| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-10 | EVGO | EVGO240816P00003500 | 3.50 | 2.0 | 53.000 | 0.998 | 0.405 | 0.1 | 0.3 | 0.000 | 0.340 | 0.530 | 0.60 | 3.29 | 2024-08-16 | PUT | Long | 0.399 | 0.414 | 0.119 |
| 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 | EVGO | 1.000 | 0.168 | 0.533 | 0.263 | 0.346 | 0.094 | 4.68 | -0.264 | 0.0000 | 1.71 | 8.94 | 21 | 1y | 7.16 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| EVGO240816P00003500 | EVGO | PUT | Long | 3.50 | None | $-0.56 | -0.93 | $-0.50 | -0.16 | -0.01 | 0.60 | 0.04 | 3.20 | 3.70 | -0.56 | $-56.00 | 60.00 | 36 | 5.0 | 902.000 | -0.50 | 2024-08-15 |
| EVGO240816P00003500 | EVGO | PUT | Long | 3.50 | None | $-0.53 | -0.88 | $-0.42 | -0.13 | -0.21 | 0.60 | 0.07 | 3.20 | 3.62 | -0.53 | $-53.00 | 60.00 | 35 | 18.0 | 902.000 | -0.42 | 2024-08-14 |
| EVGO240816P00003500 | EVGO | PUT | Long | 3.50 | None | $-0.54 | -0.90 | $-0.48 | -0.15 | -0.21 | 0.60 | 0.06 | 3.20 | 3.68 | -0.54 | $-54.00 | 60.00 | 34 | 34.0 | 900.000 | -0.48 | 2024-08-13 |
| EVGO240816P00003500 | EVGO | PUT | Long | 3.50 | None | $-0.45 | -0.75 | $-0.30 | -0.09 | -0.27 | 0.60 | 0.15 | 3.20 | 3.50 | -0.45 | $-45.00 | 60.00 | 33 | 12.0 | 911.000 | -0.30 | 2024-08-12 |
| EVGO240816P00003500 | EVGO | PUT | Long | 3.50 | None | $-0.46 | -0.77 | $-0.45 | -0.14 | -0.16 | 0.60 | 0.14 | 3.20 | 3.65 | -0.46 | $-46.00 | 60.00 | 30 | 1.0 | 910.000 | -0.45 | 2024-08-09 |
| EVGO240816P00003500 | EVGO | PUT | Long | 3.50 | None | $-0.50 | -0.83 | $-0.60 | -0.19 | -0.24 | 0.60 | 0.10 | 3.20 | 3.80 | -0.50 | $-50.00 | 60.00 | 29 | 28.0 | 913.000 | -0.60 | 2024-08-08 |
| EVGO240816P00003500 | EVGO | PUT | Long | 3.50 | None | $-0.45 | -0.75 | $-0.43 | -0.13 | -0.20 | 0.60 | 0.15 | 3.20 | 3.63 | -0.45 | $-45.00 | 60.00 | 28 | 207.0 | 859.000 | -0.43 | 2024-08-07 |
| EVGO240816P00003500 | EVGO | PUT | Long | 3.50 | None | $-0.42 | -0.70 | $-0.45 | -0.14 | -0.21 | 0.60 | 0.18 | 3.20 | 3.65 | -0.42 | $-42.00 | 60.00 | 27 | 34.0 | 859.000 | -0.45 | 2024-08-06 |
| EVGO240816P00003500 | EVGO | PUT | Long | 3.50 | None | $-0.35 | -0.58 | $-0.74 | -0.23 | -0.07 | 0.60 | 0.25 | 3.20 | 3.94 | -0.35 | $-35.00 | 60.00 | 19 | 28.0 | 729.000 | -0.74 | 2024-07-29 |
| EVGO240816P00003500 | EVGO | PUT | Long | 3.50 | None | $-0.35 | -0.58 | $-0.69 | -0.22 | -0.04 | 0.60 | 0.25 | 3.20 | 3.89 | -0.35 | $-35.00 | 60.00 | 16 | 28.0 | 715.000 | -0.69 | 2024-07-26 |
| EVGO240816P00003500 | EVGO | PUT | Long | 3.50 | None | $-0.29 | -0.48 | $-0.42 | -0.13 | -0.19 | 0.60 | 0.31 | 3.20 | 3.62 | -0.29 | $-29.00 | 60.00 | 15 | 28.0 | 697.000 | -0.42 | 2024-07-25 |
| EVGO240816P00003500 | EVGO | PUT | Long | 3.50 | None | $-0.35 | -0.58 | $-0.55 | -0.17 | -0.22 | 0.60 | 0.25 | 3.20 | 3.75 | -0.35 | $-35.00 | 60.00 | 14 | 119.0 | 646.000 | -0.55 | 2024-07-24 |
| EVGO240816P00003500 | EVGO | PUT | Long | 3.50 | None | $-0.35 | -0.58 | $-0.50 | -0.16 | -0.15 | 0.60 | 0.25 | 3.20 | 3.70 | -0.35 | $-35.00 | 60.00 | 13 | 14.0 | 641.000 | -0.50 | 2024-07-23 |
| EVGO240816P00003500 | EVGO | PUT | Long | 3.50 | None | $-0.20 | -0.33 | $-0.32 | -0.10 | -0.23 | 0.60 | 0.40 | 3.20 | 3.52 | -0.20 | $-20.00 | 60.00 | 12 | 129.0 | 594.000 | -0.32 | 2024-07-22 |
| EVGO240816P00003500 | EVGO | PUT | Long | 3.50 | None | $-0.20 | -0.33 | $-0.34 | -0.11 | -0.20 | 0.60 | 0.40 | 3.20 | 3.54 | -0.20 | $-20.00 | 60.00 | 9 | 17.0 | 592.000 | -0.34 | 2024-07-19 |
| EVGO240816P00003500 | EVGO | PUT | Long | 3.50 | None | $-0.23 | -0.38 | $-0.43 | -0.13 | -0.18 | 0.60 | 0.37 | 3.20 | 3.63 | -0.23 | $-23.00 | 60.00 | 8 | 20.0 | 592.000 | -0.43 | 2024-07-18 |
| EVGO240816P00003500 | EVGO | PUT | Long | 3.50 | None | $-0.24 | -0.40 | $-0.52 | -0.16 | -0.12 | 0.60 | 0.36 | 3.20 | 3.72 | -0.24 | $-24.00 | 60.00 | 7 | 302.0 | 618.000 | -0.52 | 2024-07-17 |
| EVGO240816P00003500 | EVGO | PUT | Long | 3.50 | None | $-0.38 | -0.63 | $-0.89 | -0.28 | -0.16 | 0.60 | 0.22 | 3.20 | 4.09 | -0.38 | $-38.00 | 60.00 | 6 | 336.0 | 375.000 | -0.89 | 2024-07-16 |
| EVGO240816P00003500 | EVGO | PUT | Long | 3.50 | None | $-0.34 | -0.57 | $-0.81 | -0.25 | -0.17 | 0.60 | 0.26 | 3.20 | 4.01 | -0.34 | $-34.00 | 60.00 | 5 | 72.0 | 383.000 | -0.81 | 2024-07-15 |
| EVGO240816P00003500 | EVGO | PUT | Long | 3.50 | None | $-0.25 | -0.42 | $-0.80 | -0.25 | -0.10 | 0.60 | 0.35 | 3.20 | 4.00 | -0.25 | $-25.00 | 60.00 | 2 | 444.0 | 57.000 | -0.80 | 2024-07-12 |
| EVGO240816P00003500 | EVGO | PUT | Long | 3.50 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.05; Exit EQ PnL: -0.18 | $-0.05 | -0.08 | $-0.17 | -0.05 | 0.39 | 0.60 | 0.55 | 3.20 | 3.37 | -0.05 | $-5.00 | 60.00 | 1 | 4.0 | 55.000 | -0.17 | 2024-07-11 |
| EVGO240816P00003500 | EVGO | PUT | Long | 3.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.60 | 0.60 | 3.20 | 3.20 | 0.00 | $0.00 | 60.00 | 0 | 3.0 | 53.000 | -0.00 | 2024-07-10 |