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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024-02-02 | SGML | SGML240315C00023000 | 23.00 | 2.0 | 12.000 | 1.035 | 0.270 | 0.0 | 6.5 | 0.010 | 0.460 | 6.940 | 1.30 | 16.41 | 2024-03-15 | CALL | Long | 0.304 | 0.336 | -0.137 |
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 | SGML | 0.727 | 0.108 | 0.275 | 0.182 | 0.126 | -0.076 | 11.56 | -0.211 | 0.0000 | 8.69 | 33.20 | 21 | 1y | 13.80 |
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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGML240315C00023000 | SGML | CALL | Long | 23.00 | None | $-0.64 | -0.85 | $-2.59 | -0.15 | 2.40 | 0.75 | 0.11 | 16.85 | 14.26 | -0.64 | $-64.00 | 75.00 | 41 | 2.0 | 1045.000 | -2.59 | 2024-03-14 |
SGML240315C00023000 | SGML | CALL | Long | 23.00 | None | $-0.64 | -0.85 | $-2.14 | -0.13 | 2.64 | 0.75 | 0.11 | 16.85 | 14.71 | -0.64 | $-64.00 | 75.00 | 40 | 2.0 | 1045.000 | -2.14 | 2024-03-13 |
SGML240315C00023000 | SGML | CALL | Long | 23.00 | None | $-0.64 | -0.85 | $-2.39 | -0.14 | 1.65 | 0.75 | 0.11 | 16.85 | 14.46 | -0.64 | $-64.00 | 75.00 | 39 | 2.0 | 1045.000 | -2.39 | 2024-03-12 |
SGML240315C00023000 | SGML | CALL | Long | 23.00 | None | $-0.64 | -0.85 | $-2.28 | -0.14 | 1.34 | 0.75 | 0.11 | 16.85 | 14.57 | -0.64 | $-64.00 | 75.00 | 38 | 2.0 | 1045.000 | -2.28 | 2024-03-11 |
SGML240315C00023000 | SGML | CALL | Long | 23.00 | None | $-0.64 | -0.85 | $-3.35 | -0.20 | 1.11 | 0.75 | 0.11 | 16.85 | 13.50 | -0.64 | $-64.00 | 75.00 | 35 | 2.0 | 1045.000 | -3.35 | 2024-03-08 |
SGML240315C00023000 | SGML | CALL | Long | 23.00 | None | $-0.64 | -0.85 | $-2.25 | -0.13 | 0.74 | 0.75 | 0.11 | 16.85 | 14.60 | -0.64 | $-64.00 | 75.00 | 34 | 2.0 | 1045.000 | -2.25 | 2024-03-07 |
SGML240315C00023000 | SGML | CALL | Long | 23.00 | None | $-0.64 | -0.85 | $-1.74 | -0.10 | 0.54 | 0.75 | 0.11 | 16.85 | 15.11 | -0.64 | $-64.00 | 75.00 | 33 | 2.0 | 1045.000 | -1.74 | 2024-03-06 |
SGML240315C00023000 | SGML | CALL | Long | 23.00 | None | $-0.64 | -0.85 | $-2.30 | -0.14 | 0.58 | 0.75 | 0.11 | 16.85 | 14.55 | -0.64 | $-64.00 | 75.00 | 32 | 2.0 | 1045.000 | -2.30 | 2024-03-05 |
SGML240315C00023000 | SGML | CALL | Long | 23.00 | None | $-0.64 | -0.85 | $-1.26 | -0.07 | -0.51 | 0.75 | 0.11 | 16.85 | 15.59 | -0.64 | $-64.00 | 75.00 | 31 | 2.0 | 0.000 | -1.26 | 2024-03-04 |
SGML240315C00023000 | SGML | CALL | Long | 23.00 | None | $-0.60 | -0.80 | $-0.92 | -0.05 | 0.27 | 0.75 | 0.15 | 16.85 | 15.93 | -0.60 | $-60.00 | 75.00 | 30 | 6.0 | 1039.000 | -0.92 | 2024-03-03 |
SGML240315C00023000 | SGML | CALL | Long | 23.00 | None | $-0.60 | -0.80 | $-0.92 | -0.05 | 0.27 | 0.75 | 0.15 | 16.85 | 15.93 | -0.60 | $-60.00 | 75.00 | 29 | 6.0 | 1039.000 | -0.92 | 2024-03-02 |
SGML240315C00023000 | SGML | CALL | Long | 23.00 | None | $-0.60 | -0.80 | $-0.95 | -0.06 | 0.13 | 0.75 | 0.15 | 16.85 | 15.90 | -0.60 | $-60.00 | 75.00 | 28 | 6.0 | 1039.000 | -0.95 | 2024-03-01 |
SGML240315C00023000 | SGML | CALL | Long | 23.00 | None | $-0.65 | -0.87 | $-2.63 | -0.16 | 0.36 | 0.75 | 0.10 | 16.85 | 14.22 | -0.65 | $-65.00 | 75.00 | 27 | 20.0 | 1019.000 | -2.63 | 2024-02-29 |
SGML240315C00023000 | SGML | CALL | Long | 23.00 | None | $-0.60 | -0.80 | $-3.01 | -0.18 | 0.35 | 0.75 | 0.15 | 16.85 | 13.84 | -0.60 | $-60.00 | 75.00 | 26 | 1.0 | 1019.000 | -3.01 | 2024-02-28 |
SGML240315C00023000 | SGML | CALL | Long | 23.00 | None | $-0.60 | -0.80 | $-3.63 | -0.22 | 0.58 | 0.75 | 0.15 | 16.85 | 13.22 | -0.60 | $-60.00 | 75.00 | 25 | 1.0 | 1019.000 | -3.63 | 2024-02-27 |
SGML240315C00023000 | SGML | CALL | Long | 23.00 | None | $-0.60 | -0.80 | $-4.34 | -0.26 | 0.67 | 0.75 | 0.15 | 16.85 | 12.51 | -0.60 | $-60.00 | 75.00 | 24 | 1.0 | 1019.000 | -4.34 | 2024-02-26 |
SGML240315C00023000 | SGML | CALL | Long | 23.00 | None | $-0.60 | -0.80 | $-5.37 | -0.32 | 0.87 | 0.75 | 0.15 | 16.85 | 11.48 | -0.60 | $-60.00 | 75.00 | 23 | 1.0 | 1019.000 | -5.37 | 2024-02-25 |
SGML240315C00023000 | SGML | CALL | Long | 23.00 | None | $-0.60 | -0.80 | $-5.37 | -0.32 | 0.74 | 0.75 | 0.15 | 16.85 | 11.48 | -0.60 | $-60.00 | 75.00 | 21 | 1.0 | 1019.000 | -5.37 | 2024-02-23 |
SGML240315C00023000 | SGML | CALL | Long | 23.00 | None | $-0.60 | -0.80 | $-4.97 | -0.29 | 0.42 | 0.75 | 0.15 | 16.85 | 11.88 | -0.60 | $-60.00 | 75.00 | 20 | 1.0 | 1018.000 | -4.97 | 2024-02-22 |
SGML240315C00023000 | SGML | CALL | Long | 23.00 | None | $-0.45 | -0.60 | $-4.00 | -0.24 | 0.43 | 0.75 | 0.30 | 16.85 | 12.85 | -0.45 | $-45.00 | 75.00 | 19 | 1.0 | 1017.000 | -4.00 | 2024-02-21 |
SGML240315C00023000 | SGML | CALL | Long | 23.00 | None | $-0.45 | -0.60 | $-4.05 | -0.24 | 0.40 | 0.75 | 0.30 | 16.85 | 12.80 | -0.45 | $-45.00 | 75.00 | 18 | 2.0 | 1016.000 | -4.05 | 2024-02-20 |
SGML240315C00023000 | SGML | CALL | Long | 23.00 | None | $-0.55 | -0.73 | $-2.00 | -0.12 | 0.14 | 0.75 | 0.20 | 16.85 | 14.85 | -0.55 | $-55.00 | 75.00 | 17 | 5.0 | 1011.000 | -2.00 | 2024-02-19 |
SGML240315C00023000 | SGML | CALL | Long | 23.00 | None | $-0.50 | -0.67 | $-2.21 | -0.13 | 0.16 | 0.75 | 0.25 | 16.85 | 14.64 | -0.50 | $-50.00 | 75.00 | 7 | 2.0 | 1005.000 | -2.21 | 2024-02-09 |
SGML240315C00023000 | SGML | CALL | Long | 23.00 | None | $0.00 | 0.00 | $-2.59 | -0.15 | 0.10 | 0.75 | 0.75 | 16.85 | 14.26 | 0.00 | $0.00 | 75.00 | 6 | 1000.0 | 1005.000 | -2.59 | 2024-02-08 |
SGML240315C00023000 | SGML | CALL | Long | 23.00 | None | $0.00 | 0.00 | $-3.79 | -0.22 | 0.24 | 0.75 | 0.75 | 16.85 | 13.06 | 0.00 | $0.00 | 75.00 | 5 | 1000.0 | 1005.000 | -3.79 | 2024-02-07 |
SGML240315C00023000 | SGML | CALL | Long | 23.00 | None | $0.00 | 0.00 | $-2.58 | -0.15 | 0.17 | 0.75 | 0.75 | 16.85 | 14.27 | 0.00 | $0.00 | 75.00 | 4 | 1000.0 | 1005.000 | -2.58 | 2024-02-06 |
SGML240315C00023000 | SGML | CALL | Long | 23.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -1.47 | $0.00 | 0.00 | $-2.46 | -0.15 | -0.76 | 0.75 | 0.75 | 16.85 | 14.39 | 0.00 | $0.00 | 75.00 | 3 | 1000.0 | 1005.000 | -2.46 | 2024-02-05 |
SGML240315C00023000 | SGML | CALL | Long | 23.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | -0.76 | 0.75 | 0.75 | 16.85 | 16.85 | 0.00 | $0.00 | 75.00 | 2 | 1000.0 | 1005.000 | 0.00 | 2024-02-04 |
SGML240315C00023000 | SGML | CALL | Long | 23.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.75 | 0.75 | 16.85 | 16.85 | 0.00 | $0.00 | 75.00 | 0 | 1000.0 | 12.000 | 0.00 | 2024-02-02 |