.16 | 3.61 | 0.30 | $30.00 | 30.00 | 26 | 2.0 | 1921.000 | 0.45 | 2024-01-07 |
CLNE240119C00003000 | CLNE | CALL | Long | 3.00 | None | $0.30 | 1.00 | $0.45 | 0.14 | 1.24 | 0.30 | 0.60 | 3.16 | 3.61 | 0.30 | $30.00 | 30.00 | 24 | 2.0 | 1921.000 | 0.45 | 2024-01-05 |
CLNE240119C00003000 | CLNE | CALL | Long | 3.00 | None | $0.45 | 1.50 | $0.47 | 0.15 | -0.59 | 0.30 | 0.75 | 3.16 | 3.63 | 0.45 | $45.00 | 30.00 | 23 | 1.0 | 1921.000 | 0.47 | 2024-01-04 |
CLNE240119C00003000 | CLNE | CALL | Long | 3.00 | None | $0.52 | 1.73 | $0.52 | 0.16 | -0.59 | 0.30 | 0.82 | 3.16 | 3.68 | 0.52 | $52.00 | 30.00 | 22 | 10.0 | 1920.000 | 0.52 | 2024-01-03 |
CLNE240119C00003000 | CLNE | CALL | Long | 3.00 | None | $0.52 | 1.73 | $0.64 | 0.20 | -0.59 | 0.30 | 0.82 | 3.16 | 3.80 | 0.52 | $52.00 | 30.00 | 21 | 10.0 | 0.000 | 0.64 | 2024-01-02 |
CLNE240119C00003000 | CLNE | CALL | Long | 3.00 | None | $0.55 | 1.83 | $0.67 | 0.21 | 0.52 | 0.30 | 0.85 | 3.16 | 3.83 | 0.55 | $55.00 | 30.00 | 20 | 52.0 | 1930.000 | 0.67 | 2024-01-01 |
CLNE240119C00003000 | CLNE | CALL | Long | 3.00 | None | $0.55 | 1.83 | $0.67 | 0.21 | 0.46 | 0.30 | 0.85 | 3.16 | 3.83 | 0.55 | $55.00 | 30.00 | 18 | 52.0 | 1930.000 | 0.67 | 2023-12-30 |
CLNE240119C00003000 | CLNE | CALL | Long | 3.00 | None | $0.55 | 1.83 | $0.67 | 0.21 | 0.41 | 0.30 | 0.85 | 3.16 | 3.83 | 0.55 | $55.00 | 30.00 | 17 | 52.0 | 1930.000 | 0.67 | 2023-12-29 |
CLNE240119C00003000 | CLNE | CALL | Long | 3.00 | None | $0.71 | 2.37 | $0.79 | 0.25 | 0.21 | 0.30 | 1.01 | 3.16 | 3.95 | 0.71 | $71.00 | 30.00 | 16 | 17.0 | 1924.000 | 0.79 | 2023-12-28 |
CLNE240119C00003000 | CLNE | CALL | Long | 3.00 | None | $0.81 | 2.70 | $0.92 | 0.29 | 0.52 | 0.30 | 1.11 | 3.16 | 4.08 | 0.81 | $81.00 | 30.00 | 15 | 213.0 | 2116.000 | 0.92 | 2023-12-27 |
CLNE240119C00003000 | CLNE | CALL | Long | 3.00 | None | $0.80 | 2.67 | $0.90 | 0.28 | 0.13 | 0.30 | 1.10 | 3.16 | 4.06 | 0.80 | $80.00 | 30.00 | 14 | 110.0 | 2136.000 | 0.90 | 2023-12-26 |
CLNE240119C00003000 | CLNE | CALL | Long | 3.00 | None | $0.70 | 2.33 | $0.79 | 0.25 | 0.43 | 0.30 | 1.00 | 3.16 | 3.95 | 0.70 | $70.00 | 30.00 | 13 | 31.0 | 2166.000 | 0.79 | 2023-12-25 |
CLNE240119C00003000 | CLNE | CALL | Long | 3.00 | None | $0.70 | 2.33 | $0.79 | 0.25 | 0.39 | 0.30 | 1.00 | 3.16 | 3.95 | 0.70 | $70.00 | 30.00 | 11 | 31.0 | 2166.000 | 0.79 | 2023-12-23 |
CLNE240119C00003000 | CLNE | CALL | Long | 3.00 | None | $0.70 | 2.33 | $0.79 | 0.25 | 0.37 | 0.30 | 1.00 | 3.16 | 3.95 | 0.70 | $70.00 | 30.00 | 10 | 31.0 | 2166.000 | 0.79 | 2023-12-22 |
CLNE240119C00003000 | CLNE | CALL | Long | 3.00 | Underlying has moved in favorable position (0.1930379746835443037974683544) however, position is suffering from IV crush;Exit OP PnL: $-0.25;Exit EQ PnL: 0.61 | $0.54 | 1.80 | $0.61 | 0.19 | 0.04 | 0.30 | 0.84 | 3.16 | 3.77 | 0.54 | $54.00 | 30.00 | 9 | 32.0 | 2137.000 | 0.61 | 2023-12-21 |
CLNE240119C00003000 | CLNE | CALL | Long | 3.00 | None | $0.50 | 1.67 | $0.51 | 0.16 | 0.30 | 0.30 | 0.80 | 3.16 | 3.67 | 0.50 | $50.00 | 30.00 | 8 | 10.0 | 2107.000 | 0.51 | 2023-12-20 |
CLNE240119C00003000 | CLNE | CALL | Long | 3.00 | None | $0.55 | 1.83 | $0.61 | 0.19 | 0.25 | 0.30 | 0.85 | 3.16 | 3.77 | 0.55 | $55.00 | 30.00 | 7 | 18.0 | 2090.000 | 0.61 | 2023-12-19 |
CLNE240119C00003000 | CLNE | CALL | Long | 3.00 | None | $0.45 | 1.50 | $0.46 | 0.15 | 0.16 | 0.30 | 0.75 | 3.16 | 3.62 | 0.45 | $45.00 | 30.00 | 6 | 50.0 | 2080.000 | 0.46 | 2023-12-18 |
CLNE240119C00003000 | CLNE | CALL | Long | 3.00 | None | $0.50 | 1.67 | $0.55 | 0.17 | 0.22 | 0.30 | 0.80 | 3.16 | 3.71 | 0.50 | $50.00 | 30.00 | 4 | 194.0 | 1920.000 | 0.55 | 2023-12-16 |
CLNE240119C00003000 | CLNE | CALL | Long | 3.00 | None | $0.50 | 1.67 | $0.55 | 0.17 | 0.20 | 0.30 | 0.80 | 3.16 | 3.71 | 0.50 | $50.00 | 30.00 | 3 | 194.0 | 1920.000 | 0.55 | 2023-12-15 |
CLNE240119C00003000 | CLNE | CALL | Long | 3.00 | None | $0.65 | 2.17 | $0.67 | 0.21 | 0.27 | 0.30 | 0.95 | 3.16 | 3.83 | 0.65 | $65.00 | 30.00 | 2 | 95.0 | 1985.000 | 0.67 | 2023-12-14 |
CLNE240119C00003000 | CLNE | CALL | Long | 3.00 | None | $0.45 | 1.50 | $0.54 | 0.17 | 0.12 | 0.30 | 0.75 | 3.16 | 3.70 | 0.45 | $45.00 | 30.00 | 1 | 102.0 | 1953.000 | 0.54 | 2023-12-13 |
CLNE240119C00003000 | CLNE | CALL | Long | 3.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.30 | 0.30 | 3.16 | 3.16 | 0.00 | $0.00 | 30.00 | 0 | 133.0 | 0.000 | 0.00 | 2023-12-12 |