| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-08-07 | TREX | TREX240920C00065000 | 65.00 | 63.0 | 1.000 | 0.450 | 0.307 | 0.7 | 5.3 | 0.020 | 1.590 | 6.220 | 2.30 | 60.06 | 2024-09-20 | CALL | Long | 0.211 | 0.322 | -0.217 |
| 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 | TREX | 1.000 | 0.068 | 0.280 | 0.114 | 0.102 | -0.003 | 76.81 | 0.188 | 0.0000 | 59.17 | 100.10 | 21 | 1y | 69.02 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TREX240920C00065000 | TREX | CALL | Long | 65.00 | None | $3.60 | 1.57 | $11.19 | 0.19 | 0.58 | 2.30 | 5.90 | 60.07 | 71.26 | 3.60 | $360.00 | 230.00 | 43 | 11.0 | 229.000 | 11.19 | 2024-09-19 |
| TREX240920C00065000 | TREX | CALL | Long | 65.00 | None | $1.20 | 0.52 | $7.86 | 0.13 | 0.13 | 2.30 | 3.50 | 60.07 | 67.93 | 1.20 | $120.00 | 230.00 | 42 | 4.0 | 229.000 | 7.86 | 2024-09-18 |
| TREX240920C00065000 | TREX | CALL | Long | 65.00 | None | $1.20 | 0.52 | $7.39 | 0.12 | 0.06 | 2.30 | 3.50 | 60.07 | 67.46 | 1.20 | $120.00 | 230.00 | 41 | 4.0 | 230.000 | 7.39 | 2024-09-17 |
| TREX240920C00065000 | TREX | CALL | Long | 65.00 | None | $-0.23 | -0.10 | $6.14 | 0.10 | 0.01 | 2.30 | 2.07 | 60.07 | 66.21 | -0.23 | $-23.00 | 230.00 | 40 | 51.0 | 266.000 | 6.14 | 2024-09-16 |
| TREX240920C00065000 | TREX | CALL | Long | 65.00 | None | $-0.35 | -0.15 | $6.03 | 0.10 | -0.01 | 2.30 | 1.95 | 60.07 | 66.10 | -0.35 | $-35.00 | 230.00 | 38 | 6.0 | 271.000 | 6.03 | 2024-09-14 |
| TREX240920C00065000 | TREX | CALL | Long | 65.00 | None | $-0.35 | -0.15 | $6.03 | 0.10 | -0.09 | 2.30 | 1.95 | 60.07 | 66.10 | -0.35 | $-35.00 | 230.00 | 37 | 6.0 | 271.000 | 6.03 | 2024-09-13 |
| TREX240920C00065000 | TREX | CALL | Long | 65.00 | None | $-1.25 | -0.54 | $4.05 | 0.07 | -0.08 | 2.30 | 1.05 | 60.07 | 64.12 | -1.25 | $-125.00 | 230.00 | 36 | 4.0 | 271.000 | 4.05 | 2024-09-12 |
| TREX240920C00065000 | TREX | CALL | Long | 65.00 | None | $-1.25 | -0.54 | $3.44 | 0.06 | -0.04 | 2.30 | 1.05 | 60.07 | 63.51 | -1.25 | $-125.00 | 230.00 | 35 | 4.0 | 271.000 | 3.44 | 2024-09-11 |
| TREX240920C00065000 | TREX | CALL | Long | 65.00 | None | $-1.25 | -0.54 | $3.72 | 0.06 | -0.04 | 2.30 | 1.05 | 60.07 | 63.79 | -1.25 | $-125.00 | 230.00 | 34 | 4.0 | 274.000 | 3.72 | 2024-09-10 |
| TREX240920C00065000 | TREX | CALL | Long | 65.00 | None | $-1.53 | -0.67 | $1.79 | 0.03 | -0.02 | 2.30 | 0.77 | 60.07 | 61.86 | -1.53 | $-153.00 | 230.00 | 33 | 104.0 | 223.000 | 1.79 | 2024-09-09 |
| TREX240920C00065000 | TREX | CALL | Long | 65.00 | None | $-1.55 | -0.67 | $1.67 | 0.03 | 0.01 | 2.30 | 0.75 | 60.07 | 61.74 | -1.55 | $-155.00 | 230.00 | 32 | 5.0 | 219.000 | 1.67 | 2024-09-08 |
| TREX240920C00065000 | TREX | CALL | Long | 65.00 | None | $-1.55 | -0.67 | $1.68 | 0.03 | -0.04 | 2.30 | 0.75 | 60.07 | 61.75 | -1.55 | $-155.00 | 230.00 | 30 | 4.0 | 219.000 | 1.68 | 2024-09-06 |
| TREX240920C00065000 | TREX | CALL | Long | 65.00 | None | $-1.50 | -0.65 | $0.78 | 0.01 | -0.05 | 2.30 | 0.80 | 60.07 | 60.85 | -1.50 | $-150.00 | 230.00 | 29 | 4.0 | 219.000 | 0.78 | 2024-09-05 |
| TREX240920C00065000 | TREX | CALL | Long | 65.00 | None | $-1.50 | -0.65 | $1.12 | 0.02 | -0.06 | 2.30 | 0.80 | 60.07 | 61.19 | -1.50 | $-150.00 | 230.00 | 28 | 4.0 | 222.000 | 1.12 | 2024-09-04 |
| TREX240920C00065000 | TREX | CALL | Long | 65.00 | None | $-0.88 | -0.38 | $3.67 | 0.06 | -0.10 | 2.30 | 1.42 | 60.07 | 63.74 | -0.88 | $-88.00 | 230.00 | 24 | 9.0 | 224.000 | 3.67 | 2024-08-31 |
| TREX240920C00065000 | TREX | CALL | Long | 65.00 | None | $-0.88 | -0.38 | $3.66 | 0.06 | -0.11 | 2.30 | 1.42 | 60.07 | 63.73 | -0.88 | $-88.00 | 230.00 | 23 | 9.0 | 224.000 | 3.66 | 2024-08-30 |
| TREX240920C00065000 | TREX | CALL | Long | 65.00 | None | $-0.75 | -0.33 | $3.52 | 0.06 | -0.10 | 2.30 | 1.55 | 60.07 | 63.59 | -0.75 | $-75.00 | 230.00 | 22 | 9.0 | 215.000 | 3.52 | 2024-08-29 |
| TREX240920C00065000 | TREX | CALL | Long | 65.00 | None | $-0.25 | -0.11 | $3.85 | 0.06 | -0.07 | 2.30 | 2.05 | 60.07 | 63.92 | -0.25 | $-25.00 | 230.00 | 21 | 21.0 | 200.000 | 3.85 | 2024-08-28 |
| TREX240920C00065000 | TREX | CALL | Long | 65.00 | None | $1.96 | 0.85 | $5.35 | 0.09 | -0.45 | 2.30 | 4.26 | 60.07 | 65.42 | 1.96 | $196.00 | 230.00 | 20 | 2.0 | 201.000 | 5.35 | 2024-08-27 |
| TREX240920C00065000 | TREX | CALL | Long | 65.00 | None | $1.96 | 0.85 | $6.43 | 0.11 | -0.05 | 2.30 | 4.26 | 60.07 | 66.50 | 1.96 | $196.00 | 230.00 | 19 | 2.0 | 201.000 | 6.43 | 2024-08-26 |
| TREX240920C00065000 | TREX | CALL | Long | 65.00 | None | $1.54 | 0.67 | $7.46 | 0.12 | -0.05 | 2.30 | 3.84 | 60.07 | 67.53 | 1.54 | $154.00 | 230.00 | 18 | 57.0 | 156.000 | 7.46 | 2024-08-25 |
| TREX240920C00065000 | TREX | CALL | Long | 65.00 | None | $1.54 | 0.67 | $7.46 | 0.12 | -0.06 | 2.30 | 3.84 | 60.07 | 67.53 | 1.54 | $154.00 | 230.00 | 17 | 57.0 | 156.000 | 7.46 | 2024-08-24 |
| TREX240920C00065000 | TREX | CALL | Long | 65.00 | None | $1.54 | 0.67 | $7.45 | 0.12 | -0.05 | 2.30 | 3.84 | 60.07 | 67.52 | 1.54 | $154.00 | 230.00 | 16 | 57.0 | 156.000 | 7.45 | 2024-08-23 |
| TREX240920C00065000 | TREX | CALL | Long | 65.00 | None | $-0.07 | -0.03 | $4.07 | 0.07 | -0.09 | 2.30 | 2.23 | 60.07 | 64.14 | -0.07 | $-7.00 | 230.00 | 15 | 3.0 | 156.000 | 4.07 | 2024-08-22 |
| TREX240920C00065000 | TREX | CALL | Long | 65.00 | None | $0.31 | 0.13 | $5.36 | 0.09 | -0.08 | 2.30 | 2.61 | 60.07 | 65.43 | 0.31 | $31.00 | 230.00 | 14 | 5.0 | 153.000 | 5.36 | 2024-08-21 |
| TREX240920C00065000 | TREX | CALL | Long | 65.00 | None | $-0.10 | -0.04 | $4.05 | 0.07 | -0.10 | 2.30 | 2.20 | 60.07 | 64.12 | -0.10 | $-10.00 | 230.00 | 13 | 37.0 | 146.000 | 4.05 | 2024-08-20 |
| TREX240920C00065000 | TREX | CALL | Long | 65.00 | None | $-0.17 | -0.07 | $3.90 | 0.06 | -0.13 | 2.30 | 2.13 | 60.07 | 63.97 | -0.17 | $-17.00 | 230.00 | 12 | 14.0 | 145.000 | 3.90 | 2024-08-19 |
| TREX240920C00065000 | TREX | CALL | Long | 65.00 | None | $-0.29 | -0.13 | $3.33 | 0.06 | -0.10 | 2.30 | 2.01 | 60.07 | 63.40 | -0.29 | $-29.00 | 230.00 | 11 | 11.0 | 145.000 | 3.33 | 2024-08-18 |
| TREX240920C00065000 | TREX | CALL | Long | 65.00 | None | $-0.29 | -0.13 | $3.33 | 0.06 | -0.10 | 2.30 | 2.01 | 60.07 | 63.40 | -0.29 | $-29.00 | 230.00 | 10 | 11.0 | 145.000 | 3.33 | 2024-08-17 |
| TREX240920C00065000 | TREX | CALL | Long | 65.00 | None | $-0.15 | -0.07 | $3.31 | 0.06 | 0.08 | 2.30 | 2.15 | 60.07 | 63.38 | -0.15 | $-15.00 | 230.00 | 9 | 10.0 | 145.000 | 3.31 | 2024-08-16 |
| TREX240920C00065000 | TREX | CALL | Long | 65.00 | None | $0.05 | 0.02 | $3.69 | 0.06 | 0.04 | 2.30 | 2.35 | 60.07 | 63.76 | 0.05 | $5.00 | 230.00 | 8 | 170.0 | 62.000 | 3.69 | 2024-08-15 |
| TREX240920C00065000 | TREX | CALL | Long | 65.00 | None | $-1.05 | -0.46 | $0.40 | 0.01 | -0.09 | 2.30 | 1.25 | 60.07 | 60.47 | -1.05 | $-105.00 | 230.00 | 7 | 11.0 | 53.000 | 0.40 | 2024-08-14 |
| TREX240920C00065000 | TREX | CALL | Long | 65.00 | None | $-1.00 | -0.43 | $1.33 | 0.02 | -0.10 | 2.30 | 1.30 | 60.07 | 61.40 | -1.00 | $-100.00 | 230.00 | 6 | 7.0 | 52.000 | 1.33 | 2024-08-13 |
| TREX240920C00065000 | TREX | CALL | Long | 65.00 | None | $-1.25 | -0.54 | $-0.90 | -0.01 | -0.08 | 2.30 | 1.05 | 60.07 | 59.17 | -1.25 | $-125.00 | 230.00 | 5 | 10.0 | 42.000 | -0.90 | 2024-08-12 |
| TREX240920C00065000 | TREX | CALL | Long | 65.00 | None | $-0.76 | -0.33 | $0.63 | 0.01 | -0.08 | 2.30 | 1.54 | 60.07 | 60.70 | -0.76 | $-76.00 | 230.00 | 2 | 10.0 | 42.000 | 0.63 | 2024-08-09 |
| TREX240920C00065000 | TREX | CALL | Long | 65.00 | Exit OP PnL: $-0.55;Exit EQ PnL: 0.50; Position is Long and position continued to lose. Latest OP price is: $1.75 (EQ: $60.57). Initial OP price was: $2.30 (EQ: $60.07). Surpassed Stop Loss Percentage: -0.2391304347826086956521739130 < -0.16. | $-0.73 | -0.32 | $0.63 | 0.01 | -0.04 | 2.30 | 1.57 | 60.07 | 60.70 | -0.73 | $-73.00 | 230.00 | 1 | 41.0 | 26.000 | 0.63 | 2024-08-08 |
| TREX240920C00065000 | TREX | CALL | Long | 65.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 2.30 | 2.30 | 60.07 | 60.07 | 0.00 | $0.00 | 230.00 | 0 | 63.0 | 1.000 | 0.00 | 2024-08-07 |