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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024-08-22 | IQ | IQ240927C00003000 | 3.00 | 57.0 | 516.000 | 0.672 | 0.277 | 0.0 | 0.4 | 0.010 | 0.100 | 0.480 | 0.08 | 2.60 | 2024-09-27 | CALL | Long | 0.227 | 0.280 | -0.156 |
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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024-12-29 | IQ | 0.636 | 0.087 | 0.241 | 0.175 | 0.176 | 0.007 | 2.08 | 0.060 | 0.0000 | 1.95 | 5.79 | 21 | 1y | 2.30 |
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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQ240927C00003000 | IQ | CALL | Long | 3.00 | None | $-0.07 | -0.88 | $0.08 | 0.03 | 0.58 | 0.08 | 0.01 | 2.60 | 2.68 | -0.07 | $-7.00 | 8.00 | 35 | 1511.0 | 1354.000 | 0.08 | 2024-09-26 |
IQ240927C00003000 | IQ | CALL | Long | 3.00 | None | $-0.07 | -0.88 | $-0.28 | -0.11 | 0.83 | 0.08 | 0.01 | 2.60 | 2.32 | -0.07 | $-7.00 | 8.00 | 34 | 1.0 | 1354.000 | -0.28 | 2024-09-25 |
IQ240927C00003000 | IQ | CALL | Long | 3.00 | None | $-0.07 | -0.88 | $-0.16 | -0.06 | 0.45 | 0.08 | 0.01 | 2.60 | 2.44 | -0.07 | $-7.00 | 8.00 | 33 | 343.0 | 1135.000 | -0.16 | 2024-09-24 |
IQ240927C00003000 | IQ | CALL | Long | 3.00 | None | $-0.07 | -0.88 | $-0.46 | -0.18 | 0.83 | 0.08 | 0.01 | 2.60 | 2.14 | -0.07 | $-7.00 | 8.00 | 32 | 7.0 | 1135.000 | -0.46 | 2024-09-23 |
IQ240927C00003000 | IQ | CALL | Long | 3.00 | None | $-0.07 | -0.88 | $-0.50 | -0.19 | -0.17 | 0.08 | 0.01 | 2.60 | 2.10 | -0.07 | $-7.00 | 8.00 | 31 | 7.0 | 0.000 | -0.50 | 2024-09-22 |
IQ240927C00003000 | IQ | CALL | Long | 3.00 | None | $-0.07 | -0.88 | $-0.50 | -0.19 | 0.58 | 0.08 | 0.01 | 2.60 | 2.10 | -0.07 | $-7.00 | 8.00 | 29 | 7.0 | 1135.000 | -0.50 | 2024-09-20 |
IQ240927C00003000 | IQ | CALL | Long | 3.00 | None | $-0.07 | -0.88 | $-0.46 | -0.18 | 0.45 | 0.08 | 0.01 | 2.60 | 2.14 | -0.07 | $-7.00 | 8.00 | 28 | 7.0 | 1135.000 | -0.46 | 2024-09-19 |
IQ240927C00003000 | IQ | CALL | Long | 3.00 | None | $-0.07 | -0.88 | $-0.54 | -0.21 | 0.77 | 0.08 | 0.01 | 2.60 | 2.06 | -0.07 | $-7.00 | 8.00 | 27 | 7.0 | 1128.000 | -0.54 | 2024-09-18 |
IQ240927C00003000 | IQ | CALL | Long | 3.00 | None | $-0.07 | -0.88 | $-0.56 | -0.22 | 0.73 | 0.08 | 0.01 | 2.60 | 2.04 | -0.07 | $-7.00 | 8.00 | 26 | 2.0 | 755.000 | -0.56 | 2024-09-17 |
IQ240927C00003000 | IQ | CALL | Long | 3.00 | None | $-0.07 | -0.88 | $-0.63 | -0.24 | 0.77 | 0.08 | 0.01 | 2.60 | 1.97 | -0.07 | $-7.00 | 8.00 | 25 | 18.0 | 755.000 | -0.63 | 2024-09-16 |
IQ240927C00003000 | IQ | CALL | Long | 3.00 | None | $-0.07 | -0.88 | $-0.63 | -0.24 | 0.61 | 0.08 | 0.01 | 2.60 | 1.97 | -0.07 | $-7.00 | 8.00 | 23 | 20.0 | 755.000 | -0.63 | 2024-09-14 |
IQ240927C00003000 | IQ | CALL | Long | 3.00 | None | $-0.07 | -0.88 | $-0.63 | -0.24 | 0.64 | 0.08 | 0.01 | 2.60 | 1.97 | -0.07 | $-7.00 | 8.00 | 22 | 20.0 | 755.000 | -0.63 | 2024-09-13 |
IQ240927C00003000 | IQ | CALL | Long | 3.00 | None | $-0.07 | -0.88 | $-0.61 | -0.23 | 0.58 | 0.08 | 0.01 | 2.60 | 1.99 | -0.07 | $-7.00 | 8.00 | 21 | 20.0 | 755.000 | -0.61 | 2024-09-12 |
IQ240927C00003000 | IQ | CALL | Long | 3.00 | None | $-0.07 | -0.88 | $-0.61 | -0.23 | 0.61 | 0.08 | 0.01 | 2.60 | 1.99 | -0.07 | $-7.00 | 8.00 | 20 | 20.0 | 755.000 | -0.61 | 2024-09-11 |
IQ240927C00003000 | IQ | CALL | Long | 3.00 | None | $-0.07 | -0.88 | $-0.56 | -0.22 | 0.52 | 0.08 | 0.01 | 2.60 | 2.04 | -0.07 | $-7.00 | 8.00 | 19 | 20.0 | 755.000 | -0.56 | 2024-09-10 |
IQ240927C00003000 | IQ | CALL | Long | 3.00 | None | $-0.07 | -0.88 | $-0.53 | -0.20 | 0.44 | 0.08 | 0.01 | 2.60 | 2.07 | -0.07 | $-7.00 | 8.00 | 18 | 20.0 | 755.000 | -0.53 | 2024-09-09 |
IQ240927C00003000 | IQ | CALL | Long | 3.00 | None | $-0.07 | -0.88 | $-0.64 | -0.25 | 0.58 | 0.08 | 0.01 | 2.60 | 1.96 | -0.07 | $-7.00 | 8.00 | 17 | 20.0 | 755.000 | -0.64 | 2024-09-08 |
IQ240927C00003000 | IQ | CALL | Long | 3.00 | None | $-0.07 | -0.88 | $-0.64 | -0.25 | 0.48 | 0.08 | 0.01 | 2.60 | 1.96 | -0.07 | $-7.00 | 8.00 | 15 | 20.0 | 755.000 | -0.64 | 2024-09-06 |
IQ240927C00003000 | IQ | CALL | Long | 3.00 | None | $-0.07 | -0.88 | $-0.58 | -0.22 | 0.39 | 0.08 | 0.01 | 2.60 | 2.02 | -0.07 | $-7.00 | 8.00 | 14 | 20.0 | 755.000 | -0.58 | 2024-09-05 |
IQ240927C00003000 | IQ | CALL | Long | 3.00 | None | $-0.07 | -0.88 | $-0.53 | -0.20 | 0.27 | 0.08 | 0.01 | 2.60 | 2.07 | -0.07 | $-7.00 | 8.00 | 13 | 20.0 | 755.000 | -0.53 | 2024-09-04 |
IQ240927C00003000 | IQ | CALL | Long | 3.00 | None | $-0.07 | -0.88 | $-0.45 | -0.17 | 0.23 | 0.08 | 0.01 | 2.60 | 2.15 | -0.07 | $-7.00 | 8.00 | 9 | 20.0 | 755.000 | -0.45 | 2024-08-31 |
IQ240927C00003000 | IQ | CALL | Long | 3.00 | None | $-0.07 | -0.88 | $-0.45 | -0.17 | 0.20 | 0.08 | 0.01 | 2.60 | 2.15 | -0.07 | $-7.00 | 8.00 | 8 | 20.0 | 755.000 | -0.45 | 2024-08-30 |
IQ240927C00003000 | IQ | CALL | Long | 3.00 | None | $-0.07 | -0.88 | $-0.36 | -0.14 | 0.06 | 0.08 | 0.01 | 2.60 | 2.24 | -0.07 | $-7.00 | 8.00 | 7 | 20.0 | 0.000 | -0.36 | 2024-08-29 |
IQ240927C00003000 | IQ | CALL | Long | 3.00 | None | $-0.06 | -0.75 | $-0.43 | -0.17 | 0.11 | 0.08 | 0.02 | 2.60 | 2.17 | -0.06 | $-6.00 | 8.00 | 6 | 8.0 | 744.000 | -0.43 | 2024-08-28 |
IQ240927C00003000 | IQ | CALL | Long | 3.00 | None | $-0.05 | -0.62 | $-0.28 | -0.11 | -0.42 | 0.08 | 0.03 | 2.60 | 2.32 | -0.05 | $-5.00 | 8.00 | 5 | 112.0 | 744.000 | -0.28 | 2024-08-27 |
IQ240927C00003000 | IQ | CALL | Long | 3.00 | None | $-0.05 | -0.62 | $-0.28 | -0.11 | 0.03 | 0.08 | 0.03 | 2.60 | 2.32 | -0.05 | $-5.00 | 8.00 | 4 | 112.0 | 0.000 | -0.28 | 2024-08-26 |
IQ240927C00003000 | IQ | CALL | Long | 3.00 | None | $-0.04 | -0.50 | $-0.26 | -0.10 | 0.03 | 0.08 | 0.04 | 2.60 | 2.34 | -0.04 | $-4.00 | 8.00 | 3 | 128.0 | 557.000 | -0.26 | 2024-08-25 |
IQ240927C00003000 | IQ | CALL | Long | 3.00 | None | $-0.04 | -0.50 | $-0.26 | -0.10 | 0.02 | 0.08 | 0.04 | 2.60 | 2.34 | -0.04 | $-4.00 | 8.00 | 2 | 128.0 | 557.000 | -0.26 | 2024-08-24 |
IQ240927C00003000 | IQ | CALL | Long | 3.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.08 | $-0.04 | -0.50 | $-0.26 | -0.10 | 0.02 | 0.08 | 0.04 | 2.60 | 2.34 | -0.04 | $-4.00 | 8.00 | 1 | 127.0 | 557.000 | -0.26 | 2024-08-23 |
IQ240927C00003000 | IQ | CALL | Long | 3.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.08 | 0.08 | 2.60 | 2.60 | 0.00 | $0.00 | 8.00 | 0 | 57.0 | 516.000 | 0.00 | 2024-08-22 |