| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-10-03 | EVGO | EVGO241115P00005000 | 5.00 | 29.0 | 62.000 | 1.045 | 0.440 | 0.6 | 0.1 | -0.040 | 0.950 | 0.480 | 0.55 | 5.45 | 2024-11-15 | PUT | Long | 0.387 | 0.611 | 0.608 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| EVGO241115P00005000 | EVGO | PUT | Long | 5.00 | None | $-0.35 | -0.88 | $1.27 | 0.20 | -0.39 | 0.40 | 0.05 | 6.32 | 5.05 | -0.35 | $-35.00 | 40.00 | 42 | 138.0 | 1917.000 | 1.27 | 2024-11-14 |
| EVGO241115P00005000 | EVGO | PUT | Long | 5.00 | None | $-0.25 | -0.62 | $1.12 | 0.18 | -0.37 | 0.40 | 0.15 | 6.32 | 5.20 | -0.25 | $-25.00 | 40.00 | 41 | 563.0 | 2190.000 | 1.12 | 2024-11-13 |
| EVGO241115P00005000 | EVGO | PUT | Long | 5.00 | None | $-0.12 | -0.30 | $1.43 | 0.23 | -0.04 | 0.40 | 0.28 | 6.32 | 4.89 | -0.12 | $-12.00 | 40.00 | 40 | 887.0 | 2044.000 | 1.43 | 2024-11-12 |
| EVGO241115P00005000 | EVGO | PUT | Long | 5.00 | None | $-0.20 | -0.50 | $0.92 | 0.15 | 0.18 | 0.40 | 0.20 | 6.32 | 5.40 | -0.20 | $-20.00 | 40.00 | 39 | 971.0 | 1467.000 | 0.92 | 2024-11-11 |
| EVGO241115P00005000 | EVGO | PUT | Long | 5.00 | None | $-0.24 | -0.60 | $0.78 | 0.12 | 0.22 | 0.40 | 0.16 | 6.32 | 5.54 | -0.24 | $-24.00 | 40.00 | 38 | 416.0 | 1292.000 | 0.78 | 2024-11-10 |
| EVGO241115P00005000 | EVGO | PUT | Long | 5.00 | None | $-0.24 | -0.60 | $0.78 | 0.12 | 0.11 | 0.40 | 0.16 | 6.32 | 5.54 | -0.24 | $-24.00 | 40.00 | 37 | 416.0 | 1292.000 | 0.78 | 2024-11-09 |
| EVGO241115P00005000 | EVGO | PUT | Long | 5.00 | None | $-0.26 | -0.65 | $0.68 | 0.11 | -0.07 | 0.40 | 0.14 | 6.32 | 5.64 | -0.26 | $-26.00 | 40.00 | 36 | 247.0 | 1292.000 | 0.68 | 2024-11-08 |
| EVGO241115P00005000 | EVGO | PUT | Long | 5.00 | None | $-0.32 | -0.80 | $0.19 | 0.03 | -0.01 | 0.40 | 0.08 | 6.32 | 6.13 | -0.32 | $-32.00 | 40.00 | 35 | 362.0 | 1480.000 | 0.19 | 2024-11-07 |
| EVGO241115P00005000 | EVGO | PUT | Long | 5.00 | None | $-0.36 | -0.90 | $-0.35 | -0.06 | -0.12 | 0.40 | 0.04 | 6.32 | 6.67 | -0.36 | $-36.00 | 40.00 | 34 | 9.0 | 1482.000 | -0.35 | 2024-11-06 |
| EVGO241115P00005000 | EVGO | PUT | Long | 5.00 | None | $-0.38 | -0.95 | $-1.19 | -0.19 | 0.14 | 0.40 | 0.02 | 6.32 | 7.51 | -0.38 | $-38.00 | 40.00 | 33 | 9.0 | 1482.000 | -1.19 | 2024-11-05 |
| EVGO241115P00005000 | EVGO | PUT | Long | 5.00 | None | $-0.38 | -0.95 | $-1.16 | -0.18 | 0.08 | 0.40 | 0.02 | 6.32 | 7.48 | -0.38 | $-38.00 | 40.00 | 32 | 9.0 | 1489.000 | -1.16 | 2024-11-04 |
| EVGO241115P00005000 | EVGO | PUT | Long | 5.00 | None | $-0.36 | -0.90 | $-1.65 | -0.26 | 0.08 | 0.40 | 0.04 | 6.32 | 7.97 | -0.36 | $-36.00 | 40.00 | 29 | 12.0 | 1489.000 | -1.65 | 2024-11-01 |
| EVGO241115P00005000 | EVGO | PUT | Long | 5.00 | None | $-0.36 | -0.90 | $-1.52 | -0.24 | 0.00 | 0.40 | 0.04 | 6.32 | 7.84 | -0.36 | $-36.00 | 40.00 | 28 | 12.0 | 1495.000 | -1.52 | 2024-10-31 |
| EVGO241115P00005000 | EVGO | PUT | Long | 5.00 | None | $-0.37 | -0.92 | $-1.95 | -0.31 | 0.08 | 0.40 | 0.03 | 6.32 | 8.27 | -0.37 | $-37.00 | 40.00 | 27 | 11.0 | 1506.000 | -1.95 | 2024-10-30 |
| EVGO241115P00005000 | EVGO | PUT | Long | 5.00 | None | $-0.37 | -0.92 | $-2.05 | -0.32 | 0.10 | 0.40 | 0.03 | 6.32 | 8.37 | -0.37 | $-37.00 | 40.00 | 26 | 17.0 | 1504.000 | -2.05 | 2024-10-29 |
| EVGO241115P00005000 | EVGO | PUT | Long | 5.00 | None | $-0.37 | -0.92 | $-2.20 | -0.35 | -0.72 | 0.40 | 0.03 | 6.32 | 8.52 | -0.37 | $-37.00 | 40.00 | 25 | 2.0 | 1501.000 | -2.20 | 2024-10-28 |
| EVGO241115P00005000 | EVGO | PUT | Long | 5.00 | None | $-0.35 | -0.88 | $-2.49 | -0.39 | 0.10 | 0.40 | 0.05 | 6.32 | 8.81 | -0.35 | $-35.00 | 40.00 | 24 | 20.0 | 1481.000 | -2.49 | 2024-10-27 |
| EVGO241115P00005000 | EVGO | PUT | Long | 5.00 | None | $-0.35 | -0.88 | $-2.49 | -0.39 | 0.07 | 0.40 | 0.05 | 6.32 | 8.81 | -0.35 | $-35.00 | 40.00 | 23 | 20.0 | 1481.000 | -2.49 | 2024-10-26 |
| EVGO241115P00005000 | EVGO | PUT | Long | 5.00 | None | $-0.36 | -0.90 | $-2.62 | -0.41 | 0.05 | 0.40 | 0.04 | 6.32 | 8.94 | -0.36 | $-36.00 | 40.00 | 21 | 37.0 | 1498.000 | -2.62 | 2024-10-24 |
| EVGO241115P00005000 | EVGO | PUT | Long | 5.00 | None | $-0.32 | -0.80 | $-1.69 | -0.27 | -0.03 | 0.40 | 0.08 | 6.32 | 8.01 | -0.32 | $-32.00 | 40.00 | 20 | 21.0 | 1498.000 | -1.69 | 2024-10-23 |
| EVGO241115P00005000 | EVGO | PUT | Long | 5.00 | None | $-0.32 | -0.80 | $-1.94 | -0.31 | 0.34 | 0.40 | 0.08 | 6.32 | 8.26 | -0.32 | $-32.00 | 40.00 | 19 | 21.0 | 1495.000 | -1.94 | 2024-10-22 |
| EVGO241115P00005000 | EVGO | PUT | Long | 5.00 | None | $-0.35 | -0.88 | $-1.77 | -0.28 | 0.06 | 0.40 | 0.05 | 6.32 | 8.09 | -0.35 | $-35.00 | 40.00 | 18 | 21.0 | 1506.000 | -1.77 | 2024-10-21 |
| EVGO241115P00005000 | EVGO | PUT | Long | 5.00 | None | $-0.35 | -0.88 | $-1.94 | -0.31 | 0.14 | 0.40 | 0.05 | 6.32 | 8.26 | -0.35 | $-35.00 | 40.00 | 16 | 36.0 | 1536.000 | -1.94 | 2024-10-19 |
| EVGO241115P00005000 | EVGO | PUT | Long | 5.00 | None | $-0.35 | -0.88 | $-2.11 | -0.33 | 0.15 | 0.40 | 0.05 | 6.32 | 8.43 | -0.35 | $-35.00 | 40.00 | 15 | 35.0 | 1536.000 | -2.11 | 2024-10-18 |
| EVGO241115P00005000 | EVGO | PUT | Long | 5.00 | None | $-0.34 | -0.85 | $-1.97 | -0.31 | -0.01 | 0.40 | 0.06 | 6.32 | 8.29 | -0.34 | $-34.00 | 40.00 | 13 | 2.0 | 1137.000 | -1.97 | 2024-10-16 |
| EVGO241115P00005000 | EVGO | PUT | Long | 5.00 | None | $-0.30 | -0.75 | $-1.16 | -0.18 | -0.07 | 0.40 | 0.10 | 6.32 | 7.48 | -0.30 | $-30.00 | 40.00 | 11 | 12.0 | 1367.000 | -1.16 | 2024-10-14 |
| EVGO241115P00005000 | EVGO | PUT | Long | 5.00 | None | $-0.28 | -0.70 | $-0.91 | -0.14 | -0.18 | 0.40 | 0.12 | 6.32 | 7.23 | -0.28 | $-28.00 | 40.00 | 8 | 119.0 | 1298.000 | -0.91 | 2024-10-11 |
| EVGO241115P00005000 | EVGO | PUT | Long | 5.00 | None | $-0.20 | -0.50 | $-0.37 | -0.06 | -0.22 | 0.40 | 0.20 | 6.32 | 6.69 | -0.20 | $-20.00 | 40.00 | 7 | 97.0 | 1243.000 | -0.37 | 2024-10-10 |
| EVGO241115P00005000 | EVGO | PUT | Long | 5.00 | None | $-0.24 | -0.60 | $-0.74 | -0.12 | -0.13 | 0.40 | 0.16 | 6.32 | 7.06 | -0.24 | $-24.00 | 40.00 | 6 | 28.0 | 1246.000 | -0.74 | 2024-10-09 |
| EVGO241115P00005000 | EVGO | PUT | Long | 5.00 | None | $-0.10 | -0.25 | $-0.61 | -0.10 | 0.00 | 0.40 | 0.30 | 6.32 | 6.93 | -0.10 | $-10.00 | 40.00 | 4 | 325.0 | 1190.000 | -0.61 | 2024-10-07 |
| EVGO241115P00005000 | EVGO | PUT | Long | 5.00 | None | $-0.20 | -0.50 | $-0.88 | -0.14 | -0.05 | 0.40 | 0.20 | 6.32 | 7.20 | -0.20 | $-20.00 | 40.00 | 2 | 407.0 | 865.000 | -0.88 | 2024-10-05 |
| EVGO241115P00005000 | EVGO | PUT | Long | 5.00 | Exit OP PnL: $-0.09;Exit EQ PnL: -0.13; Position is Long and position continued to lose. Latest OP price is: $0.31 (EQ: $6.45). Initial OP price was: $0.40 (EQ: $6.32). Surpassed Stop Loss Percentage: -0.225 < -0.16. | $-0.16 | -0.40 | $-0.88 | -0.14 | -0.07 | 0.40 | 0.24 | 6.32 | 7.20 | -0.16 | $-16.00 | 40.00 | 1 | 377.0 | 865.000 | -0.88 | 2024-10-04 |
| EVGO241115P00005000 | EVGO | PUT | Long | 5.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.40 | 0.40 | 6.32 | 6.32 | 0.00 | $0.00 | 40.00 | 0 | 1180.0 | 62.000 | -0.00 | 2024-10-03 |