| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-11 | ETWO | ETWO240816C00004000 | 4.00 | 2.0 | 6.000 | 5.852 | 0.215 | 0.0 | 0.3 | 0.010 | 2.400 | 2.620 | 0.80 | 3.77 | 2024-08-16 | CALL | Long | 0.209 | 0.222 | -0.072 |
| 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 | ETWO | 0.727 | 0.074 | 0.277 | 0.144 | 0.074 | -0.066 | 3.10 | -1.686 | 0.0000 | 2.93 | 5.01 | 21 | 1y | 3.12 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ETWO240816C00004000 | ETWO | CALL | Long | 4.00 | None | $-0.50 | -0.62 | $0.17 | 0.04 | -2.94 | 0.80 | 0.30 | 4.13 | 4.30 | -0.50 | $-50.00 | 80.00 | 35 | 1.0 | 6.000 | 0.17 | 2024-08-15 |
| ETWO240816C00004000 | ETWO | CALL | Long | 4.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | -4.55 | 0.80 | 0.80 | 4.13 | 4.13 | 0.00 | $0.00 | 80.00 | 34 | 2.0 | 6.000 | 0.00 | 2024-08-14 |
| ETWO240816C00004000 | ETWO | CALL | Long | 4.00 | None | $0.00 | 0.00 | $0.09 | 0.02 | -3.91 | 0.80 | 0.80 | 4.13 | 4.22 | 0.00 | $0.00 | 80.00 | 33 | 2.0 | 6.000 | 0.09 | 2024-08-13 |
| ETWO240816C00004000 | ETWO | CALL | Long | 4.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | -4.70 | 0.80 | 0.80 | 4.13 | 4.13 | 0.00 | $0.00 | 80.00 | 32 | 2.0 | 6.000 | 0.00 | 2024-08-12 |
| ETWO240816C00004000 | ETWO | CALL | Long | 4.00 | None | $0.00 | 0.00 | $0.02 | 0.00 | -4.09 | 0.80 | 0.80 | 4.13 | 4.15 | 0.00 | $0.00 | 80.00 | 29 | 2.0 | 6.000 | 0.02 | 2024-08-09 |
| ETWO240816C00004000 | ETWO | CALL | Long | 4.00 | None | $0.00 | 0.00 | $0.06 | 0.01 | -4.25 | 0.80 | 0.80 | 4.13 | 4.19 | 0.00 | $0.00 | 80.00 | 28 | 2.0 | 6.000 | 0.06 | 2024-08-08 |
| ETWO240816C00004000 | ETWO | CALL | Long | 4.00 | None | $0.00 | 0.00 | $-0.05 | -0.01 | -3.00 | 0.80 | 0.80 | 4.13 | 4.08 | 0.00 | $0.00 | 80.00 | 27 | 2.0 | 6.000 | -0.05 | 2024-08-07 |
| ETWO240816C00004000 | ETWO | CALL | Long | 4.00 | None | $0.00 | 0.00 | $-0.05 | -0.01 | -4.46 | 0.80 | 0.80 | 4.13 | 4.08 | 0.00 | $0.00 | 80.00 | 26 | 2.0 | 6.000 | -0.05 | 2024-08-06 |
| ETWO240816C00004000 | ETWO | CALL | Long | 4.00 | None | $0.00 | 0.00 | $0.59 | 0.14 | -5.20 | 0.80 | 0.80 | 4.13 | 4.72 | 0.00 | $0.00 | 80.00 | 18 | 2.0 | 6.000 | 0.59 | 2024-07-29 |
| ETWO240816C00004000 | ETWO | CALL | Long | 4.00 | None | $0.00 | 0.00 | $0.55 | 0.13 | -2.76 | 0.80 | 0.80 | 4.13 | 4.68 | 0.00 | $0.00 | 80.00 | 15 | 2.0 | 6.000 | 0.55 | 2024-07-26 |
| ETWO240816C00004000 | ETWO | CALL | Long | 4.00 | None | $0.00 | 0.00 | $0.48 | 0.12 | -4.50 | 0.80 | 0.80 | 4.13 | 4.61 | 0.00 | $0.00 | 80.00 | 14 | 2.0 | 6.000 | 0.48 | 2024-07-25 |
| ETWO240816C00004000 | ETWO | CALL | Long | 4.00 | None | $0.00 | 0.00 | $0.48 | 0.12 | -4.09 | 0.80 | 0.80 | 4.13 | 4.61 | 0.00 | $0.00 | 80.00 | 13 | 2.0 | 6.000 | 0.48 | 2024-07-24 |
| ETWO240816C00004000 | ETWO | CALL | Long | 4.00 | None | $0.00 | 0.00 | $0.59 | 0.14 | -4.59 | 0.80 | 0.80 | 4.13 | 4.72 | 0.00 | $0.00 | 80.00 | 12 | 2.0 | 6.000 | 0.59 | 2024-07-23 |
| ETWO240816C00004000 | ETWO | CALL | Long | 4.00 | None | $0.00 | 0.00 | $0.43 | 0.10 | -4.30 | 0.80 | 0.80 | 4.13 | 4.56 | 0.00 | $0.00 | 80.00 | 11 | 2.0 | 6.000 | 0.43 | 2024-07-22 |
| ETWO240816C00004000 | ETWO | CALL | Long | 4.00 | None | $0.00 | 0.00 | $0.29 | 0.07 | -4.23 | 0.80 | 0.80 | 4.13 | 4.42 | 0.00 | $0.00 | 80.00 | 8 | 2.0 | 6.000 | 0.29 | 2024-07-19 |
| ETWO240816C00004000 | ETWO | CALL | Long | 4.00 | None | $0.00 | 0.00 | $0.42 | 0.10 | -4.22 | 0.80 | 0.80 | 4.13 | 4.55 | 0.00 | $0.00 | 80.00 | 7 | 2.0 | 6.000 | 0.42 | 2024-07-18 |
| ETWO240816C00004000 | ETWO | CALL | Long | 4.00 | None | $0.00 | 0.00 | $0.52 | 0.13 | -4.18 | 0.80 | 0.80 | 4.13 | 4.65 | 0.00 | $0.00 | 80.00 | 6 | 2.0 | 6.000 | 0.52 | 2024-07-17 |
| ETWO240816C00004000 | ETWO | CALL | Long | 4.00 | None | $0.00 | 0.00 | $0.35 | 0.08 | -4.66 | 0.80 | 0.80 | 4.13 | 4.48 | 0.00 | $0.00 | 80.00 | 5 | 2.0 | 6.000 | 0.35 | 2024-07-16 |
| ETWO240816C00004000 | ETWO | CALL | Long | 4.00 | None | $0.00 | 0.00 | $0.37 | 0.09 | -4.30 | 0.80 | 0.80 | 4.13 | 4.50 | 0.00 | $0.00 | 80.00 | 4 | 2.0 | 6.000 | 0.37 | 2024-07-15 |
| ETWO240816C00004000 | ETWO | CALL | Long | 4.00 | OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position. | $0.00 | 0.00 | $0.21 | 0.05 | -4.30 | 0.80 | 0.80 | 4.13 | 4.34 | 0.00 | $0.00 | 80.00 | 2 | 2.0 | 6.000 | 0.21 | 2024-07-13 |
| ETWO240816C00004000 | ETWO | CALL | Long | 4.00 | None | $0.00 | 0.00 | $0.21 | 0.05 | -4.32 | 0.80 | 0.80 | 4.13 | 4.34 | 0.00 | $0.00 | 80.00 | 1 | 2.0 | 6.000 | 0.21 | 2024-07-12 |
| ETWO240816C00004000 | ETWO | CALL | Long | 4.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.80 | 0.80 | 4.13 | 4.13 | 0.00 | $0.00 | 80.00 | 0 | 2.0 | 6.000 | 0.00 | 2024-07-11 |