| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-10 | MGNX | MGNX240621C00005000 | 5.00 | 596.0 | 1.000 | 1.508 | 1.544 | 0.2 | 1.9 | 0.870 | 0.170 | 1.840 | 0.25 | 3.31 | 2024-06-21 | CALL | Long | 0.428 | 1.557 | -0.774 |
| 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 | MGNX | 1.000 | 0.152 | 1.586 | 0.342 | 0.166 | -0.083 | 3.34 | -0.158 | 0.0000 | 3.00 | 21.47 | 21 | 1y | 3.84 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MGNX240621C00005000 | MGNX | CALL | Long | 5.00 | None | $-0.15 | -0.60 | $0.81 | 0.24 | 1.62 | 0.25 | 0.10 | 3.31 | 4.12 | -0.15 | $-15.00 | 25.00 | 37 | 4.0 | 2012.000 | 0.81 | 2024-06-18 |
| MGNX240621C00005000 | MGNX | CALL | Long | 5.00 | None | $-0.15 | -0.60 | $0.98 | 0.30 | 1.34 | 0.25 | 0.10 | 3.31 | 4.29 | -0.15 | $-15.00 | 25.00 | 36 | 4.0 | 2009.000 | 0.98 | 2024-06-17 |
| MGNX240621C00005000 | MGNX | CALL | Long | 5.00 | None | $0.20 | 0.80 | $1.16 | 0.35 | 1.12 | 0.25 | 0.45 | 3.31 | 4.47 | 0.20 | $20.00 | 25.00 | 33 | 40.0 | 2009.000 | 1.16 | 2024-06-14 |
| MGNX240621C00005000 | MGNX | CALL | Long | 5.00 | None | $0.20 | 0.80 | $1.37 | 0.41 | 0.94 | 0.25 | 0.45 | 3.31 | 4.68 | 0.20 | $20.00 | 25.00 | 32 | 40.0 | 1971.000 | 1.37 | 2024-06-13 |
| MGNX240621C00005000 | MGNX | CALL | Long | 5.00 | None | $0.30 | 1.20 | $1.68 | 0.51 | 1.06 | 0.25 | 0.55 | 3.31 | 4.99 | 0.30 | $30.00 | 25.00 | 31 | 75.0 | 1985.000 | 1.68 | 2024-06-12 |
| MGNX240621C00005000 | MGNX | CALL | Long | 5.00 | None | $0.20 | 0.80 | $1.62 | 0.49 | 1.02 | 0.25 | 0.45 | 3.31 | 4.93 | 0.20 | $20.00 | 25.00 | 30 | 1.0 | 1985.000 | 1.62 | 2024-06-11 |
| MGNX240621C00005000 | MGNX | CALL | Long | 5.00 | None | $-0.02 | -0.08 | $1.27 | 0.38 | 0.91 | 0.25 | 0.23 | 3.31 | 4.58 | -0.02 | $-2.00 | 25.00 | 29 | 13.0 | 1987.000 | 1.27 | 2024-06-10 |
| MGNX240621C00005000 | MGNX | CALL | Long | 5.00 | None | $0.05 | 0.20 | $1.22 | 0.37 | 1.21 | 0.25 | 0.30 | 3.31 | 4.53 | 0.05 | $5.00 | 25.00 | 28 | 48.0 | 2015.000 | 1.22 | 2024-06-09 |
| MGNX240621C00005000 | MGNX | CALL | Long | 5.00 | None | $0.05 | 0.20 | $1.22 | 0.37 | 1.06 | 0.25 | 0.30 | 3.31 | 4.53 | 0.05 | $5.00 | 25.00 | 26 | 48.0 | 2015.000 | 1.22 | 2024-06-07 |
| MGNX240621C00005000 | MGNX | CALL | Long | 5.00 | None | $0.30 | 1.20 | $1.36 | 0.41 | 1.24 | 0.25 | 0.55 | 3.31 | 4.67 | 0.30 | $30.00 | 25.00 | 25 | 537.0 | 2035.000 | 1.36 | 2024-06-06 |
| MGNX240621C00005000 | MGNX | CALL | Long | 5.00 | None | $0.40 | 1.60 | $1.60 | 0.48 | 1.39 | 0.25 | 0.65 | 3.31 | 4.91 | 0.40 | $40.00 | 25.00 | 24 | 1538.0 | 659.000 | 1.60 | 2024-06-05 |
| MGNX240621C00005000 | MGNX | CALL | Long | 5.00 | Underlying has moved in favorable position (0.3444108761329305135951661631) however, position is suffering from IV crush;Exit OP PnL: $-0.05;Exit EQ PnL: 1.14 | $0.07 | 0.28 | $1.05 | 0.32 | 0.98 | 0.25 | 0.32 | 3.31 | 4.36 | 0.07 | $7.00 | 25.00 | 23 | 4.0 | 661.000 | 1.05 | 2024-06-04 |
| MGNX240621C00005000 | MGNX | CALL | Long | 5.00 | None | $0.20 | 0.80 | $1.17 | 0.35 | 0.96 | 0.25 | 0.45 | 3.31 | 4.48 | 0.20 | $20.00 | 25.00 | 22 | 697.0 | 1049.000 | 1.17 | 2024-06-03 |
| MGNX240621C00005000 | MGNX | CALL | Long | 5.00 | None | $0.05 | 0.20 | $0.78 | 0.24 | 0.00 | 0.25 | 0.30 | 3.31 | 4.09 | 0.05 | $5.00 | 25.00 | 21 | 620.0 | 1049.000 | 0.78 | 2024-06-02 |
| MGNX240621C00005000 | MGNX | CALL | Long | 5.00 | None | $0.05 | 0.20 | $0.78 | 0.24 | 1.04 | 0.25 | 0.30 | 3.31 | 4.09 | 0.05 | $5.00 | 25.00 | 19 | 620.0 | 541.000 | 0.78 | 2024-05-31 |
| MGNX240621C00005000 | MGNX | CALL | Long | 5.00 | None | $0.10 | 0.40 | $0.93 | 0.28 | 1.13 | 0.25 | 0.35 | 3.31 | 4.24 | 0.10 | $10.00 | 25.00 | 18 | 1.0 | 540.000 | 0.93 | 2024-05-30 |
| MGNX240621C00005000 | MGNX | CALL | Long | 5.00 | None | $0.05 | 0.20 | $0.83 | 0.25 | 1.13 | 0.25 | 0.30 | 3.31 | 4.14 | 0.05 | $5.00 | 25.00 | 17 | 29.0 | 547.000 | 0.83 | 2024-05-29 |
| MGNX240621C00005000 | MGNX | CALL | Long | 5.00 | None | $0.12 | 0.48 | $1.03 | 0.31 | 1.01 | 0.25 | 0.37 | 3.31 | 4.34 | 0.12 | $12.00 | 25.00 | 16 | 72.0 | 566.000 | 1.03 | 2024-05-28 |
| MGNX240621C00005000 | MGNX | CALL | Long | 5.00 | None | $0.25 | 1.00 | $1.24 | 0.37 | 1.40 | 0.25 | 0.50 | 3.31 | 4.55 | 0.25 | $25.00 | 25.00 | 15 | 39.0 | 554.000 | 1.24 | 2024-05-27 |
| MGNX240621C00005000 | MGNX | CALL | Long | 5.00 | None | $0.25 | 1.00 | $1.24 | 0.37 | 1.31 | 0.25 | 0.50 | 3.31 | 4.55 | 0.25 | $25.00 | 25.00 | 12 | 29.0 | 554.000 | 1.24 | 2024-05-24 |
| MGNX240621C00005000 | MGNX | CALL | Long | 5.00 | None | $0.35 | 1.40 | $1.32 | 0.40 | 0.97 | 0.25 | 0.60 | 3.31 | 4.63 | 0.35 | $35.00 | 25.00 | 11 | 16.0 | 545.000 | 1.32 | 2024-05-23 |
| MGNX240621C00005000 | MGNX | CALL | Long | 5.00 | None | $0.34 | 1.36 | $1.39 | 0.42 | 1.03 | 0.25 | 0.59 | 3.31 | 4.70 | 0.34 | $34.00 | 25.00 | 10 | 26.0 | 553.000 | 1.39 | 2024-05-22 |
| MGNX240621C00005000 | MGNX | CALL | Long | 5.00 | None | $0.25 | 1.00 | $0.95 | 0.29 | 1.16 | 0.25 | 0.50 | 3.31 | 4.26 | 0.25 | $25.00 | 25.00 | 9 | 7.0 | 558.000 | 0.95 | 2024-05-21 |
| MGNX240621C00005000 | MGNX | CALL | Long | 5.00 | None | $0.25 | 1.00 | $0.95 | 0.29 | -0.12 | 0.25 | 0.50 | 3.31 | 4.26 | 0.25 | $25.00 | 25.00 | 8 | 65.0 | 0.000 | 0.95 | 2024-05-20 |
| MGNX240621C00005000 | MGNX | CALL | Long | 5.00 | None | $0.30 | 1.20 | $1.05 | 0.32 | 1.17 | 0.25 | 0.55 | 3.31 | 4.36 | 0.30 | $30.00 | 25.00 | 7 | 29.0 | 550.000 | 1.05 | 2024-05-19 |
| MGNX240621C00005000 | MGNX | CALL | Long | 5.00 | None | $0.30 | 1.20 | $1.05 | 0.32 | 1.15 | 0.25 | 0.55 | 3.31 | 4.36 | 0.30 | $30.00 | 25.00 | 6 | 29.0 | 550.000 | 1.05 | 2024-05-18 |
| MGNX240621C00005000 | MGNX | CALL | Long | 5.00 | None | $0.30 | 1.20 | $1.05 | 0.32 | 1.13 | 0.25 | 0.55 | 3.31 | 4.36 | 0.30 | $30.00 | 25.00 | 5 | 29.0 | 550.000 | 1.05 | 2024-05-17 |
| MGNX240621C00005000 | MGNX | CALL | Long | 5.00 | None | $0.49 | 1.96 | $1.40 | 0.42 | 1.14 | 0.25 | 0.74 | 3.31 | 4.71 | 0.49 | $49.00 | 25.00 | 3 | 30.0 | 432.000 | 1.40 | 2024-05-15 |
| MGNX240621C00005000 | MGNX | CALL | Long | 5.00 | None | $0.35 | 1.40 | $1.14 | 0.34 | 1.27 | 0.25 | 0.60 | 3.31 | 4.45 | 0.35 | $35.00 | 25.00 | 2 | 135.0 | 497.000 | 1.14 | 2024-05-14 |
| MGNX240621C00005000 | MGNX | CALL | Long | 5.00 | None | $0.43 | 1.72 | $1.07 | 0.32 | 1.22 | 0.25 | 0.68 | 3.31 | 4.38 | 0.43 | $43.00 | 25.00 | 1 | 373.0 | 457.000 | 1.07 | 2024-05-13 |
| MGNX240621C00005000 | MGNX | CALL | Long | 5.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.25 | 0.25 | 3.31 | 3.31 | 0.00 | $0.00 | 25.00 | 0 | 1.0 | 457.000 | 0.00 | 2024-05-12 |