| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-04-02 | ACB | ACB240503P00004000 | 4.00 | 13.0 | 20.000 | 2.078 | 0.451 | 1.0 | 0.0 | 0.000 | 1.540 | 0.520 | 0.44 | 5.01 | 2024-05-03 | PUT | Long | 0.464 | 0.488 | 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 | ACB | 0.909 | 0.114 | 0.564 | 0.236 | 0.115 | -0.144 | 4.47 | -0.256 | 0.0000 | 2.89 | 9.23 | 21 | 1y | 5.38 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ACB240503P00004000 | ACB | PUT | Long | 4.00 | None | $-0.43 | -0.98 | $-1.96 | -0.39 | 2.67 | 0.44 | 0.01 | 5.01 | 6.97 | -0.43 | $-43.00 | 44.00 | 30 | 1.0 | 277.000 | -1.96 | 2024-05-02 |
| ACB240503P00004000 | ACB | PUT | Long | 4.00 | None | $-0.43 | -0.98 | $-1.70 | -0.34 | 0.11 | 0.44 | 0.01 | 5.01 | 6.71 | -0.43 | $-43.00 | 44.00 | 27 | 19.0 | 277.000 | -1.70 | 2024-04-29 |
| ACB240503P00004000 | ACB | PUT | Long | 4.00 | None | $-0.43 | -0.98 | $-1.69 | -0.34 | -0.52 | 0.44 | 0.01 | 5.01 | 6.70 | -0.43 | $-43.00 | 44.00 | 24 | 19.0 | 263.000 | -1.69 | 2024-04-26 |
| ACB240503P00004000 | ACB | PUT | Long | 4.00 | None | $-0.42 | -0.95 | $-1.70 | -0.34 | -0.36 | 0.44 | 0.02 | 5.01 | 6.71 | -0.42 | $-42.00 | 44.00 | 23 | 2.0 | 263.000 | -1.70 | 2024-04-25 |
| ACB240503P00004000 | ACB | PUT | Long | 4.00 | None | $-0.42 | -0.95 | $-2.19 | -0.44 | -0.17 | 0.44 | 0.02 | 5.01 | 7.20 | -0.42 | $-42.00 | 44.00 | 22 | 2.0 | 261.000 | -2.19 | 2024-04-24 |
| ACB240503P00004000 | ACB | PUT | Long | 4.00 | None | $-0.42 | -0.95 | $-2.41 | -0.48 | -0.26 | 0.44 | 0.02 | 5.01 | 7.42 | -0.42 | $-42.00 | 44.00 | 21 | 4.0 | 259.000 | -2.41 | 2024-04-23 |
| ACB240503P00004000 | ACB | PUT | Long | 4.00 | None | $-0.33 | -0.75 | $-1.27 | -0.25 | -0.50 | 0.44 | 0.11 | 5.01 | 6.28 | -0.33 | $-33.00 | 44.00 | 20 | 5.0 | 259.000 | -1.27 | 2024-04-22 |
| ACB240503P00004000 | ACB | PUT | Long | 4.00 | None | $-0.33 | -0.75 | $-1.45 | -0.29 | -0.31 | 0.44 | 0.11 | 5.01 | 6.46 | -0.33 | $-33.00 | 44.00 | 17 | 5.0 | 264.000 | -1.45 | 2024-04-19 |
| ACB240503P00004000 | ACB | PUT | Long | 4.00 | None | $-0.36 | -0.82 | $-1.52 | -0.30 | -0.18 | 0.44 | 0.08 | 5.01 | 6.53 | -0.36 | $-36.00 | 44.00 | 16 | 25.0 | 264.000 | -1.52 | 2024-04-18 |
| ACB240503P00004000 | ACB | PUT | Long | 4.00 | None | $-0.32 | -0.73 | $-0.78 | -0.16 | -0.56 | 0.44 | 0.12 | 5.01 | 5.79 | -0.32 | $-32.00 | 44.00 | 15 | 6.0 | 258.000 | -0.78 | 2024-04-17 |
| ACB240503P00004000 | ACB | PUT | Long | 4.00 | None | $-0.34 | -0.77 | $-0.89 | -0.18 | -0.54 | 0.44 | 0.10 | 5.01 | 5.90 | -0.34 | $-34.00 | 44.00 | 14 | 7.0 | 258.000 | -0.89 | 2024-04-16 |
| ACB240503P00004000 | ACB | PUT | Long | 4.00 | None | $-0.34 | -0.77 | $-1.27 | -0.25 | -0.41 | 0.44 | 0.10 | 5.01 | 6.28 | -0.34 | $-34.00 | 44.00 | 13 | 7.0 | 258.000 | -1.27 | 2024-04-15 |
| ACB240503P00004000 | ACB | PUT | Long | 4.00 | None | $-0.34 | -0.77 | $-1.59 | -0.32 | -0.53 | 0.44 | 0.10 | 5.01 | 6.60 | -0.34 | $-34.00 | 44.00 | 10 | 43.0 | 215.000 | -1.59 | 2024-04-12 |
| ACB240503P00004000 | ACB | PUT | Long | 4.00 | None | $-0.34 | -0.77 | $-1.82 | -0.36 | -0.27 | 0.44 | 0.10 | 5.01 | 6.83 | -0.34 | $-34.00 | 44.00 | 9 | 101.0 | 116.000 | -1.82 | 2024-04-11 |
| ACB240503P00004000 | ACB | PUT | Long | 4.00 | None | $-0.24 | -0.55 | $-1.75 | -0.35 | -0.34 | 0.44 | 0.20 | 5.01 | 6.76 | -0.24 | $-24.00 | 44.00 | 8 | 100.0 | 116.000 | -1.75 | 2024-04-10 |
| ACB240503P00004000 | ACB | PUT | Long | 4.00 | None | $-0.24 | -0.55 | $-1.35 | -0.27 | 0.03 | 0.44 | 0.20 | 5.01 | 6.36 | -0.24 | $-24.00 | 44.00 | 7 | 100.0 | 116.000 | -1.35 | 2024-04-09 |
| ACB240503P00004000 | ACB | PUT | Long | 4.00 | None | $-0.24 | -0.55 | $-2.00 | -0.40 | -0.07 | 0.44 | 0.20 | 5.01 | 7.01 | -0.24 | $-24.00 | 44.00 | 6 | 100.0 | 32.000 | -2.00 | 2024-04-08 |
| ACB240503P00004000 | ACB | PUT | Long | 4.00 | None | $-0.14 | -0.32 | $-1.62 | -0.32 | -0.35 | 0.44 | 0.30 | 5.01 | 6.63 | -0.14 | $-14.00 | 44.00 | 3 | 5.0 | 27.000 | -1.62 | 2024-04-05 |
| ACB240503P00004000 | ACB | PUT | Long | 4.00 | None | $-0.15 | -0.34 | $-2.05 | -0.41 | 1.24 | 0.44 | 0.29 | 5.01 | 7.06 | -0.15 | $-15.00 | 44.00 | 2 | 22.0 | 20.000 | -2.05 | 2024-04-04 |
| ACB240503P00004000 | ACB | PUT | Long | 4.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.67 | $0.00 | 0.00 | $-2.20 | -0.44 | -0.28 | 0.44 | 0.44 | 5.01 | 7.21 | 0.00 | $0.00 | 44.00 | 1 | 13.0 | 20.000 | -2.20 | 2024-04-03 |
| ACB240503P00004000 | ACB | PUT | Long | 4.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.44 | 0.44 | 5.01 | 5.01 | 0.00 | $0.00 | 44.00 | 0 | 13.0 | 20.000 | -0.00 | 2024-04-02 |