| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-12 | PGNY | PGNY240621C00030000 | 30.00 | 420.0 | 219.000 | 0.063 | 0.195 | 0.1 | 2.4 | 0.010 | 0.000 | 2.350 | 0.55 | 27.53 | 2024-06-21 | CALL | Long | 0.232 | 0.284 | -0.153 |
| 2024-05-10 | PGNY | PGNY240621C00030000 | 30.00 | 407.0 | 17.000 | 0.373 | 0.200 | 0.1 | 2.4 | 0.010 | 0.420 | 2.760 | 0.55 | 27.53 | 2024-06-21 | CALL | Long | 0.235 | 0.286 | -0.153 |
| 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 | PGNY | 0.727 | 0.074 | 0.245 | 0.139 | 0.141 | -0.095 | 14.74 | 0.057 | 0.0000 | 13.67 | 41.62 | 21 | 1y | 15.69 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PGNY240621C00030000 | PGNY | CALL | Long | 30.00 | None | $-0.39 | -0.71 | $-1.80 | -0.07 | 0.71 | 0.55 | 0.16 | 27.53 | 25.73 | -0.39 | $-39.00 | 55.00 | 37 | 1.0 | 205.000 | -1.80 | 2024-06-18 |
| PGNY240621C00030000 | PGNY | CALL | Long | 30.00 | None | $-0.39 | -0.71 | $-0.82 | -0.03 | 0.62 | 0.55 | 0.16 | 27.53 | 26.71 | -0.39 | $-39.00 | 55.00 | 36 | 1.0 | 206.000 | -0.82 | 2024-06-17 |
| PGNY240621C00030000 | PGNY | CALL | Long | 30.00 | None | $-0.40 | -0.73 | $-0.55 | -0.02 | 0.48 | 0.55 | 0.15 | 27.53 | 26.98 | -0.40 | $-40.00 | 55.00 | 33 | 1.0 | 206.000 | -0.55 | 2024-06-14 |
| PGNY240621C00030000 | PGNY | CALL | Long | 30.00 | None | $-0.40 | -0.73 | $-0.20 | -0.01 | 0.46 | 0.55 | 0.15 | 27.53 | 27.33 | -0.40 | $-40.00 | 55.00 | 32 | 4.0 | 206.000 | -0.20 | 2024-06-13 |
| PGNY240621C00030000 | PGNY | CALL | Long | 30.00 | None | $-0.40 | -0.73 | $0.19 | 0.01 | 0.54 | 0.55 | 0.15 | 27.53 | 27.72 | -0.40 | $-40.00 | 55.00 | 31 | 4.0 | 210.000 | 0.19 | 2024-06-12 |
| PGNY240621C00030000 | PGNY | CALL | Long | 30.00 | None | $-0.35 | -0.64 | $0.58 | 0.02 | 0.45 | 0.55 | 0.20 | 27.53 | 28.11 | -0.35 | $-35.00 | 55.00 | 30 | 5.0 | 209.000 | 0.58 | 2024-06-11 |
| PGNY240621C00030000 | PGNY | CALL | Long | 30.00 | None | $-0.40 | -0.73 | $0.30 | 0.01 | 0.47 | 0.55 | 0.15 | 27.53 | 27.83 | -0.40 | $-40.00 | 55.00 | 29 | 1.0 | 209.000 | 0.30 | 2024-06-10 |
| PGNY240621C00030000 | PGNY | CALL | Long | 30.00 | None | $-0.40 | -0.73 | $0.07 | 0.00 | 0.50 | 0.55 | 0.15 | 27.53 | 27.60 | -0.40 | $-40.00 | 55.00 | 28 | 1.0 | 209.000 | 0.07 | 2024-06-09 |
| PGNY240621C00030000 | PGNY | CALL | Long | 30.00 | None | $-0.40 | -0.73 | $0.07 | 0.00 | 0.44 | 0.55 | 0.15 | 27.53 | 27.60 | -0.40 | $-40.00 | 55.00 | 26 | 1.0 | 209.000 | 0.07 | 2024-06-07 |
| PGNY240621C00030000 | PGNY | CALL | Long | 30.00 | None | $-0.40 | -0.73 | $0.40 | 0.01 | 0.39 | 0.55 | 0.15 | 27.53 | 27.93 | -0.40 | $-40.00 | 55.00 | 25 | 1.0 | 209.000 | 0.40 | 2024-06-06 |
| PGNY240621C00030000 | PGNY | CALL | Long | 30.00 | None | $-0.40 | -0.73 | $-0.09 | -0.00 | 0.34 | 0.55 | 0.15 | 27.53 | 27.44 | -0.40 | $-40.00 | 55.00 | 24 | 15.0 | 224.000 | -0.09 | 2024-06-05 |
| PGNY240621C00030000 | PGNY | CALL | Long | 30.00 | None | $-0.40 | -0.73 | $-0.38 | -0.01 | 0.36 | 0.55 | 0.15 | 27.53 | 27.15 | -0.40 | $-40.00 | 55.00 | 23 | 7.0 | 224.000 | -0.38 | 2024-06-04 |
| PGNY240621C00030000 | PGNY | CALL | Long | 30.00 | None | $-0.40 | -0.73 | $0.32 | 0.01 | 0.43 | 0.55 | 0.15 | 27.53 | 27.85 | -0.40 | $-40.00 | 55.00 | 22 | 7.0 | 224.000 | 0.32 | 2024-06-03 |
| PGNY240621C00030000 | PGNY | CALL | Long | 30.00 | None | $-0.40 | -0.73 | $-0.58 | -0.02 | 0.37 | 0.55 | 0.15 | 27.53 | 26.95 | -0.40 | $-40.00 | 55.00 | 19 | 7.0 | 218.000 | -0.58 | 2024-05-31 |
| PGNY240621C00030000 | PGNY | CALL | Long | 30.00 | None | $-0.45 | -0.82 | $-0.91 | -0.03 | 0.36 | 0.55 | 0.10 | 27.53 | 26.62 | -0.45 | $-45.00 | 55.00 | 18 | 3.0 | 215.000 | -0.91 | 2024-05-30 |
| PGNY240621C00030000 | PGNY | CALL | Long | 30.00 | None | $-0.25 | -0.45 | $-1.23 | -0.04 | 0.42 | 0.55 | 0.30 | 27.53 | 26.30 | -0.25 | $-25.00 | 55.00 | 17 | 7.0 | 215.000 | -1.23 | 2024-05-29 |
| PGNY240621C00030000 | PGNY | CALL | Long | 30.00 | None | $-0.25 | -0.45 | $-0.86 | -0.03 | 0.51 | 0.55 | 0.30 | 27.53 | 26.67 | -0.25 | $-25.00 | 55.00 | 16 | 7.0 | 215.000 | -0.86 | 2024-05-28 |
| PGNY240621C00030000 | PGNY | CALL | Long | 30.00 | None | $-0.25 | -0.45 | $-0.53 | -0.02 | 0.41 | 0.55 | 0.30 | 27.53 | 27.00 | -0.25 | $-25.00 | 55.00 | 15 | 7.0 | 209.000 | -0.53 | 2024-05-27 |
| PGNY240621C00030000 | PGNY | CALL | Long | 30.00 | None | $-0.25 | -0.45 | $-0.53 | -0.02 | 0.36 | 0.55 | 0.30 | 27.53 | 27.00 | -0.25 | $-25.00 | 55.00 | 12 | 7.0 | 209.000 | -0.53 | 2024-05-24 |
| PGNY240621C00030000 | PGNY | CALL | Long | 30.00 | None | $-0.25 | -0.45 | $-0.38 | -0.01 | 0.32 | 0.55 | 0.30 | 27.53 | 27.15 | -0.25 | $-25.00 | 55.00 | 11 | 43.0 | 209.000 | -0.38 | 2024-05-23 |
| PGNY240621C00030000 | PGNY | CALL | Long | 30.00 | None | $-0.25 | -0.45 | $-0.79 | -0.03 | 0.44 | 0.55 | 0.30 | 27.53 | 26.74 | -0.25 | $-25.00 | 55.00 | 10 | 43.0 | 209.000 | -0.79 | 2024-05-22 |
| PGNY240621C00030000 | PGNY | CALL | Long | 30.00 | None | $-0.25 | -0.45 | $-0.07 | -0.00 | 0.41 | 0.55 | 0.30 | 27.53 | 27.46 | -0.25 | $-25.00 | 55.00 | 9 | 43.0 | 203.000 | -0.07 | 2024-05-21 |
| PGNY240621C00030000 | PGNY | CALL | Long | 30.00 | None | $-0.05 | -0.09 | $0.47 | 0.02 | 0.00 | 0.55 | 0.50 | 27.53 | 28.00 | -0.05 | $-5.00 | 55.00 | 8 | 7.0 | 0.000 | 0.47 | 2024-05-20 |
| PGNY240621C00030000 | PGNY | CALL | Long | 30.00 | None | $-0.10 | -0.18 | $0.56 | 0.02 | 0.32 | 0.55 | 0.45 | 27.53 | 28.09 | -0.10 | $-10.00 | 55.00 | 7 | 4.0 | 201.000 | 0.56 | 2024-05-19 |
| PGNY240621C00030000 | PGNY | CALL | Long | 30.00 | None | $-0.10 | -0.18 | $0.56 | 0.02 | 0.31 | 0.55 | 0.45 | 27.53 | 28.09 | -0.10 | $-10.00 | 55.00 | 6 | 4.0 | 201.000 | 0.56 | 2024-05-18 |
| PGNY240621C00030000 | PGNY | CALL | Long | 30.00 | None | $-0.10 | -0.18 | $0.56 | 0.02 | 0.29 | 0.55 | 0.45 | 27.53 | 28.09 | -0.10 | $-10.00 | 55.00 | 5 | 4.0 | 201.000 | 0.56 | 2024-05-17 |
| PGNY240621C00030000 | PGNY | CALL | Long | 30.00 | None | $-0.26 | -0.47 | $-0.75 | -0.03 | 0.30 | 0.55 | 0.29 | 27.53 | 26.78 | -0.26 | $-26.00 | 55.00 | 3 | 30.0 | 211.000 | -0.75 | 2024-05-15 |
| PGNY240621C00030000 | PGNY | CALL | Long | 30.00 | None | $-0.10 | -0.18 | $-0.05 | -0.00 | 0.32 | 0.55 | 0.45 | 27.53 | 27.48 | -0.10 | $-10.00 | 55.00 | 2 | 49.0 | 228.000 | -0.05 | 2024-05-14 |
| PGNY240621C00030000 | PGNY | CALL | Long | 30.00 | Exit OP PnL: $-0.10;Exit EQ PnL: -0.15; Position is Long and position continued to lose. Latest OP price is: $0.45 (EQ: $27.38). Initial OP price was: $0.55 (EQ: $27.53). Surpassed Stop Loss Percentage: -0.1818181818181818181818181818 < -0.16. | $-0.10 | -0.18 | $-0.13 | -0.00 | 0.32 | 0.55 | 0.45 | 27.53 | 27.40 | -0.10 | $-10.00 | 55.00 | 1 | 81.0 | 219.000 | -0.13 | 2024-05-13 |
| PGNY240621C00030000 | PGNY | CALL | Long | 30.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.55 | 0.55 | 27.53 | 27.53 | 0.00 | $0.00 | 55.00 | 0 | 420.0 | 219.000 | 0.00 | 2024-05-12 |