| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-15 | MARA | MARA240816C00024000 | 24.00 | 2861.0 | 2423.000 | 0.965 | 0.418 | 1.7 | 1.0 | -0.010 | 3.320 | 2.620 | 3.15 | 24.58 | 2024-08-16 | CALL | Short | 0.440 | 0.469 | 0.183 |
| 2024-07-16 | MARA | MARA240816C00024000 | 24.00 | 589.0 | 3055.000 | 0.976 | 0.386 | 1.6 | 0.8 | 0.000 | 3.420 | 2.610 | 3.15 | 24.78 | 2024-08-16 | CALL | Short | 0.469 | 0.475 | 0.087 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MARA240816C00024000 | MARA | CALL | Short | 24.00 | None | $3.12 | 0.99 | $9.12 | 0.37 | 1.28 | 3.15 | 0.03 | 24.58 | 15.46 | 3.12 | $312.00 | 2458.00 | 31 | 7.0 | 2833.000 | 9.12 | 2024-08-15 |
| MARA240816C00024000 | MARA | CALL | Short | 24.00 | None | $3.08 | 0.98 | $9.44 | 0.38 | 0.97 | 3.15 | 0.07 | 24.58 | 15.14 | 3.08 | $308.00 | 2458.00 | 30 | 1.0 | 2833.000 | 9.44 | 2024-08-14 |
| MARA240816C00024000 | MARA | CALL | Short | 24.00 | None | $3.14 | 1.00 | $9.09 | 0.37 | 0.66 | 3.15 | 0.01 | 24.58 | 15.49 | 3.14 | $314.00 | 2458.00 | 29 | 36.0 | 2840.000 | 9.09 | 2024-08-13 |
| MARA240816C00024000 | MARA | CALL | Short | 24.00 | None | $3.13 | 0.99 | $9.47 | 0.39 | 0.77 | 3.15 | 0.02 | 24.58 | 15.11 | 3.13 | $313.00 | 2458.00 | 28 | 934.0 | 3149.000 | 9.47 | 2024-08-12 |
| MARA240816C00024000 | MARA | CALL | Short | 24.00 | None | $3.11 | 0.99 | $7.55 | 0.31 | 0.20 | 3.15 | 0.04 | 24.58 | 17.03 | 3.11 | $311.00 | 2458.00 | 25 | 80.0 | 3138.000 | 7.55 | 2024-08-09 |
| MARA240816C00024000 | MARA | CALL | Short | 24.00 | None | $3.10 | 0.98 | $7.19 | 0.29 | 0.18 | 3.15 | 0.05 | 24.58 | 17.39 | 3.10 | $310.00 | 2458.00 | 24 | 196.0 | 3139.000 | 7.19 | 2024-08-08 |
| MARA240816C00024000 | MARA | CALL | Short | 24.00 | None | $3.11 | 0.99 | $8.74 | 0.36 | 0.39 | 3.15 | 0.04 | 24.58 | 15.84 | 3.11 | $311.00 | 2458.00 | 23 | 412.0 | 3330.000 | 8.74 | 2024-08-07 |
| MARA240816C00024000 | MARA | CALL | Short | 24.00 | None | $3.08 | 0.98 | $7.33 | 0.30 | 0.13 | 3.15 | 0.07 | 24.58 | 17.25 | 3.08 | $308.00 | 2458.00 | 22 | 162.0 | 3389.000 | 7.33 | 2024-08-06 |
| MARA240816C00024000 | MARA | CALL | Short | 24.00 | None | $2.06 | 0.65 | $3.40 | 0.14 | 0.12 | 3.15 | 1.09 | 24.58 | 21.18 | 2.06 | $206.00 | 2458.00 | 14 | 281.0 | 3703.000 | 3.40 | 2024-07-29 |
| MARA240816C00024000 | MARA | CALL | Short | 24.00 | None | $1.93 | 0.61 | $3.01 | 0.12 | 0.12 | 3.15 | 1.22 | 24.58 | 21.57 | 1.93 | $193.00 | 2458.00 | 11 | 332.0 | 3609.000 | 3.01 | 2024-07-26 |
| MARA240816C00024000 | MARA | CALL | Short | 24.00 | None | $2.01 | 0.64 | $4.30 | 0.17 | 0.18 | 3.15 | 1.14 | 24.58 | 20.28 | 2.01 | $201.00 | 2458.00 | 10 | 603.0 | 3729.000 | 4.30 | 2024-07-25 |
| MARA240816C00024000 | MARA | CALL | Short | 24.00 | None | $1.81 | 0.57 | $3.91 | 0.16 | 0.22 | 3.15 | 1.34 | 24.58 | 20.67 | 1.81 | $181.00 | 2458.00 | 9 | 649.0 | 3637.000 | 3.91 | 2024-07-24 |
| MARA240816C00024000 | MARA | CALL | Short | 24.00 | None | $1.40 | 0.44 | $2.93 | 0.12 | 0.19 | 3.15 | 1.75 | 24.58 | 21.65 | 1.40 | $140.00 | 2458.00 | 8 | 764.0 | 3224.000 | 2.93 | 2024-07-23 |
| MARA240816C00024000 | MARA | CALL | Short | 24.00 | None | $0.31 | 0.10 | $0.63 | 0.03 | 0.16 | 3.15 | 2.84 | 24.58 | 23.95 | 0.31 | $31.00 | 2458.00 | 7 | 914.0 | 2775.000 | 0.63 | 2024-07-22 |
| MARA240816C00024000 | MARA | CALL | Short | 24.00 | None | $-0.45 | -0.14 | $-0.15 | -0.01 | 0.20 | 3.15 | 3.60 | 24.58 | 24.73 | -0.45 | $-45.00 | 2458.00 | 4 | 613.0 | 2654.000 | -0.15 | 2024-07-19 |
| MARA240816C00024000 | MARA | CALL | Short | 24.00 | None | $0.60 | 0.19 | $0.93 | 0.04 | 0.04 | 3.15 | 2.55 | 24.58 | 23.65 | 0.60 | $60.00 | 2458.00 | 3 | 601.0 | 2762.000 | 0.93 | 2024-07-18 |
| MARA240816C00024000 | MARA | CALL | Short | 24.00 | None | $-0.70 | -0.22 | $-0.97 | -0.04 | 0.03 | 3.15 | 3.85 | 24.58 | 25.55 | -0.70 | $-70.00 | 2458.00 | 2 | 546.0 | 2726.000 | -0.97 | 2024-07-17 |
| MARA240816C00024000 | MARA | CALL | Short | 24.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.50; Exit EQ PnL: -0.82 | $-1.45 | -0.46 | $-2.14 | -0.09 | 0.06 | 3.15 | 4.60 | 24.58 | 26.72 | -1.45 | $-145.00 | 2458.00 | 1 | 2086.0 | 3055.000 | -2.14 | 2024-07-16 |
| MARA240816C00024000 | MARA | CALL | Short | 24.00 | None | $-0.00 | -0.00 | $-0.00 | -0.00 | 0.00 | 3.15 | 3.15 | 24.58 | 24.58 | -0.00 | $-0.00 | 2458.00 | 0 | 2861.0 | 2423.000 | -0.00 | 2024-07-15 |