| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-08-30 | ESTC | ESTC241018C00080000 | 80.00 | 156.0 | 5.000 | 0.386 | 0.357 | 2.1 | 5.5 | 0.050 | 2.350 | 5.750 | 2.70 | 76.20 | 2024-10-18 | CALL | Long | 0.197 | 0.367 | -0.265 |
| 2024-08-31 | ESTC | ESTC241018C00080000 | 80.00 | 158.0 | 5.000 | 0.432 | 0.354 | 2.0 | 5.4 | 0.050 | 2.660 | 6.090 | 2.85 | 76.19 | 2024-10-18 | CALL | Long | 0.197 | 0.367 | -0.265 |
| 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 | ESTC | 0.909 | 0.060 | 0.324 | 0.139 | 0.184 | 0.098 | 107.25 | 0.049 | 0.0000 | 70.14 | 133.81 | 21 | 1y | 83.10 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ESTC241018C00080000 | ESTC | CALL | Long | 80.00 | None | $0.40 | 0.15 | $6.51 | 0.09 | 0.16 | 2.70 | 3.10 | 76.20 | 82.71 | 0.40 | $40.00 | 270.00 | 47 | 9.0 | 710.000 | 6.51 | 2024-10-16 |
| ESTC241018C00080000 | ESTC | CALL | Long | 80.00 | None | $0.85 | 0.31 | $6.92 | 0.09 | -0.01 | 2.70 | 3.55 | 76.20 | 83.12 | 0.85 | $85.00 | 270.00 | 45 | 60.0 | 706.000 | 6.92 | 2024-10-14 |
| ESTC241018C00080000 | ESTC | CALL | Long | 80.00 | None | $1.00 | 0.37 | $6.78 | 0.09 | 0.02 | 2.70 | 3.70 | 76.20 | 82.98 | 1.00 | $100.00 | 270.00 | 42 | 74.0 | 760.000 | 6.78 | 2024-10-11 |
| ESTC241018C00080000 | ESTC | CALL | Long | 80.00 | None | $0.58 | 0.21 | $5.83 | 0.08 | 0.03 | 2.70 | 3.28 | 76.20 | 82.03 | 0.58 | $58.00 | 270.00 | 41 | 45.0 | 766.000 | 5.83 | 2024-10-10 |
| ESTC241018C00080000 | ESTC | CALL | Long | 80.00 | None | $-0.80 | -0.30 | $3.68 | 0.05 | -0.02 | 2.70 | 1.90 | 76.20 | 79.88 | -0.80 | $-80.00 | 270.00 | 40 | 58.0 | 772.000 | 3.68 | 2024-10-09 |
| ESTC241018C00080000 | ESTC | CALL | Long | 80.00 | None | $-1.35 | -0.50 | $0.95 | 0.01 | 0.04 | 2.70 | 1.35 | 76.20 | 77.15 | -1.35 | $-135.00 | 270.00 | 38 | 23.0 | 767.000 | 0.95 | 2024-10-07 |
| ESTC241018C00080000 | ESTC | CALL | Long | 80.00 | None | $-0.90 | -0.33 | $2.81 | 0.04 | 0.00 | 2.70 | 1.80 | 76.20 | 79.01 | -0.90 | $-90.00 | 270.00 | 36 | 170.0 | 766.000 | 2.81 | 2024-10-05 |
| ESTC241018C00080000 | ESTC | CALL | Long | 80.00 | None | $-0.90 | -0.33 | $2.81 | 0.04 | -0.03 | 2.70 | 1.80 | 76.20 | 79.01 | -0.90 | $-90.00 | 270.00 | 35 | 170.0 | 766.000 | 2.81 | 2024-10-04 |
| ESTC241018C00080000 | ESTC | CALL | Long | 80.00 | None | $-1.65 | -0.61 | $0.02 | 0.00 | 0.01 | 2.70 | 1.05 | 76.20 | 76.22 | -1.65 | $-165.00 | 270.00 | 34 | 1.0 | 766.000 | 0.02 | 2024-10-03 |
| ESTC241018C00080000 | ESTC | CALL | Long | 80.00 | None | $-1.65 | -0.61 | $0.30 | 0.00 | -0.00 | 2.70 | 1.05 | 76.20 | 76.50 | -1.65 | $-165.00 | 270.00 | 33 | 9.0 | 763.000 | 0.30 | 2024-10-02 |
| ESTC241018C00080000 | ESTC | CALL | Long | 80.00 | None | $-1.90 | -0.70 | $-1.19 | -0.02 | -0.01 | 2.70 | 0.80 | 76.20 | 75.01 | -1.90 | $-190.00 | 270.00 | 32 | 68.0 | 773.000 | -1.19 | 2024-10-01 |
| ESTC241018C00080000 | ESTC | CALL | Long | 80.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $-1.15 | -0.43 | $0.59 | 0.01 | -0.02 | 2.70 | 1.55 | 76.20 | 76.79 | -1.15 | $-115.00 | 270.00 | 31 | 37.0 | 753.000 | 0.59 | 2024-09-30 |
| ESTC241018C00080000 | ESTC | CALL | Long | 80.00 | None | $-1.20 | -0.44 | $1.15 | 0.02 | -0.36 | 2.70 | 1.50 | 76.20 | 77.35 | -1.20 | $-120.00 | 270.00 | 30 | 13.0 | 753.000 | 1.15 | 2024-09-29 |
| ESTC241018C00080000 | ESTC | CALL | Long | 80.00 | None | $-1.20 | -0.44 | $1.15 | 0.02 | -0.02 | 2.70 | 1.50 | 76.20 | 77.35 | -1.20 | $-120.00 | 270.00 | 29 | 13.0 | 753.000 | 1.15 | 2024-09-28 |
| ESTC241018C00080000 | ESTC | CALL | Long | 80.00 | None | $-1.20 | -0.44 | $1.15 | 0.02 | -0.01 | 2.70 | 1.50 | 76.20 | 77.35 | -1.20 | $-120.00 | 270.00 | 28 | 13.0 | 753.000 | 1.15 | 2024-09-27 |
| ESTC241018C00080000 | ESTC | CALL | Long | 80.00 | None | $-0.80 | -0.30 | $1.34 | 0.02 | -0.00 | 2.70 | 1.90 | 76.20 | 77.54 | -0.80 | $-80.00 | 270.00 | 27 | 33.0 | 743.000 | 1.34 | 2024-09-26 |
| ESTC241018C00080000 | ESTC | CALL | Long | 80.00 | None | $-0.65 | -0.24 | $2.12 | 0.03 | -0.01 | 2.70 | 2.05 | 76.20 | 78.32 | -0.65 | $-65.00 | 270.00 | 26 | 36.0 | 723.000 | 2.12 | 2024-09-25 |
| ESTC241018C00080000 | ESTC | CALL | Long | 80.00 | None | $-0.75 | -0.28 | $1.99 | 0.03 | -0.04 | 2.70 | 1.95 | 76.20 | 78.19 | -0.75 | $-75.00 | 270.00 | 25 | 36.0 | 720.000 | 1.99 | 2024-09-24 |
| ESTC241018C00080000 | ESTC | CALL | Long | 80.00 | None | $-1.00 | -0.37 | $0.84 | 0.01 | -0.01 | 2.70 | 1.70 | 76.20 | 77.04 | -1.00 | $-100.00 | 270.00 | 24 | 62.0 | 671.000 | 0.84 | 2024-09-23 |
| ESTC241018C00080000 | ESTC | CALL | Long | 80.00 | None | $-1.05 | -0.39 | $0.19 | 0.00 | -0.36 | 2.70 | 1.65 | 76.20 | 76.39 | -1.05 | $-105.00 | 270.00 | 23 | 296.0 | 0.000 | 0.19 | 2024-09-22 |
| ESTC241018C00080000 | ESTC | CALL | Long | 80.00 | None | $-1.09 | -0.40 | $0.18 | 0.00 | -0.02 | 2.70 | 1.61 | 76.20 | 76.38 | -1.09 | $-109.00 | 270.00 | 21 | 251.0 | 432.000 | 0.18 | 2024-09-20 |
| ESTC241018C00080000 | ESTC | CALL | Long | 80.00 | None | $-1.06 | -0.39 | $0.11 | 0.00 | -0.03 | 2.70 | 1.64 | 76.20 | 76.31 | -1.06 | $-106.00 | 270.00 | 20 | 36.0 | 443.000 | 0.11 | 2024-09-19 |
| ESTC241018C00080000 | ESTC | CALL | Long | 80.00 | None | $-1.15 | -0.43 | $-1.28 | -0.02 | 0.02 | 2.70 | 1.55 | 76.20 | 74.92 | -1.15 | $-115.00 | 270.00 | 19 | 6.0 | 439.000 | -1.28 | 2024-09-18 |
| ESTC241018C00080000 | ESTC | CALL | Long | 80.00 | None | $-0.71 | -0.26 | $-0.80 | -0.01 | 0.03 | 2.70 | 1.99 | 76.20 | 75.40 | -0.71 | $-71.00 | 270.00 | 18 | 7.0 | 428.000 | -0.80 | 2024-09-17 |
| ESTC241018C00080000 | ESTC | CALL | Long | 80.00 | None | $-0.52 | -0.19 | $-0.44 | -0.01 | 0.02 | 2.70 | 2.18 | 76.20 | 75.76 | -0.52 | $-52.00 | 270.00 | 17 | 67.0 | 385.000 | -0.44 | 2024-09-16 |
| ESTC241018C00080000 | ESTC | CALL | Long | 80.00 | None | $-1.00 | -0.37 | $-0.96 | -0.01 | 0.01 | 2.70 | 1.70 | 76.20 | 75.24 | -1.00 | $-100.00 | 270.00 | 15 | 58.0 | 338.000 | -0.96 | 2024-09-14 |
| ESTC241018C00080000 | ESTC | CALL | Long | 80.00 | None | $-1.00 | -0.37 | $-0.96 | -0.01 | -0.00 | 2.70 | 1.70 | 76.20 | 75.24 | -1.00 | $-100.00 | 270.00 | 14 | 58.0 | 338.000 | -0.96 | 2024-09-13 |
| ESTC241018C00080000 | ESTC | CALL | Long | 80.00 | None | $-1.00 | -0.37 | $-2.38 | -0.03 | 0.04 | 2.70 | 1.70 | 76.20 | 73.82 | -1.00 | $-100.00 | 270.00 | 13 | 157.0 | 224.000 | -2.38 | 2024-09-12 |
| ESTC241018C00080000 | ESTC | CALL | Long | 80.00 | None | $-0.98 | -0.36 | $-1.74 | -0.02 | 0.02 | 2.70 | 1.72 | 76.20 | 74.46 | -0.98 | $-98.00 | 270.00 | 12 | 39.0 | 208.000 | -1.74 | 2024-09-11 |
| ESTC241018C00080000 | ESTC | CALL | Long | 80.00 | None | $-1.45 | -0.54 | $-4.11 | -0.05 | 0.02 | 2.70 | 1.25 | 76.20 | 72.09 | -1.45 | $-145.00 | 270.00 | 11 | 14.0 | 208.000 | -4.11 | 2024-09-10 |
| ESTC241018C00080000 | ESTC | CALL | Long | 80.00 | None | $-1.50 | -0.56 | $-5.10 | -0.07 | 0.05 | 2.70 | 1.20 | 76.20 | 71.10 | -1.50 | $-150.00 | 270.00 | 10 | 76.0 | 174.000 | -5.10 | 2024-09-09 |
| ESTC241018C00080000 | ESTC | CALL | Long | 80.00 | None | $-1.56 | -0.58 | $-6.06 | -0.08 | 0.06 | 2.70 | 1.14 | 76.20 | 70.14 | -1.56 | $-156.00 | 270.00 | 9 | 9.0 | 175.000 | -6.06 | 2024-09-08 |
| ESTC241018C00080000 | ESTC | CALL | Long | 80.00 | None | $-1.56 | -0.58 | $-6.05 | -0.08 | 0.06 | 2.70 | 1.14 | 76.20 | 70.15 | -1.56 | $-156.00 | 270.00 | 7 | 9.0 | 175.000 | -6.05 | 2024-09-06 |
| ESTC241018C00080000 | ESTC | CALL | Long | 80.00 | None | $-0.90 | -0.33 | $-3.67 | -0.05 | 0.03 | 2.70 | 1.80 | 76.20 | 72.53 | -0.90 | $-90.00 | 270.00 | 6 | 20.0 | 165.000 | -3.67 | 2024-09-05 |
| ESTC241018C00080000 | ESTC | CALL | Long | 80.00 | None | $-0.56 | -0.21 | $-2.86 | -0.04 | 0.03 | 2.70 | 2.14 | 76.20 | 73.34 | -0.56 | $-56.00 | 270.00 | 5 | 29.0 | 179.000 | -2.86 | 2024-09-04 |
| ESTC241018C00080000 | ESTC | CALL | Long | 80.00 | None | $0.15 | 0.06 | $-0.01 | -0.00 | 0.05 | 2.70 | 2.85 | 76.20 | 76.19 | 0.15 | $15.00 | 270.00 | 1 | 158.0 | 5.000 | -0.01 | 2024-08-31 |
| ESTC241018C00080000 | ESTC | CALL | Long | 80.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 2.70 | 2.70 | 76.20 | 76.20 | 0.00 | $0.00 | 270.00 | 0 | 156.0 | 5.000 | 0.00 | 2024-08-30 |