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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024-11-07 | SQQQ | SQQQ241213C00011000 | 11.00 | 6.0 | 127.000 | 0.000 | 1.601 | 20.8 | 0.0 | -1.000 | 20.740 | 0.000 | 0.11 | 31.69 | 2024-12-13 | CALL | Short | 0.281 | 1.605 | 3.765 |
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 | SQQQ | 1.000 | 0.100 | 0.268 | 0.144 | 0.105 | -0.067 | 28.07 | 0.000 | 0.0000 | 27.70 | 74.20 | 21 | 1y | 34.74 |
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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SQQQ241213C00011000 | SQQQ | CALL | Short | 11.00 | None | $-0.00 | -0.00 | $2.12 | 0.07 | 0.00 | 0.11 | 0.11 | 31.69 | 29.57 | -0.00 | $-0.00 | 3169.00 | 35 | 6.0 | 127.000 | 2.12 | 2024-12-12 |
SQQQ241213C00011000 | SQQQ | CALL | Short | 11.00 | None | $-0.00 | -0.00 | $2.70 | 0.09 | 0.00 | 0.11 | 0.11 | 31.69 | 28.99 | -0.00 | $-0.00 | 3169.00 | 34 | 6.0 | 127.000 | 2.70 | 2024-12-11 |
SQQQ241213C00011000 | SQQQ | CALL | Short | 11.00 | None | $-0.00 | -0.00 | $1.05 | 0.03 | 0.00 | 0.11 | 0.11 | 31.69 | 30.64 | -0.00 | $-0.00 | 3169.00 | 33 | 6.0 | 127.000 | 1.05 | 2024-12-10 |
SQQQ241213C00011000 | SQQQ | CALL | Short | 11.00 | None | $-0.00 | -0.00 | $1.38 | 0.04 | 0.00 | 0.11 | 0.11 | 31.69 | 30.31 | -0.00 | $-0.00 | 3169.00 | 32 | 6.0 | 127.000 | 1.38 | 2024-12-09 |
SQQQ241213C00011000 | SQQQ | CALL | Short | 11.00 | None | $-0.00 | -0.00 | $2.10 | 0.07 | 0.00 | 0.11 | 0.11 | 31.69 | 29.59 | -0.00 | $-0.00 | 3169.00 | 31 | 6.0 | 127.000 | 2.10 | 2024-12-08 |
SQQQ241213C00011000 | SQQQ | CALL | Short | 11.00 | None | $-0.00 | -0.00 | $2.10 | 0.07 | 0.00 | 0.11 | 0.11 | 31.69 | 29.59 | -0.00 | $-0.00 | 3169.00 | 29 | 6.0 | 127.000 | 2.10 | 2024-12-06 |
SQQQ241213C00011000 | SQQQ | CALL | Short | 11.00 | None | $-0.00 | -0.00 | $1.31 | 0.04 | 0.00 | 0.11 | 0.11 | 31.69 | 30.38 | -0.00 | $-0.00 | 3169.00 | 28 | 6.0 | 127.000 | 1.31 | 2024-12-05 |
SQQQ241213C00011000 | SQQQ | CALL | Short | 11.00 | None | $-0.00 | -0.00 | $1.58 | 0.05 | 0.00 | 0.11 | 0.11 | 31.69 | 30.11 | -0.00 | $-0.00 | 3169.00 | 27 | 6.0 | 127.000 | 1.58 | 2024-12-04 |
SQQQ241213C00011000 | SQQQ | CALL | Short | 11.00 | None | $-0.00 | -0.00 | $0.44 | 0.01 | 0.00 | 0.11 | 0.11 | 31.69 | 31.25 | -0.00 | $-0.00 | 3169.00 | 26 | 6.0 | 127.000 | 0.44 | 2024-12-03 |
SQQQ241213C00011000 | SQQQ | CALL | Short | 11.00 | None | $-0.00 | -0.00 | $0.16 | 0.01 | 0.00 | 0.11 | 0.11 | 31.69 | 31.53 | -0.00 | $-0.00 | 3169.00 | 25 | 6.0 | 127.000 | 0.16 | 2024-12-02 |
SQQQ241213C00011000 | SQQQ | CALL | Short | 11.00 | None | $-0.00 | -0.00 | $-0.89 | -0.03 | 0.00 | 0.11 | 0.11 | 31.69 | 32.58 | -0.00 | $-0.00 | 3169.00 | 24 | 6.0 | 127.000 | -0.89 | 2024-12-01 |
SQQQ241213C00011000 | SQQQ | CALL | Short | 11.00 | None | $-0.00 | -0.00 | $-0.89 | -0.03 | 0.00 | 0.11 | 0.11 | 31.69 | 32.58 | -0.00 | $-0.00 | 3169.00 | 23 | 6.0 | 127.000 | -0.89 | 2024-11-30 |
SQQQ241213C00011000 | SQQQ | CALL | Short | 11.00 | None | $-0.00 | -0.00 | $-1.72 | -0.05 | 0.00 | 0.11 | 0.11 | 31.69 | 33.41 | -0.00 | $-0.00 | 3169.00 | 21 | 6.0 | 127.000 | -1.72 | 2024-11-28 |
SQQQ241213C00011000 | SQQQ | CALL | Short | 11.00 | None | $-0.00 | -0.00 | $-1.67 | -0.05 | 0.00 | 0.11 | 0.11 | 31.69 | 33.36 | -0.00 | $-0.00 | 3169.00 | 20 | 6.0 | 127.000 | -1.67 | 2024-11-27 |
SQQQ241213C00011000 | SQQQ | CALL | Short | 11.00 | None | $-0.00 | -0.00 | $-0.93 | -0.03 | 0.00 | 0.11 | 0.11 | 31.69 | 32.62 | -0.00 | $-0.00 | 3169.00 | 19 | 6.0 | 127.000 | -0.93 | 2024-11-26 |
SQQQ241213C00011000 | SQQQ | CALL | Short | 11.00 | None | $-0.00 | -0.00 | $-1.46 | -0.05 | 0.00 | 0.11 | 0.11 | 31.69 | 33.15 | -0.00 | $-0.00 | 3169.00 | 18 | 6.0 | 127.000 | -1.46 | 2024-11-25 |
SQQQ241213C00011000 | SQQQ | CALL | Short | 11.00 | None | $-0.00 | -0.00 | $-1.59 | -0.05 | 0.00 | 0.11 | 0.11 | 31.69 | 33.28 | -0.00 | $-0.00 | 3169.00 | 17 | 6.0 | 127.000 | -1.59 | 2024-11-24 |
SQQQ241213C00011000 | SQQQ | CALL | Short | 11.00 | None | $-0.00 | -0.00 | $-1.59 | -0.05 | 0.00 | 0.11 | 0.11 | 31.69 | 33.28 | -0.00 | $-0.00 | 3169.00 | 16 | 6.0 | 127.000 | -1.59 | 2024-11-23 |
SQQQ241213C00011000 | SQQQ | CALL | Short | 11.00 | None | $-0.00 | -0.00 | $-1.59 | -0.05 | 0.00 | 0.11 | 0.11 | 31.69 | 33.28 | -0.00 | $-0.00 | 3169.00 | 15 | 6.0 | 127.000 | -1.59 | 2024-11-22 |
SQQQ241213C00011000 | SQQQ | CALL | Short | 11.00 | None | $-0.00 | -0.00 | $-1.70 | -0.05 | 0.00 | 0.11 | 0.11 | 31.69 | 33.39 | -0.00 | $-0.00 | 3169.00 | 14 | 6.0 | 127.000 | -1.70 | 2024-11-21 |
SQQQ241213C00011000 | SQQQ | CALL | Short | 11.00 | None | $-0.00 | -0.00 | $-2.03 | -0.06 | 0.00 | 0.11 | 0.11 | 31.69 | 33.72 | -0.00 | $-0.00 | 3169.00 | 13 | 6.0 | 127.000 | -2.03 | 2024-11-20 |
SQQQ241213C00011000 | SQQQ | CALL | Short | 11.00 | None | $-0.00 | -0.00 | $-2.00 | -0.06 | 0.00 | 0.11 | 0.11 | 31.69 | 33.69 | -0.00 | $-0.00 | 3169.00 | 12 | 6.0 | 127.000 | -2.00 | 2024-11-19 |
SQQQ241213C00011000 | SQQQ | CALL | Short | 11.00 | None | $-0.00 | -0.00 | $-2.67 | -0.08 | 0.00 | 0.11 | 0.11 | 31.69 | 34.36 | -0.00 | $-0.00 | 3169.00 | 11 | 6.0 | 127.000 | -2.67 | 2024-11-18 |
SQQQ241213C00011000 | SQQQ | CALL | Short | 11.00 | None | $-0.00 | -0.00 | $-3.40 | -0.11 | 0.00 | 0.11 | 0.11 | 31.69 | 35.09 | -0.00 | $-0.00 | 3169.00 | 10 | 6.0 | 127.000 | -3.40 | 2024-11-17 |
SQQQ241213C00011000 | SQQQ | CALL | Short | 11.00 | None | $-0.00 | -0.00 | $-3.40 | -0.11 | 0.00 | 0.11 | 0.11 | 31.69 | 35.09 | -0.00 | $-0.00 | 3169.00 | 9 | 6.0 | 127.000 | -3.40 | 2024-11-16 |
SQQQ241213C00011000 | SQQQ | CALL | Short | 11.00 | None | $-0.00 | -0.00 | $-3.40 | -0.11 | 0.00 | 0.11 | 0.11 | 31.69 | 35.09 | -0.00 | $-0.00 | 3169.00 | 8 | 6.0 | 127.000 | -3.40 | 2024-11-15 |
SQQQ241213C00011000 | SQQQ | CALL | Short | 11.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $-0.00 | -0.00 | $-0.99 | -0.03 | 0.00 | 0.11 | 0.11 | 31.69 | 32.68 | -0.00 | $-0.00 | 3169.00 | 7 | 6.0 | 127.000 | -0.99 | 2024-11-14 |
SQQQ241213C00011000 | SQQQ | CALL | Short | 11.00 | None | $-0.00 | -0.00 | $-0.32 | -0.01 | 0.00 | 0.11 | 0.11 | 31.69 | 32.01 | -0.00 | $-0.00 | 3169.00 | 6 | 6.0 | 127.000 | -0.32 | 2024-11-13 |
SQQQ241213C00011000 | SQQQ | CALL | Short | 11.00 | None | $-0.00 | -0.00 | $-0.17 | -0.01 | 0.00 | 0.11 | 0.11 | 31.69 | 31.86 | -0.00 | $-0.00 | 3169.00 | 5 | 6.0 | 127.000 | -0.17 | 2024-11-12 |
SQQQ241213C00011000 | SQQQ | CALL | Short | 11.00 | None | $-0.00 | -0.00 | $-0.00 | -0.00 | 0.00 | 0.11 | 0.11 | 31.69 | 31.69 | -0.00 | $-0.00 | 3169.00 | 4 | 6.0 | 127.000 | -0.00 | 2024-11-11 |
SQQQ241213C00011000 | SQQQ | CALL | Short | 11.00 | None | $-0.00 | -0.00 | $0.06 | 0.00 | 0.00 | 0.11 | 0.11 | 31.69 | 31.63 | -0.00 | $-0.00 | 3169.00 | 3 | 6.0 | 127.000 | 0.06 | 2024-11-10 |
SQQQ241213C00011000 | SQQQ | CALL | Short | 11.00 | None | $-0.00 | -0.00 | $0.06 | 0.00 | 0.00 | 0.11 | 0.11 | 31.69 | 31.63 | -0.00 | $-0.00 | 3169.00 | 2 | 6.0 | 127.000 | 0.06 | 2024-11-09 |
SQQQ241213C00011000 | SQQQ | CALL | Short | 11.00 | None | $-0.00 | -0.00 | $0.06 | 0.00 | 0.00 | 0.11 | 0.11 | 31.69 | 31.63 | -0.00 | $-0.00 | 3169.00 | 1 | 6.0 | 127.000 | 0.06 | 2024-11-08 |
SQQQ241213C00011000 | SQQQ | CALL | Short | 11.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $-0.00 | -0.00 | $-0.00 | -0.00 | 0.00 | 0.11 | 0.11 | 31.69 | 31.69 | -0.00 | $-0.00 | 3169.00 | 0 | 6.0 | 127.000 | -0.00 | 2024-11-07 |