| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-12-27 | MARA | MARA240126C00031000 | 31.00 | 327.0 | 172.000 | 1.727 | 0.344 | 1.2 | 1.0 | 0.000 | 5.510 | 5.340 | 6.15 | 31.07 | 2024-01-26 | CALL | Short | 0.485 | 0.500 | 0.152 |
| 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 | MARA | 0.545 | 0.154 | 0.436 | 0.295 | 0.282 | -0.131 | 24.60 | 0.674 | 0.0000 | 13.37 | 31.07 | 21 | 1y | 19.16 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MARA240126C00031000 | MARA | CALL | Short | 31.00 | None | $6.14 | 1.00 | $14.80 | 0.48 | 1.40 | 6.15 | 0.01 | 31.07 | 16.27 | 6.14 | $614.00 | 3107.00 | 29 | 7.0 | 1213.000 | 14.80 | 2024-01-25 |
| MARA240126C00031000 | MARA | CALL | Short | 31.00 | None | $6.14 | 1.00 | $15.42 | 0.50 | 1.02 | 6.15 | 0.01 | 31.07 | 15.65 | 6.14 | $614.00 | 3107.00 | 28 | 7.0 | 1213.000 | 15.42 | 2024-01-24 |
| MARA240126C00031000 | MARA | CALL | Short | 31.00 | None | $6.14 | 1.00 | $14.82 | 0.48 | 0.52 | 6.15 | 0.01 | 31.07 | 16.25 | 6.14 | $614.00 | 3107.00 | 27 | 238.0 | 1213.000 | 14.82 | 2024-01-23 |
| MARA240126C00031000 | MARA | CALL | Short | 31.00 | None | $6.14 | 1.00 | $14.46 | 0.47 | 0.21 | 6.15 | 0.01 | 31.07 | 16.61 | 6.14 | $614.00 | 3107.00 | 26 | 238.0 | 1084.000 | 14.46 | 2024-01-22 |
| MARA240126C00031000 | MARA | CALL | Short | 31.00 | None | $6.14 | 1.00 | $14.94 | 0.48 | 0.09 | 6.15 | 0.01 | 31.07 | 16.13 | 6.14 | $614.00 | 3107.00 | 23 | 232.0 | 916.000 | 14.94 | 2024-01-19 |
| MARA240126C00031000 | MARA | CALL | Short | 31.00 | None | $6.12 | 1.00 | $15.00 | 0.48 | 0.12 | 6.15 | 0.03 | 31.07 | 16.07 | 6.12 | $612.00 | 3107.00 | 22 | 20.0 | 919.000 | 15.00 | 2024-01-18 |
| MARA240126C00031000 | MARA | CALL | Short | 31.00 | None | $6.11 | 0.99 | $13.81 | 0.44 | -0.02 | 6.15 | 0.04 | 31.07 | 17.26 | 6.11 | $611.00 | 3107.00 | 21 | 39.0 | 929.000 | 13.81 | 2024-01-17 |
| MARA240126C00031000 | MARA | CALL | Short | 31.00 | None | $6.05 | 0.98 | $12.56 | 0.40 | -0.07 | 6.15 | 0.10 | 31.07 | 18.51 | 6.05 | $605.00 | 3107.00 | 20 | 19.0 | 912.000 | 12.56 | 2024-01-16 |
| MARA240126C00031000 | MARA | CALL | Short | 31.00 | None | $5.97 | 0.97 | $12.09 | 0.39 | -0.23 | 6.15 | 0.18 | 31.07 | 18.98 | 5.97 | $597.00 | 3107.00 | 16 | 278.0 | 872.000 | 12.09 | 2024-01-12 |
| MARA240126C00031000 | MARA | CALL | Short | 31.00 | None | $5.46 | 0.89 | $8.67 | 0.28 | -0.18 | 6.15 | 0.69 | 31.07 | 22.40 | 5.46 | $546.00 | 3107.00 | 15 | 331.0 | 881.000 | 8.67 | 2024-01-11 |
| MARA240126C00031000 | MARA | CALL | Short | 31.00 | None | $4.20 | 0.68 | $5.44 | 0.18 | -0.08 | 6.15 | 1.95 | 31.07 | 25.63 | 4.20 | $420.00 | 3107.00 | 14 | 396.0 | 668.000 | 5.44 | 2024-01-10 |
| MARA240126C00031000 | MARA | CALL | Short | 31.00 | None | $4.25 | 0.69 | $5.34 | 0.17 | -0.12 | 6.15 | 1.90 | 31.07 | 25.73 | 4.25 | $425.00 | 3107.00 | 13 | 139.0 | 647.000 | 5.34 | 2024-01-09 |
| MARA240126C00031000 | MARA | CALL | Short | 31.00 | None | $4.10 | 0.67 | $5.09 | 0.16 | -0.08 | 6.15 | 2.05 | 31.07 | 25.98 | 4.10 | $410.00 | 3107.00 | 12 | 895.0 | 501.000 | 5.09 | 2024-01-08 |
| MARA240126C00031000 | MARA | CALL | Short | 31.00 | None | $4.50 | 0.73 | $6.95 | 0.22 | -0.12 | 6.15 | 1.65 | 31.07 | 24.12 | 4.50 | $450.00 | 3107.00 | 9 | 72.0 | 465.000 | 6.95 | 2024-01-05 |
| MARA240126C00031000 | MARA | CALL | Short | 31.00 | None | $3.55 | 0.58 | $4.80 | 0.15 | -1.60 | 6.15 | 2.60 | 31.07 | 26.27 | 3.55 | $355.00 | 3107.00 | 8 | 466.0 | 465.000 | 4.80 | 2024-01-04 |
| MARA240126C00031000 | MARA | CALL | Short | 31.00 | None | $4.31 | 0.70 | $7.63 | 0.25 | -1.48 | 6.15 | 1.84 | 31.07 | 23.44 | 4.31 | $431.00 | 3107.00 | 7 | 81.0 | 481.000 | 7.63 | 2024-01-03 |
| MARA240126C00031000 | MARA | CALL | Short | 31.00 | None | $4.35 | 0.71 | $8.14 | 0.26 | -1.48 | 6.15 | 1.80 | 31.07 | 22.93 | 4.35 | $435.00 | 3107.00 | 6 | 85.0 | 0.000 | 8.14 | 2024-01-02 |
| MARA240126C00031000 | MARA | CALL | Short | 31.00 | None | $3.90 | 0.63 | $7.58 | 0.24 | 0.12 | 6.15 | 2.25 | 31.07 | 23.49 | 3.90 | $390.00 | 3107.00 | 5 | 275.0 | 448.000 | 7.58 | 2024-01-01 |
| MARA240126C00031000 | MARA | CALL | Short | 31.00 | None | $3.90 | 0.63 | $7.58 | 0.24 | 0.05 | 6.15 | 2.25 | 31.07 | 23.49 | 3.90 | $390.00 | 3107.00 | 3 | 275.0 | 448.000 | 7.58 | 2023-12-30 |
| MARA240126C00031000 | MARA | CALL | Short | 31.00 | None | $3.90 | 0.63 | $7.58 | 0.24 | -0.01 | 6.15 | 2.25 | 31.07 | 23.49 | 3.90 | $390.00 | 3107.00 | 2 | 275.0 | 448.000 | 7.58 | 2023-12-29 |
| MARA240126C00031000 | MARA | CALL | Short | 31.00 | None | $0.95 | 0.15 | $2.96 | 0.10 | 0.28 | 6.15 | 5.20 | 31.07 | 28.11 | 0.95 | $95.00 | 3107.00 | 1 | 577.0 | 322.000 | 2.96 | 2023-12-28 |
| MARA240126C00031000 | MARA | CALL | Short | 31.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $-0.00 | -0.00 | $-0.00 | -0.00 | 0.00 | 6.15 | 6.15 | 31.07 | 31.07 | -0.00 | $-0.00 | 3107.00 | 0 | 327.0 | 172.000 | -0.00 | 2023-12-27 |