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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024-10-29 | DQ | DQ241220C00023000 | 23.00 | 5.0 | 43.000 | 1.234 | 0.517 | 1.4 | 1.7 | 0.020 | 3.450 | 3.810 | 3.56 | 22.51 | 2024-12-20 | CALL | Long | 0.469 | 0.541 | -0.228 |
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 | DQ | 0.818 | 0.142 | 0.385 | 0.220 | 0.233 | -0.152 | 17.96 | 0.186 | 0.0000 | 14.04 | 29.41 | 21 | 1y | 22.13 |
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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
DQ241220C00023000 | DQ | CALL | Long | 23.00 | None | $-3.50 | -0.98 | $-5.10 | -0.23 | 3.09 | 3.56 | 0.06 | 22.51 | 17.41 | -3.50 | $-350.00 | 356.00 | 51 | 1.0 | 76.000 | -5.10 | 2024-12-19 |
DQ241220C00023000 | DQ | CALL | Long | 23.00 | None | $-3.50 | -0.98 | $-4.97 | -0.22 | 1.25 | 3.56 | 0.06 | 22.51 | 17.54 | -3.50 | $-350.00 | 356.00 | 50 | 1.0 | 76.000 | -4.97 | 2024-12-18 |
DQ241220C00023000 | DQ | CALL | Long | 23.00 | None | $-3.50 | -0.98 | $-4.55 | -0.20 | 0.77 | 3.56 | 0.06 | 22.51 | 17.96 | -3.50 | $-350.00 | 356.00 | 49 | 1.0 | 76.000 | -4.55 | 2024-12-17 |
DQ241220C00023000 | DQ | CALL | Long | 23.00 | None | $-3.50 | -0.98 | $-5.27 | -0.23 | 1.04 | 3.56 | 0.06 | 22.51 | 17.24 | -3.50 | $-350.00 | 356.00 | 48 | 1.0 | 76.000 | -5.27 | 2024-12-16 |
DQ241220C00023000 | DQ | CALL | Long | 23.00 | None | $-3.50 | -0.98 | $-4.11 | -0.18 | -0.34 | 3.56 | 0.06 | 22.51 | 18.40 | -3.50 | $-350.00 | 356.00 | 45 | 1.0 | 76.000 | -4.11 | 2024-12-13 |
DQ241220C00023000 | DQ | CALL | Long | 23.00 | None | $-3.46 | -0.97 | $-4.16 | -0.18 | -0.31 | 3.56 | 0.10 | 22.51 | 18.35 | -3.46 | $-346.00 | 356.00 | 44 | 1.0 | 76.000 | -4.16 | 2024-12-12 |
DQ241220C00023000 | DQ | CALL | Long | 23.00 | None | $-3.46 | -0.97 | $-4.32 | -0.19 | -0.22 | 3.56 | 0.10 | 22.51 | 18.19 | -3.46 | $-346.00 | 356.00 | 43 | 1.0 | 77.000 | -4.32 | 2024-12-11 |
DQ241220C00023000 | DQ | CALL | Long | 23.00 | None | $-3.41 | -0.96 | $-3.79 | -0.17 | -0.25 | 3.56 | 0.15 | 22.51 | 18.72 | -3.41 | $-341.00 | 356.00 | 42 | 1.0 | 76.000 | -3.79 | 2024-12-10 |
DQ241220C00023000 | DQ | CALL | Long | 23.00 | None | $-3.17 | -0.89 | $-3.06 | -0.14 | -0.25 | 3.56 | 0.39 | 22.51 | 19.45 | -3.17 | $-317.00 | 356.00 | 41 | 1.0 | 76.000 | -3.06 | 2024-12-09 |
DQ241220C00023000 | DQ | CALL | Long | 23.00 | None | $-3.26 | -0.92 | $-4.43 | -0.20 | -0.34 | 3.56 | 0.30 | 22.51 | 18.08 | -3.26 | $-326.00 | 356.00 | 40 | 1.0 | 76.000 | -4.43 | 2024-12-08 |
DQ241220C00023000 | DQ | CALL | Long | 23.00 | None | $-3.26 | -0.92 | $-4.43 | -0.20 | -0.43 | 3.56 | 0.30 | 22.51 | 18.08 | -3.26 | $-326.00 | 356.00 | 38 | 1.0 | 76.000 | -4.43 | 2024-12-06 |
DQ241220C00023000 | DQ | CALL | Long | 23.00 | None | $-3.26 | -0.92 | $-2.87 | -0.13 | -0.46 | 3.56 | 0.30 | 22.51 | 19.64 | -3.26 | $-326.00 | 356.00 | 37 | 1.0 | 76.000 | -2.87 | 2024-12-05 |
DQ241220C00023000 | DQ | CALL | Long | 23.00 | None | $-2.71 | -0.76 | $-2.65 | -0.12 | -0.44 | 3.56 | 0.85 | 22.51 | 19.86 | -2.71 | $-271.00 | 356.00 | 36 | 1.0 | 77.000 | -2.65 | 2024-12-04 |
DQ241220C00023000 | DQ | CALL | Long | 23.00 | None | $-2.71 | -0.76 | $-0.86 | -0.04 | -0.43 | 3.56 | 0.85 | 22.51 | 21.65 | -2.71 | $-271.00 | 356.00 | 35 | 1.0 | 77.000 | -0.86 | 2024-12-03 |
DQ241220C00023000 | DQ | CALL | Long | 23.00 | None | $-2.91 | -0.82 | $-1.08 | -0.05 | -0.56 | 3.56 | 0.65 | 22.51 | 21.43 | -2.91 | $-291.00 | 356.00 | 34 | 2.0 | 76.000 | -1.08 | 2024-12-02 |
DQ241220C00023000 | DQ | CALL | Long | 23.00 | None | $-3.05 | -0.86 | $-2.48 | -0.11 | -1.11 | 3.56 | 0.51 | 22.51 | 20.03 | -3.05 | $-305.00 | 356.00 | 33 | 13.0 | 0.000 | -2.48 | 2024-12-01 |
DQ241220C00023000 | DQ | CALL | Long | 23.00 | None | $-3.05 | -0.86 | $-2.48 | -0.11 | -0.46 | 3.56 | 0.51 | 22.51 | 20.03 | -3.05 | $-305.00 | 356.00 | 32 | 13.0 | 0.000 | -2.48 | 2024-11-30 |
DQ241220C00023000 | DQ | CALL | Long | 23.00 | None | $-3.01 | -0.85 | $-2.32 | -0.10 | -0.47 | 3.56 | 0.55 | 22.51 | 20.19 | -3.01 | $-301.00 | 356.00 | 30 | 19.0 | 55.000 | -2.32 | 2024-11-28 |
DQ241220C00023000 | DQ | CALL | Long | 23.00 | None | $-3.16 | -0.89 | $-2.20 | -0.10 | -0.47 | 3.56 | 0.40 | 22.51 | 20.31 | -3.16 | $-316.00 | 356.00 | 29 | 1.0 | 55.000 | -2.20 | 2024-11-27 |
DQ241220C00023000 | DQ | CALL | Long | 23.00 | None | $-3.16 | -0.89 | $-3.28 | -0.15 | -0.62 | 3.56 | 0.40 | 22.51 | 19.23 | -3.16 | $-316.00 | 356.00 | 28 | 1.0 | 55.000 | -3.28 | 2024-11-26 |
DQ241220C00023000 | DQ | CALL | Long | 23.00 | None | $-3.16 | -0.89 | $-3.09 | -0.14 | -0.48 | 3.56 | 0.40 | 22.51 | 19.42 | -3.16 | $-316.00 | 356.00 | 27 | 1.0 | 55.000 | -3.09 | 2024-11-25 |
DQ241220C00023000 | DQ | CALL | Long | 23.00 | None | $-3.16 | -0.89 | $-3.71 | -0.16 | -0.46 | 3.56 | 0.40 | 22.51 | 18.80 | -3.16 | $-316.00 | 356.00 | 26 | 1.0 | 56.000 | -3.71 | 2024-11-24 |
DQ241220C00023000 | DQ | CALL | Long | 23.00 | None | $-3.16 | -0.89 | $-3.71 | -0.16 | -0.49 | 3.56 | 0.40 | 22.51 | 18.80 | -3.16 | $-316.00 | 356.00 | 25 | 1.0 | 56.000 | -3.71 | 2024-11-23 |
DQ241220C00023000 | DQ | CALL | Long | 23.00 | None | $-3.16 | -0.89 | $-3.70 | -0.16 | -0.50 | 3.56 | 0.40 | 22.51 | 18.81 | -3.16 | $-316.00 | 356.00 | 24 | 1.0 | 56.000 | -3.70 | 2024-11-22 |
DQ241220C00023000 | DQ | CALL | Long | 23.00 | None | $-2.96 | -0.83 | $-3.29 | -0.15 | -0.46 | 3.56 | 0.60 | 22.51 | 19.22 | -2.96 | $-296.00 | 356.00 | 23 | 1.0 | 57.000 | -3.29 | 2024-11-21 |
DQ241220C00023000 | DQ | CALL | Long | 23.00 | None | $-2.66 | -0.75 | $-2.37 | -0.11 | -0.42 | 3.56 | 0.90 | 22.51 | 20.14 | -2.66 | $-266.00 | 356.00 | 22 | 4.0 | 58.000 | -2.37 | 2024-11-20 |
DQ241220C00023000 | DQ | CALL | Long | 23.00 | None | $-3.06 | -0.86 | $-4.19 | -0.19 | -0.48 | 3.56 | 0.50 | 22.51 | 18.32 | -3.06 | $-306.00 | 356.00 | 21 | 1.0 | 57.000 | -4.19 | 2024-11-19 |
DQ241220C00023000 | DQ | CALL | Long | 23.00 | None | $-2.96 | -0.83 | $-3.48 | -0.15 | -0.44 | 3.56 | 0.60 | 22.51 | 19.03 | -2.96 | $-296.00 | 356.00 | 20 | 3.0 | 56.000 | -3.48 | 2024-11-18 |
DQ241220C00023000 | DQ | CALL | Long | 23.00 | None | $-2.81 | -0.79 | $-3.26 | -0.14 | -0.59 | 3.56 | 0.75 | 22.51 | 19.25 | -2.81 | $-281.00 | 356.00 | 19 | 10.0 | 47.000 | -3.26 | 2024-11-17 |
DQ241220C00023000 | DQ | CALL | Long | 23.00 | None | $-2.81 | -0.79 | $-3.26 | -0.14 | -0.60 | 3.56 | 0.75 | 22.51 | 19.25 | -2.81 | $-281.00 | 356.00 | 18 | 10.0 | 47.000 | -3.26 | 2024-11-16 |
DQ241220C00023000 | DQ | CALL | Long | 23.00 | None | $-2.81 | -0.79 | $-3.26 | -0.14 | -0.43 | 3.56 | 0.75 | 22.51 | 19.25 | -2.81 | $-281.00 | 356.00 | 17 | 10.0 | 47.000 | -3.26 | 2024-11-15 |
DQ241220C00023000 | DQ | CALL | Long | 23.00 | None | $-2.65 | -0.74 | $-2.40 | -0.11 | -0.44 | 3.56 | 0.91 | 22.51 | 20.11 | -2.65 | $-265.00 | 356.00 | 16 | 2.0 | 46.000 | -2.40 | 2024-11-14 |
DQ241220C00023000 | DQ | CALL | Long | 23.00 | None | $-1.86 | -0.52 | $-1.77 | -0.08 | -0.41 | 3.56 | 1.70 | 22.51 | 20.74 | -1.86 | $-186.00 | 356.00 | 15 | 1.0 | 46.000 | -1.77 | 2024-11-13 |
DQ241220C00023000 | DQ | CALL | Long | 23.00 | None | $-1.86 | -0.52 | $-0.89 | -0.04 | -0.42 | 3.56 | 1.70 | 22.51 | 21.62 | -1.86 | $-186.00 | 356.00 | 14 | 1.0 | 46.000 | -0.89 | 2024-11-12 |
DQ241220C00023000 | DQ | CALL | Long | 23.00 | None | $-1.86 | -0.52 | $-0.91 | -0.04 | -0.40 | 3.56 | 1.70 | 22.51 | 21.60 | -1.86 | $-186.00 | 356.00 | 13 | 1.0 | 46.000 | -0.91 | 2024-11-11 |
DQ241220C00023000 | DQ | CALL | Long | 23.00 | None | $-1.86 | -0.52 | $-0.81 | -0.04 | -0.38 | 3.56 | 1.70 | 22.51 | 21.70 | -1.86 | $-186.00 | 356.00 | 12 | 1.0 | 46.000 | -0.81 | 2024-11-10 |
DQ241220C00023000 | DQ | CALL | Long | 23.00 | None | $-1.86 | -0.52 | $-0.81 | -0.04 | -0.39 | 3.56 | 1.70 | 22.51 | 21.70 | -1.86 | $-186.00 | 356.00 | 11 | 1.0 | 46.000 | -0.81 | 2024-11-09 |
DQ241220C00023000 | DQ | CALL | Long | 23.00 | None | $-1.86 | -0.52 | $-1.21 | -0.05 | -0.38 | 3.56 | 1.70 | 22.51 | 21.30 | -1.86 | $-186.00 | 356.00 | 10 | 1.0 | 46.000 | -1.21 | 2024-11-08 |
DQ241220C00023000 | DQ | CALL | Long | 23.00 | None | $-1.71 | -0.48 | $0.12 | 0.01 | -0.36 | 3.56 | 1.85 | 22.51 | 22.63 | -1.71 | $-171.00 | 356.00 | 9 | 1.0 | 46.000 | 0.12 | 2024-11-07 |
DQ241220C00023000 | DQ | CALL | Long | 23.00 | None | $-1.71 | -0.48 | $-1.21 | -0.05 | -0.41 | 3.56 | 1.85 | 22.51 | 21.30 | -1.71 | $-171.00 | 356.00 | 8 | 1.0 | 46.000 | -1.21 | 2024-11-06 |
DQ241220C00023000 | DQ | CALL | Long | 23.00 | None | $-0.44 | -0.12 | $0.69 | 0.03 | -0.39 | 3.56 | 3.12 | 22.51 | 23.20 | -0.44 | $-44.00 | 356.00 | 7 | 1.0 | 46.000 | 0.69 | 2024-11-05 |
DQ241220C00023000 | DQ | CALL | Long | 23.00 | None | $-0.44 | -0.12 | $0.90 | 0.04 | -0.41 | 3.56 | 3.12 | 22.51 | 23.41 | -0.44 | $-44.00 | 356.00 | 6 | 1.0 | 45.000 | 0.90 | 2024-11-04 |
DQ241220C00023000 | DQ | CALL | Long | 23.00 | None | $-0.71 | -0.20 | $0.96 | 0.04 | -0.40 | 3.56 | 2.85 | 22.51 | 23.47 | -0.71 | $-71.00 | 356.00 | 3 | 6.0 | 45.000 | 0.96 | 2024-11-01 |
DQ241220C00023000 | DQ | CALL | Long | 23.00 | None | $-0.16 | -0.04 | $0.11 | 0.00 | -0.34 | 3.56 | 3.40 | 22.51 | 22.62 | -0.16 | $-16.00 | 356.00 | 2 | 5.0 | 45.000 | 0.11 | 2024-10-31 |
DQ241220C00023000 | DQ | CALL | Long | 23.00 | None | $-0.46 | -0.13 | $-0.25 | -0.01 | -0.24 | 3.56 | 3.10 | 22.51 | 22.26 | -0.46 | $-46.00 | 356.00 | 1 | 1.0 | 44.000 | -0.25 | 2024-10-30 |
DQ241220C00023000 | DQ | CALL | Long | 23.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 3.56 | 3.56 | 22.51 | 22.51 | 0.00 | $0.00 | 356.00 | 0 | 5.0 | 43.000 | 0.00 | 2024-10-29 |