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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024-01-12 | INO | INO240216C00001000 | 1.00 | 186.0 | 2082.000 | 1.594 | 0.432 | 0.0 | 0.3 | 0.010 | 0.060 | 0.310 | 0.10 | 0.75 | 2024-02-16 | CALL | Long | 0.455 | 0.480 | -0.135 |
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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
INO240216C00001000 | INO | CALL | Long | 1.00 | None | $0.01 | 0.11 | $5.97 | 7.75 | -1.52 | 0.09 | 0.10 | 0.77 | 6.74 | 0.01 | $1.00 | 9.00 | 28 | 228.0 | 2160.000 | 5.97 | 2024-02-09 |
INO240216C00001000 | INO | CALL | Long | 1.00 | None | $0.01 | 0.11 | $4.97 | 6.45 | -1.52 | 0.09 | 0.10 | 0.77 | 5.74 | 0.01 | $1.00 | 9.00 | 27 | 228.0 | 2160.000 | 4.97 | 2024-02-08 |
INO240216C00001000 | INO | CALL | Long | 1.00 | None | $0.01 | 0.11 | $4.52 | 5.87 | -1.52 | 0.09 | 0.10 | 0.77 | 5.29 | 0.01 | $1.00 | 9.00 | 26 | 228.0 | 2160.000 | 4.52 | 2024-02-07 |
INO240216C00001000 | INO | CALL | Long | 1.00 | None | $0.01 | 0.11 | $4.53 | 5.88 | -1.52 | 0.09 | 0.10 | 0.77 | 5.30 | 0.01 | $1.00 | 9.00 | 25 | 228.0 | 2160.000 | 4.53 | 2024-02-06 |
INO240216C00001000 | INO | CALL | Long | 1.00 | None | $0.01 | 0.11 | $4.13 | 5.36 | -1.52 | 0.09 | 0.10 | 0.77 | 4.90 | 0.01 | $1.00 | 9.00 | 24 | 228.0 | 2160.000 | 4.13 | 2024-02-05 |
INO240216C00001000 | INO | CALL | Long | 1.00 | None | $0.01 | 0.11 | $4.27 | 5.55 | -1.52 | 0.09 | 0.10 | 0.77 | 5.04 | 0.01 | $1.00 | 9.00 | 23 | 228.0 | 2160.000 | 4.27 | 2024-02-04 |
INO240216C00001000 | INO | CALL | Long | 1.00 | None | $0.01 | 0.11 | $4.27 | 5.55 | -1.52 | 0.09 | 0.10 | 0.77 | 5.04 | 0.01 | $1.00 | 9.00 | 21 | 228.0 | 2160.000 | 4.27 | 2024-02-02 |
INO240216C00001000 | INO | CALL | Long | 1.00 | None | $0.01 | 0.11 | $4.54 | 5.90 | -1.52 | 0.09 | 0.10 | 0.77 | 5.31 | 0.01 | $1.00 | 9.00 | 20 | 228.0 | 2160.000 | 4.54 | 2024-02-01 |
INO240216C00001000 | INO | CALL | Long | 1.00 | None | $0.01 | 0.11 | $4.62 | 6.00 | -1.52 | 0.09 | 0.10 | 0.77 | 5.39 | 0.01 | $1.00 | 9.00 | 19 | 228.0 | 2160.000 | 4.62 | 2024-01-31 |
INO240216C00001000 | INO | CALL | Long | 1.00 | None | $0.01 | 0.11 | $5.08 | 6.60 | -1.52 | 0.09 | 0.10 | 0.77 | 5.85 | 0.01 | $1.00 | 9.00 | 18 | 228.0 | 2160.000 | 5.08 | 2024-01-30 |
INO240216C00001000 | INO | CALL | Long | 1.00 | None | $0.01 | 0.11 | $5.47 | 7.10 | -1.52 | 0.09 | 0.10 | 0.77 | 6.24 | 0.01 | $1.00 | 9.00 | 17 | 228.0 | 2160.000 | 5.47 | 2024-01-29 |
INO240216C00001000 | INO | CALL | Long | 1.00 | None | $0.01 | 0.11 | $5.38 | 6.99 | -1.52 | 0.09 | 0.10 | 0.77 | 6.15 | 0.01 | $1.00 | 9.00 | 16 | 228.0 | 2160.000 | 5.38 | 2024-01-28 |
INO240216C00001000 | INO | CALL | Long | 1.00 | None | $0.01 | 0.11 | $5.38 | 6.99 | -1.52 | 0.09 | 0.10 | 0.77 | 6.15 | 0.01 | $1.00 | 9.00 | 15 | 228.0 | 2160.000 | 5.38 | 2024-01-27 |
INO240216C00001000 | INO | CALL | Long | 1.00 | None | $0.01 | 0.11 | $5.38 | 6.99 | -1.52 | 0.09 | 0.10 | 0.77 | 6.15 | 0.01 | $1.00 | 9.00 | 14 | 228.0 | 2160.000 | 5.38 | 2024-01-26 |
INO240216C00001000 | INO | CALL | Long | 1.00 | None | $0.01 | 0.11 | $6.02 | 7.82 | -1.52 | 0.09 | 0.10 | 0.77 | 6.79 | 0.01 | $1.00 | 9.00 | 13 | 228.0 | 2160.000 | 6.02 | 2024-01-25 |
INO240216C00001000 | INO | CALL | Long | 1.00 | None | $0.01 | 0.11 | $-0.19 | -0.25 | 0.95 | 0.09 | 0.10 | 0.77 | 0.58 | 0.01 | $1.00 | 9.00 | 12 | 228.0 | 2241.000 | -0.19 | 2024-01-24 |
INO240216C00001000 | INO | CALL | Long | 1.00 | None | $-0.04 | -0.44 | $-0.17 | -0.22 | 0.26 | 0.09 | 0.05 | 0.77 | 0.60 | -0.04 | $-4.00 | 9.00 | 11 | 85.0 | 2240.000 | -0.17 | 2024-01-23 |
INO240216C00001000 | INO | CALL | Long | 1.00 | None | $-0.04 | -0.44 | $-0.08 | -0.10 | -0.14 | 0.09 | 0.05 | 0.77 | 0.69 | -0.04 | $-4.00 | 9.00 | 10 | 85.0 | 2186.000 | -0.08 | 2024-01-22 |
INO240216C00001000 | INO | CALL | Long | 1.00 | None | $-0.03 | -0.33 | $-0.10 | -0.13 | 0.64 | 0.09 | 0.06 | 0.77 | 0.67 | -0.03 | $-3.00 | 9.00 | 7 | 106.0 | 2191.000 | -0.10 | 2024-01-19 |
INO240216C00001000 | INO | CALL | Long | 1.00 | None | $-0.02 | -0.22 | $-0.05 | -0.06 | 0.36 | 0.09 | 0.07 | 0.77 | 0.72 | -0.02 | $-2.00 | 9.00 | 6 | 194.0 | 2115.000 | -0.05 | 2024-01-18 |
INO240216C00001000 | INO | CALL | Long | 1.00 | None | $-0.01 | -0.11 | $-0.07 | -0.09 | 0.47 | 0.09 | 0.08 | 0.77 | 0.70 | -0.01 | $-1.00 | 9.00 | 5 | 19.0 | 2133.000 | -0.07 | 2024-01-17 |
INO240216C00001000 | INO | CALL | Long | 1.00 | None | $0.00 | 0.00 | $-0.02 | -0.03 | 0.17 | 0.09 | 0.09 | 0.77 | 0.75 | 0.00 | $0.00 | 9.00 | 4 | 187.0 | 2088.000 | -0.02 | 2024-01-16 |
INO240216C00001000 | INO | CALL | Long | 1.00 | OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position. | $0.00 | 0.00 | $0.00 | 0.00 | 0.06 | 0.09 | 0.09 | 0.77 | 0.77 | 0.00 | $0.00 | 9.00 | 3 | 187.0 | 2082.000 | 0.00 | 2024-01-15 |
INO240216C00001000 | INO | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.02 | 0.09 | 0.09 | 0.77 | 0.77 | 0.00 | $0.00 | 9.00 | 1 | 187.0 | 2082.000 | 0.00 | 2024-01-13 |
INO240216C00001000 | INO | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.09 | 0.09 | 0.77 | 0.77 | 0.00 | $0.00 | 9.00 | 0 | 187.0 | 2082.000 | 0.00 | 2024-01-12 |