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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024-07-26 | DXCM | DXCM240830C00100000 | 100.00 | 190.0 | 132.000 | 0.728 | 0.545 | 0.1 | 35.4 | 0.160 | 0.390 | 35.750 | 0.20 | 64.00 | 2024-08-30 | CALL | Long | 0.152 | 0.545 | -0.407 |
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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
DXCM240830C00100000 | DXCM | CALL | Long | 100.00 | None | $-0.15 | -0.75 | $5.62 | 0.09 | 1.24 | 0.20 | 0.05 | 64.00 | 69.62 | -0.15 | $-15.00 | 20.00 | 34 | 1.0 | 1036.000 | 5.62 | 2024-08-29 |
DXCM240830C00100000 | DXCM | CALL | Long | 100.00 | None | $-0.15 | -0.75 | $6.48 | 0.10 | 0.83 | 0.20 | 0.05 | 64.00 | 70.48 | -0.15 | $-15.00 | 20.00 | 33 | 1.0 | 1036.000 | 6.48 | 2024-08-28 |
DXCM240830C00100000 | DXCM | CALL | Long | 100.00 | None | $-0.15 | -0.75 | $9.68 | 0.15 | -0.23 | 0.20 | 0.05 | 64.00 | 73.68 | -0.15 | $-15.00 | 20.00 | 32 | 1.0 | 1036.000 | 9.68 | 2024-08-27 |
DXCM240830C00100000 | DXCM | CALL | Long | 100.00 | None | $-0.15 | -0.75 | $9.67 | 0.15 | 0.34 | 0.20 | 0.05 | 64.00 | 73.67 | -0.15 | $-15.00 | 20.00 | 31 | 1.0 | 1036.000 | 9.67 | 2024-08-26 |
DXCM240830C00100000 | DXCM | CALL | Long | 100.00 | None | $-0.15 | -0.75 | $10.07 | 0.16 | 0.22 | 0.20 | 0.05 | 64.00 | 74.07 | -0.15 | $-15.00 | 20.00 | 30 | 1.0 | 1036.000 | 10.07 | 2024-08-25 |
DXCM240830C00100000 | DXCM | CALL | Long | 100.00 | None | $-0.15 | -0.75 | $10.07 | 0.16 | 0.16 | 0.20 | 0.05 | 64.00 | 74.07 | -0.15 | $-15.00 | 20.00 | 29 | 1.0 | 1036.000 | 10.07 | 2024-08-24 |
DXCM240830C00100000 | DXCM | CALL | Long | 100.00 | None | $-0.15 | -0.75 | $10.07 | 0.16 | 0.10 | 0.20 | 0.05 | 64.00 | 74.07 | -0.15 | $-15.00 | 20.00 | 28 | 1.0 | 1036.000 | 10.07 | 2024-08-23 |
DXCM240830C00100000 | DXCM | CALL | Long | 100.00 | None | $-0.15 | -0.75 | $8.28 | 0.13 | 0.11 | 0.20 | 0.05 | 64.00 | 72.28 | -0.15 | $-15.00 | 20.00 | 27 | 1.0 | 1036.000 | 8.28 | 2024-08-22 |
DXCM240830C00100000 | DXCM | CALL | Long | 100.00 | None | $-0.15 | -0.75 | $9.20 | 0.14 | 0.04 | 0.20 | 0.05 | 64.00 | 73.20 | -0.15 | $-15.00 | 20.00 | 26 | 1.0 | 1036.000 | 9.20 | 2024-08-21 |
DXCM240830C00100000 | DXCM | CALL | Long | 100.00 | None | $-0.15 | -0.75 | $8.85 | 0.14 | 0.01 | 0.20 | 0.05 | 64.00 | 72.85 | -0.15 | $-15.00 | 20.00 | 25 | 1.0 | 1035.000 | 8.85 | 2024-08-20 |
DXCM240830C00100000 | DXCM | CALL | Long | 100.00 | None | $-0.15 | -0.75 | $13.69 | 0.21 | -0.06 | 0.20 | 0.05 | 64.00 | 77.69 | -0.15 | $-15.00 | 20.00 | 24 | 925.0 | 188.000 | 13.69 | 2024-08-19 |
DXCM240830C00100000 | DXCM | CALL | Long | 100.00 | None | $-0.15 | -0.75 | $10.65 | 0.17 | -0.04 | 0.20 | 0.05 | 64.00 | 74.65 | -0.15 | $-15.00 | 20.00 | 23 | 5.0 | 183.000 | 10.65 | 2024-08-18 |
DXCM240830C00100000 | DXCM | CALL | Long | 100.00 | None | $-0.15 | -0.75 | $10.65 | 0.17 | -0.06 | 0.20 | 0.05 | 64.00 | 74.65 | -0.15 | $-15.00 | 20.00 | 22 | 5.0 | 183.000 | 10.65 | 2024-08-17 |
DXCM240830C00100000 | DXCM | CALL | Long | 100.00 | None | $-0.15 | -0.75 | $10.65 | 0.17 | -0.08 | 0.20 | 0.05 | 64.00 | 74.65 | -0.15 | $-15.00 | 20.00 | 21 | 5.0 | 183.000 | 10.65 | 2024-08-16 |
DXCM240830C00100000 | DXCM | CALL | Long | 100.00 | None | $-0.15 | -0.75 | $8.36 | 0.13 | -0.00 | 0.20 | 0.05 | 64.00 | 72.36 | -0.15 | $-15.00 | 20.00 | 20 | 80.0 | 137.000 | 8.36 | 2024-08-15 |
DXCM240830C00100000 | DXCM | CALL | Long | 100.00 | None | $-0.15 | -0.75 | $6.05 | 0.09 | 0.07 | 0.20 | 0.05 | 64.00 | 70.05 | -0.15 | $-15.00 | 20.00 | 19 | 4.0 | 137.000 | 6.05 | 2024-08-14 |
DXCM240830C00100000 | DXCM | CALL | Long | 100.00 | None | $-0.15 | -0.75 | $7.02 | 0.11 | -0.01 | 0.20 | 0.05 | 64.00 | 71.02 | -0.15 | $-15.00 | 20.00 | 18 | 4.0 | 135.000 | 7.02 | 2024-08-13 |
DXCM240830C00100000 | DXCM | CALL | Long | 100.00 | None | $-0.15 | -0.75 | $7.27 | 0.11 | 0.17 | 0.20 | 0.05 | 64.00 | 71.27 | -0.15 | $-15.00 | 20.00 | 17 | 2.0 | 135.000 | 7.27 | 2024-08-12 |
DXCM240830C00100000 | DXCM | CALL | Long | 100.00 | None | $-0.15 | -0.75 | $5.76 | 0.09 | -0.05 | 0.20 | 0.05 | 64.00 | 69.76 | -0.15 | $-15.00 | 20.00 | 14 | 2.0 | 135.000 | 5.76 | 2024-08-09 |
DXCM240830C00100000 | DXCM | CALL | Long | 100.00 | None | $-0.15 | -0.75 | $7.50 | 0.12 | 0.08 | 0.20 | 0.05 | 64.00 | 71.50 | -0.15 | $-15.00 | 20.00 | 13 | 2.0 | 137.000 | 7.50 | 2024-08-08 |
DXCM240830C00100000 | DXCM | CALL | Long | 100.00 | None | $-0.14 | -0.70 | $5.32 | 0.08 | 0.00 | 0.20 | 0.06 | 64.00 | 69.32 | -0.14 | $-14.00 | 20.00 | 12 | 4.0 | 136.000 | 5.32 | 2024-08-07 |
DXCM240830C00100000 | DXCM | CALL | Long | 100.00 | None | $-0.10 | -0.50 | $11.25 | 0.18 | 0.05 | 0.20 | 0.10 | 64.00 | 75.25 | -0.10 | $-10.00 | 20.00 | 11 | 5.0 | 150.000 | 11.25 | 2024-08-06 |
DXCM240830C00100000 | DXCM | CALL | Long | 100.00 | Exit OP PnL: $-0.05;Exit EQ PnL: 3.82; Position is Long and position continued to lose. Latest OP price is: $0.15 (EQ: $67.82). Initial OP price was: $0.20 (EQ: $64.00). Surpassed Stop Loss Percentage: -0.25 < -0.16. | $-0.05 | -0.25 | $3.82 | 0.06 | -0.48 | 0.20 | 0.15 | 64.00 | 67.82 | -0.05 | $-5.00 | 20.00 | 5 | 23.0 | 160.000 | 3.82 | 2024-07-31 |
DXCM240830C00100000 | DXCM | CALL | Long | 100.00 | None | $0.00 | 0.00 | $2.39 | 0.04 | 0.08 | 0.20 | 0.20 | 64.00 | 66.39 | 0.00 | $0.00 | 20.00 | 3 | 190.0 | 129.000 | 2.39 | 2024-07-29 |
DXCM240830C00100000 | DXCM | CALL | Long | 100.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.20 | 0.20 | 64.00 | 64.00 | 0.00 | $0.00 | 20.00 | 0 | 190.0 | 132.000 | 0.00 | 2024-07-26 |