| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-12 | EVGO | EVGO240816P00004000 | 4.00 | 117.0 | 32.000 | 1.051 | 0.429 | 0.2 | 0.2 | -0.010 | 0.540 | 0.520 | 0.50 | 4.00 | 2024-08-16 | PUT | Long | 0.409 | 0.440 | 0.187 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| EVGO240816P00004000 | EVGO | PUT | Long | 4.00 | None | $-0.14 | -0.28 | $0.30 | 0.08 | -0.55 | 0.50 | 0.36 | 4.00 | 3.70 | -0.14 | $-14.00 | 50.00 | 34 | 3.0 | 259.000 | 0.30 | 2024-08-15 |
| EVGO240816P00004000 | EVGO | PUT | Long | 4.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $-0.08 | -0.16 | $0.38 | 0.10 | -0.11 | 0.50 | 0.42 | 4.00 | 3.62 | -0.08 | $-8.00 | 50.00 | 33 | 4.0 | 261.000 | 0.38 | 2024-08-14 |
| EVGO240816P00004000 | EVGO | PUT | Long | 4.00 | None | $-0.14 | -0.28 | $0.32 | 0.08 | -0.22 | 0.50 | 0.36 | 4.00 | 3.68 | -0.14 | $-14.00 | 50.00 | 32 | 21.0 | 262.000 | 0.32 | 2024-08-13 |
| EVGO240816P00004000 | EVGO | PUT | Long | 4.00 | None | $-0.10 | -0.20 | $0.50 | 0.12 | 0.57 | 0.50 | 0.40 | 4.00 | 3.50 | -0.10 | $-10.00 | 50.00 | 31 | 14.0 | 262.000 | 0.50 | 2024-08-12 |
| EVGO240816P00004000 | EVGO | PUT | Long | 4.00 | None | $-0.10 | -0.20 | $0.35 | 0.09 | -0.01 | 0.50 | 0.40 | 4.00 | 3.65 | -0.10 | $-10.00 | 50.00 | 28 | 12.0 | 260.000 | 0.35 | 2024-08-09 |
| EVGO240816P00004000 | EVGO | PUT | Long | 4.00 | None | $-0.05 | -0.10 | $0.20 | 0.05 | -0.08 | 0.50 | 0.45 | 4.00 | 3.80 | -0.05 | $-5.00 | 50.00 | 27 | 2.0 | 261.000 | 0.20 | 2024-08-08 |
| EVGO240816P00004000 | EVGO | PUT | Long | 4.00 | None | $-0.20 | -0.40 | $0.37 | 0.09 | 0.16 | 0.50 | 0.30 | 4.00 | 3.63 | -0.20 | $-20.00 | 50.00 | 26 | 3.0 | 262.000 | 0.37 | 2024-08-07 |
| EVGO240816P00004000 | EVGO | PUT | Long | 4.00 | None | $0.05 | 0.10 | $0.35 | 0.09 | -0.16 | 0.50 | 0.55 | 4.00 | 3.65 | 0.05 | $5.00 | 50.00 | 25 | 143.0 | 325.000 | 0.35 | 2024-08-06 |
| EVGO240816P00004000 | EVGO | PUT | Long | 4.00 | None | $-0.05 | -0.10 | $0.07 | 0.02 | 0.14 | 0.50 | 0.45 | 4.00 | 3.93 | -0.05 | $-5.00 | 50.00 | 17 | 5.0 | 231.000 | 0.07 | 2024-07-29 |
| EVGO240816P00004000 | EVGO | PUT | Long | 4.00 | None | $-0.05 | -0.10 | $0.11 | 0.03 | 0.04 | 0.50 | 0.45 | 4.00 | 3.89 | -0.05 | $-5.00 | 50.00 | 14 | 5.0 | 231.000 | 0.11 | 2024-07-26 |
| EVGO240816P00004000 | EVGO | PUT | Long | 4.00 | None | $0.06 | 0.12 | $0.38 | 0.10 | 0.09 | 0.50 | 0.56 | 4.00 | 3.62 | 0.06 | $6.00 | 50.00 | 13 | 41.0 | 231.000 | 0.38 | 2024-07-25 |
| EVGO240816P00004000 | EVGO | PUT | Long | 4.00 | None | $0.06 | 0.12 | $0.25 | 0.06 | 0.39 | 0.50 | 0.56 | 4.00 | 3.75 | 0.06 | $6.00 | 50.00 | 12 | 41.0 | 214.000 | 0.25 | 2024-07-24 |
| EVGO240816P00004000 | EVGO | PUT | Long | 4.00 | None | $0.02 | 0.04 | $0.30 | 0.08 | 0.03 | 0.50 | 0.52 | 4.00 | 3.70 | 0.02 | $2.00 | 50.00 | 11 | 3.0 | 210.000 | 0.30 | 2024-07-23 |
| EVGO240816P00004000 | EVGO | PUT | Long | 4.00 | None | $0.30 | 0.60 | $0.48 | 0.12 | -0.00 | 0.50 | 0.80 | 4.00 | 3.52 | 0.30 | $30.00 | 50.00 | 10 | 41.0 | 218.000 | 0.48 | 2024-07-22 |
| EVGO240816P00004000 | EVGO | PUT | Long | 4.00 | None | $0.22 | 0.44 | $0.46 | 0.12 | -0.03 | 0.50 | 0.72 | 4.00 | 3.54 | 0.22 | $22.00 | 50.00 | 7 | 108.0 | 235.000 | 0.46 | 2024-07-19 |
| EVGO240816P00004000 | EVGO | PUT | Long | 4.00 | None | $0.17 | 0.34 | $0.37 | 0.09 | 0.02 | 0.50 | 0.67 | 4.00 | 3.63 | 0.17 | $17.00 | 50.00 | 6 | 2.0 | 233.000 | 0.37 | 2024-07-18 |
| EVGO240816P00004000 | EVGO | PUT | Long | 4.00 | None | $0.15 | 0.30 | $0.28 | 0.07 | 0.06 | 0.50 | 0.65 | 4.00 | 3.72 | 0.15 | $15.00 | 50.00 | 5 | 164.0 | 198.000 | 0.28 | 2024-07-17 |
| EVGO240816P00004000 | EVGO | PUT | Long | 4.00 | None | $-0.05 | -0.10 | $-0.09 | -0.02 | -0.01 | 0.50 | 0.45 | 4.00 | 4.09 | -0.05 | $-5.00 | 50.00 | 4 | 119.0 | 141.000 | -0.09 | 2024-07-16 |
| EVGO240816P00004000 | EVGO | PUT | Long | 4.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.05 | 0.10 | $-0.01 | -0.00 | 0.00 | 0.50 | 0.55 | 4.00 | 4.01 | 0.05 | $5.00 | 50.00 | 3 | 27.0 | 123.000 | -0.01 | 2024-07-15 |
| EVGO240816P00004000 | EVGO | PUT | Long | 4.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.02 | 0.50 | 0.50 | 4.00 | 4.00 | 0.00 | $0.00 | 50.00 | 1 | 120.0 | 32.000 | -0.00 | 2024-07-13 |
| EVGO240816P00004000 | EVGO | PUT | Long | 4.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.50 | 0.50 | 4.00 | 4.00 | 0.00 | $0.00 | 50.00 | 0 | 117.0 | 32.000 | -0.00 | 2024-07-12 |