| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-06-14 | ADBE | ADBE240719P00520000 | 520.00 | 227.0 | 96.000 | 0.239 | 0.174 | 16.3 | 8.2 | -0.010 | 20.620 | 12.540 | 12.55 | 525.31 | 2024-07-19 | PUT | Long | 0.122 | 0.184 | 0.145 |
| 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 | ADBE | 0.636 | 0.050 | 0.180 | 0.100 | 0.167 | 0.076 | 455.23 | 0.280 | 0.0000 | 439.02 | 634.76 | 21 | 1y | 496.01 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ADBE240719P00520000 | ADBE | PUT | Long | 520.00 | None | $-12.45 | -0.99 | $-31.54 | -0.06 | 0.27 | 12.55 | 0.10 | 525.31 | 556.85 | -12.45 | $-1245.00 | 1255.00 | 34 | 1.0 | 318.000 | -31.54 | 2024-07-18 |
| ADBE240719P00520000 | ADBE | PUT | Long | 520.00 | None | $-12.33 | -0.98 | $-37.78 | -0.07 | 0.28 | 12.55 | 0.22 | 525.31 | 563.09 | -12.33 | $-1233.00 | 1255.00 | 33 | 31.0 | 348.000 | -37.78 | 2024-07-17 |
| ADBE240719P00520000 | ADBE | PUT | Long | 520.00 | None | $-12.44 | -0.99 | $-41.23 | -0.08 | 0.16 | 12.55 | 0.11 | 525.31 | 566.54 | -12.44 | $-1244.00 | 1255.00 | 32 | 59.0 | 354.000 | -41.23 | 2024-07-16 |
| ADBE240719P00520000 | ADBE | PUT | Long | 520.00 | None | $-12.40 | -0.99 | $-40.40 | -0.08 | 0.16 | 12.55 | 0.15 | 525.31 | 565.71 | -12.40 | $-1240.00 | 1255.00 | 31 | 30.0 | 346.000 | -40.40 | 2024-07-15 |
| ADBE240719P00520000 | ADBE | PUT | Long | 520.00 | None | $-12.27 | -0.98 | $-33.74 | -0.06 | 0.04 | 12.55 | 0.28 | 525.31 | 559.05 | -12.27 | $-1227.00 | 1255.00 | 28 | 40.0 | 330.000 | -33.74 | 2024-07-12 |
| ADBE240719P00520000 | ADBE | PUT | Long | 520.00 | None | $-12.17 | -0.97 | $-32.32 | -0.06 | 0.07 | 12.55 | 0.38 | 525.31 | 557.63 | -12.17 | $-1217.00 | 1255.00 | 27 | 8.0 | 338.000 | -32.32 | 2024-07-11 |
| ADBE240719P00520000 | ADBE | PUT | Long | 520.00 | None | $-12.07 | -0.96 | $-39.24 | -0.07 | 0.10 | 12.55 | 0.48 | 525.31 | 564.55 | -12.07 | $-1207.00 | 1255.00 | 26 | 15.0 | 331.000 | -39.24 | 2024-07-10 |
| ADBE240719P00520000 | ADBE | PUT | Long | 520.00 | None | $-12.00 | -0.96 | $-40.71 | -0.08 | 0.07 | 12.55 | 0.55 | 525.31 | 566.02 | -12.00 | $-1200.00 | 1255.00 | 25 | 4.0 | 330.000 | -40.71 | 2024-07-09 |
| ADBE240719P00520000 | ADBE | PUT | Long | 520.00 | None | $-12.24 | -0.98 | $-50.09 | -0.10 | 0.09 | 12.55 | 0.31 | 525.31 | 575.40 | -12.24 | $-1224.00 | 1255.00 | 24 | 59.0 | 342.000 | -50.09 | 2024-07-08 |
| ADBE240719P00520000 | ADBE | PUT | Long | 520.00 | None | $-12.12 | -0.97 | $-53.03 | -0.10 | 0.05 | 12.55 | 0.43 | 525.31 | 578.34 | -12.12 | $-1212.00 | 1255.00 | 21 | 51.0 | 343.000 | -53.03 | 2024-07-05 |
| ADBE240719P00520000 | ADBE | PUT | Long | 520.00 | None | $-11.96 | -0.95 | $-44.84 | -0.09 | 0.03 | 12.55 | 0.59 | 525.31 | 570.15 | -11.96 | $-1196.00 | 1255.00 | 20 | 14.0 | 351.000 | -44.84 | 2024-07-04 |
| ADBE240719P00520000 | ADBE | PUT | Long | 520.00 | None | $-11.96 | -0.95 | $-44.84 | -0.09 | 0.02 | 12.55 | 0.59 | 525.31 | 570.15 | -11.96 | $-1196.00 | 1255.00 | 19 | 14.0 | 351.000 | -44.84 | 2024-07-03 |
| ADBE240719P00520000 | ADBE | PUT | Long | 520.00 | None | $-11.83 | -0.94 | $-42.40 | -0.08 | 0.01 | 12.55 | 0.72 | 525.31 | 567.71 | -11.83 | $-1183.00 | 1255.00 | 18 | 65.0 | 368.000 | -42.40 | 2024-07-02 |
| ADBE240719P00520000 | ADBE | PUT | Long | 520.00 | None | $-11.20 | -0.89 | $-34.70 | -0.07 | 0.02 | 12.55 | 1.35 | 525.31 | 560.01 | -11.20 | $-1120.00 | 1255.00 | 17 | 31.0 | 364.000 | -34.70 | 2024-07-01 |
| ADBE240719P00520000 | ADBE | PUT | Long | 520.00 | None | $-10.60 | -0.84 | $-30.23 | -0.06 | -0.00 | 12.55 | 1.95 | 525.31 | 555.54 | -10.60 | $-1060.00 | 1255.00 | 14 | 157.0 | 286.000 | -30.23 | 2024-06-28 |
| ADBE240719P00520000 | ADBE | PUT | Long | 520.00 | None | $-9.50 | -0.76 | $-21.45 | -0.04 | -0.01 | 12.55 | 3.05 | 525.31 | 546.76 | -9.50 | $-950.00 | 1255.00 | 13 | 70.0 | 274.000 | -21.45 | 2024-06-27 |
| ADBE240719P00520000 | ADBE | PUT | Long | 520.00 | None | $-3.95 | -0.31 | $1.90 | 0.00 | -0.02 | 12.55 | 8.60 | 525.31 | 523.41 | -3.95 | $-395.00 | 1255.00 | 11 | 4.0 | 292.000 | 1.90 | 2024-06-25 |
| ADBE240719P00520000 | ADBE | PUT | Long | 520.00 | None | $-2.65 | -0.21 | $1.14 | 0.00 | -0.04 | 12.55 | 9.90 | 525.31 | 524.17 | -2.65 | $-265.00 | 1255.00 | 10 | 53.0 | 288.000 | 1.14 | 2024-06-24 |
| ADBE240719P00520000 | ADBE | PUT | Long | 520.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.30 | 0.02 | $3.06 | 0.01 | -0.01 | 12.55 | 12.85 | 525.31 | 522.25 | 0.30 | $30.00 | 1255.00 | 4 | 203.0 | 241.000 | 3.06 | 2024-06-18 |
| ADBE240719P00520000 | ADBE | PUT | Long | 520.00 | None | $1.15 | 0.09 | $6.57 | 0.01 | -0.01 | 12.55 | 13.70 | 525.31 | 518.74 | 1.15 | $115.00 | 1255.00 | 3 | 166.0 | 218.000 | 6.57 | 2024-06-17 |
| ADBE240719P00520000 | ADBE | PUT | Long | 520.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 12.55 | 12.55 | 525.31 | 525.31 | 0.00 | $0.00 | 1255.00 | 0 | 227.0 | 96.000 | -0.00 | 2024-06-14 |