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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024-02-20 | GCT | GCT240419C00022500 | 22.50 | 31.0 | 415.000 | 2.075 | 0.653 | 2.4 | 1.8 | 0.080 | 6.680 | 6.080 | 13.05 | 22.97 | 2024-04-19 | CALL | Long | 0.495 | 0.583 | -0.248 |
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 | GCT | 0.909 | 0.101 | 0.541 | 0.258 | 0.194 | -0.101 | 19.69 | 0.134 | 0.0000 | 14.86 | 43.15 | 21 | 1y | 24.06 |
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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
GCT240419C00022500 | GCT | CALL | Long | 22.50 | None | $7.70 | 1.24 | $10.85 | 0.42 | 1.98 | 6.20 | 13.90 | 25.96 | 36.81 | 7.70 | $770.00 | 620.00 | 58 | 10.0 | 304.000 | 10.85 | 2024-04-18 |
GCT240419C00022500 | GCT | CALL | Long | 22.50 | None | $6.80 | 1.10 | $9.00 | 0.35 | 2.09 | 6.20 | 13.00 | 25.96 | 34.96 | 6.80 | $680.00 | 620.00 | 57 | 6.0 | 298.000 | 9.00 | 2024-04-17 |
GCT240419C00022500 | GCT | CALL | Long | 22.50 | None | $4.12 | 0.66 | $9.13 | 0.35 | 1.26 | 6.20 | 10.32 | 25.96 | 35.09 | 4.12 | $412.00 | 620.00 | 56 | 1.0 | 373.000 | 9.13 | 2024-04-16 |
GCT240419C00022500 | GCT | CALL | Long | 22.50 | None | $3.80 | 0.61 | $6.51 | 0.25 | 0.77 | 6.20 | 10.00 | 25.96 | 32.47 | 3.80 | $380.00 | 620.00 | 55 | 2.0 | 374.000 | 6.51 | 2024-04-15 |
GCT240419C00022500 | GCT | CALL | Long | 22.50 | None | $5.62 | 0.91 | $5.79 | 0.22 | 0.22 | 6.20 | 11.82 | 25.96 | 31.75 | 5.62 | $562.00 | 620.00 | 52 | 11.0 | 374.000 | 5.79 | 2024-04-12 |
GCT240419C00022500 | GCT | CALL | Long | 22.50 | None | $5.62 | 0.91 | $7.83 | 0.30 | 0.64 | 6.20 | 11.82 | 25.96 | 33.79 | 5.62 | $562.00 | 620.00 | 51 | 11.0 | 371.000 | 7.83 | 2024-04-11 |
GCT240419C00022500 | GCT | CALL | Long | 22.50 | None | $2.99 | 0.48 | $5.06 | 0.19 | 0.51 | 6.20 | 9.19 | 25.96 | 31.02 | 2.99 | $299.00 | 620.00 | 50 | 2.0 | 372.000 | 5.06 | 2024-04-10 |
GCT240419C00022500 | GCT | CALL | Long | 22.50 | None | $5.00 | 0.81 | $5.63 | 0.22 | 0.03 | 6.20 | 11.20 | 25.96 | 31.59 | 5.00 | $500.00 | 620.00 | 49 | 1.0 | 373.000 | 5.63 | 2024-04-09 |
GCT240419C00022500 | GCT | CALL | Long | 22.50 | None | $4.50 | 0.73 | $7.53 | 0.29 | 0.45 | 6.20 | 10.70 | 25.96 | 33.49 | 4.50 | $450.00 | 620.00 | 48 | 19.0 | 382.000 | 7.53 | 2024-04-08 |
GCT240419C00022500 | GCT | CALL | Long | 22.50 | None | $6.30 | 1.02 | $8.79 | 0.34 | 0.72 | 6.20 | 12.50 | 25.96 | 34.75 | 6.30 | $630.00 | 620.00 | 45 | 2.0 | 382.000 | 8.79 | 2024-04-05 |
GCT240419C00022500 | GCT | CALL | Long | 22.50 | None | $8.20 | 1.32 | $7.62 | 0.29 | 0.62 | 6.20 | 14.40 | 25.96 | 33.58 | 8.20 | $820.00 | 620.00 | 44 | 7.0 | 382.000 | 7.62 | 2024-04-04 |
GCT240419C00022500 | GCT | CALL | Long | 22.50 | None | $8.00 | 1.29 | $9.69 | 0.37 | 0.67 | 6.20 | 14.20 | 25.96 | 35.65 | 8.00 | $800.00 | 620.00 | 43 | 27.0 | 397.000 | 9.69 | 2024-04-03 |
GCT240419C00022500 | GCT | CALL | Long | 22.50 | None | $4.70 | 0.76 | $7.29 | 0.28 | 0.28 | 6.20 | 10.90 | 25.96 | 33.25 | 4.70 | $470.00 | 620.00 | 42 | 10.0 | 403.000 | 7.29 | 2024-04-02 |
GCT240419C00022500 | GCT | CALL | Long | 22.50 | None | $2.50 | 0.40 | $4.83 | 0.19 | 0.09 | 6.20 | 8.70 | 25.96 | 30.79 | 2.50 | $250.00 | 620.00 | 41 | 35.0 | 407.000 | 4.83 | 2024-04-01 |
GCT240419C00022500 | GCT | CALL | Long | 22.50 | None | $-0.72 | -0.12 | $0.76 | 0.03 | 0.11 | 6.20 | 5.48 | 25.96 | 26.72 | -0.72 | $-72.00 | 620.00 | 40 | 122.0 | 500.000 | 0.76 | 2024-03-31 |
GCT240419C00022500 | GCT | CALL | Long | 22.50 | None | $-0.72 | -0.12 | $0.76 | 0.03 | 0.04 | 6.20 | 5.48 | 25.96 | 26.72 | -0.72 | $-72.00 | 620.00 | 39 | 122.0 | 500.000 | 0.76 | 2024-03-30 |
GCT240419C00022500 | GCT | CALL | Long | 22.50 | None | $-0.72 | -0.12 | $0.76 | 0.03 | 0.02 | 6.20 | 5.48 | 25.96 | 26.72 | -0.72 | $-72.00 | 620.00 | 38 | 122.0 | 500.000 | 0.76 | 2024-03-29 |
GCT240419C00022500 | GCT | CALL | Long | 22.50 | None | $-0.72 | -0.12 | $0.76 | 0.03 | 0.04 | 6.20 | 5.48 | 25.96 | 26.72 | -0.72 | $-72.00 | 620.00 | 37 | 122.0 | 500.000 | 0.76 | 2024-03-28 |
GCT240419C00022500 | GCT | CALL | Long | 22.50 | None | $-0.91 | -0.15 | $0.20 | 0.01 | -0.07 | 6.20 | 5.29 | 25.96 | 26.16 | -0.91 | $-91.00 | 620.00 | 36 | 6.0 | 498.000 | 0.20 | 2024-03-27 |
GCT240419C00022500 | GCT | CALL | Long | 22.50 | None | $-1.60 | -0.26 | $-0.36 | -0.01 | 0.03 | 6.20 | 4.60 | 25.96 | 25.60 | -1.60 | $-160.00 | 620.00 | 35 | 99.0 | 421.000 | -0.36 | 2024-03-26 |
GCT240419C00022500 | GCT | CALL | Long | 22.50 | None | $-0.02 | -0.00 | $1.75 | 0.07 | 0.03 | 6.20 | 6.18 | 25.96 | 27.71 | -0.02 | $-2.00 | 620.00 | 34 | 11.0 | 422.000 | 1.75 | 2024-03-25 |
GCT240419C00022500 | GCT | CALL | Long | 22.50 | None | $1.50 | 0.24 | $0.95 | 0.04 | 0.15 | 6.20 | 7.70 | 25.96 | 26.91 | 1.50 | $150.00 | 620.00 | 31 | 5.0 | 417.000 | 0.95 | 2024-03-22 |
GCT240419C00022500 | GCT | CALL | Long | 22.50 | None | $2.45 | 0.40 | $4.51 | 0.17 | 0.00 | 6.20 | 8.65 | 25.96 | 30.47 | 2.45 | $245.00 | 620.00 | 30 | 11.0 | 418.000 | 4.51 | 2024-03-21 |
GCT240419C00022500 | GCT | CALL | Long | 22.50 | None | $0.90 | 0.15 | $2.92 | 0.11 | 0.02 | 6.20 | 7.10 | 25.96 | 28.88 | 0.90 | $90.00 | 620.00 | 29 | 17.0 | 403.000 | 2.92 | 2024-03-20 |
GCT240419C00022500 | GCT | CALL | Long | 22.50 | None | $1.30 | 0.21 | $3.56 | 0.14 | 0.01 | 6.20 | 7.50 | 25.96 | 29.52 | 1.30 | $130.00 | 620.00 | 28 | 5.0 | 402.000 | 3.56 | 2024-03-19 |
GCT240419C00022500 | GCT | CALL | Long | 22.50 | None | $6.20 | 1.00 | $8.25 | 0.32 | -0.02 | 6.20 | 12.40 | 25.96 | 34.21 | 6.20 | $620.00 | 620.00 | 27 | 1.0 | 402.000 | 8.25 | 2024-03-18 |
GCT240419C00022500 | GCT | CALL | Long | 22.50 | None | $15.10 | 2.44 | $17.19 | 0.66 | 0.28 | 6.20 | 21.30 | 25.96 | 43.15 | 15.10 | $1510.00 | 620.00 | 24 | 35.0 | 424.000 | 17.19 | 2024-03-15 |
GCT240419C00022500 | GCT | CALL | Long | 22.50 | None | $9.43 | 1.52 | $9.03 | 0.35 | 0.21 | 6.20 | 15.63 | 25.96 | 34.99 | 9.43 | $943.00 | 620.00 | 23 | 1.0 | 424.000 | 9.03 | 2024-03-14 |
GCT240419C00022500 | GCT | CALL | Long | 22.50 | None | $9.43 | 1.52 | $11.94 | 0.46 | 0.12 | 6.20 | 15.63 | 25.96 | 37.90 | 9.43 | $943.00 | 620.00 | 22 | 1.0 | 424.000 | 11.94 | 2024-03-13 |
GCT240419C00022500 | GCT | CALL | Long | 22.50 | None | $7.67 | 1.24 | $10.88 | 0.42 | 0.19 | 6.20 | 13.87 | 25.96 | 36.84 | 7.67 | $767.00 | 620.00 | 21 | 1.0 | 425.000 | 10.88 | 2024-03-12 |
GCT240419C00022500 | GCT | CALL | Long | 22.50 | None | $3.90 | 0.63 | $4.88 | 0.19 | 0.05 | 6.20 | 10.10 | 25.96 | 30.84 | 3.90 | $390.00 | 620.00 | 20 | 21.0 | 439.000 | 4.88 | 2024-03-11 |
GCT240419C00022500 | GCT | CALL | Long | 22.50 | None | $6.75 | 1.09 | $8.42 | 0.32 | -0.03 | 6.20 | 12.95 | 25.96 | 34.38 | 6.75 | $675.00 | 620.00 | 17 | 4.0 | 442.000 | 8.42 | 2024-03-08 |
GCT240419C00022500 | GCT | CALL | Long | 22.50 | None | $6.70 | 1.08 | $7.94 | 0.31 | 0.04 | 6.20 | 12.90 | 25.96 | 33.90 | 6.70 | $670.00 | 620.00 | 16 | 4.0 | 446.000 | 7.94 | 2024-03-07 |
GCT240419C00022500 | GCT | CALL | Long | 22.50 | None | $8.28 | 1.34 | $10.68 | 0.41 | 0.18 | 6.20 | 14.48 | 25.96 | 36.64 | 8.28 | $828.00 | 620.00 | 15 | 5.0 | 446.000 | 10.68 | 2024-03-06 |
GCT240419C00022500 | GCT | CALL | Long | 22.50 | None | $8.90 | 1.44 | $10.33 | 0.40 | 0.11 | 6.20 | 15.10 | 25.96 | 36.29 | 8.90 | $890.00 | 620.00 | 14 | 2.0 | 447.000 | 10.33 | 2024-03-05 |
GCT240419C00022500 | GCT | CALL | Long | 22.50 | None | $12.60 | 2.03 | $14.50 | 0.56 | -1.15 | 6.20 | 18.80 | 25.96 | 40.46 | 12.60 | $1260.00 | 620.00 | 13 | 54.0 | 0.000 | 14.50 | 2024-03-04 |
GCT240419C00022500 | GCT | CALL | Long | 22.50 | None | $11.20 | 1.81 | $13.50 | 0.52 | -0.04 | 6.20 | 17.40 | 25.96 | 39.46 | 11.20 | $1120.00 | 620.00 | 12 | 5.0 | 463.000 | 13.50 | 2024-03-03 |
GCT240419C00022500 | GCT | CALL | Long | 22.50 | None | $11.20 | 1.81 | $13.50 | 0.52 | -0.04 | 6.20 | 17.40 | 25.96 | 39.46 | 11.20 | $1120.00 | 620.00 | 11 | 5.0 | 463.000 | 13.50 | 2024-03-02 |
GCT240419C00022500 | GCT | CALL | Long | 22.50 | None | $9.80 | 1.58 | $13.46 | 0.52 | -0.22 | 6.20 | 16.00 | 25.96 | 39.42 | 9.80 | $980.00 | 620.00 | 10 | 13.0 | 463.000 | 13.46 | 2024-03-01 |
GCT240419C00022500 | GCT | CALL | Long | 22.50 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $9.80 | 1.58 | $11.49 | 0.44 | 0.21 | 6.20 | 16.00 | 25.96 | 37.45 | 9.80 | $980.00 | 620.00 | 9 | 13.0 | 475.000 | 11.49 | 2024-02-29 |
GCT240419C00022500 | GCT | CALL | Long | 22.50 | None | $6.10 | 0.98 | $8.07 | 0.31 | -0.12 | 6.20 | 12.30 | 25.96 | 34.03 | 6.10 | $610.00 | 620.00 | 8 | 2.0 | 477.000 | 8.07 | 2024-02-28 |
GCT240419C00022500 | GCT | CALL | Long | 22.50 | None | $7.20 | 1.16 | $9.02 | 0.35 | -0.14 | 6.20 | 13.40 | 25.96 | 34.98 | 7.20 | $720.00 | 620.00 | 7 | 37.0 | 448.000 | 9.02 | 2024-02-27 |
GCT240419C00022500 | GCT | CALL | Long | 22.50 | None | $5.43 | 0.88 | $7.46 | 0.29 | 0.02 | 6.20 | 11.63 | 25.96 | 33.42 | 5.43 | $543.00 | 620.00 | 6 | 11.0 | 445.000 | 7.46 | 2024-02-26 |
GCT240419C00022500 | GCT | CALL | Long | 22.50 | None | $4.85 | 0.78 | $6.35 | 0.24 | -0.06 | 6.20 | 11.05 | 25.96 | 32.31 | 4.85 | $485.00 | 620.00 | 5 | 18.0 | 444.000 | 6.35 | 2024-02-25 |
GCT240419C00022500 | GCT | CALL | Long | 22.50 | None | $4.85 | 0.78 | $6.35 | 0.24 | -0.09 | 6.20 | 11.05 | 25.96 | 32.31 | 4.85 | $485.00 | 620.00 | 3 | 18.0 | 444.000 | 6.35 | 2024-02-23 |
GCT240419C00022500 | GCT | CALL | Long | 22.50 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $7.30 | 1.18 | $8.95 | 0.34 | -0.08 | 6.20 | 13.50 | 25.96 | 34.91 | 7.30 | $730.00 | 620.00 | 2 | 10.0 | 440.000 | 8.95 | 2024-02-22 |
GCT240419C00022500 | GCT | CALL | Long | 22.50 | None | $1.00 | 0.16 | $1.47 | 0.06 | -0.05 | 6.20 | 7.20 | 25.96 | 27.43 | 1.00 | $100.00 | 620.00 | 1 | 107.0 | 539.000 | 1.47 | 2024-02-21 |
GCT240419C00022500 | GCT | CALL | Long | 22.50 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 6.20 | 6.20 | 25.96 | 25.96 | 0.00 | $0.00 | 620.00 | 0 | 128.0 | 415.000 | 0.00 | 2024-02-20 |