| 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 | NTNX240719C00060000 | 60.00 | 437.0 | 328.000 | 0.394 | 0.287 | 1.2 | 3.6 | 0.030 | 1.950 | 4.360 | 2.18 | 57.34 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| NTNX240719C00060000 | NTNX | CALL | Long | 60.00 | None | $-1.78 | -0.99 | $-8.45 | -0.15 | 0.98 | 1.80 | 0.02 | 56.36 | 47.91 | -1.78 | $-178.00 | 180.00 | 49 | 192.0 | 1856.000 | -8.45 | 2024-07-18 |
| NTNX240719C00060000 | NTNX | CALL | Long | 60.00 | None | $-1.75 | -0.97 | $-8.11 | -0.14 | 0.69 | 1.80 | 0.05 | 56.36 | 48.25 | -1.75 | $-175.00 | 180.00 | 48 | 28.0 | 1856.000 | -8.11 | 2024-07-17 |
| NTNX240719C00060000 | NTNX | CALL | Long | 60.00 | None | $-1.75 | -0.97 | $-5.98 | -0.11 | 0.38 | 1.80 | 0.05 | 56.36 | 50.38 | -1.75 | $-175.00 | 180.00 | 47 | 28.0 | 1879.000 | -5.98 | 2024-07-16 |
| NTNX240719C00060000 | NTNX | CALL | Long | 60.00 | None | $-1.75 | -0.97 | $-4.62 | -0.08 | 0.44 | 1.80 | 0.05 | 56.36 | 51.74 | -1.75 | $-175.00 | 180.00 | 46 | 36.0 | 1889.000 | -4.62 | 2024-07-15 |
| NTNX240719C00060000 | NTNX | CALL | Long | 60.00 | None | $-1.65 | -0.92 | $-2.09 | -0.04 | 0.16 | 1.80 | 0.15 | 56.36 | 54.27 | -1.65 | $-165.00 | 180.00 | 43 | 128.0 | 1939.000 | -2.09 | 2024-07-12 |
| NTNX240719C00060000 | NTNX | CALL | Long | 60.00 | None | $-1.40 | -0.78 | $0.34 | 0.01 | 0.06 | 1.80 | 0.40 | 56.36 | 56.70 | -1.40 | $-140.00 | 180.00 | 42 | 188.0 | 2017.000 | 0.34 | 2024-07-11 |
| NTNX240719C00060000 | NTNX | CALL | Long | 60.00 | None | $-0.65 | -0.36 | $2.86 | 0.05 | -0.02 | 1.80 | 1.15 | 56.36 | 59.22 | -0.65 | $-65.00 | 180.00 | 41 | 821.0 | 1674.000 | 2.86 | 2024-07-10 |
| NTNX240719C00060000 | NTNX | CALL | Long | 60.00 | None | $-0.60 | -0.33 | $3.05 | 0.05 | -0.05 | 1.80 | 1.20 | 56.36 | 59.41 | -0.60 | $-60.00 | 180.00 | 40 | 147.0 | 1708.000 | 3.05 | 2024-07-09 |
| NTNX240719C00060000 | NTNX | CALL | Long | 60.00 | None | $-0.10 | -0.06 | $3.24 | 0.06 | -0.01 | 1.80 | 1.70 | 56.36 | 59.60 | -0.10 | $-10.00 | 180.00 | 39 | 179.0 | 1741.000 | 3.24 | 2024-07-08 |
| NTNX240719C00060000 | NTNX | CALL | Long | 60.00 | None | $-0.20 | -0.11 | $3.74 | 0.07 | -0.06 | 1.80 | 1.60 | 56.36 | 60.10 | -0.20 | $-20.00 | 180.00 | 36 | 32.0 | 1751.000 | 3.74 | 2024-07-05 |
| NTNX240719C00060000 | NTNX | CALL | Long | 60.00 | None | $-0.62 | -0.34 | $2.27 | 0.04 | -0.03 | 1.80 | 1.18 | 56.36 | 58.63 | -0.62 | $-62.00 | 180.00 | 35 | 455.0 | 1792.000 | 2.27 | 2024-07-04 |
| NTNX240719C00060000 | NTNX | CALL | Long | 60.00 | None | $-0.62 | -0.34 | $2.27 | 0.04 | -0.04 | 1.80 | 1.18 | 56.36 | 58.63 | -0.62 | $-62.00 | 180.00 | 34 | 455.0 | 1792.000 | 2.27 | 2024-07-03 |
| NTNX240719C00060000 | NTNX | CALL | Long | 60.00 | None | $-0.05 | -0.03 | $3.43 | 0.06 | -0.02 | 1.80 | 1.75 | 56.36 | 59.79 | -0.05 | $-5.00 | 180.00 | 33 | 250.0 | 1865.000 | 3.43 | 2024-07-02 |
| NTNX240719C00060000 | NTNX | CALL | Long | 60.00 | None | $-0.39 | -0.22 | $3.05 | 0.05 | -0.06 | 1.80 | 1.41 | 56.36 | 59.41 | -0.39 | $-39.00 | 180.00 | 32 | 450.0 | 1874.000 | 3.05 | 2024-07-01 |
| NTNX240719C00060000 | NTNX | CALL | Long | 60.00 | None | $-1.21 | -0.67 | $0.49 | 0.01 | -0.07 | 1.80 | 0.59 | 56.36 | 56.85 | -1.21 | $-121.00 | 180.00 | 29 | 138.0 | 1841.000 | 0.49 | 2024-06-28 |
| NTNX240719C00060000 | NTNX | CALL | Long | 60.00 | None | $-1.20 | -0.67 | $0.11 | 0.00 | -0.06 | 1.80 | 0.60 | 56.36 | 56.47 | -1.20 | $-120.00 | 180.00 | 28 | 352.0 | 1866.000 | 0.11 | 2024-06-27 |
| NTNX240719C00060000 | NTNX | CALL | Long | 60.00 | None | $-1.50 | -0.83 | $-3.06 | -0.05 | -0.02 | 1.80 | 0.30 | 56.36 | 53.30 | -1.50 | $-150.00 | 180.00 | 26 | 561.0 | 1425.000 | -3.06 | 2024-06-25 |
| NTNX240719C00060000 | NTNX | CALL | Long | 60.00 | None | $-1.55 | -0.86 | $-3.59 | -0.06 | -0.01 | 1.80 | 0.25 | 56.36 | 52.77 | -1.55 | $-155.00 | 180.00 | 25 | 161.0 | 1493.000 | -3.59 | 2024-06-24 |
| NTNX240719C00060000 | NTNX | CALL | Long | 60.00 | None | $-1.38 | -0.77 | $-2.94 | -0.05 | -0.01 | 1.80 | 0.42 | 56.36 | 53.42 | -1.38 | $-138.00 | 180.00 | 19 | 51.0 | 1472.000 | -2.94 | 2024-06-18 |
| NTNX240719C00060000 | NTNX | CALL | Long | 60.00 | None | $-1.15 | -0.64 | $-1.74 | -0.03 | -0.04 | 1.80 | 0.65 | 56.36 | 54.62 | -1.15 | $-115.00 | 180.00 | 18 | 41.0 | 1483.000 | -1.74 | 2024-06-17 |
| NTNX240719C00060000 | NTNX | CALL | Long | 60.00 | None | $-1.25 | -0.69 | $-2.35 | -0.04 | -0.04 | 1.80 | 0.55 | 56.36 | 54.01 | -1.25 | $-125.00 | 180.00 | 15 | 28.0 | 1485.000 | -2.35 | 2024-06-14 |
| NTNX240719C00060000 | NTNX | CALL | Long | 60.00 | None | $-1.35 | -0.75 | $-3.23 | -0.06 | 0.00 | 1.80 | 0.45 | 56.36 | 53.13 | -1.35 | $-135.00 | 180.00 | 14 | 65.0 | 1487.000 | -3.23 | 2024-06-13 |
| NTNX240719C00060000 | NTNX | CALL | Long | 60.00 | None | $-1.20 | -0.67 | $-2.26 | -0.04 | -0.04 | 1.80 | 0.60 | 56.36 | 54.10 | -1.20 | $-120.00 | 180.00 | 13 | 197.0 | 1457.000 | -2.26 | 2024-06-12 |
| NTNX240719C00060000 | NTNX | CALL | Long | 60.00 | None | $-1.40 | -0.78 | $-3.54 | -0.06 | -0.03 | 1.80 | 0.40 | 56.36 | 52.82 | -1.40 | $-140.00 | 180.00 | 12 | 28.0 | 1462.000 | -3.54 | 2024-06-11 |
| NTNX240719C00060000 | NTNX | CALL | Long | 60.00 | None | $-1.18 | -0.66 | $-2.44 | -0.04 | -0.04 | 1.80 | 0.62 | 56.36 | 53.92 | -1.18 | $-118.00 | 180.00 | 11 | 191.0 | 1458.000 | -2.44 | 2024-06-10 |
| NTNX240719C00060000 | NTNX | CALL | Long | 60.00 | None | $-1.29 | -0.72 | $-3.99 | -0.07 | 0.03 | 1.80 | 0.51 | 56.36 | 52.37 | -1.29 | $-129.00 | 180.00 | 10 | 55.0 | 1434.000 | -3.99 | 2024-06-09 |
| NTNX240719C00060000 | NTNX | CALL | Long | 60.00 | None | $-1.29 | -0.72 | $-3.99 | -0.07 | 0.02 | 1.80 | 0.51 | 56.36 | 52.37 | -1.29 | $-129.00 | 180.00 | 8 | 55.0 | 1434.000 | -3.99 | 2024-06-07 |
| NTNX240719C00060000 | NTNX | CALL | Long | 60.00 | None | $-1.30 | -0.72 | $-4.02 | -0.07 | -0.03 | 1.80 | 0.50 | 56.36 | 52.34 | -1.30 | $-130.00 | 180.00 | 7 | 47.0 | 1410.000 | -4.02 | 2024-06-06 |
| NTNX240719C00060000 | NTNX | CALL | Long | 60.00 | None | $-1.20 | -0.67 | $-3.03 | -0.05 | -0.05 | 1.80 | 0.60 | 56.36 | 53.33 | -1.20 | $-120.00 | 180.00 | 6 | 21.0 | 1398.000 | -3.03 | 2024-06-05 |
| NTNX240719C00060000 | NTNX | CALL | Long | 60.00 | None | $-1.06 | -0.59 | $-2.37 | -0.04 | -0.05 | 1.80 | 0.74 | 56.36 | 53.99 | -1.06 | $-106.00 | 180.00 | 5 | 518.0 | 950.000 | -2.37 | 2024-06-04 |
| NTNX240719C00060000 | NTNX | CALL | Long | 60.00 | None | $-1.15 | -0.64 | $-3.34 | -0.06 | -0.02 | 1.80 | 0.65 | 56.36 | 53.02 | -1.15 | $-115.00 | 180.00 | 4 | 866.0 | 761.000 | -3.34 | 2024-06-03 |
| NTNX240719C00060000 | NTNX | CALL | Long | 60.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.41; Exit EQ PnL: -2.15 | $-0.90 | -0.50 | $-1.05 | -0.02 | -0.07 | 1.80 | 0.90 | 56.36 | 55.31 | -0.90 | $-90.00 | 180.00 | 1 | 314.0 | 677.000 | -1.05 | 2024-05-31 |
| NTNX240719C00060000 | NTNX | CALL | Long | 60.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 1.80 | 1.80 | 56.36 | 56.36 | 0.00 | $0.00 | 180.00 | 0 | 459.0 | 328.000 | 0.00 | 2024-05-30 |