| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-12-22 | NTES | NTES240216C00100000 | 100.00 | 101.0 | 21.000 | 0.535 | 0.222 | 0.1 | 11.9 | 0.010 | 2.430 | 14.230 | 3.20 | 87.64 | 2024-02-16 | CALL | Long | 0.136 | 0.223 | -0.161 |
| 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 | NTES | 0.818 | 0.076 | 0.218 | 0.127 | 0.132 | -0.003 | 93.63 | 0.284 | 0.0000 | 76.28 | 113.14 | 21 | 1y | 80.30 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| NTES240216C00100000 | NTES | CALL | Long | 100.00 | None | $2.95 | 0.92 | $18.98 | 0.22 | -0.10 | 3.20 | 6.15 | 87.64 | 106.62 | 2.95 | $295.00 | 320.00 | 49 | 1.0 | 585.000 | 18.98 | 2024-02-09 |
| NTES240216C00100000 | NTES | CALL | Long | 100.00 | None | $2.97 | 0.93 | $17.05 | 0.19 | -0.13 | 3.20 | 6.17 | 87.64 | 104.69 | 2.97 | $297.00 | 320.00 | 48 | 1.0 | 585.000 | 17.05 | 2024-02-08 |
| NTES240216C00100000 | NTES | CALL | Long | 100.00 | None | $3.30 | 1.03 | $18.70 | 0.21 | 0.06 | 3.20 | 6.50 | 87.64 | 106.34 | 3.30 | $330.00 | 320.00 | 47 | 10.0 | 586.000 | 18.70 | 2024-02-07 |
| NTES240216C00100000 | NTES | CALL | Long | 100.00 | None | $4.70 | 1.47 | $19.72 | 0.23 | -0.10 | 3.20 | 7.90 | 87.64 | 107.36 | 4.70 | $470.00 | 320.00 | 46 | 40.0 | 615.000 | 19.72 | 2024-02-06 |
| NTES240216C00100000 | NTES | CALL | Long | 100.00 | None | $0.10 | 0.03 | $13.03 | 0.15 | -0.54 | 3.20 | 3.30 | 87.64 | 100.67 | 0.10 | $10.00 | 320.00 | 45 | 22.0 | 615.000 | 13.03 | 2024-02-05 |
| NTES240216C00100000 | NTES | CALL | Long | 100.00 | None | $-0.65 | -0.20 | $11.19 | 0.13 | -0.52 | 3.20 | 2.55 | 87.64 | 98.83 | -0.65 | $-65.00 | 320.00 | 44 | 60.0 | 626.000 | 11.19 | 2024-02-04 |
| NTES240216C00100000 | NTES | CALL | Long | 100.00 | None | $-0.65 | -0.20 | $11.19 | 0.13 | -0.14 | 3.20 | 2.55 | 87.64 | 98.83 | -0.65 | $-65.00 | 320.00 | 42 | 60.0 | 628.000 | 11.19 | 2024-02-02 |
| NTES240216C00100000 | NTES | CALL | Long | 100.00 | None | $0.62 | 0.19 | $13.26 | 0.15 | -0.14 | 3.20 | 3.82 | 87.64 | 100.90 | 0.62 | $62.00 | 320.00 | 41 | 15.0 | 634.000 | 13.26 | 2024-02-01 |
| NTES240216C00100000 | NTES | CALL | Long | 100.00 | None | $-0.85 | -0.27 | $10.00 | 0.11 | -0.12 | 3.20 | 2.35 | 87.64 | 97.64 | -0.85 | $-85.00 | 320.00 | 40 | 28.0 | 619.000 | 10.00 | 2024-01-31 |
| NTES240216C00100000 | NTES | CALL | Long | 100.00 | None | $-0.45 | -0.14 | $9.92 | 0.11 | -0.10 | 3.20 | 2.75 | 87.64 | 97.56 | -0.45 | $-45.00 | 320.00 | 39 | 4.0 | 619.000 | 9.92 | 2024-01-30 |
| NTES240216C00100000 | NTES | CALL | Long | 100.00 | None | $0.30 | 0.09 | $11.65 | 0.13 | -0.10 | 3.20 | 3.50 | 87.64 | 99.29 | 0.30 | $30.00 | 320.00 | 38 | 32.0 | 630.000 | 11.65 | 2024-01-29 |
| NTES240216C00100000 | NTES | CALL | Long | 100.00 | None | $2.06 | 0.64 | $14.62 | 0.17 | -0.09 | 3.20 | 5.26 | 87.64 | 102.26 | 2.06 | $206.00 | 320.00 | 37 | 22.0 | 639.000 | 14.62 | 2024-01-28 |
| NTES240216C00100000 | NTES | CALL | Long | 100.00 | None | $2.06 | 0.64 | $14.62 | 0.17 | -0.10 | 3.20 | 5.26 | 87.64 | 102.26 | 2.06 | $206.00 | 320.00 | 36 | 22.0 | 639.000 | 14.62 | 2024-01-27 |
| NTES240216C00100000 | NTES | CALL | Long | 100.00 | None | $2.06 | 0.64 | $14.62 | 0.17 | -0.11 | 3.20 | 5.26 | 87.64 | 102.26 | 2.06 | $206.00 | 320.00 | 35 | 22.0 | 639.000 | 14.62 | 2024-01-26 |
| NTES240216C00100000 | NTES | CALL | Long | 100.00 | None | $2.90 | 0.91 | $15.86 | 0.18 | -0.12 | 3.20 | 6.10 | 87.64 | 103.50 | 2.90 | $290.00 | 320.00 | 34 | 85.0 | 689.000 | 15.86 | 2024-01-25 |
| NTES240216C00100000 | NTES | CALL | Long | 100.00 | None | $1.50 | 0.47 | $12.58 | 0.14 | -0.10 | 3.20 | 4.70 | 87.64 | 100.22 | 1.50 | $150.00 | 320.00 | 33 | 66.0 | 707.000 | 12.58 | 2024-01-24 |
| NTES240216C00100000 | NTES | CALL | Long | 100.00 | None | $0.00 | 0.00 | $9.30 | 0.11 | -0.08 | 3.20 | 3.20 | 87.64 | 96.94 | 0.00 | $0.00 | 320.00 | 32 | 73.0 | 702.000 | 9.30 | 2024-01-23 |
| NTES240216C00100000 | NTES | CALL | Long | 100.00 | None | $-2.00 | -0.62 | $3.26 | 0.04 | -0.10 | 3.20 | 1.20 | 87.64 | 90.90 | -2.00 | $-200.00 | 320.00 | 31 | 122.0 | 644.000 | 3.26 | 2024-01-22 |
| NTES240216C00100000 | NTES | CALL | Long | 100.00 | None | $-1.85 | -0.58 | $4.06 | 0.05 | -0.12 | 3.20 | 1.35 | 87.64 | 91.70 | -1.85 | $-185.00 | 320.00 | 28 | 485.0 | 436.000 | 4.06 | 2024-01-19 |
| NTES240216C00100000 | NTES | CALL | Long | 100.00 | None | $-2.30 | -0.72 | $1.80 | 0.02 | -0.13 | 3.20 | 0.90 | 87.64 | 89.44 | -2.30 | $-230.00 | 320.00 | 27 | 13.0 | 435.000 | 1.80 | 2024-01-18 |
| NTES240216C00100000 | NTES | CALL | Long | 100.00 | None | $-2.45 | -0.77 | $0.73 | 0.01 | -0.14 | 3.20 | 0.75 | 87.64 | 88.37 | -2.45 | $-245.00 | 320.00 | 26 | 55.0 | 417.000 | 0.73 | 2024-01-17 |
| NTES240216C00100000 | NTES | CALL | Long | 100.00 | None | $-1.95 | -0.61 | $3.13 | 0.04 | -0.13 | 3.20 | 1.25 | 87.64 | 90.77 | -1.95 | $-195.00 | 320.00 | 25 | 16.0 | 423.000 | 3.13 | 2024-01-16 |
| NTES240216C00100000 | NTES | CALL | Long | 100.00 | None | $-1.85 | -0.58 | $3.42 | 0.04 | -0.16 | 3.20 | 1.35 | 87.64 | 91.06 | -1.85 | $-185.00 | 320.00 | 21 | 1.0 | 422.000 | 3.42 | 2024-01-12 |
| NTES240216C00100000 | NTES | CALL | Long | 100.00 | None | $-2.00 | -0.62 | $2.78 | 0.03 | -0.14 | 3.20 | 1.20 | 87.64 | 90.42 | -2.00 | $-200.00 | 320.00 | 20 | 3.0 | 422.000 | 2.78 | 2024-01-11 |
| NTES240216C00100000 | NTES | CALL | Long | 100.00 | None | $-2.12 | -0.66 | $1.32 | 0.02 | -0.13 | 3.20 | 1.08 | 87.64 | 88.96 | -2.12 | $-212.00 | 320.00 | 19 | 18.0 | 425.000 | 1.32 | 2024-01-10 |
| NTES240216C00100000 | NTES | CALL | Long | 100.00 | None | $-1.85 | -0.58 | $1.80 | 0.02 | -0.13 | 3.20 | 1.35 | 87.64 | 89.44 | -1.85 | $-185.00 | 320.00 | 18 | 65.0 | 428.000 | 1.80 | 2024-01-09 |
| NTES240216C00100000 | NTES | CALL | Long | 100.00 | None | $-1.65 | -0.52 | $2.47 | 0.03 | -0.12 | 3.20 | 1.55 | 87.64 | 90.11 | -1.65 | $-165.00 | 320.00 | 17 | 40.0 | 416.000 | 2.47 | 2024-01-08 |
| NTES240216C00100000 | NTES | CALL | Long | 100.00 | None | $-1.40 | -0.44 | $3.55 | 0.04 | -0.14 | 3.20 | 1.80 | 87.64 | 91.19 | -1.40 | $-140.00 | 320.00 | 14 | 32.0 | 405.000 | 3.55 | 2024-01-05 |
| NTES240216C00100000 | NTES | CALL | Long | 100.00 | None | $0.50 | 0.16 | $8.23 | 0.09 | -0.50 | 3.20 | 3.70 | 87.64 | 95.87 | 0.50 | $50.00 | 320.00 | 13 | 19.0 | 405.000 | 8.23 | 2024-01-04 |
| NTES240216C00100000 | NTES | CALL | Long | 100.00 | None | $0.50 | 0.16 | $8.57 | 0.10 | -0.50 | 3.20 | 3.70 | 87.64 | 96.21 | 0.50 | $50.00 | 320.00 | 12 | 105.0 | 393.000 | 8.57 | 2024-01-03 |
| NTES240216C00100000 | NTES | CALL | Long | 100.00 | None | $-0.48 | -0.15 | $4.83 | 0.06 | -0.47 | 3.20 | 2.72 | 87.64 | 92.47 | -0.48 | $-48.00 | 320.00 | 11 | 118.0 | 0.000 | 4.83 | 2024-01-02 |
| NTES240216C00100000 | NTES | CALL | Long | 100.00 | None | $0.00 | 0.00 | $5.52 | 0.06 | -0.08 | 3.20 | 3.20 | 87.64 | 93.16 | 0.00 | $0.00 | 320.00 | 10 | 54.0 | 456.000 | 5.52 | 2024-01-01 |
| NTES240216C00100000 | NTES | CALL | Long | 100.00 | None | $0.00 | 0.00 | $5.52 | 0.06 | -0.09 | 3.20 | 3.20 | 87.64 | 93.16 | 0.00 | $0.00 | 320.00 | 8 | 54.0 | 456.000 | 5.52 | 2023-12-30 |
| NTES240216C00100000 | NTES | CALL | Long | 100.00 | None | $0.00 | 0.00 | $5.52 | 0.06 | -0.10 | 3.20 | 3.20 | 87.64 | 93.16 | 0.00 | $0.00 | 320.00 | 7 | 54.0 | 456.000 | 5.52 | 2023-12-29 |
| NTES240216C00100000 | NTES | CALL | Long | 100.00 | None | $-1.00 | -0.31 | $1.66 | 0.02 | -0.09 | 3.20 | 2.20 | 87.64 | 89.30 | -1.00 | $-100.00 | 320.00 | 6 | 178.0 | 361.000 | 1.66 | 2023-12-28 |
| NTES240216C00100000 | NTES | CALL | Long | 100.00 | None | $-1.25 | -0.39 | $-0.01 | -0.00 | -0.05 | 3.20 | 1.95 | 87.64 | 87.63 | -1.25 | $-125.00 | 320.00 | 5 | 108.0 | 296.000 | -0.01 | 2023-12-27 |
| NTES240216C00100000 | NTES | CALL | Long | 100.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.50 | 0.16 | $4.56 | 0.05 | -0.02 | 3.20 | 3.70 | 87.64 | 92.20 | 0.50 | $50.00 | 320.00 | 4 | 268.0 | 103.000 | 4.56 | 2023-12-26 |
| NTES240216C00100000 | NTES | CALL | Long | 100.00 | None | $-0.05 | -0.02 | $0.00 | 0.00 | 0.01 | 3.20 | 3.15 | 87.64 | 87.64 | -0.05 | $-5.00 | 320.00 | 3 | 120.0 | 21.000 | 0.00 | 2023-12-25 |
| NTES240216C00100000 | NTES | CALL | Long | 100.00 | None | $-0.05 | -0.02 | $0.00 | 0.00 | -0.00 | 3.20 | 3.15 | 87.64 | 87.64 | -0.05 | $-5.00 | 320.00 | 1 | 120.0 | 21.000 | 0.00 | 2023-12-23 |
| NTES240216C00100000 | NTES | CALL | Long | 100.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 3.20 | 3.20 | 87.64 | 87.64 | 0.00 | $0.00 | 320.00 | 0 | 101.0 | 21.000 | 0.00 | 2023-12-22 |