| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-08-12 | EXK | EXK240920C00002500 | 2.50 | 34.0 | 195.000 | 0.758 | 0.375 | 0.2 | 0.1 | 0.010 | 0.310 | 0.170 | 0.30 | 2.63 | 2024-09-20 | CALL | Long | 0.403 | 0.429 | -0.136 |
| 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 | EXK | 0.909 | 0.158 | 0.321 | 0.203 | 0.165 | -0.004 | 4.01 | 0.030 | 0.0000 | 1.45 | 5.55 | 21 | 1y | 4.97 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| EXK240920C00002500 | EXK | CALL | Long | 2.50 | None | $0.75 | 2.14 | $0.95 | 0.36 | 2.95 | 0.35 | 1.10 | 2.66 | 3.61 | 0.75 | $75.00 | 35.00 | 38 | 1.0 | 394.000 | 0.95 | 2024-09-19 |
| EXK240920C00002500 | EXK | CALL | Long | 2.50 | None | $0.64 | 1.83 | $0.79 | 0.30 | 3.58 | 0.35 | 0.99 | 2.66 | 3.45 | 0.64 | $64.00 | 35.00 | 37 | 5.0 | 400.000 | 0.79 | 2024-09-18 |
| EXK240920C00002500 | EXK | CALL | Long | 2.50 | None | $0.82 | 2.34 | $0.91 | 0.34 | 1.55 | 0.35 | 1.17 | 2.66 | 3.57 | 0.82 | $82.00 | 35.00 | 36 | 10.0 | 400.000 | 0.91 | 2024-09-17 |
| EXK240920C00002500 | EXK | CALL | Long | 2.50 | None | $0.82 | 2.34 | $1.01 | 0.38 | 2.73 | 0.35 | 1.17 | 2.66 | 3.67 | 0.82 | $82.00 | 35.00 | 35 | 10.0 | 410.000 | 1.01 | 2024-09-16 |
| EXK240920C00002500 | EXK | CALL | Long | 2.50 | None | $0.85 | 2.43 | $1.03 | 0.39 | 1.33 | 0.35 | 1.20 | 2.66 | 3.69 | 0.85 | $85.00 | 35.00 | 33 | 8.0 | 412.000 | 1.03 | 2024-09-14 |
| EXK240920C00002500 | EXK | CALL | Long | 2.50 | None | $0.85 | 2.43 | $1.03 | 0.39 | 0.58 | 0.35 | 1.20 | 2.66 | 3.69 | 0.85 | $85.00 | 35.00 | 32 | 8.0 | 412.000 | 1.03 | 2024-09-13 |
| EXK240920C00002500 | EXK | CALL | Long | 2.50 | None | $0.68 | 1.94 | $0.82 | 0.31 | 0.48 | 0.35 | 1.03 | 2.66 | 3.48 | 0.68 | $68.00 | 35.00 | 31 | 111.0 | 437.000 | 0.82 | 2024-09-12 |
| EXK240920C00002500 | EXK | CALL | Long | 2.50 | None | $0.20 | 0.57 | $0.47 | 0.18 | 0.03 | 0.35 | 0.55 | 2.66 | 3.13 | 0.20 | $20.00 | 35.00 | 30 | 3.0 | 437.000 | 0.47 | 2024-09-11 |
| EXK240920C00002500 | EXK | CALL | Long | 2.50 | None | $0.15 | 0.43 | $0.36 | 0.14 | 0.05 | 0.35 | 0.50 | 2.66 | 3.02 | 0.15 | $15.00 | 35.00 | 29 | 3.0 | 439.000 | 0.36 | 2024-09-10 |
| EXK240920C00002500 | EXK | CALL | Long | 2.50 | None | $0.20 | 0.57 | $0.36 | 0.14 | 0.00 | 0.35 | 0.55 | 2.66 | 3.02 | 0.20 | $20.00 | 35.00 | 28 | 4.0 | 441.000 | 0.36 | 2024-09-09 |
| EXK240920C00002500 | EXK | CALL | Long | 2.50 | None | $0.15 | 0.43 | $0.19 | 0.07 | -0.03 | 0.35 | 0.50 | 2.66 | 2.85 | 0.15 | $15.00 | 35.00 | 27 | 1.0 | 441.000 | 0.19 | 2024-09-08 |
| EXK240920C00002500 | EXK | CALL | Long | 2.50 | None | $0.15 | 0.43 | $0.19 | 0.07 | -0.12 | 0.35 | 0.50 | 2.66 | 2.85 | 0.15 | $15.00 | 35.00 | 25 | 1.0 | 441.000 | 0.19 | 2024-09-06 |
| EXK240920C00002500 | EXK | CALL | Long | 2.50 | None | $0.15 | 0.43 | $0.34 | 0.13 | 0.01 | 0.35 | 0.50 | 2.66 | 3.00 | 0.15 | $15.00 | 35.00 | 24 | 2.0 | 438.000 | 0.34 | 2024-09-05 |
| EXK240920C00002500 | EXK | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.17 | 0.06 | -0.09 | 0.35 | 0.35 | 2.66 | 2.83 | 0.00 | $0.00 | 35.00 | 23 | 57.0 | 438.000 | 0.17 | 2024-09-04 |
| EXK240920C00002500 | EXK | CALL | Long | 2.50 | None | $0.28 | 0.80 | $0.40 | 0.15 | 1.12 | 0.35 | 0.63 | 2.66 | 3.06 | 0.28 | $28.00 | 35.00 | 19 | 4.0 | 381.000 | 0.40 | 2024-08-31 |
| EXK240920C00002500 | EXK | CALL | Long | 2.50 | None | $0.28 | 0.80 | $0.40 | 0.15 | -0.33 | 0.35 | 0.63 | 2.66 | 3.06 | 0.28 | $28.00 | 35.00 | 18 | 4.0 | 381.000 | 0.40 | 2024-08-30 |
| EXK240920C00002500 | EXK | CALL | Long | 2.50 | None | $0.28 | 0.80 | $0.45 | 0.17 | -0.31 | 0.35 | 0.63 | 2.66 | 3.11 | 0.28 | $28.00 | 35.00 | 17 | 4.0 | 381.000 | 0.45 | 2024-08-29 |
| EXK240920C00002500 | EXK | CALL | Long | 2.50 | None | $0.28 | 0.80 | $0.45 | 0.17 | -0.13 | 0.35 | 0.63 | 2.66 | 3.11 | 0.28 | $28.00 | 35.00 | 16 | 4.0 | 383.000 | 0.45 | 2024-08-28 |
| EXK240920C00002500 | EXK | CALL | Long | 2.50 | None | $0.45 | 1.29 | $0.53 | 0.20 | -0.92 | 0.35 | 0.80 | 2.66 | 3.19 | 0.45 | $45.00 | 35.00 | 15 | 2.0 | 389.000 | 0.53 | 2024-08-27 |
| EXK240920C00002500 | EXK | CALL | Long | 2.50 | None | $0.45 | 1.29 | $0.59 | 0.22 | -0.01 | 0.35 | 0.80 | 2.66 | 3.25 | 0.45 | $45.00 | 35.00 | 14 | 2.0 | 389.000 | 0.59 | 2024-08-26 |
| EXK240920C00002500 | EXK | CALL | Long | 2.50 | None | $0.45 | 1.29 | $0.63 | 0.24 | 0.52 | 0.35 | 0.80 | 2.66 | 3.29 | 0.45 | $45.00 | 35.00 | 13 | 2.0 | 389.000 | 0.63 | 2024-08-25 |
| EXK240920C00002500 | EXK | CALL | Long | 2.50 | None | $0.45 | 1.29 | $0.63 | 0.24 | 0.50 | 0.35 | 0.80 | 2.66 | 3.29 | 0.45 | $45.00 | 35.00 | 12 | 2.0 | 389.000 | 0.63 | 2024-08-24 |
| EXK240920C00002500 | EXK | CALL | Long | 2.50 | None | $0.45 | 1.29 | $0.64 | 0.24 | -0.39 | 0.35 | 0.80 | 2.66 | 3.30 | 0.45 | $45.00 | 35.00 | 11 | 2.0 | 389.000 | 0.64 | 2024-08-23 |
| EXK240920C00002500 | EXK | CALL | Long | 2.50 | None | $0.43 | 1.23 | $0.55 | 0.21 | -0.33 | 0.35 | 0.78 | 2.66 | 3.21 | 0.43 | $43.00 | 35.00 | 10 | 18.0 | 371.000 | 0.55 | 2024-08-22 |
| EXK240920C00002500 | EXK | CALL | Long | 2.50 | None | $0.48 | 1.37 | $0.66 | 0.25 | -0.16 | 0.35 | 0.83 | 2.66 | 3.32 | 0.48 | $48.00 | 35.00 | 9 | 3.0 | 373.000 | 0.66 | 2024-08-21 |
| EXK240920C00002500 | EXK | CALL | Long | 2.50 | None | $0.40 | 1.14 | $0.62 | 0.23 | -0.11 | 0.35 | 0.75 | 2.66 | 3.28 | 0.40 | $40.00 | 35.00 | 8 | 53.0 | 402.000 | 0.62 | 2024-08-20 |
| EXK240920C00002500 | EXK | CALL | Long | 2.50 | None | $0.41 | 1.17 | $0.56 | 0.21 | -0.27 | 0.35 | 0.76 | 2.66 | 3.22 | 0.41 | $41.00 | 35.00 | 7 | 61.0 | 388.000 | 0.56 | 2024-08-19 |
| EXK240920C00002500 | EXK | CALL | Long | 2.50 | None | $0.24 | 0.69 | $0.35 | 0.13 | -0.21 | 0.35 | 0.59 | 2.66 | 3.01 | 0.24 | $24.00 | 35.00 | 6 | 65.0 | 393.000 | 0.35 | 2024-08-18 |
| EXK240920C00002500 | EXK | CALL | Long | 2.50 | None | $0.24 | 0.69 | $0.35 | 0.13 | -0.22 | 0.35 | 0.59 | 2.66 | 3.01 | 0.24 | $24.00 | 35.00 | 5 | 65.0 | 393.000 | 0.35 | 2024-08-17 |
| EXK240920C00002500 | EXK | CALL | Long | 2.50 | None | $0.22 | 0.63 | $0.35 | 0.13 | -0.32 | 0.35 | 0.57 | 2.66 | 3.01 | 0.22 | $22.00 | 35.00 | 4 | 63.0 | 393.000 | 0.35 | 2024-08-16 |
| EXK240920C00002500 | EXK | CALL | Long | 2.50 | None | $0.21 | 0.60 | $0.31 | 0.12 | -0.12 | 0.35 | 0.56 | 2.66 | 2.97 | 0.21 | $21.00 | 35.00 | 3 | 33.0 | 343.000 | 0.31 | 2024-08-15 |
| EXK240920C00002500 | EXK | CALL | Long | 2.50 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.10 | 0.29 | $0.20 | 0.08 | -0.08 | 0.35 | 0.45 | 2.66 | 2.86 | 0.10 | $10.00 | 35.00 | 2 | 128.0 | 323.000 | 0.20 | 2024-08-14 |
| EXK240920C00002500 | EXK | CALL | Long | 2.50 | None | $0.14 | 0.40 | $0.24 | 0.09 | -0.20 | 0.35 | 0.49 | 2.66 | 2.90 | 0.14 | $14.00 | 35.00 | 1 | 18.0 | 335.000 | 0.24 | 2024-08-13 |
| EXK240920C00002500 | EXK | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.35 | 0.35 | 2.66 | 2.66 | 0.00 | $0.00 | 35.00 | 0 | 146.0 | 195.000 | 0.00 | 2024-08-12 |