| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-03-12 | ONON | ONON240412C00028000 | 28.00 | 2.0 | 6.000 | 0.580 | 0.237 | 1.0 | 0.6 | 0.010 | 2.040 | 1.630 | 1.77 | 28.30 | 2024-04-12 | CALL | Long | 0.201 | 0.223 | -0.089 |
| 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 | ONON | 0.818 | 0.080 | 0.205 | 0.125 | 0.111 | -0.007 | 56.64 | 0.044 | 0.0000 | 26.05 | 59.54 | 21 | 1y | 49.58 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ONON240412C00028000 | ONON | CALL | Long | 28.00 | None | $2.66 | 1.24 | $2.17 | 0.07 | 0.79 | 2.14 | 4.80 | 30.63 | 32.80 | 2.66 | $266.00 | 214.00 | 30 | 5.0 | 1.000 | 2.17 | 2024-04-11 |
| ONON240412C00028000 | ONON | CALL | Long | 28.00 | None | $2.66 | 1.24 | $1.45 | 0.05 | 2.01 | 2.14 | 4.80 | 30.63 | 32.08 | 2.66 | $266.00 | 214.00 | 29 | 5.0 | 1.000 | 1.45 | 2024-04-10 |
| ONON240412C00028000 | ONON | CALL | Long | 28.00 | None | $2.66 | 1.24 | $2.47 | 0.08 | 0.71 | 2.14 | 4.80 | 30.63 | 33.10 | 2.66 | $266.00 | 214.00 | 28 | 5.0 | 6.000 | 2.47 | 2024-04-09 |
| ONON240412C00028000 | ONON | CALL | Long | 28.00 | None | $0.00 | 0.00 | $1.95 | 0.06 | 0.41 | 2.14 | 2.14 | 30.63 | 32.58 | 0.00 | $0.00 | 214.00 | 27 | 2.0 | 6.000 | 1.95 | 2024-04-08 |
| ONON240412C00028000 | ONON | CALL | Long | 28.00 | None | $0.00 | 0.00 | $1.35 | 0.04 | 0.27 | 2.14 | 2.14 | 30.63 | 31.98 | 0.00 | $0.00 | 214.00 | 24 | 2.0 | 6.000 | 1.35 | 2024-04-05 |
| ONON240412C00028000 | ONON | CALL | Long | 28.00 | None | $0.00 | 0.00 | $1.52 | 0.05 | 0.42 | 2.14 | 2.14 | 30.63 | 32.15 | 0.00 | $0.00 | 214.00 | 23 | 2.0 | 6.000 | 1.52 | 2024-04-04 |
| ONON240412C00028000 | ONON | CALL | Long | 28.00 | None | $0.00 | 0.00 | $2.53 | 0.08 | 0.24 | 2.14 | 2.14 | 30.63 | 33.16 | 0.00 | $0.00 | 214.00 | 22 | 2.0 | 6.000 | 2.53 | 2024-04-03 |
| ONON240412C00028000 | ONON | CALL | Long | 28.00 | None | $0.00 | 0.00 | $3.67 | 0.12 | 0.35 | 2.14 | 2.14 | 30.63 | 34.30 | 0.00 | $0.00 | 214.00 | 21 | 2.0 | 6.000 | 3.67 | 2024-04-02 |
| ONON240412C00028000 | ONON | CALL | Long | 28.00 | None | $0.00 | 0.00 | $4.59 | 0.15 | 0.47 | 2.14 | 2.14 | 30.63 | 35.22 | 0.00 | $0.00 | 214.00 | 20 | 2.0 | 6.000 | 4.59 | 2024-04-01 |
| ONON240412C00028000 | ONON | CALL | Long | 28.00 | None | $0.00 | 0.00 | $4.75 | 0.16 | -0.46 | 2.14 | 2.14 | 30.63 | 35.38 | 0.00 | $0.00 | 214.00 | 19 | 2.0 | 6.000 | 4.75 | 2024-03-31 |
| ONON240412C00028000 | ONON | CALL | Long | 28.00 | None | $0.00 | 0.00 | $4.75 | 0.16 | 0.91 | 2.14 | 2.14 | 30.63 | 35.38 | 0.00 | $0.00 | 214.00 | 18 | 2.0 | 6.000 | 4.75 | 2024-03-30 |
| ONON240412C00028000 | ONON | CALL | Long | 28.00 | None | $0.00 | 0.00 | $4.75 | 0.16 | 0.86 | 2.14 | 2.14 | 30.63 | 35.38 | 0.00 | $0.00 | 214.00 | 17 | 2.0 | 6.000 | 4.75 | 2024-03-29 |
| ONON240412C00028000 | ONON | CALL | Long | 28.00 | None | $0.00 | 0.00 | $4.75 | 0.16 | 0.82 | 2.14 | 2.14 | 30.63 | 35.38 | 0.00 | $0.00 | 214.00 | 16 | 2.0 | 6.000 | 4.75 | 2024-03-28 |
| ONON240412C00028000 | ONON | CALL | Long | 28.00 | None | $0.00 | 0.00 | $4.12 | 0.13 | 0.62 | 2.14 | 2.14 | 30.63 | 34.75 | 0.00 | $0.00 | 214.00 | 15 | 2.0 | 6.000 | 4.12 | 2024-03-27 |
| ONON240412C00028000 | ONON | CALL | Long | 28.00 | None | $0.00 | 0.00 | $3.43 | 0.11 | 0.66 | 2.14 | 2.14 | 30.63 | 34.06 | 0.00 | $0.00 | 214.00 | 14 | 2.0 | 6.000 | 3.43 | 2024-03-26 |
| ONON240412C00028000 | ONON | CALL | Long | 28.00 | None | $0.00 | 0.00 | $3.96 | 0.13 | 0.49 | 2.14 | 2.14 | 30.63 | 34.59 | 0.00 | $0.00 | 214.00 | 13 | 2.0 | 6.000 | 3.96 | 2024-03-25 |
| ONON240412C00028000 | ONON | CALL | Long | 28.00 | None | $0.00 | 0.00 | $4.09 | 0.13 | 0.27 | 2.14 | 2.14 | 30.63 | 34.72 | 0.00 | $0.00 | 214.00 | 10 | 2.0 | 6.000 | 4.09 | 2024-03-22 |
| ONON240412C00028000 | ONON | CALL | Long | 28.00 | None | $0.00 | 0.00 | $4.97 | 0.16 | 0.30 | 2.14 | 2.14 | 30.63 | 35.60 | 0.00 | $0.00 | 214.00 | 9 | 2.0 | 6.000 | 4.97 | 2024-03-21 |
| ONON240412C00028000 | ONON | CALL | Long | 28.00 | None | $0.00 | 0.00 | $4.09 | 0.13 | 0.46 | 2.14 | 2.14 | 30.63 | 34.72 | 0.00 | $0.00 | 214.00 | 8 | 2.0 | 6.000 | 4.09 | 2024-03-20 |
| ONON240412C00028000 | ONON | CALL | Long | 28.00 | None | $0.00 | 0.00 | $3.59 | 0.12 | 0.52 | 2.14 | 2.14 | 30.63 | 34.22 | 0.00 | $0.00 | 214.00 | 7 | 2.0 | 6.000 | 3.59 | 2024-03-19 |
| ONON240412C00028000 | ONON | CALL | Long | 28.00 | None | $0.00 | 0.00 | $2.47 | 0.08 | 0.10 | 2.14 | 2.14 | 30.63 | 33.10 | 0.00 | $0.00 | 214.00 | 6 | 2.0 | 6.000 | 2.47 | 2024-03-18 |
| ONON240412C00028000 | ONON | CALL | Long | 28.00 | None | $0.00 | 0.00 | $2.60 | 0.08 | 0.11 | 2.14 | 2.14 | 30.63 | 33.23 | 0.00 | $0.00 | 214.00 | 3 | 2.0 | 6.000 | 2.60 | 2024-03-15 |
| ONON240412C00028000 | ONON | CALL | Long | 28.00 | OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position. | $0.00 | 0.00 | $2.03 | 0.07 | 0.02 | 2.14 | 2.14 | 30.63 | 32.66 | 0.00 | $0.00 | 214.00 | 2 | 2.0 | 6.000 | 2.03 | 2024-03-14 |
| ONON240412C00028000 | ONON | CALL | Long | 28.00 | None | $0.00 | 0.00 | $2.65 | 0.09 | 0.32 | 2.14 | 2.14 | 30.63 | 33.28 | 0.00 | $0.00 | 214.00 | 1 | 2.0 | 6.000 | 2.65 | 2024-03-13 |
| ONON240412C00028000 | ONON | CALL | Long | 28.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 2.14 | 2.14 | 30.63 | 30.63 | 0.00 | $0.00 | 214.00 | 0 | 2.0 | 6.000 | 0.00 | 2024-03-12 |