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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024-06-28 | NKE | NKE240802C00083000 | 83.00 | 678.0 | 2.000 | 0.293 | 0.237 | 0.2 | 7.5 | 0.030 | 0.380 | 7.710 | 0.56 | 75.36 | 2024-08-02 | CALL | Long | 0.098 | 0.246 | -0.200 |
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 | NKE | 1.000 | 0.050 | 0.235 | 0.092 | 0.069 | 0.009 | 78.00 | 0.111 | 0.0000 | 71.09 | 122.64 | 21 | 1y | 77.96 |
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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
NKE240802C00083000 | NKE | CALL | Long | 83.00 | None | $-0.55 | -0.98 | $-1.80 | -0.02 | 0.18 | 0.56 | 0.01 | 75.36 | 73.56 | -0.55 | $-55.00 | 56.00 | 31 | 49.0 | 700.000 | -1.80 | 2024-07-29 |
NKE240802C00083000 | NKE | CALL | Long | 83.00 | None | $-0.54 | -0.96 | $-2.79 | -0.04 | 0.14 | 0.56 | 0.02 | 75.36 | 72.57 | -0.54 | $-54.00 | 56.00 | 28 | 168.0 | 771.000 | -2.79 | 2024-07-26 |
NKE240802C00083000 | NKE | CALL | Long | 83.00 | None | $-0.54 | -0.96 | $-3.95 | -0.05 | 0.22 | 0.56 | 0.02 | 75.36 | 71.41 | -0.54 | $-54.00 | 56.00 | 27 | 27.0 | 753.000 | -3.95 | 2024-07-25 |
NKE240802C00083000 | NKE | CALL | Long | 83.00 | None | $-0.55 | -0.98 | $-4.23 | -0.06 | 0.11 | 0.56 | 0.01 | 75.36 | 71.13 | -0.55 | $-55.00 | 56.00 | 26 | 340.0 | 617.000 | -4.23 | 2024-07-24 |
NKE240802C00083000 | NKE | CALL | Long | 83.00 | None | $-0.52 | -0.93 | $-1.95 | -0.03 | 0.07 | 0.56 | 0.04 | 75.36 | 73.41 | -0.52 | $-52.00 | 56.00 | 25 | 12.0 | 628.000 | -1.95 | 2024-07-23 |
NKE240802C00083000 | NKE | CALL | Long | 83.00 | None | $-0.46 | -0.82 | $-0.50 | -0.01 | 0.04 | 0.56 | 0.10 | 75.36 | 74.86 | -0.46 | $-46.00 | 56.00 | 24 | 221.0 | 537.000 | -0.50 | 2024-07-22 |
NKE240802C00083000 | NKE | CALL | Long | 83.00 | None | $-0.47 | -0.84 | $-2.65 | -0.04 | 0.08 | 0.56 | 0.09 | 75.36 | 72.71 | -0.47 | $-47.00 | 56.00 | 21 | 10.0 | 536.000 | -2.65 | 2024-07-19 |
NKE240802C00083000 | NKE | CALL | Long | 83.00 | None | $-0.46 | -0.82 | $-2.97 | -0.04 | 0.09 | 0.56 | 0.10 | 75.36 | 72.39 | -0.46 | $-46.00 | 56.00 | 20 | 22.0 | 550.000 | -2.97 | 2024-07-18 |
NKE240802C00083000 | NKE | CALL | Long | 83.00 | None | $-0.45 | -0.80 | $-2.29 | -0.03 | 0.07 | 0.56 | 0.11 | 75.36 | 73.07 | -0.45 | $-45.00 | 56.00 | 19 | 46.0 | 589.000 | -2.29 | 2024-07-17 |
NKE240802C00083000 | NKE | CALL | Long | 83.00 | None | $-0.45 | -0.80 | $-2.55 | -0.03 | 0.07 | 0.56 | 0.11 | 75.36 | 72.81 | -0.45 | $-45.00 | 56.00 | 18 | 12.0 | 599.000 | -2.55 | 2024-07-16 |
NKE240802C00083000 | NKE | CALL | Long | 83.00 | None | $-0.46 | -0.82 | $-4.05 | -0.05 | 0.12 | 0.56 | 0.10 | 75.36 | 71.31 | -0.46 | $-46.00 | 56.00 | 17 | 28.0 | 617.000 | -4.05 | 2024-07-15 |
NKE240802C00083000 | NKE | CALL | Long | 83.00 | None | $-0.41 | -0.73 | $-1.93 | -0.03 | 0.03 | 0.56 | 0.15 | 75.36 | 73.43 | -0.41 | $-41.00 | 56.00 | 14 | 159.0 | 561.000 | -1.93 | 2024-07-12 |
NKE240802C00083000 | NKE | CALL | Long | 83.00 | None | $-0.40 | -0.71 | $-1.98 | -0.03 | 0.03 | 0.56 | 0.16 | 75.36 | 73.38 | -0.40 | $-40.00 | 56.00 | 13 | 26.0 | 567.000 | -1.98 | 2024-07-11 |
NKE240802C00083000 | NKE | CALL | Long | 83.00 | None | $-0.43 | -0.77 | $-2.82 | -0.04 | 0.04 | 0.56 | 0.13 | 75.36 | 72.54 | -0.43 | $-43.00 | 56.00 | 12 | 14.0 | 571.000 | -2.82 | 2024-07-10 |
NKE240802C00083000 | NKE | CALL | Long | 83.00 | None | $-0.36 | -0.64 | $-2.90 | -0.04 | 0.05 | 0.56 | 0.20 | 75.36 | 72.46 | -0.36 | $-36.00 | 56.00 | 11 | 28.0 | 573.000 | -2.90 | 2024-07-09 |
NKE240802C00083000 | NKE | CALL | Long | 83.00 | None | $-0.37 | -0.66 | $-2.31 | -0.03 | 0.03 | 0.56 | 0.19 | 75.36 | 73.05 | -0.37 | $-37.00 | 56.00 | 10 | 99.0 | 614.000 | -2.31 | 2024-07-08 |
NKE240802C00083000 | NKE | CALL | Long | 83.00 | None | $-0.28 | -0.50 | $0.08 | 0.00 | -0.02 | 0.56 | 0.28 | 75.36 | 75.44 | -0.28 | $-28.00 | 56.00 | 7 | 61.0 | 632.000 | 0.08 | 2024-07-05 |
NKE240802C00083000 | NKE | CALL | Long | 83.00 | None | $-0.31 | -0.55 | $-0.12 | -0.00 | -0.03 | 0.56 | 0.25 | 75.36 | 75.24 | -0.31 | $-31.00 | 56.00 | 6 | 59.0 | 615.000 | -0.12 | 2024-07-04 |
NKE240802C00083000 | NKE | CALL | Long | 83.00 | None | $-0.31 | -0.55 | $-0.12 | -0.00 | -0.03 | 0.56 | 0.25 | 75.36 | 75.24 | -0.31 | $-31.00 | 56.00 | 5 | 59.0 | 615.000 | -0.12 | 2024-07-03 |
NKE240802C00083000 | NKE | CALL | Long | 83.00 | None | $-0.23 | -0.41 | $0.68 | 0.01 | -0.04 | 0.56 | 0.33 | 75.36 | 76.04 | -0.23 | $-23.00 | 56.00 | 4 | 96.0 | 536.000 | 0.68 | 2024-07-02 |
NKE240802C00083000 | NKE | CALL | Long | 83.00 | Exit OP PnL: $-0.12;Exit EQ PnL: 0.38; Position is Long and position continued to lose. Latest OP price is: $0.44 (EQ: $75.74). Initial OP price was: $0.56 (EQ: $75.36). Surpassed Stop Loss Percentage: -0.2142857142857142857142857143 < -0.16. | $-0.02 | -0.04 | $1.47 | 0.02 | -0.03 | 0.56 | 0.54 | 75.36 | 76.83 | -0.02 | $-2.00 | 56.00 | 3 | 442.0 | 614.000 | 1.47 | 2024-07-01 |
NKE240802C00083000 | NKE | CALL | Long | 83.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.56 | 0.56 | 75.36 | 75.36 | 0.00 | $0.00 | 56.00 | 0 | 678.0 | 2.000 | 0.00 | 2024-06-28 |