| 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 | XP | XP240621C00018000 | 18.00 | 3.0 | 17.000 | 1.783 | 0.219 | 0.5 | 0.4 | 0.010 | 3.410 | 3.350 | 8.22 | 17.99 | 2024-06-21 | CALL | Long | 0.156 | 0.235 | -0.161 |
| 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 | XP | 0.818 | 0.071 | 0.199 | 0.112 | 0.148 | 0.044 | 12.99 | 0.597 | 0.0000 | 12.85 | 26.78 | 21 | 1y | 17.51 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| XP240621C00018000 | XP | CALL | Long | 18.00 | None | $-8.19 | -1.00 | $-0.59 | -0.03 | -1.19 | 8.22 | 0.03 | 17.99 | 17.40 | -8.19 | $-819.00 | 822.00 | 27 | 10.0 | 17.000 | -0.59 | 2024-06-18 |
| XP240621C00018000 | XP | CALL | Long | 18.00 | None | $0.00 | 0.00 | $-0.92 | -0.05 | 3.34 | 8.22 | 8.22 | 17.99 | 17.07 | 0.00 | $0.00 | 822.00 | 26 | 3.0 | 17.000 | -0.92 | 2024-06-17 |
| XP240621C00018000 | XP | CALL | Long | 18.00 | None | $0.00 | 0.00 | $-0.81 | -0.05 | 2.20 | 8.22 | 8.22 | 17.99 | 17.18 | 0.00 | $0.00 | 822.00 | 23 | 3.0 | 17.000 | -0.81 | 2024-06-14 |
| XP240621C00018000 | XP | CALL | Long | 18.00 | None | $0.00 | 0.00 | $-0.62 | -0.03 | 1.87 | 8.22 | 8.22 | 17.99 | 17.37 | 0.00 | $0.00 | 822.00 | 22 | 3.0 | 17.000 | -0.62 | 2024-06-13 |
| XP240621C00018000 | XP | CALL | Long | 18.00 | None | $0.00 | 0.00 | $0.03 | 0.00 | 1.34 | 8.22 | 8.22 | 17.99 | 18.02 | 0.00 | $0.00 | 822.00 | 21 | 3.0 | 17.000 | 0.03 | 2024-06-12 |
| XP240621C00018000 | XP | CALL | Long | 18.00 | None | $0.00 | 0.00 | $0.65 | 0.04 | 0.88 | 8.22 | 8.22 | 17.99 | 18.64 | 0.00 | $0.00 | 822.00 | 20 | 3.0 | 17.000 | 0.65 | 2024-06-11 |
| XP240621C00018000 | XP | CALL | Long | 18.00 | None | $0.00 | 0.00 | $0.65 | 0.04 | 0.77 | 8.22 | 8.22 | 17.99 | 18.64 | 0.00 | $0.00 | 822.00 | 19 | 3.0 | 17.000 | 0.65 | 2024-06-10 |
| XP240621C00018000 | XP | CALL | Long | 18.00 | None | $0.00 | 0.00 | $0.84 | 0.05 | 0.68 | 8.22 | 8.22 | 17.99 | 18.83 | 0.00 | $0.00 | 822.00 | 18 | 3.0 | 17.000 | 0.84 | 2024-06-09 |
| XP240621C00018000 | XP | CALL | Long | 18.00 | None | $0.00 | 0.00 | $0.84 | 0.05 | 0.42 | 8.22 | 8.22 | 17.99 | 18.83 | 0.00 | $0.00 | 822.00 | 16 | 3.0 | 17.000 | 0.84 | 2024-06-07 |
| XP240621C00018000 | XP | CALL | Long | 18.00 | None | $0.00 | 0.00 | $1.16 | 0.06 | 0.22 | 8.22 | 8.22 | 17.99 | 19.15 | 0.00 | $0.00 | 822.00 | 15 | 3.0 | 17.000 | 1.16 | 2024-06-06 |
| XP240621C00018000 | XP | CALL | Long | 18.00 | None | $0.00 | 0.00 | $0.88 | 0.05 | 0.27 | 8.22 | 8.22 | 17.99 | 18.87 | 0.00 | $0.00 | 822.00 | 14 | 3.0 | 17.000 | 0.88 | 2024-06-05 |
| XP240621C00018000 | XP | CALL | Long | 18.00 | None | $0.00 | 0.00 | $1.00 | 0.06 | 0.16 | 8.22 | 8.22 | 17.99 | 18.99 | 0.00 | $0.00 | 822.00 | 13 | 3.0 | 17.000 | 1.00 | 2024-06-04 |
| XP240621C00018000 | XP | CALL | Long | 18.00 | None | $0.00 | 0.00 | $1.18 | 0.07 | 0.04 | 8.22 | 8.22 | 17.99 | 19.17 | 0.00 | $0.00 | 822.00 | 12 | 3.0 | 17.000 | 1.18 | 2024-06-03 |
| XP240621C00018000 | XP | CALL | Long | 18.00 | None | $0.00 | 0.00 | $1.00 | 0.06 | -0.02 | 8.22 | 8.22 | 17.99 | 18.99 | 0.00 | $0.00 | 822.00 | 9 | 3.0 | 17.000 | 1.00 | 2024-05-31 |
| XP240621C00018000 | XP | CALL | Long | 18.00 | None | $0.00 | 0.00 | $1.07 | 0.06 | -0.08 | 8.22 | 8.22 | 17.99 | 19.06 | 0.00 | $0.00 | 822.00 | 8 | 3.0 | 17.000 | 1.07 | 2024-05-30 |
| XP240621C00018000 | XP | CALL | Long | 18.00 | None | $0.00 | 0.00 | $0.33 | 0.02 | 0.13 | 8.22 | 8.22 | 17.99 | 18.32 | 0.00 | $0.00 | 822.00 | 7 | 3.0 | 17.000 | 0.33 | 2024-05-29 |
| XP240621C00018000 | XP | CALL | Long | 18.00 | OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position. | $0.00 | 0.00 | $0.84 | 0.05 | -0.04 | 8.22 | 8.22 | 17.99 | 18.83 | 0.00 | $0.00 | 822.00 | 6 | 3.0 | 17.000 | 0.84 | 2024-05-28 |
| XP240621C00018000 | XP | CALL | Long | 18.00 | None | $0.00 | 0.00 | $0.69 | 0.04 | -0.06 | 8.22 | 8.22 | 17.99 | 18.68 | 0.00 | $0.00 | 822.00 | 5 | 3.0 | 17.000 | 0.69 | 2024-05-27 |
| XP240621C00018000 | XP | CALL | Long | 18.00 | None | $0.00 | 0.00 | $0.69 | 0.04 | -0.15 | 8.22 | 8.22 | 17.99 | 18.68 | 0.00 | $0.00 | 822.00 | 2 | 3.0 | 17.000 | 0.69 | 2024-05-24 |
| XP240621C00018000 | XP | CALL | Long | 18.00 | None | $0.00 | 0.00 | $0.48 | 0.03 | -0.12 | 8.22 | 8.22 | 17.99 | 18.47 | 0.00 | $0.00 | 822.00 | 1 | 3.0 | 17.000 | 0.48 | 2024-05-23 |
| XP240621C00018000 | XP | CALL | Long | 18.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 8.22 | 8.22 | 17.99 | 17.99 | 0.00 | $0.00 | 822.00 | 0 | 3.0 | 17.000 | 0.00 | 2024-05-22 |