| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-30 | MRK | MRK240830C00116000 | 116.00 | 2.0 | 11.000 | 0.348 | 0.141 | 1.1 | 2.5 | 0.010 | 3.480 | 4.940 | 3.50 | 114.14 | 2024-08-30 | CALL | Long | 0.100 | 0.144 | -0.098 |
| 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 | MRK | 0.909 | 0.037 | 0.119 | 0.058 | 0.065 | 0.011 | 100.06 | 0.006 | 0.0000 | 96.31 | 132.96 | 21 | 1y | 102.65 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MRK240830C00116000 | MRK | CALL | Long | 116.00 | None | $0.74 | 0.59 | $6.31 | 0.06 | 0.01 | 1.25 | 1.99 | 111.15 | 117.46 | 0.74 | $74.00 | 125.00 | 23 | 268.0 | 2385.000 | 6.31 | 2024-08-29 |
| MRK240830C00116000 | MRK | CALL | Long | 116.00 | None | $0.47 | 0.38 | $6.28 | 0.06 | -0.01 | 1.25 | 1.72 | 111.15 | 117.43 | 0.47 | $47.00 | 125.00 | 22 | 145.0 | 2385.000 | 6.28 | 2024-08-28 |
| MRK240830C00116000 | MRK | CALL | Long | 116.00 | None | $-0.21 | -0.17 | $5.28 | 0.05 | -0.24 | 1.25 | 1.04 | 111.15 | 116.43 | -0.21 | $-21.00 | 125.00 | 21 | 84.0 | 1162.000 | 5.28 | 2024-08-27 |
| MRK240830C00116000 | MRK | CALL | Long | 116.00 | None | $-0.21 | -0.17 | $5.12 | 0.05 | -0.06 | 1.25 | 1.04 | 111.15 | 116.27 | -0.21 | $-21.00 | 125.00 | 20 | 84.0 | 1172.000 | 5.12 | 2024-08-26 |
| MRK240830C00116000 | MRK | CALL | Long | 116.00 | None | $0.17 | 0.14 | $5.45 | 0.05 | -0.05 | 1.25 | 1.42 | 111.15 | 116.60 | 0.17 | $17.00 | 125.00 | 19 | 1482.0 | 835.000 | 5.45 | 2024-08-25 |
| MRK240830C00116000 | MRK | CALL | Long | 116.00 | None | $0.17 | 0.14 | $5.45 | 0.05 | -0.07 | 1.25 | 1.42 | 111.15 | 116.60 | 0.17 | $17.00 | 125.00 | 18 | 1482.0 | 835.000 | 5.45 | 2024-08-24 |
| MRK240830C00116000 | MRK | CALL | Long | 116.00 | None | $0.01 | 0.01 | $5.42 | 0.05 | -0.10 | 1.25 | 1.26 | 111.15 | 116.57 | 0.01 | $1.00 | 125.00 | 17 | 954.0 | 835.000 | 5.42 | 2024-08-23 |
| MRK240830C00116000 | MRK | CALL | Long | 116.00 | None | $0.30 | 0.24 | $5.44 | 0.05 | -0.07 | 1.25 | 1.55 | 111.15 | 116.59 | 0.30 | $30.00 | 125.00 | 16 | 611.0 | 288.000 | 5.44 | 2024-08-22 |
| MRK240830C00116000 | MRK | CALL | Long | 116.00 | None | $0.29 | 0.23 | $4.88 | 0.04 | -0.05 | 1.25 | 1.54 | 111.15 | 116.03 | 0.29 | $29.00 | 125.00 | 15 | 196.0 | 249.000 | 4.88 | 2024-08-21 |
| MRK240830C00116000 | MRK | CALL | Long | 116.00 | None | $-0.10 | -0.08 | $3.93 | 0.04 | -0.04 | 1.25 | 1.15 | 111.15 | 115.08 | -0.10 | $-10.00 | 125.00 | 14 | 95.0 | 215.000 | 3.93 | 2024-08-20 |
| MRK240830C00116000 | MRK | CALL | Long | 116.00 | None | $-0.36 | -0.29 | $3.31 | 0.03 | -0.06 | 1.25 | 0.89 | 111.15 | 114.46 | -0.36 | $-36.00 | 125.00 | 13 | 109.0 | 173.000 | 3.31 | 2024-08-19 |
| MRK240830C00116000 | MRK | CALL | Long | 116.00 | None | $-0.53 | -0.42 | $2.52 | 0.02 | -0.04 | 1.25 | 0.72 | 111.15 | 113.67 | -0.53 | $-53.00 | 125.00 | 12 | 53.0 | 146.000 | 2.52 | 2024-08-18 |
| MRK240830C00116000 | MRK | CALL | Long | 116.00 | None | $-0.53 | -0.42 | $2.52 | 0.02 | -0.05 | 1.25 | 0.72 | 111.15 | 113.67 | -0.53 | $-53.00 | 125.00 | 11 | 53.0 | 146.000 | 2.52 | 2024-08-17 |
| MRK240830C00116000 | MRK | CALL | Long | 116.00 | None | $-0.53 | -0.42 | $2.50 | 0.02 | -0.07 | 1.25 | 0.72 | 111.15 | 113.65 | -0.53 | $-53.00 | 125.00 | 10 | 53.0 | 146.000 | 2.50 | 2024-08-16 |
| MRK240830C00116000 | MRK | CALL | Long | 116.00 | None | $-0.56 | -0.45 | $2.16 | 0.02 | -0.06 | 1.25 | 0.69 | 111.15 | 113.31 | -0.56 | $-56.00 | 125.00 | 9 | 19.0 | 146.000 | 2.16 | 2024-08-15 |
| MRK240830C00116000 | MRK | CALL | Long | 116.00 | None | $-0.30 | -0.24 | $2.37 | 0.02 | -0.02 | 1.25 | 0.95 | 111.15 | 113.52 | -0.30 | $-30.00 | 125.00 | 8 | 26.0 | 129.000 | 2.37 | 2024-08-14 |
| MRK240830C00116000 | MRK | CALL | Long | 116.00 | None | $-0.06 | -0.05 | $3.23 | 0.03 | -0.04 | 1.25 | 1.19 | 111.15 | 114.38 | -0.06 | $-6.00 | 125.00 | 7 | 8.0 | 133.000 | 3.23 | 2024-08-13 |
| MRK240830C00116000 | MRK | CALL | Long | 116.00 | None | $-0.15 | -0.12 | $2.33 | 0.02 | -0.04 | 1.25 | 1.10 | 111.15 | 113.48 | -0.15 | $-15.00 | 125.00 | 6 | 14.0 | 137.000 | 2.33 | 2024-08-12 |
| MRK240830C00116000 | MRK | CALL | Long | 116.00 | None | $0.36 | 0.29 | $3.40 | 0.03 | -0.02 | 1.25 | 1.61 | 111.15 | 114.55 | 0.36 | $36.00 | 125.00 | 3 | 40.0 | 137.000 | 3.40 | 2024-08-09 |
| MRK240830C00116000 | MRK | CALL | Long | 116.00 | None | $0.36 | 0.29 | $2.77 | 0.02 | -0.01 | 1.25 | 1.61 | 111.15 | 113.92 | 0.36 | $36.00 | 125.00 | 2 | 40.0 | 172.000 | 2.77 | 2024-08-08 |
| MRK240830C00116000 | MRK | CALL | Long | 116.00 | Exit OP PnL: $-0.37;Exit EQ PnL: 0.25; Position is Long and position continued to lose. Latest OP price is: $0.88 (EQ: $111.40). Initial OP price was: $1.25 (EQ: $111.15). Surpassed Stop Loss Percentage: -0.296 < -0.16. | $-0.31 | -0.25 | $1.34 | 0.01 | -0.00 | 1.25 | 0.94 | 111.15 | 112.49 | -0.31 | $-31.00 | 125.00 | 1 | 25.0 | 172.000 | 1.34 | 2024-08-07 |
| MRK240830C00116000 | MRK | CALL | Long | 116.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 1.25 | 1.25 | 111.15 | 111.15 | 0.00 | $0.00 | 125.00 | 0 | 32.0 | 191.000 | 0.00 | 2024-08-06 |