| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-02-09 | EXPE | EXPE240315C00130000 | 130.00 | 1029.0 | 268.000 | 0.360 | 0.233 | 3.6 | 3.2 | 0.020 | 5.450 | 5.050 | 5.55 | 129.88 | 2024-03-15 | CALL | Long | 0.140 | 0.246 | -0.178 |
| 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 | EXPE | 0.818 | 0.056 | 0.220 | 0.102 | 0.062 | -0.024 | 180.64 | 0.062 | 0.0000 | 109.48 | 191.01 | 21 | 1y | 167.52 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| EXPE240315C00130000 | EXPE | CALL | Long | 130.00 | None | $-0.90 | -0.14 | $4.63 | 0.04 | 0.61 | 6.40 | 5.50 | 131.11 | 135.74 | -0.90 | $-90.00 | 640.00 | 34 | 3.0 | 648.000 | 4.63 | 2024-03-14 |
| EXPE240315C00130000 | EXPE | CALL | Long | 130.00 | None | $-0.97 | -0.15 | $4.21 | 0.03 | 0.20 | 6.40 | 5.43 | 131.11 | 135.32 | -0.97 | $-97.00 | 640.00 | 33 | 9.0 | 650.000 | 4.21 | 2024-03-13 |
| EXPE240315C00130000 | EXPE | CALL | Long | 130.00 | None | $1.57 | 0.25 | $5.51 | 0.04 | 0.17 | 6.40 | 7.97 | 131.11 | 136.62 | 1.57 | $157.00 | 640.00 | 32 | 4.0 | 652.000 | 5.51 | 2024-03-12 |
| EXPE240315C00130000 | EXPE | CALL | Long | 130.00 | None | $1.10 | 0.17 | $5.82 | 0.04 | 0.00 | 6.40 | 7.50 | 131.11 | 136.93 | 1.10 | $110.00 | 640.00 | 31 | 131.0 | 698.000 | 5.82 | 2024-03-11 |
| EXPE240315C00130000 | EXPE | CALL | Long | 130.00 | None | $-0.35 | -0.05 | $4.67 | 0.04 | -0.05 | 6.40 | 6.05 | 131.11 | 135.78 | -0.35 | $-35.00 | 640.00 | 28 | 69.0 | 659.000 | 4.67 | 2024-03-08 |
| EXPE240315C00130000 | EXPE | CALL | Long | 130.00 | None | $-1.95 | -0.30 | $2.32 | 0.02 | 0.02 | 6.40 | 4.45 | 131.11 | 133.43 | -1.95 | $-195.00 | 640.00 | 27 | 3.0 | 660.000 | 2.32 | 2024-03-07 |
| EXPE240315C00130000 | EXPE | CALL | Long | 130.00 | None | $-0.60 | -0.09 | $1.39 | 0.01 | -0.02 | 6.40 | 5.80 | 131.11 | 132.50 | -0.60 | $-60.00 | 640.00 | 26 | 1.0 | 660.000 | 1.39 | 2024-03-06 |
| EXPE240315C00130000 | EXPE | CALL | Long | 130.00 | None | $-0.65 | -0.10 | $2.65 | 0.02 | 0.03 | 6.40 | 5.75 | 131.11 | 133.76 | -0.65 | $-65.00 | 640.00 | 25 | 5.0 | 661.000 | 2.65 | 2024-03-05 |
| EXPE240315C00130000 | EXPE | CALL | Long | 130.00 | None | $0.45 | 0.07 | $4.41 | 0.03 | -0.36 | 6.40 | 6.85 | 131.11 | 135.52 | 0.45 | $45.00 | 640.00 | 24 | 2.0 | 0.000 | 4.41 | 2024-03-04 |
| EXPE240315C00130000 | EXPE | CALL | Long | 130.00 | None | $0.95 | 0.15 | $5.73 | 0.04 | -0.02 | 6.40 | 7.35 | 131.11 | 136.84 | 0.95 | $95.00 | 640.00 | 23 | 13.0 | 662.000 | 5.73 | 2024-03-03 |
| EXPE240315C00130000 | EXPE | CALL | Long | 130.00 | None | $0.95 | 0.15 | $5.73 | 0.04 | -0.02 | 6.40 | 7.35 | 131.11 | 136.84 | 0.95 | $95.00 | 640.00 | 22 | 13.0 | 662.000 | 5.73 | 2024-03-02 |
| EXPE240315C00130000 | EXPE | CALL | Long | 130.00 | None | $0.95 | 0.15 | $5.41 | 0.04 | -0.04 | 6.40 | 7.35 | 131.11 | 136.52 | 0.95 | $95.00 | 640.00 | 21 | 13.0 | 662.000 | 5.41 | 2024-03-01 |
| EXPE240315C00130000 | EXPE | CALL | Long | 130.00 | None | $0.86 | 0.13 | $5.71 | 0.04 | -0.02 | 6.40 | 7.26 | 131.11 | 136.82 | 0.86 | $86.00 | 640.00 | 20 | 3.0 | 660.000 | 5.71 | 2024-02-29 |
| EXPE240315C00130000 | EXPE | CALL | Long | 130.00 | None | $0.60 | 0.09 | $4.42 | 0.03 | -0.04 | 6.40 | 7.00 | 131.11 | 135.53 | 0.60 | $60.00 | 640.00 | 19 | 6.0 | 660.000 | 4.42 | 2024-02-28 |
| EXPE240315C00130000 | EXPE | CALL | Long | 130.00 | None | $1.31 | 0.20 | $5.13 | 0.04 | -0.03 | 6.40 | 7.71 | 131.11 | 136.24 | 1.31 | $131.00 | 640.00 | 18 | 3.0 | 660.000 | 5.13 | 2024-02-27 |
| EXPE240315C00130000 | EXPE | CALL | Long | 130.00 | None | $1.31 | 0.20 | $3.84 | 0.03 | -0.01 | 6.40 | 7.71 | 131.11 | 134.95 | 1.31 | $131.00 | 640.00 | 17 | 3.0 | 660.000 | 3.84 | 2024-02-26 |
| EXPE240315C00130000 | EXPE | CALL | Long | 130.00 | None | $1.80 | 0.28 | $5.19 | 0.04 | 0.00 | 6.40 | 8.20 | 131.11 | 136.30 | 1.80 | $180.00 | 640.00 | 16 | 1.0 | 659.000 | 5.19 | 2024-02-25 |
| EXPE240315C00130000 | EXPE | CALL | Long | 130.00 | None | $1.80 | 0.28 | $5.19 | 0.04 | -0.02 | 6.40 | 8.20 | 131.11 | 136.30 | 1.80 | $180.00 | 640.00 | 14 | 1.0 | 659.000 | 5.19 | 2024-02-23 |
| EXPE240315C00130000 | EXPE | CALL | Long | 130.00 | None | $3.60 | 0.56 | $7.99 | 0.06 | 0.01 | 6.40 | 10.00 | 131.11 | 139.10 | 3.60 | $360.00 | 640.00 | 13 | 22.0 | 672.000 | 7.99 | 2024-02-22 |
| EXPE240315C00130000 | EXPE | CALL | Long | 130.00 | None | $1.85 | 0.29 | $3.53 | 0.03 | -0.02 | 6.40 | 8.25 | 131.11 | 134.64 | 1.85 | $185.00 | 640.00 | 12 | 147.0 | 672.000 | 3.53 | 2024-02-21 |
| EXPE240315C00130000 | EXPE | CALL | Long | 130.00 | None | $1.85 | 0.29 | $4.88 | 0.04 | -0.00 | 6.40 | 8.25 | 131.11 | 135.99 | 1.85 | $185.00 | 640.00 | 11 | 147.0 | 740.000 | 4.88 | 2024-02-20 |
| EXPE240315C00130000 | EXPE | CALL | Long | 130.00 | None | $1.60 | 0.25 | $4.14 | 0.03 | 0.06 | 6.40 | 8.00 | 131.11 | 135.25 | 1.60 | $160.00 | 640.00 | 10 | 88.0 | 730.000 | 4.14 | 2024-02-19 |
| EXPE240315C00130000 | EXPE | CALL | Long | 130.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $4.30 | 0.67 | $5.20 | 0.04 | -0.36 | 6.40 | 10.70 | 131.11 | 136.31 | 4.30 | $430.00 | 640.00 | 7 | 204.0 | 730.000 | 5.20 | 2024-02-16 |
| EXPE240315C00130000 | EXPE | CALL | Long | 130.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 6.40 | 6.40 | 131.11 | 131.11 | 0.00 | $0.00 | 640.00 | 0 | 1275.0 | 268.000 | 0.00 | 2024-02-09 |