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 | CTXR | CTXR241220C00000500 | 0.50 | 2.0 | 461.000 | 2.250 | 0.383 | 0.0 | 0.1 | 0.010 | 0.060 | 0.180 | 0.09 | 0.39 | 2024-12-20 | CALL | Long | 0.398 | 0.455 | -0.200 |
2024-11-14 | CTXR | CTXR241220C00000500 | 0.50 | 177.0 | 461.000 | 1.719 | 0.422 | 0.0 | 0.2 | 0.010 | 0.020 | 0.200 | 0.05 | 0.32 | 2024-12-20 | CALL | Long | 0.455 | 0.481 | -0.149 |
2024-11-15 | CTXR | CTXR241220C00000500 | 0.50 | 177.0 | 637.000 | 3.000 | 0.638 | 0.0 | 0.3 | 0.090 | 0.020 | 0.320 | 0.05 | 0.20 | 2024-12-20 | CALL | Long | 0.480 | 0.685 | -0.390 |
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 | CTXR | 0.818 | 0.125 | 0.618 | 0.277 | 0.427 | -0.191 | 2.73 | 0.000 | 0.0000 | 2.58 | 25.75 | 21 | 1y | 9.28 |
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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CTXR241220C00000500 | CTXR | CALL | Long | 0.50 | None | $-0.05 | -0.56 | $2.18 | 5.59 | -2.25 | 0.09 | 0.04 | 0.39 | 2.57 | -0.05 | $-5.00 | 9.00 | 36 | 80.0 | 0.000 | 2.18 | 2024-12-19 |
CTXR241220C00000500 | CTXR | CALL | Long | 0.50 | None | $-0.05 | -0.56 | $2.20 | 5.64 | -2.25 | 0.09 | 0.04 | 0.39 | 2.59 | -0.05 | $-5.00 | 9.00 | 35 | 80.0 | 0.000 | 2.20 | 2024-12-18 |
CTXR241220C00000500 | CTXR | CALL | Long | 0.50 | None | $-0.05 | -0.56 | $2.34 | 6.00 | -2.25 | 0.09 | 0.04 | 0.39 | 2.73 | -0.05 | $-5.00 | 9.00 | 34 | 80.0 | 0.000 | 2.34 | 2024-12-17 |
CTXR241220C00000500 | CTXR | CALL | Long | 0.50 | None | $-0.05 | -0.56 | $2.19 | 5.62 | -2.25 | 0.09 | 0.04 | 0.39 | 2.58 | -0.05 | $-5.00 | 9.00 | 33 | 80.0 | 0.000 | 2.19 | 2024-12-16 |
CTXR241220C00000500 | CTXR | CALL | Long | 0.50 | None | $-0.05 | -0.56 | $2.40 | 6.15 | -2.25 | 0.09 | 0.04 | 0.39 | 2.79 | -0.05 | $-5.00 | 9.00 | 30 | 80.0 | 0.000 | 2.40 | 2024-12-13 |
CTXR241220C00000500 | CTXR | CALL | Long | 0.50 | None | $-0.05 | -0.56 | $2.47 | 6.33 | -2.25 | 0.09 | 0.04 | 0.39 | 2.86 | -0.05 | $-5.00 | 9.00 | 29 | 80.0 | 0.000 | 2.47 | 2024-12-12 |
CTXR241220C00000500 | CTXR | CALL | Long | 0.50 | None | $-0.05 | -0.56 | $2.67 | 6.85 | -2.25 | 0.09 | 0.04 | 0.39 | 3.06 | -0.05 | $-5.00 | 9.00 | 28 | 80.0 | 0.000 | 2.67 | 2024-12-11 |
CTXR241220C00000500 | CTXR | CALL | Long | 0.50 | None | $-0.05 | -0.56 | $2.88 | 7.38 | -2.25 | 0.09 | 0.04 | 0.39 | 3.27 | -0.05 | $-5.00 | 9.00 | 27 | 80.0 | 0.000 | 2.88 | 2024-12-10 |
CTXR241220C00000500 | CTXR | CALL | Long | 0.50 | None | $-0.05 | -0.56 | $2.93 | 7.51 | -2.25 | 0.09 | 0.04 | 0.39 | 3.32 | -0.05 | $-5.00 | 9.00 | 26 | 80.0 | 0.000 | 2.93 | 2024-12-09 |
CTXR241220C00000500 | CTXR | CALL | Long | 0.50 | None | $-0.05 | -0.56 | $3.13 | 8.03 | -2.25 | 0.09 | 0.04 | 0.39 | 3.52 | -0.05 | $-5.00 | 9.00 | 25 | 80.0 | 0.000 | 3.13 | 2024-12-08 |
CTXR241220C00000500 | CTXR | CALL | Long | 0.50 | None | $-0.05 | -0.56 | $3.13 | 8.03 | -2.25 | 0.09 | 0.04 | 0.39 | 3.52 | -0.05 | $-5.00 | 9.00 | 23 | 80.0 | 0.000 | 3.13 | 2024-12-06 |
CTXR241220C00000500 | CTXR | CALL | Long | 0.50 | None | $-0.05 | -0.56 | $3.27 | 8.38 | -2.25 | 0.09 | 0.04 | 0.39 | 3.66 | -0.05 | $-5.00 | 9.00 | 22 | 80.0 | 0.000 | 3.27 | 2024-12-05 |
CTXR241220C00000500 | CTXR | CALL | Long | 0.50 | None | $-0.05 | -0.56 | $3.25 | 8.33 | -2.25 | 0.09 | 0.04 | 0.39 | 3.64 | -0.05 | $-5.00 | 9.00 | 21 | 80.0 | 0.000 | 3.25 | 2024-12-04 |
CTXR241220C00000500 | CTXR | CALL | Long | 0.50 | None | $-0.05 | -0.56 | $3.16 | 8.10 | -2.25 | 0.09 | 0.04 | 0.39 | 3.55 | -0.05 | $-5.00 | 9.00 | 20 | 80.0 | 0.000 | 3.16 | 2024-12-03 |
CTXR241220C00000500 | CTXR | CALL | Long | 0.50 | None | $-0.05 | -0.56 | $2.83 | 7.26 | -2.25 | 0.09 | 0.04 | 0.39 | 3.22 | -0.05 | $-5.00 | 9.00 | 19 | 80.0 | 0.000 | 2.83 | 2024-12-02 |
CTXR241220C00000500 | CTXR | CALL | Long | 0.50 | None | $-0.05 | -0.56 | $2.93 | 7.51 | -2.25 | 0.09 | 0.04 | 0.39 | 3.32 | -0.05 | $-5.00 | 9.00 | 18 | 80.0 | 0.000 | 2.93 | 2024-12-01 |
CTXR241220C00000500 | CTXR | CALL | Long | 0.50 | None | $-0.05 | -0.56 | $2.93 | 7.51 | -2.25 | 0.09 | 0.04 | 0.39 | 3.32 | -0.05 | $-5.00 | 9.00 | 17 | 80.0 | 0.000 | 2.93 | 2024-11-30 |
CTXR241220C00000500 | CTXR | CALL | Long | 0.50 | None | $-0.05 | -0.56 | $3.21 | 8.23 | -2.25 | 0.09 | 0.04 | 0.39 | 3.60 | -0.05 | $-5.00 | 9.00 | 15 | 80.0 | 0.000 | 3.21 | 2024-11-28 |
CTXR241220C00000500 | CTXR | CALL | Long | 0.50 | None | $-0.05 | -0.56 | $3.46 | 8.87 | -2.25 | 0.09 | 0.04 | 0.39 | 3.85 | -0.05 | $-5.00 | 9.00 | 14 | 80.0 | 0.000 | 3.46 | 2024-11-27 |
CTXR241220C00000500 | CTXR | CALL | Long | 0.50 | None | $-0.05 | -0.56 | $3.76 | 9.64 | -2.25 | 0.09 | 0.04 | 0.39 | 4.15 | -0.05 | $-5.00 | 9.00 | 13 | 80.0 | 661.000 | 3.76 | 2024-11-26 |
CTXR241220C00000500 | CTXR | CALL | Long | 0.50 | None | $-0.05 | -0.56 | $-0.26 | -0.67 | 2.75 | 0.09 | 0.04 | 0.39 | 0.13 | -0.05 | $-5.00 | 9.00 | 12 | 80.0 | 644.000 | -0.26 | 2024-11-25 |
CTXR241220C00000500 | CTXR | CALL | Long | 0.50 | None | $-0.06 | -0.67 | $-0.26 | -0.67 | 2.75 | 0.09 | 0.03 | 0.39 | 0.13 | -0.06 | $-6.00 | 9.00 | 11 | 6.0 | 644.000 | -0.26 | 2024-11-24 |
CTXR241220C00000500 | CTXR | CALL | Long | 0.50 | None | $-0.06 | -0.67 | $-0.26 | -0.67 | 2.50 | 0.09 | 0.03 | 0.39 | 0.13 | -0.06 | $-6.00 | 9.00 | 10 | 6.0 | 644.000 | -0.26 | 2024-11-23 |
CTXR241220C00000500 | CTXR | CALL | Long | 0.50 | None | $-0.06 | -0.67 | $-0.26 | -0.67 | 2.50 | 0.09 | 0.03 | 0.39 | 0.13 | -0.06 | $-6.00 | 9.00 | 9 | 6.0 | 644.000 | -0.26 | 2024-11-22 |
CTXR241220C00000500 | CTXR | CALL | Long | 0.50 | None | $-0.06 | -0.67 | $-0.22 | -0.56 | 1.62 | 0.09 | 0.03 | 0.39 | 0.17 | -0.06 | $-6.00 | 9.00 | 8 | 6.0 | 644.000 | -0.22 | 2024-11-21 |
CTXR241220C00000500 | CTXR | CALL | Long | 0.50 | None | $-0.06 | -0.67 | $-0.22 | -0.56 | 1.50 | 0.09 | 0.03 | 0.39 | 0.17 | -0.06 | $-6.00 | 9.00 | 7 | 6.0 | 644.000 | -0.22 | 2024-11-20 |
CTXR241220C00000500 | CTXR | CALL | Long | 0.50 | None | $-0.06 | -0.67 | $-0.20 | -0.51 | 1.12 | 0.09 | 0.03 | 0.39 | 0.19 | -0.06 | $-6.00 | 9.00 | 6 | 6.0 | 644.000 | -0.20 | 2024-11-19 |
CTXR241220C00000500 | CTXR | CALL | Long | 0.50 | None | $-0.06 | -0.67 | $-0.17 | -0.44 | 0.56 | 0.09 | 0.03 | 0.39 | 0.22 | -0.06 | $-6.00 | 9.00 | 5 | 6.0 | 638.000 | -0.17 | 2024-11-18 |
CTXR241220C00000500 | CTXR | CALL | Long | 0.50 | None | $-0.06 | -0.67 | $-0.19 | -0.49 | 0.88 | 0.09 | 0.03 | 0.39 | 0.20 | -0.06 | $-6.00 | 9.00 | 4 | 1.0 | 637.000 | -0.19 | 2024-11-17 |
CTXR241220C00000500 | CTXR | CALL | Long | 0.50 | None | $-0.06 | -0.67 | $-0.19 | -0.49 | 0.88 | 0.09 | 0.03 | 0.39 | 0.20 | -0.06 | $-6.00 | 9.00 | 3 | 1.0 | 637.000 | -0.19 | 2024-11-16 |
CTXR241220C00000500 | CTXR | CALL | Long | 0.50 | None | $-0.06 | -0.67 | $-0.19 | -0.49 | 0.75 | 0.09 | 0.03 | 0.39 | 0.20 | -0.06 | $-6.00 | 9.00 | 2 | 1.0 | 637.000 | -0.19 | 2024-11-15 |
CTXR241220C00000500 | CTXR | CALL | Long | 0.50 | None | $-0.04 | -0.44 | $-0.06 | -0.15 | -0.62 | 0.09 | 0.05 | 0.39 | 0.33 | -0.04 | $-4.00 | 9.00 | 1 | 177.0 | 461.000 | -0.06 | 2024-11-14 |
CTXR241220C00000500 | CTXR | CALL | Long | 0.50 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.09 | 0.09 | 0.39 | 0.39 | 0.00 | $0.00 | 9.00 | 0 | 2.0 | 461.000 | 0.00 | 2024-11-13 |