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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024-08-01 | ENVX | ENVX240906C00016000 | 16.00 | 12.0 | 14.000 | 0.881 | 0.465 | 0.0 | 4.3 | 0.010 | 0.180 | 4.460 | 1.35 | 11.65 | 2024-09-06 | CALL | Long | 0.496 | 0.543 | -0.192 |
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 | ENVX | 0.818 | 0.155 | 0.453 | 0.267 | 0.190 | -0.094 | 8.65 | -28.005 | 0.0000 | 5.84 | 18.31 | 21 | 1y | 9.84 |
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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENVX240906C00016000 | ENVX | CALL | Long | 16.00 | None | $0.00 | 0.00 | $-2.48 | -0.23 | 6.02 | 0.18 | 0.18 | 10.63 | 8.15 | 0.00 | $0.00 | 18.00 | 30 | 4.0 | 18.000 | -2.48 | 2024-09-05 |
ENVX240906C00016000 | ENVX | CALL | Long | 16.00 | None | $0.00 | 0.00 | $-2.10 | -0.20 | 3.11 | 0.18 | 0.18 | 10.63 | 8.53 | 0.00 | $0.00 | 18.00 | 29 | 4.0 | 18.000 | -2.10 | 2024-09-04 |
ENVX240906C00016000 | ENVX | CALL | Long | 16.00 | None | $0.00 | 0.00 | $-1.11 | -0.10 | 2.06 | 0.18 | 0.18 | 10.63 | 9.52 | 0.00 | $0.00 | 18.00 | 25 | 4.0 | 18.000 | -1.11 | 2024-08-31 |
ENVX240906C00016000 | ENVX | CALL | Long | 16.00 | None | $0.00 | 0.00 | $-1.11 | -0.10 | 1.68 | 0.18 | 0.18 | 10.63 | 9.52 | 0.00 | $0.00 | 18.00 | 24 | 4.0 | 18.000 | -1.11 | 2024-08-30 |
ENVX240906C00016000 | ENVX | CALL | Long | 16.00 | None | $0.00 | 0.00 | $-0.96 | -0.09 | 1.14 | 0.18 | 0.18 | 10.63 | 9.67 | 0.00 | $0.00 | 18.00 | 23 | 4.0 | 18.000 | -0.96 | 2024-08-29 |
ENVX240906C00016000 | ENVX | CALL | Long | 16.00 | None | $0.00 | 0.00 | $-0.82 | -0.08 | 0.78 | 0.18 | 0.18 | 10.63 | 9.81 | 0.00 | $0.00 | 18.00 | 22 | 4.0 | 18.000 | -0.82 | 2024-08-28 |
ENVX240906C00016000 | ENVX | CALL | Long | 16.00 | None | $0.00 | 0.00 | $-0.14 | -0.01 | -0.43 | 0.18 | 0.18 | 10.63 | 10.49 | 0.00 | $0.00 | 18.00 | 21 | 4.0 | 18.000 | -0.14 | 2024-08-27 |
ENVX240906C00016000 | ENVX | CALL | Long | 16.00 | None | $0.00 | 0.00 | $-0.20 | -0.02 | 0.46 | 0.18 | 0.18 | 10.63 | 10.43 | 0.00 | $0.00 | 18.00 | 20 | 4.0 | 0.000 | -0.20 | 2024-08-26 |
ENVX240906C00016000 | ENVX | CALL | Long | 16.00 | None | $0.00 | 0.00 | $-0.06 | -0.01 | 1.03 | 0.18 | 0.18 | 10.63 | 10.57 | 0.00 | $0.00 | 18.00 | 19 | 4.0 | 18.000 | -0.06 | 2024-08-25 |
ENVX240906C00016000 | ENVX | CALL | Long | 16.00 | None | $0.00 | 0.00 | $-0.06 | -0.01 | 0.96 | 0.18 | 0.18 | 10.63 | 10.57 | 0.00 | $0.00 | 18.00 | 18 | 4.0 | 18.000 | -0.06 | 2024-08-24 |
ENVX240906C00016000 | ENVX | CALL | Long | 16.00 | None | $0.00 | 0.00 | $-0.06 | -0.01 | 0.89 | 0.18 | 0.18 | 10.63 | 10.57 | 0.00 | $0.00 | 18.00 | 17 | 4.0 | 18.000 | -0.06 | 2024-08-23 |
ENVX240906C00016000 | ENVX | CALL | Long | 16.00 | None | $0.00 | 0.00 | $-0.40 | -0.04 | 0.50 | 0.18 | 0.18 | 10.63 | 10.23 | 0.00 | $0.00 | 18.00 | 16 | 4.0 | 18.000 | -0.40 | 2024-08-22 |
ENVX240906C00016000 | ENVX | CALL | Long | 16.00 | None | $0.00 | 0.00 | $-0.13 | -0.01 | 0.41 | 0.18 | 0.18 | 10.63 | 10.50 | 0.00 | $0.00 | 18.00 | 15 | 4.0 | 18.000 | -0.13 | 2024-08-21 |
ENVX240906C00016000 | ENVX | CALL | Long | 16.00 | None | $0.00 | 0.00 | $-0.52 | -0.05 | 0.39 | 0.18 | 0.18 | 10.63 | 10.11 | 0.00 | $0.00 | 18.00 | 14 | 4.0 | 18.000 | -0.52 | 2024-08-20 |
ENVX240906C00016000 | ENVX | CALL | Long | 16.00 | None | $0.00 | 0.00 | $-0.50 | -0.05 | 0.13 | 0.18 | 0.18 | 10.63 | 10.13 | 0.00 | $0.00 | 18.00 | 13 | 4.0 | 18.000 | -0.50 | 2024-08-19 |
ENVX240906C00016000 | ENVX | CALL | Long | 16.00 | None | $0.00 | 0.00 | $-0.82 | -0.08 | 0.50 | 0.18 | 0.18 | 10.63 | 9.81 | 0.00 | $0.00 | 18.00 | 12 | 4.0 | 18.000 | -0.82 | 2024-08-18 |
ENVX240906C00016000 | ENVX | CALL | Long | 16.00 | None | $0.00 | 0.00 | $-0.82 | -0.08 | 0.47 | 0.18 | 0.18 | 10.63 | 9.81 | 0.00 | $0.00 | 18.00 | 11 | 4.0 | 18.000 | -0.82 | 2024-08-17 |
ENVX240906C00016000 | ENVX | CALL | Long | 16.00 | None | $0.00 | 0.00 | $-0.82 | -0.08 | 0.43 | 0.18 | 0.18 | 10.63 | 9.81 | 0.00 | $0.00 | 18.00 | 10 | 4.0 | 18.000 | -0.82 | 2024-08-16 |
ENVX240906C00016000 | ENVX | CALL | Long | 16.00 | None | $0.00 | 0.00 | $0.03 | 0.00 | 0.25 | 0.18 | 0.18 | 10.63 | 10.66 | 0.00 | $0.00 | 18.00 | 9 | 4.0 | 18.000 | 0.03 | 2024-08-15 |
ENVX240906C00016000 | ENVX | CALL | Long | 16.00 | None | $0.00 | 0.00 | $-0.44 | -0.04 | -0.22 | 0.18 | 0.18 | 10.63 | 10.19 | 0.00 | $0.00 | 18.00 | 8 | 4.0 | 18.000 | -0.44 | 2024-08-14 |
ENVX240906C00016000 | ENVX | CALL | Long | 16.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.22 | 0.18 | 0.18 | 10.63 | 10.63 | 0.00 | $0.00 | 18.00 | 7 | 4.0 | 18.000 | 0.00 | 2024-08-13 |
ENVX240906C00016000 | ENVX | CALL | Long | 16.00 | None | $0.00 | 0.00 | $-0.68 | -0.06 | 0.16 | 0.18 | 0.18 | 10.63 | 9.95 | 0.00 | $0.00 | 18.00 | 6 | 4.0 | 18.000 | -0.68 | 2024-08-12 |
ENVX240906C00016000 | ENVX | CALL | Long | 16.00 | None | $0.00 | 0.00 | $-0.07 | -0.01 | -0.06 | 0.18 | 0.18 | 10.63 | 10.56 | 0.00 | $0.00 | 18.00 | 3 | 4.0 | 18.000 | -0.07 | 2024-08-09 |
ENVX240906C00016000 | ENVX | CALL | Long | 16.00 | OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position. | $0.00 | 0.00 | $1.29 | 0.12 | 0.10 | 0.18 | 0.18 | 10.63 | 11.92 | 0.00 | $0.00 | 18.00 | 2 | 4.0 | 18.000 | 1.29 | 2024-08-08 |
ENVX240906C00016000 | ENVX | CALL | Long | 16.00 | None | $0.00 | 0.00 | $0.24 | 0.02 | 0.03 | 0.18 | 0.18 | 10.63 | 10.87 | 0.00 | $0.00 | 18.00 | 1 | 4.0 | 18.000 | 0.24 | 2024-08-07 |
ENVX240906C00016000 | ENVX | CALL | Long | 16.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.18 | 0.18 | 10.63 | 10.63 | 0.00 | $0.00 | 18.00 | 0 | 4.0 | 0.000 | 0.00 | 2024-08-06 |