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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024-10-07 | XFOR | XFOR241115C00000500 | 0.50 | 5.0 | 60.000 | 1.281 | 0.349 | 0.0 | 0.0 | 0.010 | 0.100 | 0.070 | 0.20 | 0.53 | 2024-11-15 | CALL | Long | 0.354 | 0.390 | -0.149 |
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 | XFOR | 1.000 | 0.161 | 0.918 | 0.339 | 0.529 | -0.389 | 0.74 | 0.000 | 0.0000 | 0.28 | 1.47 | 21 | 1y | 0.51 |
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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
XFOR241115C00000500 | XFOR | CALL | Long | 0.50 | None | $-0.15 | -0.75 | $-0.12 | -0.23 | 3.25 | 0.20 | 0.05 | 0.53 | 0.41 | -0.15 | $-15.00 | 20.00 | 38 | 224.0 | 184.000 | -0.12 | 2024-11-14 |
XFOR241115C00000500 | XFOR | CALL | Long | 0.50 | None | $-0.17 | -0.85 | $-0.25 | -0.47 | 6.12 | 0.20 | 0.03 | 0.53 | 0.28 | -0.17 | $-17.00 | 20.00 | 37 | 42.0 | 144.000 | -0.25 | 2024-11-13 |
XFOR241115C00000500 | XFOR | CALL | Long | 0.50 | None | $-0.05 | -0.25 | $0.06 | 0.11 | 1.81 | 0.20 | 0.15 | 0.53 | 0.59 | -0.05 | $-5.00 | 20.00 | 36 | 109.0 | 116.000 | 0.06 | 2024-11-12 |
XFOR241115C00000500 | XFOR | CALL | Long | 0.50 | None | $0.00 | 0.00 | $0.13 | 0.25 | 4.62 | 0.20 | 0.20 | 0.53 | 0.66 | 0.00 | $0.00 | 20.00 | 35 | 26.0 | 116.000 | 0.13 | 2024-11-11 |
XFOR241115C00000500 | XFOR | CALL | Long | 0.50 | None | $-0.07 | -0.35 | $0.09 | 0.17 | 3.50 | 0.20 | 0.13 | 0.53 | 0.62 | -0.07 | $-7.00 | 20.00 | 34 | 7.0 | 119.000 | 0.09 | 2024-11-10 |
XFOR241115C00000500 | XFOR | CALL | Long | 0.50 | None | $-0.07 | -0.35 | $0.09 | 0.17 | 3.12 | 0.20 | 0.13 | 0.53 | 0.62 | -0.07 | $-7.00 | 20.00 | 33 | 7.0 | 119.000 | 0.09 | 2024-11-09 |
XFOR241115C00000500 | XFOR | CALL | Long | 0.50 | None | $0.00 | 0.00 | $0.11 | 0.21 | 0.50 | 0.20 | 0.20 | 0.53 | 0.64 | 0.00 | $0.00 | 20.00 | 32 | 6.0 | 119.000 | 0.11 | 2024-11-08 |
XFOR241115C00000500 | XFOR | CALL | Long | 0.50 | None | $0.00 | 0.00 | $0.09 | 0.17 | 1.00 | 0.20 | 0.20 | 0.53 | 0.62 | 0.00 | $0.00 | 20.00 | 31 | 11.0 | 103.000 | 0.09 | 2024-11-07 |
XFOR241115C00000500 | XFOR | CALL | Long | 0.50 | None | $-0.10 | -0.50 | $0.05 | 0.09 | 1.75 | 0.20 | 0.10 | 0.53 | 0.58 | -0.10 | $-10.00 | 20.00 | 30 | 7.0 | 109.000 | 0.05 | 2024-11-06 |
XFOR241115C00000500 | XFOR | CALL | Long | 0.50 | None | $-0.10 | -0.50 | $0.03 | 0.06 | 0.62 | 0.20 | 0.10 | 0.53 | 0.56 | -0.10 | $-10.00 | 20.00 | 29 | 2.0 | 110.000 | 0.03 | 2024-11-05 |
XFOR241115C00000500 | XFOR | CALL | Long | 0.50 | None | $-0.10 | -0.50 | $0.00 | 0.00 | -0.38 | 0.20 | 0.10 | 0.53 | 0.53 | -0.10 | $-10.00 | 20.00 | 28 | 1.0 | 110.000 | 0.00 | 2024-11-04 |
XFOR241115C00000500 | XFOR | CALL | Long | 0.50 | None | $-0.10 | -0.50 | $-0.01 | -0.02 | -0.28 | 0.20 | 0.10 | 0.53 | 0.52 | -0.10 | $-10.00 | 20.00 | 25 | 1.0 | 111.000 | -0.01 | 2024-11-01 |
XFOR241115C00000500 | XFOR | CALL | Long | 0.50 | None | $-0.15 | -0.75 | $-0.03 | -0.06 | 0.56 | 0.20 | 0.05 | 0.53 | 0.50 | -0.15 | $-15.00 | 20.00 | 24 | 4.0 | 107.000 | -0.03 | 2024-10-31 |
XFOR241115C00000500 | XFOR | CALL | Long | 0.50 | None | $-0.11 | -0.55 | $-0.01 | -0.02 | -0.34 | 0.20 | 0.09 | 0.53 | 0.52 | -0.11 | $-11.00 | 20.00 | 23 | 1.0 | 106.000 | -0.01 | 2024-10-30 |
XFOR241115C00000500 | XFOR | CALL | Long | 0.50 | None | $-0.15 | -0.75 | $-0.03 | -0.06 | -0.06 | 0.20 | 0.05 | 0.53 | 0.50 | -0.15 | $-15.00 | 20.00 | 22 | 1.0 | 107.000 | -0.03 | 2024-10-29 |
XFOR241115C00000500 | XFOR | CALL | Long | 0.50 | None | $-0.10 | -0.50 | $-0.03 | -0.06 | -0.16 | 0.20 | 0.10 | 0.53 | 0.50 | -0.10 | $-10.00 | 20.00 | 21 | 11.0 | 107.000 | -0.03 | 2024-10-28 |
XFOR241115C00000500 | XFOR | CALL | Long | 0.50 | None | $-0.10 | -0.50 | $-0.04 | -0.08 | 0.00 | 0.20 | 0.10 | 0.53 | 0.49 | -0.10 | $-10.00 | 20.00 | 20 | 11.0 | 107.000 | -0.04 | 2024-10-27 |
XFOR241115C00000500 | XFOR | CALL | Long | 0.50 | None | $-0.10 | -0.50 | $-0.04 | -0.08 | -0.06 | 0.20 | 0.10 | 0.53 | 0.49 | -0.10 | $-10.00 | 20.00 | 19 | 11.0 | 107.000 | -0.04 | 2024-10-26 |
XFOR241115C00000500 | XFOR | CALL | Long | 0.50 | None | $-0.10 | -0.50 | $-0.04 | -0.08 | 0.47 | 0.20 | 0.10 | 0.53 | 0.49 | -0.10 | $-10.00 | 20.00 | 17 | 11.0 | 98.000 | -0.04 | 2024-10-24 |
XFOR241115C00000500 | XFOR | CALL | Long | 0.50 | None | $-0.12 | -0.60 | $-0.03 | -0.06 | -0.31 | 0.20 | 0.08 | 0.53 | 0.50 | -0.12 | $-12.00 | 20.00 | 16 | 5.0 | 98.000 | -0.03 | 2024-10-23 |
XFOR241115C00000500 | XFOR | CALL | Long | 0.50 | None | $-0.12 | -0.60 | $-0.02 | -0.04 | -0.31 | 0.20 | 0.08 | 0.53 | 0.51 | -0.12 | $-12.00 | 20.00 | 15 | 5.0 | 93.000 | -0.02 | 2024-10-22 |
XFOR241115C00000500 | XFOR | CALL | Long | 0.50 | None | $-0.10 | -0.50 | $-0.03 | -0.06 | -0.28 | 0.20 | 0.10 | 0.53 | 0.50 | -0.10 | $-10.00 | 20.00 | 14 | 2.0 | 93.000 | -0.03 | 2024-10-21 |
XFOR241115C00000500 | XFOR | CALL | Long | 0.50 | None | $-0.05 | -0.25 | $-0.01 | -0.02 | -0.09 | 0.20 | 0.15 | 0.53 | 0.52 | -0.05 | $-5.00 | 20.00 | 12 | 5.0 | 93.000 | -0.01 | 2024-10-19 |
XFOR241115C00000500 | XFOR | CALL | Long | 0.50 | None | $-0.05 | -0.25 | $-0.04 | -0.08 | -0.28 | 0.20 | 0.15 | 0.53 | 0.49 | -0.05 | $-5.00 | 20.00 | 11 | 5.0 | 93.000 | -0.04 | 2024-10-18 |
XFOR241115C00000500 | XFOR | CALL | Long | 0.50 | None | $-0.10 | -0.50 | $0.00 | 0.00 | -0.31 | 0.20 | 0.10 | 0.53 | 0.53 | -0.10 | $-10.00 | 20.00 | 9 | 2.0 | 88.000 | 0.00 | 2024-10-16 |
XFOR241115C00000500 | XFOR | CALL | Long | 0.50 | None | $-0.10 | -0.50 | $0.03 | 0.06 | -0.62 | 0.20 | 0.10 | 0.53 | 0.56 | -0.10 | $-10.00 | 20.00 | 7 | 1.0 | 89.000 | 0.03 | 2024-10-14 |
XFOR241115C00000500 | XFOR | CALL | Long | 0.50 | None | $-0.15 | -0.75 | $-0.02 | -0.04 | -0.16 | 0.20 | 0.05 | 0.53 | 0.51 | -0.15 | $-15.00 | 20.00 | 4 | 29.0 | 60.000 | -0.02 | 2024-10-11 |
XFOR241115C00000500 | XFOR | CALL | Long | 0.50 | None | $-0.10 | -0.50 | $-0.01 | -0.02 | -0.28 | 0.20 | 0.10 | 0.53 | 0.52 | -0.10 | $-10.00 | 20.00 | 3 | 1.0 | 60.000 | -0.01 | 2024-10-10 |
XFOR241115C00000500 | XFOR | CALL | Long | 0.50 | Exit OP PnL: $-0.10;Exit EQ PnL: 0.00; Position is Long and position continued to lose. Latest OP price is: $0.10 (EQ: $0.53). Initial OP price was: $0.20 (EQ: $0.53). Surpassed Stop Loss Percentage: -0.5 < -0.16. | $-0.10 | -0.50 | $0.00 | 0.00 | -0.38 | 0.20 | 0.10 | 0.53 | 0.53 | -0.10 | $-10.00 | 20.00 | 2 | 1.0 | 60.000 | 0.00 | 2024-10-09 |
XFOR241115C00000500 | XFOR | CALL | Long | 0.50 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.20 | 0.20 | 0.53 | 0.53 | 0.00 | $0.00 | 20.00 | 0 | 5.0 | 60.000 | 0.00 | 2024-10-07 |