| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-30 | NTNX | NTNX240719C00057500 | 57.50 | 124.0 | 145.000 | 0.417 | 0.302 | 1.8 | 2.7 | 0.030 | 2.690 | 3.520 | 3.00 | 56.36 | 2024-07-19 | CALL | Long | 0.160 | 0.311 | -0.231 |
| 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 | NTNX | 0.909 | 0.077 | 0.283 | 0.128 | 0.138 | 0.032 | 66.14 | -0.058 | 0.0000 | 44.90 | 73.37 | 21 | 1y | 65.73 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| NTNX240719C00057500 | NTNX | CALL | Long | 57.50 | None | $-2.97 | -0.99 | $-8.45 | -0.15 | 0.72 | 3.00 | 0.03 | 56.36 | 47.91 | -2.97 | $-297.00 | 300.00 | 49 | 1.0 | 965.000 | -8.45 | 2024-07-18 |
| NTNX240719C00057500 | NTNX | CALL | Long | 57.50 | None | $-2.96 | -0.99 | $-8.11 | -0.14 | 0.49 | 3.00 | 0.04 | 56.36 | 48.25 | -2.96 | $-296.00 | 300.00 | 48 | 2.0 | 966.000 | -8.11 | 2024-07-17 |
| NTNX240719C00057500 | NTNX | CALL | Long | 57.50 | None | $-2.95 | -0.98 | $-5.98 | -0.11 | 0.32 | 3.00 | 0.05 | 56.36 | 50.38 | -2.95 | $-295.00 | 300.00 | 47 | 20.0 | 970.000 | -5.98 | 2024-07-16 |
| NTNX240719C00057500 | NTNX | CALL | Long | 57.50 | None | $-2.88 | -0.96 | $-4.62 | -0.08 | 0.20 | 3.00 | 0.12 | 56.36 | 51.74 | -2.88 | $-288.00 | 300.00 | 46 | 18.0 | 970.000 | -4.62 | 2024-07-15 |
| NTNX240719C00057500 | NTNX | CALL | Long | 57.50 | None | $-2.75 | -0.92 | $-2.09 | -0.04 | 0.01 | 3.00 | 0.25 | 56.36 | 54.27 | -2.75 | $-275.00 | 300.00 | 43 | 51.0 | 927.000 | -2.09 | 2024-07-12 |
| NTNX240719C00057500 | NTNX | CALL | Long | 57.50 | None | $-1.78 | -0.59 | $0.34 | 0.01 | 0.02 | 3.00 | 1.22 | 56.36 | 56.70 | -1.78 | $-178.00 | 300.00 | 42 | 48.0 | 933.000 | 0.34 | 2024-07-11 |
| NTNX240719C00057500 | NTNX | CALL | Long | 57.50 | None | $-0.50 | -0.17 | $2.86 | 0.05 | -0.02 | 3.00 | 2.50 | 56.36 | 59.22 | -0.50 | $-50.00 | 300.00 | 41 | 178.0 | 1003.000 | 2.86 | 2024-07-10 |
| NTNX240719C00057500 | NTNX | CALL | Long | 57.50 | None | $-0.50 | -0.17 | $3.05 | 0.05 | -0.02 | 3.00 | 2.50 | 56.36 | 59.41 | -0.50 | $-50.00 | 300.00 | 40 | 3.0 | 1003.000 | 3.05 | 2024-07-09 |
| NTNX240719C00057500 | NTNX | CALL | Long | 57.50 | None | $0.30 | 0.10 | $3.24 | 0.06 | -0.02 | 3.00 | 3.30 | 56.36 | 59.60 | 0.30 | $30.00 | 300.00 | 39 | 104.0 | 1004.000 | 3.24 | 2024-07-08 |
| NTNX240719C00057500 | NTNX | CALL | Long | 57.50 | None | $0.20 | 0.07 | $3.74 | 0.07 | -0.06 | 3.00 | 3.20 | 56.36 | 60.10 | 0.20 | $20.00 | 300.00 | 36 | 175.0 | 1001.000 | 3.74 | 2024-07-05 |
| NTNX240719C00057500 | NTNX | CALL | Long | 57.50 | None | $-0.65 | -0.22 | $2.27 | 0.04 | -0.03 | 3.00 | 2.35 | 56.36 | 58.63 | -0.65 | $-65.00 | 300.00 | 35 | 18.0 | 0.000 | 2.27 | 2024-07-04 |
| NTNX240719C00057500 | NTNX | CALL | Long | 57.50 | None | $-0.65 | -0.22 | $2.27 | 0.04 | -0.04 | 3.00 | 2.35 | 56.36 | 58.63 | -0.65 | $-65.00 | 300.00 | 34 | 18.0 | 0.000 | 2.27 | 2024-07-03 |
| NTNX240719C00057500 | NTNX | CALL | Long | 57.50 | None | $0.90 | 0.30 | $3.43 | 0.06 | -0.02 | 3.00 | 3.90 | 56.36 | 59.79 | 0.90 | $90.00 | 300.00 | 33 | 67.0 | 1072.000 | 3.43 | 2024-07-02 |
| NTNX240719C00057500 | NTNX | CALL | Long | 57.50 | None | $-0.13 | -0.04 | $3.05 | 0.05 | -0.08 | 3.00 | 2.87 | 56.36 | 59.41 | -0.13 | $-13.00 | 300.00 | 32 | 642.0 | 1009.000 | 3.05 | 2024-07-01 |
| NTNX240719C00057500 | NTNX | CALL | Long | 57.50 | None | $-1.65 | -0.55 | $0.49 | 0.01 | -0.08 | 3.00 | 1.35 | 56.36 | 56.85 | -1.65 | $-165.00 | 300.00 | 29 | 485.0 | 872.000 | 0.49 | 2024-06-28 |
| NTNX240719C00057500 | NTNX | CALL | Long | 57.50 | None | $-1.45 | -0.48 | $0.11 | 0.00 | -0.10 | 3.00 | 1.55 | 56.36 | 56.47 | -1.45 | $-145.00 | 300.00 | 28 | 276.0 | 802.000 | 0.11 | 2024-06-27 |
| NTNX240719C00057500 | NTNX | CALL | Long | 57.50 | None | $-2.40 | -0.80 | $-3.06 | -0.05 | -0.06 | 3.00 | 0.60 | 56.36 | 53.30 | -2.40 | $-240.00 | 300.00 | 26 | 7.0 | 760.000 | -3.06 | 2024-06-25 |
| NTNX240719C00057500 | NTNX | CALL | Long | 57.50 | None | $-2.50 | -0.83 | $-3.59 | -0.06 | -0.07 | 3.00 | 0.50 | 56.36 | 52.77 | -2.50 | $-250.00 | 300.00 | 25 | 23.0 | 752.000 | -3.59 | 2024-06-24 |
| NTNX240719C00057500 | NTNX | CALL | Long | 57.50 | None | $-2.21 | -0.74 | $-2.94 | -0.05 | -0.05 | 3.00 | 0.79 | 56.36 | 53.42 | -2.21 | $-221.00 | 300.00 | 19 | 81.0 | 758.000 | -2.94 | 2024-06-18 |
| NTNX240719C00057500 | NTNX | CALL | Long | 57.50 | None | $-1.85 | -0.62 | $-1.74 | -0.03 | -0.06 | 3.00 | 1.15 | 56.36 | 54.62 | -1.85 | $-185.00 | 300.00 | 18 | 130.0 | 739.000 | -1.74 | 2024-06-17 |
| NTNX240719C00057500 | NTNX | CALL | Long | 57.50 | None | $-2.15 | -0.72 | $-2.35 | -0.04 | -0.07 | 3.00 | 0.85 | 56.36 | 54.01 | -2.15 | $-215.00 | 300.00 | 15 | 14.0 | 730.000 | -2.35 | 2024-06-14 |
| NTNX240719C00057500 | NTNX | CALL | Long | 57.50 | None | $-2.20 | -0.73 | $-3.23 | -0.06 | -0.07 | 3.00 | 0.80 | 56.36 | 53.13 | -2.20 | $-220.00 | 300.00 | 14 | 77.0 | 666.000 | -3.23 | 2024-06-13 |
| NTNX240719C00057500 | NTNX | CALL | Long | 57.50 | None | $-1.85 | -0.62 | $-2.26 | -0.04 | -0.07 | 3.00 | 1.15 | 56.36 | 54.10 | -1.85 | $-185.00 | 300.00 | 13 | 193.0 | 617.000 | -2.26 | 2024-06-12 |
| NTNX240719C00057500 | NTNX | CALL | Long | 57.50 | None | $-2.24 | -0.75 | $-3.54 | -0.06 | -0.07 | 3.00 | 0.76 | 56.36 | 52.82 | -2.24 | $-224.00 | 300.00 | 12 | 9.0 | 609.000 | -3.54 | 2024-06-11 |
| NTNX240719C00057500 | NTNX | CALL | Long | 57.50 | None | $-2.01 | -0.67 | $-2.44 | -0.04 | -0.09 | 3.00 | 0.99 | 56.36 | 53.92 | -2.01 | $-201.00 | 300.00 | 11 | 86.0 | 551.000 | -2.44 | 2024-06-10 |
| NTNX240719C00057500 | NTNX | CALL | Long | 57.50 | None | $-2.20 | -0.73 | $-3.99 | -0.07 | -0.06 | 3.00 | 0.80 | 56.36 | 52.37 | -2.20 | $-220.00 | 300.00 | 10 | 14.0 | 551.000 | -3.99 | 2024-06-09 |
| NTNX240719C00057500 | NTNX | CALL | Long | 57.50 | None | $-2.20 | -0.73 | $-3.99 | -0.07 | -0.06 | 3.00 | 0.80 | 56.36 | 52.37 | -2.20 | $-220.00 | 300.00 | 8 | 14.0 | 551.000 | -3.99 | 2024-06-07 |
| NTNX240719C00057500 | NTNX | CALL | Long | 57.50 | None | $-2.26 | -0.75 | $-4.02 | -0.07 | -0.06 | 3.00 | 0.74 | 56.36 | 52.34 | -2.26 | $-226.00 | 300.00 | 7 | 7.0 | 551.000 | -4.02 | 2024-06-06 |
| NTNX240719C00057500 | NTNX | CALL | Long | 57.50 | None | $-2.00 | -0.67 | $-3.03 | -0.05 | -0.09 | 3.00 | 1.00 | 56.36 | 53.33 | -2.00 | $-200.00 | 300.00 | 6 | 42.0 | 524.000 | -3.03 | 2024-06-05 |
| NTNX240719C00057500 | NTNX | CALL | Long | 57.50 | None | $-1.82 | -0.61 | $-2.37 | -0.04 | -0.09 | 3.00 | 1.18 | 56.36 | 53.99 | -1.82 | $-182.00 | 300.00 | 5 | 20.0 | 518.000 | -2.37 | 2024-06-04 |
| NTNX240719C00057500 | NTNX | CALL | Long | 57.50 | None | $-2.00 | -0.67 | $-3.34 | -0.06 | -0.06 | 3.00 | 1.00 | 56.36 | 53.02 | -2.00 | $-200.00 | 300.00 | 4 | 223.0 | 386.000 | -3.34 | 2024-06-03 |
| NTNX240719C00057500 | NTNX | CALL | Long | 57.50 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-1.10; Exit EQ PnL: -2.15 | $-1.55 | -0.52 | $-1.05 | -0.02 | -0.09 | 3.00 | 1.45 | 56.36 | 55.31 | -1.55 | $-155.00 | 300.00 | 1 | 433.0 | 237.000 | -1.05 | 2024-05-31 |
| NTNX240719C00057500 | NTNX | CALL | Long | 57.50 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 3.00 | 3.00 | 56.36 | 56.36 | 0.00 | $0.00 | 300.00 | 0 | 124.0 | 145.000 | 0.00 | 2024-05-30 |