| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-12-07 | CXM | CXM240119C00012500 | 12.50 | 3085.0 | 24.000 | 0.504 | 0.437 | 0.2 | 1.5 | 0.090 | 0.230 | 1.560 | 0.25 | 11.11 | 2024-01-19 | CALL | Long | 0.164 | 0.443 | -0.335 |
| 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 | CXM | 0.909 | 0.087 | 0.170 | 0.111 | 0.091 | -0.062 | 9.30 | 0.070 | 0.0000 | 6.98 | 13.77 | 21 | 1y | 7.53 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CXM240119C00012500 | CXM | CALL | Long | 12.50 | None | $-0.22 | -0.88 | $0.91 | 0.08 | 0.07 | 0.25 | 0.03 | 11.11 | 12.02 | -0.22 | $-22.00 | 25.00 | 42 | 22.0 | 6378.000 | 0.91 | 2024-01-18 |
| CXM240119C00012500 | CXM | CALL | Long | 12.50 | None | $-0.20 | -0.80 | $0.99 | 0.09 | 0.00 | 0.25 | 0.05 | 11.11 | 12.10 | -0.20 | $-20.00 | 25.00 | 41 | 7.0 | 6378.000 | 0.99 | 2024-01-17 |
| CXM240119C00012500 | CXM | CALL | Long | 12.50 | None | $-0.15 | -0.60 | $1.30 | 0.12 | -0.04 | 0.25 | 0.10 | 11.11 | 12.41 | -0.15 | $-15.00 | 25.00 | 40 | 55.0 | 6408.000 | 1.30 | 2024-01-16 |
| CXM240119C00012500 | CXM | CALL | Long | 12.50 | None | $-0.09 | -0.36 | $1.23 | 0.11 | -0.13 | 0.25 | 0.16 | 11.11 | 12.34 | -0.09 | $-9.00 | 25.00 | 36 | 120.0 | 6395.000 | 1.23 | 2024-01-12 |
| CXM240119C00012500 | CXM | CALL | Long | 12.50 | None | $-0.15 | -0.60 | $1.02 | 0.09 | -0.19 | 0.25 | 0.10 | 11.11 | 12.13 | -0.15 | $-15.00 | 25.00 | 35 | 102.0 | 6496.000 | 1.02 | 2024-01-11 |
| CXM240119C00012500 | CXM | CALL | Long | 12.50 | None | $-0.13 | -0.52 | $0.99 | 0.09 | -0.12 | 0.25 | 0.12 | 11.11 | 12.10 | -0.13 | $-13.00 | 25.00 | 34 | 390.0 | 6586.000 | 0.99 | 2024-01-10 |
| CXM240119C00012500 | CXM | CALL | Long | 12.50 | None | $-0.10 | -0.40 | $1.16 | 0.10 | -0.16 | 0.25 | 0.15 | 11.11 | 12.27 | -0.10 | $-10.00 | 25.00 | 33 | 87.0 | 6587.000 | 1.16 | 2024-01-09 |
| CXM240119C00012500 | CXM | CALL | Long | 12.50 | None | $-0.08 | -0.32 | $1.08 | 0.10 | -0.05 | 0.25 | 0.17 | 11.11 | 12.19 | -0.08 | $-8.00 | 25.00 | 32 | 1162.0 | 7165.000 | 1.08 | 2024-01-08 |
| CXM240119C00012500 | CXM | CALL | Long | 12.50 | None | $-0.11 | -0.44 | $0.73 | 0.07 | 0.02 | 0.25 | 0.14 | 11.11 | 11.84 | -0.11 | $-11.00 | 25.00 | 31 | 223.0 | 7247.000 | 0.73 | 2024-01-07 |
| CXM240119C00012500 | CXM | CALL | Long | 12.50 | None | $-0.11 | -0.44 | $0.73 | 0.07 | -0.04 | 0.25 | 0.14 | 11.11 | 11.84 | -0.11 | $-11.00 | 25.00 | 29 | 223.0 | 7247.000 | 0.73 | 2024-01-05 |
| CXM240119C00012500 | CXM | CALL | Long | 12.50 | None | $-0.09 | -0.36 | $0.78 | 0.07 | -0.44 | 0.25 | 0.16 | 11.11 | 11.89 | -0.09 | $-9.00 | 25.00 | 28 | 320.0 | 7247.000 | 0.78 | 2024-01-04 |
| CXM240119C00012500 | CXM | CALL | Long | 12.50 | None | $-0.20 | -0.80 | $0.25 | 0.02 | -0.38 | 0.25 | 0.05 | 11.11 | 11.36 | -0.20 | $-20.00 | 25.00 | 27 | 54.0 | 7253.000 | 0.25 | 2024-01-03 |
| CXM240119C00012500 | CXM | CALL | Long | 12.50 | None | $-0.10 | -0.40 | $0.69 | 0.06 | -0.44 | 0.25 | 0.15 | 11.11 | 11.80 | -0.10 | $-10.00 | 25.00 | 26 | 439.0 | 0.000 | 0.69 | 2024-01-02 |
| CXM240119C00012500 | CXM | CALL | Long | 12.50 | None | $-0.03 | -0.12 | $0.93 | 0.08 | -0.10 | 0.25 | 0.22 | 11.11 | 12.04 | -0.03 | $-3.00 | 25.00 | 25 | 90.0 | 7303.000 | 0.93 | 2024-01-01 |
| CXM240119C00012500 | CXM | CALL | Long | 12.50 | None | $-0.03 | -0.12 | $0.93 | 0.08 | -0.12 | 0.25 | 0.22 | 11.11 | 12.04 | -0.03 | $-3.00 | 25.00 | 23 | 90.0 | 7303.000 | 0.93 | 2023-12-30 |
| CXM240119C00012500 | CXM | CALL | Long | 12.50 | None | $-0.03 | -0.12 | $0.93 | 0.08 | -0.14 | 0.25 | 0.22 | 11.11 | 12.04 | -0.03 | $-3.00 | 25.00 | 22 | 90.0 | 7303.000 | 0.93 | 2023-12-29 |
| CXM240119C00012500 | CXM | CALL | Long | 12.50 | None | $0.05 | 0.20 | $1.11 | 0.10 | -0.15 | 0.25 | 0.30 | 11.11 | 12.22 | 0.05 | $5.00 | 25.00 | 21 | 253.0 | 7248.000 | 1.11 | 2023-12-28 |
| CXM240119C00012500 | CXM | CALL | Long | 12.50 | None | $0.00 | 0.00 | $0.93 | 0.08 | -0.11 | 0.25 | 0.25 | 11.11 | 12.04 | 0.00 | $0.00 | 25.00 | 20 | 103.0 | 7184.000 | 0.93 | 2023-12-27 |
| CXM240119C00012500 | CXM | CALL | Long | 12.50 | None | $-0.05 | -0.20 | $0.82 | 0.07 | -0.12 | 0.25 | 0.20 | 11.11 | 11.93 | -0.05 | $-5.00 | 25.00 | 19 | 65.0 | 7174.000 | 0.82 | 2023-12-26 |
| CXM240119C00012500 | CXM | CALL | Long | 12.50 | None | $0.05 | 0.20 | $0.76 | 0.07 | -0.07 | 0.25 | 0.30 | 11.11 | 11.87 | 0.05 | $5.00 | 25.00 | 18 | 1771.0 | 7181.000 | 0.76 | 2023-12-25 |
| CXM240119C00012500 | CXM | CALL | Long | 12.50 | None | $0.05 | 0.20 | $0.76 | 0.07 | -0.09 | 0.25 | 0.30 | 11.11 | 11.87 | 0.05 | $5.00 | 25.00 | 16 | 1771.0 | 7181.000 | 0.76 | 2023-12-23 |
| CXM240119C00012500 | CXM | CALL | Long | 12.50 | None | $0.00 | 0.00 | $0.77 | 0.07 | -0.10 | 0.25 | 0.25 | 11.11 | 11.88 | 0.00 | $0.00 | 25.00 | 15 | 1769.0 | 7181.000 | 0.77 | 2023-12-22 |
| CXM240119C00012500 | CXM | CALL | Long | 12.50 | None | $0.05 | 0.20 | $0.87 | 0.08 | -0.09 | 0.25 | 0.30 | 11.11 | 11.98 | 0.05 | $5.00 | 25.00 | 14 | 88.0 | 7212.000 | 0.87 | 2023-12-21 |
| CXM240119C00012500 | CXM | CALL | Long | 12.50 | None | $-0.05 | -0.20 | $0.74 | 0.07 | -0.10 | 0.25 | 0.20 | 11.11 | 11.85 | -0.05 | $-5.00 | 25.00 | 13 | 3.0 | 7049.000 | 0.74 | 2023-12-20 |
| CXM240119C00012500 | CXM | CALL | Long | 12.50 | None | $0.04 | 0.16 | $0.73 | 0.07 | -0.11 | 0.25 | 0.29 | 11.11 | 11.84 | 0.04 | $4.00 | 25.00 | 12 | 1057.0 | 6444.000 | 0.73 | 2023-12-19 |
| CXM240119C00012500 | CXM | CALL | Long | 12.50 | None | $-0.02 | -0.08 | $0.37 | 0.03 | -0.06 | 0.25 | 0.23 | 11.11 | 11.48 | -0.02 | $-2.00 | 25.00 | 11 | 3196.0 | 5237.000 | 0.37 | 2023-12-18 |
| CXM240119C00012500 | CXM | CALL | Long | 12.50 | None | $-0.08 | -0.32 | $0.11 | 0.01 | -0.06 | 0.25 | 0.17 | 11.11 | 11.22 | -0.08 | $-8.00 | 25.00 | 9 | 367.0 | 5083.000 | 0.11 | 2023-12-16 |
| CXM240119C00012500 | CXM | CALL | Long | 12.50 | None | $-0.07 | -0.28 | $0.10 | 0.01 | -0.06 | 0.25 | 0.18 | 11.11 | 11.21 | -0.07 | $-7.00 | 25.00 | 8 | 352.0 | 5083.000 | 0.10 | 2023-12-15 |
| CXM240119C00012500 | CXM | CALL | Long | 12.50 | None | $0.00 | 0.00 | $0.28 | 0.03 | -0.07 | 0.25 | 0.25 | 11.11 | 11.39 | 0.00 | $0.00 | 25.00 | 7 | 367.0 | 4920.000 | 0.28 | 2023-12-14 |
| CXM240119C00012500 | CXM | CALL | Long | 12.50 | None | $0.00 | 0.00 | $0.36 | 0.03 | -0.09 | 0.25 | 0.25 | 11.11 | 11.47 | 0.00 | $0.00 | 25.00 | 6 | 197.0 | 4762.000 | 0.36 | 2023-12-13 |
| CXM240119C00012500 | CXM | CALL | Long | 12.50 | None | $0.00 | 0.00 | $0.16 | 0.01 | -0.01 | 0.25 | 0.25 | 11.11 | 11.27 | 0.00 | $0.00 | 25.00 | 5 | 133.0 | 4689.000 | 0.16 | 2023-12-12 |
| CXM240119C00012500 | CXM | CALL | Long | 12.50 | Exit OP PnL: $-0.05;Exit EQ PnL: 0.02; Position is Long and position continued to lose. Latest OP price is: $0.20 (EQ: $11.13). Initial OP price was: $0.25 (EQ: $11.11). Surpassed Stop Loss Percentage: -0.2 < -0.16. | $-0.05 | -0.20 | $0.02 | 0.00 | -0.02 | 0.25 | 0.20 | 11.11 | 11.13 | -0.05 | $-5.00 | 25.00 | 4 | 622.0 | 4696.000 | 0.02 | 2023-12-11 |
| CXM240119C00012500 | CXM | CALL | Long | 12.50 | None | $0.00 | 0.00 | $0.15 | 0.01 | -0.03 | 0.25 | 0.25 | 11.11 | 11.26 | 0.00 | $0.00 | 25.00 | 1 | 2578.0 | 2807.000 | 0.15 | 2023-12-08 |
| CXM240119C00012500 | CXM | CALL | Long | 12.50 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.25 | 0.25 | 11.11 | 11.11 | 0.00 | $0.00 | 25.00 | 0 | 3085.0 | 24.000 | 0.00 | 2023-12-07 |