| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-29 | AAL | AAL240628P00011500 | 11.50 | 513.0 | 882.000 | 0.381 | 0.216 | 0.2 | 0.3 | 0.010 | 0.410 | 0.480 | 0.50 | 11.40 | 2024-06-28 | PUT | Short | 0.189 | 0.238 | -0.135 |
| 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 | AAL | 0.545 | 0.087 | 0.177 | 0.126 | 0.177 | 0.064 | 16.72 | 0.016 | 0.0000 | 9.26 | 17.58 | 21 | 1y | 13.54 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AAL240628P00011500 | AAL | PUT | Short | 11.50 | None | $0.21 | 0.48 | $-0.34 | -0.03 | -0.00 | 0.44 | 0.23 | 11.62 | 11.28 | 0.21 | $21.00 | 1150.00 | 29 | 344.0 | 5701.000 | -0.34 | 2024-06-27 |
| AAL240628P00011500 | AAL | PUT | Short | 11.50 | None | $0.10 | 0.23 | $-0.43 | -0.04 | -0.10 | 0.44 | 0.34 | 11.62 | 11.19 | 0.10 | $10.00 | 1150.00 | 27 | 1070.0 | 6233.000 | -0.43 | 2024-06-25 |
| AAL240628P00011500 | AAL | PUT | Short | 11.50 | None | $0.13 | 0.30 | $-0.46 | -0.04 | -0.39 | 0.44 | 0.31 | 11.62 | 11.16 | 0.13 | $13.00 | 1150.00 | 26 | 4697.0 | 3974.000 | -0.46 | 2024-06-24 |
| AAL240628P00011500 | AAL | PUT | Short | 11.50 | None | $0.12 | 0.27 | $-0.34 | -0.03 | -0.07 | 0.44 | 0.32 | 11.62 | 11.28 | 0.12 | $12.00 | 1150.00 | 20 | 137.0 | 3044.000 | -0.34 | 2024-06-18 |
| AAL240628P00011500 | AAL | PUT | Short | 11.50 | None | $0.17 | 0.39 | $-0.18 | -0.02 | -0.09 | 0.44 | 0.27 | 11.62 | 11.44 | 0.17 | $17.00 | 1150.00 | 19 | 410.0 | 2986.000 | -0.18 | 2024-06-17 |
| AAL240628P00011500 | AAL | PUT | Short | 11.50 | None | $-0.01 | -0.02 | $-0.34 | -0.03 | -0.01 | 0.44 | 0.45 | 11.62 | 11.28 | -0.01 | $-1.00 | 1150.00 | 16 | 193.0 | 2885.000 | -0.34 | 2024-06-14 |
| AAL240628P00011500 | AAL | PUT | Short | 11.50 | None | $0.14 | 0.32 | $-0.18 | -0.02 | -0.08 | 0.44 | 0.30 | 11.62 | 11.44 | 0.14 | $14.00 | 1150.00 | 15 | 143.0 | 2971.000 | -0.18 | 2024-06-13 |
| AAL240628P00011500 | AAL | PUT | Short | 11.50 | None | $0.15 | 0.34 | $-0.12 | -0.01 | -0.07 | 0.44 | 0.29 | 11.62 | 11.50 | 0.15 | $15.00 | 1150.00 | 14 | 213.0 | 2867.000 | -0.12 | 2024-06-12 |
| AAL240628P00011500 | AAL | PUT | Short | 11.50 | None | $0.01 | 0.02 | $-0.34 | -0.03 | -0.07 | 0.44 | 0.43 | 11.62 | 11.28 | 0.01 | $1.00 | 1150.00 | 13 | 1078.0 | 2719.000 | -0.34 | 2024-06-11 |
| AAL240628P00011500 | AAL | PUT | Short | 11.50 | None | $0.12 | 0.27 | $-0.13 | -0.01 | -0.06 | 0.44 | 0.32 | 11.62 | 11.49 | 0.12 | $12.00 | 1150.00 | 12 | 38.0 | 2688.000 | -0.13 | 2024-06-10 |
| AAL240628P00011500 | AAL | PUT | Short | 11.50 | None | $0.09 | 0.20 | $-0.12 | -0.01 | -0.05 | 0.44 | 0.35 | 11.62 | 11.50 | 0.09 | $9.00 | 1150.00 | 11 | 42.0 | 2678.000 | -0.12 | 2024-06-09 |
| AAL240628P00011500 | AAL | PUT | Short | 11.50 | None | $0.10 | 0.23 | $-0.12 | -0.01 | -0.08 | 0.44 | 0.34 | 11.62 | 11.50 | 0.10 | $10.00 | 1150.00 | 9 | 35.0 | 2678.000 | -0.12 | 2024-06-07 |
| AAL240628P00011500 | AAL | PUT | Short | 11.50 | None | $0.04 | 0.09 | $-0.19 | -0.02 | -0.05 | 0.44 | 0.40 | 11.62 | 11.43 | 0.04 | $4.00 | 1150.00 | 8 | 140.0 | 2610.000 | -0.19 | 2024-06-06 |
| AAL240628P00011500 | AAL | PUT | Short | 11.50 | None | $0.12 | 0.27 | $0.00 | 0.00 | -0.06 | 0.44 | 0.32 | 11.62 | 11.62 | 0.12 | $12.00 | 1150.00 | 7 | 591.0 | 2078.000 | 0.00 | 2024-06-05 |
| AAL240628P00011500 | AAL | PUT | Short | 11.50 | None | $0.05 | 0.11 | $-0.12 | -0.01 | -0.05 | 0.44 | 0.39 | 11.62 | 11.50 | 0.05 | $5.00 | 1150.00 | 6 | 205.0 | 1893.000 | -0.12 | 2024-06-04 |
| AAL240628P00011500 | AAL | PUT | Short | 11.50 | None | $0.05 | 0.11 | $-0.09 | -0.01 | -0.02 | 0.44 | 0.39 | 11.62 | 11.53 | 0.05 | $5.00 | 1150.00 | 5 | 623.0 | 1368.000 | -0.09 | 2024-06-03 |
| AAL240628P00011500 | AAL | PUT | Short | 11.50 | None | $-0.06 | -0.14 | $-0.12 | -0.01 | -0.01 | 0.44 | 0.50 | 11.62 | 11.50 | -0.06 | $-6.00 | 1150.00 | 2 | 53.0 | 1275.000 | -0.12 | 2024-05-31 |
| AAL240628P00011500 | AAL | PUT | Short | 11.50 | Exit OP PnL: $0.09;Exit EQ PnL: -0.15; Position is Short and position continued to lose. Latest OP price is: $0.53 (EQ: $11.47). Initial OP price was: $0.44 (EQ: $11.62). Surpassed Stop Loss Percentage: -0.2045454545454545454545454545 < -0.16. | $-0.02 | -0.05 | $-0.18 | -0.02 | -0.03 | 0.44 | 0.46 | 11.62 | 11.44 | -0.02 | $-2.00 | 1150.00 | 1 | 149.0 | 1213.000 | -0.18 | 2024-05-30 |
| AAL240628P00011500 | AAL | PUT | Short | 11.50 | None | $-0.00 | -0.00 | $0.00 | 0.00 | 0.00 | 0.44 | 0.44 | 11.62 | 11.62 | -0.00 | $-0.00 | 1150.00 | 0 | 587.0 | 882.000 | 0.00 | 2024-05-29 |