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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024-05-22 | VSAT | VSAT240621C00016000 | 16.00 | 68.0 | 79.000 | 0.597 | 0.262 | 0.4 | 0.6 | 0.010 | 0.910 | 1.110 | 1.05 | 15.74 | 2024-06-21 | CALL | Long | 0.280 | 0.334 | -0.165 |
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 | VSAT | 1.000 | 0.121 | 0.504 | 0.224 | 0.330 | 0.165 | 9.14 | -0.250 | 0.0000 | 6.83 | 28.25 | 21 | 1y | 9.67 |
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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSAT240621C00016000 | VSAT | CALL | Long | 16.00 | None | $-1.01 | -0.96 | $-2.54 | -0.16 | 1.22 | 1.05 | 0.04 | 15.74 | 13.20 | -1.01 | $-101.00 | 105.00 | 27 | 20.0 | 203.000 | -2.54 | 2024-06-18 |
VSAT240621C00016000 | VSAT | CALL | Long | 16.00 | None | $-1.01 | -0.96 | $-1.72 | -0.11 | 0.09 | 1.05 | 0.04 | 15.74 | 14.02 | -1.01 | $-101.00 | 105.00 | 26 | 20.0 | 195.000 | -1.72 | 2024-06-17 |
VSAT240621C00016000 | VSAT | CALL | Long | 16.00 | None | $-1.00 | -0.95 | $-2.33 | -0.15 | 0.09 | 1.05 | 0.05 | 15.74 | 13.41 | -1.00 | $-100.00 | 105.00 | 23 | 16.0 | 195.000 | -2.33 | 2024-06-14 |
VSAT240621C00016000 | VSAT | CALL | Long | 16.00 | None | $-1.00 | -0.95 | $-1.94 | -0.12 | -0.03 | 1.05 | 0.05 | 15.74 | 13.80 | -1.00 | $-100.00 | 105.00 | 22 | 16.0 | 195.000 | -1.94 | 2024-06-13 |
VSAT240621C00016000 | VSAT | CALL | Long | 16.00 | None | $-0.90 | -0.86 | $-1.48 | -0.09 | -0.09 | 1.05 | 0.15 | 15.74 | 14.26 | -0.90 | $-90.00 | 105.00 | 21 | 18.0 | 184.000 | -1.48 | 2024-06-12 |
VSAT240621C00016000 | VSAT | CALL | Long | 16.00 | None | $-0.95 | -0.90 | $-1.16 | -0.07 | -0.05 | 1.05 | 0.10 | 15.74 | 14.58 | -0.95 | $-95.00 | 105.00 | 20 | 40.0 | 169.000 | -1.16 | 2024-06-11 |
VSAT240621C00016000 | VSAT | CALL | Long | 16.00 | None | $-0.80 | -0.76 | $-0.96 | -0.06 | -0.03 | 1.05 | 0.25 | 15.74 | 14.78 | -0.80 | $-80.00 | 105.00 | 19 | 23.0 | 165.000 | -0.96 | 2024-06-10 |
VSAT240621C00016000 | VSAT | CALL | Long | 16.00 | None | $-0.30 | -0.29 | $0.35 | 0.02 | -0.01 | 1.05 | 0.75 | 15.74 | 16.09 | -0.30 | $-30.00 | 105.00 | 18 | 17.0 | 164.000 | 0.35 | 2024-06-09 |
VSAT240621C00016000 | VSAT | CALL | Long | 16.00 | None | $-0.30 | -0.29 | $0.35 | 0.02 | -0.07 | 1.05 | 0.75 | 15.74 | 16.09 | -0.30 | $-30.00 | 105.00 | 16 | 17.0 | 164.000 | 0.35 | 2024-06-07 |
VSAT240621C00016000 | VSAT | CALL | Long | 16.00 | None | $-0.25 | -0.24 | $0.11 | 0.01 | -0.09 | 1.05 | 0.80 | 15.74 | 15.85 | -0.25 | $-25.00 | 105.00 | 15 | 5.0 | 164.000 | 0.11 | 2024-06-06 |
VSAT240621C00016000 | VSAT | CALL | Long | 16.00 | None | $-0.34 | -0.32 | $0.25 | 0.02 | 0.08 | 1.05 | 0.71 | 15.74 | 15.99 | -0.34 | $-34.00 | 105.00 | 14 | 19.0 | 173.000 | 0.25 | 2024-06-05 |
VSAT240621C00016000 | VSAT | CALL | Long | 16.00 | None | $-0.25 | -0.24 | $0.26 | 0.02 | 0.13 | 1.05 | 0.80 | 15.74 | 16.00 | -0.25 | $-25.00 | 105.00 | 13 | 2.0 | 171.000 | 0.26 | 2024-06-04 |
VSAT240621C00016000 | VSAT | CALL | Long | 16.00 | None | $0.30 | 0.29 | $0.54 | 0.03 | -0.02 | 1.05 | 1.35 | 15.74 | 16.28 | 0.30 | $30.00 | 105.00 | 12 | 1.0 | 172.000 | 0.54 | 2024-06-03 |
VSAT240621C00016000 | VSAT | CALL | Long | 16.00 | None | $0.28 | 0.27 | $1.15 | 0.07 | -0.05 | 1.05 | 1.33 | 15.74 | 16.89 | 0.28 | $28.00 | 105.00 | 9 | 30.0 | 150.000 | 1.15 | 2024-05-31 |
VSAT240621C00016000 | VSAT | CALL | Long | 16.00 | None | $0.10 | 0.10 | $0.76 | 0.05 | -0.07 | 1.05 | 1.15 | 15.74 | 16.50 | 0.10 | $10.00 | 105.00 | 8 | 13.0 | 155.000 | 0.76 | 2024-05-30 |
VSAT240621C00016000 | VSAT | CALL | Long | 16.00 | None | $-0.20 | -0.19 | $0.06 | 0.00 | -0.04 | 1.05 | 0.85 | 15.74 | 15.80 | -0.20 | $-20.00 | 105.00 | 7 | 29.0 | 155.000 | 0.06 | 2024-05-29 |
VSAT240621C00016000 | VSAT | CALL | Long | 16.00 | None | $-0.20 | -0.19 | $-0.05 | -0.00 | -0.01 | 1.05 | 0.85 | 15.74 | 15.69 | -0.20 | $-20.00 | 105.00 | 6 | 29.0 | 164.000 | -0.05 | 2024-05-28 |
VSAT240621C00016000 | VSAT | CALL | Long | 16.00 | None | $0.00 | 0.00 | $0.30 | 0.02 | -0.02 | 1.05 | 1.05 | 15.74 | 16.04 | 0.00 | $0.00 | 105.00 | 5 | 60.0 | 160.000 | 0.30 | 2024-05-27 |
VSAT240621C00016000 | VSAT | CALL | Long | 16.00 | None | $0.00 | 0.00 | $0.29 | 0.02 | -0.01 | 1.05 | 1.05 | 15.74 | 16.03 | 0.00 | $0.00 | 105.00 | 2 | 60.0 | 160.000 | 0.29 | 2024-05-24 |
VSAT240621C00016000 | VSAT | CALL | Long | 16.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.05; Exit EQ PnL: -0.72 | $-0.65 | -0.62 | $-1.05 | -0.07 | -0.10 | 1.05 | 0.40 | 15.74 | 14.69 | -0.65 | $-65.00 | 105.00 | 1 | 55.0 | 133.000 | -1.05 | 2024-05-23 |
VSAT240621C00016000 | VSAT | CALL | Long | 16.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 1.05 | 1.05 | 15.74 | 15.74 | 0.00 | $0.00 | 105.00 | 0 | 68.0 | 79.000 | 0.00 | 2024-05-22 |