| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-08-09 | EB | EB240920C00005000 | 5.00 | 115.0 | 76.000 | 1.273 | 0.349 | 0.0 | 1.8 | 0.010 | 0.090 | 1.920 | 0.03 | 3.14 | 2024-09-20 | CALL | Long | 0.316 | 0.365 | -0.172 |
| 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 | EB | 1.000 | 0.095 | 0.404 | 0.176 | 0.164 | 0.025 | 3.61 | -0.081 | 0.0000 | 2.64 | 9.17 | 21 | 1y | 3.27 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| EB240920C00005000 | EB | CALL | Long | 5.00 | None | $0.00 | 0.00 | $-0.20 | -0.06 | 3.04 | 0.03 | 0.03 | 3.14 | 2.94 | 0.00 | $0.00 | 3.00 | 41 | 1.0 | 176.000 | -0.20 | 2024-09-19 |
| EB240920C00005000 | EB | CALL | Long | 5.00 | None | $0.00 | 0.00 | $-0.18 | -0.06 | 2.23 | 0.03 | 0.03 | 3.14 | 2.96 | 0.00 | $0.00 | 3.00 | 40 | 1.0 | 176.000 | -0.18 | 2024-09-18 |
| EB240920C00005000 | EB | CALL | Long | 5.00 | None | $0.00 | 0.00 | $-0.12 | -0.04 | 1.66 | 0.03 | 0.03 | 3.14 | 3.02 | 0.00 | $0.00 | 3.00 | 39 | 1.0 | 176.000 | -0.12 | 2024-09-17 |
| EB240920C00005000 | EB | CALL | Long | 5.00 | None | $0.00 | 0.00 | $-0.14 | -0.04 | 1.38 | 0.03 | 0.03 | 3.14 | 3.00 | 0.00 | $0.00 | 3.00 | 38 | 1.0 | 176.000 | -0.14 | 2024-09-16 |
| EB240920C00005000 | EB | CALL | Long | 5.00 | None | $0.00 | 0.00 | $-0.16 | -0.05 | 1.16 | 0.03 | 0.03 | 3.14 | 2.98 | 0.00 | $0.00 | 3.00 | 36 | 1.0 | 176.000 | -0.16 | 2024-09-14 |
| EB240920C00005000 | EB | CALL | Long | 5.00 | None | $0.00 | 0.00 | $-0.16 | -0.05 | 0.85 | 0.03 | 0.03 | 3.14 | 2.98 | 0.00 | $0.00 | 3.00 | 35 | 1.0 | 176.000 | -0.16 | 2024-09-13 |
| EB240920C00005000 | EB | CALL | Long | 5.00 | None | $0.00 | 0.00 | $-0.15 | -0.05 | 0.71 | 0.03 | 0.03 | 3.14 | 2.99 | 0.00 | $0.00 | 3.00 | 34 | 1.0 | 176.000 | -0.15 | 2024-09-12 |
| EB240920C00005000 | EB | CALL | Long | 5.00 | None | $0.00 | 0.00 | $-0.09 | -0.03 | 1.49 | 0.03 | 0.03 | 3.14 | 3.05 | 0.00 | $0.00 | 3.00 | 33 | 1.0 | 176.000 | -0.09 | 2024-09-11 |
| EB240920C00005000 | EB | CALL | Long | 5.00 | None | $0.00 | 0.00 | $-0.07 | -0.02 | 0.45 | 0.03 | 0.03 | 3.14 | 3.07 | 0.00 | $0.00 | 3.00 | 32 | 1.0 | 176.000 | -0.07 | 2024-09-10 |
| EB240920C00005000 | EB | CALL | Long | 5.00 | None | $0.00 | 0.00 | $-0.11 | -0.04 | 0.70 | 0.03 | 0.03 | 3.14 | 3.03 | 0.00 | $0.00 | 3.00 | 31 | 1.0 | 176.000 | -0.11 | 2024-09-09 |
| EB240920C00005000 | EB | CALL | Long | 5.00 | None | $0.00 | 0.00 | $-0.20 | -0.06 | 0.51 | 0.03 | 0.03 | 3.14 | 2.94 | 0.00 | $0.00 | 3.00 | 30 | 1.0 | 176.000 | -0.20 | 2024-09-08 |
| EB240920C00005000 | EB | CALL | Long | 5.00 | None | $0.00 | 0.00 | $-0.20 | -0.06 | 0.32 | 0.03 | 0.03 | 3.14 | 2.94 | 0.00 | $0.00 | 3.00 | 28 | 1.0 | 176.000 | -0.20 | 2024-09-06 |
| EB240920C00005000 | EB | CALL | Long | 5.00 | None | $0.00 | 0.00 | $0.05 | 0.02 | 0.06 | 0.03 | 0.03 | 3.14 | 3.19 | 0.00 | $0.00 | 3.00 | 27 | 1.0 | 176.000 | 0.05 | 2024-09-05 |
| EB240920C00005000 | EB | CALL | Long | 5.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.06 | 0.03 | 0.03 | 3.14 | 3.14 | 0.00 | $0.00 | 3.00 | 26 | 1.0 | 176.000 | 0.00 | 2024-09-04 |
| EB240920C00005000 | EB | CALL | Long | 5.00 | None | $0.00 | 0.00 | $0.04 | 0.01 | -0.07 | 0.03 | 0.03 | 3.14 | 3.18 | 0.00 | $0.00 | 3.00 | 22 | 1.0 | 176.000 | 0.04 | 2024-08-31 |
| EB240920C00005000 | EB | CALL | Long | 5.00 | None | $0.00 | 0.00 | $0.03 | 0.01 | -0.12 | 0.03 | 0.03 | 3.14 | 3.17 | 0.00 | $0.00 | 3.00 | 21 | 1.0 | 176.000 | 0.03 | 2024-08-30 |
| EB240920C00005000 | EB | CALL | Long | 5.00 | None | $0.00 | 0.00 | $0.04 | 0.01 | 0.04 | 0.03 | 0.03 | 3.14 | 3.18 | 0.00 | $0.00 | 3.00 | 20 | 1.0 | 176.000 | 0.04 | 2024-08-29 |
| EB240920C00005000 | EB | CALL | Long | 5.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | -0.15 | 0.03 | 0.03 | 3.14 | 3.14 | 0.00 | $0.00 | 3.00 | 19 | 1.0 | 176.000 | 0.00 | 2024-08-28 |
| EB240920C00005000 | EB | CALL | Long | 5.00 | None | $0.00 | 0.00 | $0.10 | 0.03 | -0.77 | 0.03 | 0.03 | 3.14 | 3.24 | 0.00 | $0.00 | 3.00 | 18 | 1.0 | 176.000 | 0.10 | 2024-08-27 |
| EB240920C00005000 | EB | CALL | Long | 5.00 | None | $0.00 | 0.00 | $0.16 | 0.05 | -0.29 | 0.03 | 0.03 | 3.14 | 3.30 | 0.00 | $0.00 | 3.00 | 17 | 1.0 | 176.000 | 0.16 | 2024-08-26 |
| EB240920C00005000 | EB | CALL | Long | 5.00 | None | $0.00 | 0.00 | $0.27 | 0.09 | -0.38 | 0.03 | 0.03 | 3.14 | 3.41 | 0.00 | $0.00 | 3.00 | 16 | 1.0 | 176.000 | 0.27 | 2024-08-25 |
| EB240920C00005000 | EB | CALL | Long | 5.00 | None | $0.00 | 0.00 | $0.27 | 0.09 | -0.40 | 0.03 | 0.03 | 3.14 | 3.41 | 0.00 | $0.00 | 3.00 | 15 | 1.0 | 176.000 | 0.27 | 2024-08-24 |
| EB240920C00005000 | EB | CALL | Long | 5.00 | None | $0.00 | 0.00 | $0.27 | 0.09 | -0.41 | 0.03 | 0.03 | 3.14 | 3.41 | 0.00 | $0.00 | 3.00 | 14 | 1.0 | 176.000 | 0.27 | 2024-08-23 |
| EB240920C00005000 | EB | CALL | Long | 5.00 | None | $0.00 | 0.00 | $0.24 | 0.08 | -0.40 | 0.03 | 0.03 | 3.14 | 3.38 | 0.00 | $0.00 | 3.00 | 13 | 1.0 | 177.000 | 0.24 | 2024-08-22 |
| EB240920C00005000 | EB | CALL | Long | 5.00 | None | $0.02 | 0.67 | $0.24 | 0.08 | -0.41 | 0.03 | 0.05 | 3.14 | 3.38 | 0.02 | $2.00 | 3.00 | 12 | 1.0 | 176.000 | 0.24 | 2024-08-21 |
| EB240920C00005000 | EB | CALL | Long | 5.00 | None | $0.02 | 0.67 | $-0.01 | -0.00 | -0.29 | 0.03 | 0.05 | 3.14 | 3.13 | 0.02 | $2.00 | 3.00 | 11 | 15.0 | 191.000 | -0.01 | 2024-08-20 |
| EB240920C00005000 | EB | CALL | Long | 5.00 | None | $0.00 | 0.00 | $-0.09 | -0.03 | -0.27 | 0.03 | 0.03 | 3.14 | 3.05 | 0.00 | $0.00 | 3.00 | 10 | 115.0 | 191.000 | -0.09 | 2024-08-19 |
| EB240920C00005000 | EB | CALL | Long | 5.00 | None | $0.00 | 0.00 | $-0.24 | -0.08 | -0.20 | 0.03 | 0.03 | 3.14 | 2.90 | 0.00 | $0.00 | 3.00 | 9 | 115.0 | 191.000 | -0.24 | 2024-08-18 |
| EB240920C00005000 | EB | CALL | Long | 5.00 | None | $0.00 | 0.00 | $-0.24 | -0.08 | -0.21 | 0.03 | 0.03 | 3.14 | 2.90 | 0.00 | $0.00 | 3.00 | 8 | 115.0 | 191.000 | -0.24 | 2024-08-17 |
| EB240920C00005000 | EB | CALL | Long | 5.00 | None | $0.00 | 0.00 | $-0.24 | -0.08 | -0.23 | 0.03 | 0.03 | 3.14 | 2.90 | 0.00 | $0.00 | 3.00 | 7 | 115.0 | 191.000 | -0.24 | 2024-08-16 |
| EB240920C00005000 | EB | CALL | Long | 5.00 | None | $0.00 | 0.00 | $-0.32 | -0.10 | -0.20 | 0.03 | 0.03 | 3.14 | 2.82 | 0.00 | $0.00 | 3.00 | 6 | 115.0 | 191.000 | -0.32 | 2024-08-15 |
| EB240920C00005000 | EB | CALL | Long | 5.00 | None | $0.00 | 0.00 | $-0.26 | -0.08 | -0.24 | 0.03 | 0.03 | 3.14 | 2.88 | 0.00 | $0.00 | 3.00 | 5 | 115.0 | 191.000 | -0.26 | 2024-08-14 |
| EB240920C00005000 | EB | CALL | Long | 5.00 | None | $0.00 | 0.00 | $-0.05 | -0.02 | -0.37 | 0.03 | 0.03 | 3.14 | 3.09 | 0.00 | $0.00 | 3.00 | 4 | 115.0 | 191.000 | -0.05 | 2024-08-13 |
| EB240920C00005000 | EB | CALL | Long | 5.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.12 | $0.00 | 0.00 | $-0.09 | -0.03 | -0.37 | 0.03 | 0.03 | 3.14 | 3.05 | 0.00 | $0.00 | 3.00 | 3 | 115.0 | 191.000 | -0.09 | 2024-08-12 |
| EB240920C00005000 | EB | CALL | Long | 5.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.03 | 0.03 | 3.14 | 3.14 | 0.00 | $0.00 | 3.00 | 0 | 115.0 | 76.000 | 0.00 | 2024-08-09 |