| 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 | MARA240816C00025000 | 25.00 | 20256.0 | 19878.000 | 0.916 | 0.422 | 1.3 | 1.3 | -0.010 | 2.870 | 2.890 | 2.67 | 24.85 | 2024-08-16 | CALL | Short | 0.440 | 0.469 | 0.183 |
| 2024-07-16 | MARA | MARA240816C00025000 | 25.00 | 2893.0 | 13473.000 | 0.968 | 0.391 | 1.3 | 1.2 | -0.010 | 3.080 | 3.020 | 2.79 | 24.88 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MARA240816C00025000 | MARA | CALL | Short | 25.00 | None | $2.74 | 1.00 | $9.12 | 0.37 | 1.52 | 2.75 | 0.01 | 24.58 | 15.46 | 2.74 | $274.00 | 2458.00 | 31 | 41.0 | 12141.000 | 9.12 | 2024-08-15 |
| MARA240816C00025000 | MARA | CALL | Short | 25.00 | None | $2.73 | 0.99 | $9.44 | 0.38 | 1.15 | 2.75 | 0.02 | 24.58 | 15.14 | 2.73 | $273.00 | 2458.00 | 30 | 85.0 | 12131.000 | 9.44 | 2024-08-14 |
| MARA240816C00025000 | MARA | CALL | Short | 25.00 | None | $2.74 | 1.00 | $9.09 | 0.37 | 0.77 | 2.75 | 0.01 | 24.58 | 15.49 | 2.74 | $274.00 | 2458.00 | 29 | 219.0 | 12132.000 | 9.09 | 2024-08-13 |
| MARA240816C00025000 | MARA | CALL | Short | 25.00 | None | $2.74 | 1.00 | $9.47 | 0.39 | 0.90 | 2.75 | 0.01 | 24.58 | 15.11 | 2.74 | $274.00 | 2458.00 | 28 | 349.0 | 12167.000 | 9.47 | 2024-08-12 |
| MARA240816C00025000 | MARA | CALL | Short | 25.00 | None | $2.73 | 0.99 | $7.55 | 0.31 | 0.26 | 2.75 | 0.02 | 24.58 | 17.03 | 2.73 | $273.00 | 2458.00 | 25 | 109.0 | 12200.000 | 7.55 | 2024-08-09 |
| MARA240816C00025000 | MARA | CALL | Short | 25.00 | None | $2.71 | 0.99 | $7.19 | 0.29 | 0.19 | 2.75 | 0.04 | 24.58 | 17.39 | 2.71 | $271.00 | 2458.00 | 24 | 264.0 | 12289.000 | 7.19 | 2024-08-08 |
| MARA240816C00025000 | MARA | CALL | Short | 25.00 | None | $2.71 | 0.99 | $8.74 | 0.36 | 0.38 | 2.75 | 0.04 | 24.58 | 15.84 | 2.71 | $271.00 | 2458.00 | 23 | 526.0 | 12477.000 | 8.74 | 2024-08-07 |
| MARA240816C00025000 | MARA | CALL | Short | 25.00 | None | $2.70 | 0.98 | $7.33 | 0.30 | 0.18 | 2.75 | 0.05 | 24.58 | 17.25 | 2.70 | $270.00 | 2458.00 | 22 | 447.0 | 12548.000 | 7.33 | 2024-08-06 |
| MARA240816C00025000 | MARA | CALL | Short | 25.00 | None | $1.03 | 0.37 | $2.33 | 0.09 | 0.28 | 2.75 | 1.72 | 24.58 | 22.25 | 1.03 | $103.00 | 2458.00 | 14 | 25.0 | 15152.000 | 2.33 | 2024-07-29 |
| MARA240816C00025000 | MARA | CALL | Short | 25.00 | None | $1.58 | 0.57 | $3.01 | 0.12 | 0.13 | 2.75 | 1.17 | 24.58 | 21.57 | 1.58 | $158.00 | 2458.00 | 11 | 3363.0 | 15128.000 | 3.01 | 2024-07-26 |
| MARA240816C00025000 | MARA | CALL | Short | 25.00 | None | $1.85 | 0.67 | $4.30 | 0.17 | 0.19 | 2.75 | 0.90 | 24.58 | 20.28 | 1.85 | $185.00 | 2458.00 | 10 | 2636.0 | 14603.000 | 4.30 | 2024-07-25 |
| MARA240816C00025000 | MARA | CALL | Short | 25.00 | None | $1.68 | 0.61 | $3.91 | 0.16 | 0.19 | 2.75 | 1.07 | 24.58 | 20.67 | 1.68 | $168.00 | 2458.00 | 9 | 3981.0 | 14942.000 | 3.91 | 2024-07-24 |
| MARA240816C00025000 | MARA | CALL | Short | 25.00 | None | $1.30 | 0.47 | $2.93 | 0.12 | 0.19 | 2.75 | 1.45 | 24.58 | 21.65 | 1.30 | $130.00 | 2458.00 | 8 | 4200.0 | 13628.000 | 2.93 | 2024-07-23 |
| MARA240816C00025000 | MARA | CALL | Short | 25.00 | None | $0.28 | 0.10 | $0.63 | 0.03 | 0.17 | 2.75 | 2.47 | 24.58 | 23.95 | 0.28 | $28.00 | 2458.00 | 7 | 3009.0 | 13238.000 | 0.63 | 2024-07-22 |
| MARA240816C00025000 | MARA | CALL | Short | 25.00 | None | $-0.35 | -0.13 | $-0.15 | -0.01 | 0.20 | 2.75 | 3.10 | 24.58 | 24.73 | -0.35 | $-35.00 | 2458.00 | 4 | 3687.0 | 12406.000 | -0.15 | 2024-07-19 |
| MARA240816C00025000 | MARA | CALL | Short | 25.00 | None | $0.58 | 0.21 | $0.93 | 0.04 | 0.03 | 2.75 | 2.17 | 24.58 | 23.65 | 0.58 | $58.00 | 2458.00 | 3 | 2096.0 | 12169.000 | 0.93 | 2024-07-18 |
| MARA240816C00025000 | MARA | CALL | Short | 25.00 | None | $-0.50 | -0.18 | $-0.97 | -0.04 | 0.07 | 2.75 | 3.25 | 24.58 | 25.55 | -0.50 | $-50.00 | 2458.00 | 2 | 3510.0 | 12618.000 | -0.97 | 2024-07-17 |
| MARA240816C00025000 | MARA | CALL | Short | 25.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.45; Exit EQ PnL: -0.86 | $-1.30 | -0.47 | $-2.14 | -0.09 | 0.04 | 2.75 | 4.05 | 24.58 | 26.72 | -1.30 | $-130.00 | 2458.00 | 1 | 6125.0 | 13473.000 | -2.14 | 2024-07-16 |
| MARA240816C00025000 | MARA | CALL | Short | 25.00 | None | $-0.00 | -0.00 | $-0.00 | -0.00 | 0.00 | 2.75 | 2.75 | 24.58 | 24.58 | -0.00 | $-0.00 | 2458.00 | 0 | 21387.0 | 19878.000 | -0.00 | 2024-07-15 |