| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-04-12 | ADPT | ADPT240517P00002500 | 2.50 | 100.0 | 103.000 | 1.102 | 0.350 | 0.5 | 0.0 | -0.010 | 0.680 | 0.160 | 0.21 | 3.01 | 2024-05-17 | PUT | Long | 0.365 | 0.394 | 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 | ADPT | 0.727 | 0.161 | 0.314 | 0.223 | 0.256 | 0.001 | 6.52 | -1.323 | 0.0000 | 2.34 | 6.78 | 21 | 1y | 5.20 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ADPT240517P00002500 | ADPT | PUT | Long | 2.50 | None | $-0.16 | -0.76 | $-0.89 | -0.30 | 1.84 | 0.21 | 0.05 | 3.01 | 3.90 | -0.16 | $-16.00 | 21.00 | 33 | 1.0 | 135.000 | -0.89 | 2024-05-15 |
| ADPT240517P00002500 | ADPT | PUT | Long | 2.50 | None | $-0.16 | -0.76 | $-0.95 | -0.32 | 1.52 | 0.21 | 0.05 | 3.01 | 3.96 | -0.16 | $-16.00 | 21.00 | 32 | 1.0 | 135.000 | -0.95 | 2024-05-14 |
| ADPT240517P00002500 | ADPT | PUT | Long | 2.50 | None | $-0.16 | -0.76 | $-0.79 | -0.26 | 1.02 | 0.21 | 0.05 | 3.01 | 3.80 | -0.16 | $-16.00 | 21.00 | 31 | 1.0 | 135.000 | -0.79 | 2024-05-13 |
| ADPT240517P00002500 | ADPT | PUT | Long | 2.50 | None | $-0.16 | -0.76 | $-0.49 | -0.16 | 0.68 | 0.21 | 0.05 | 3.01 | 3.50 | -0.16 | $-16.00 | 21.00 | 30 | 1.0 | 135.000 | -0.49 | 2024-05-12 |
| ADPT240517P00002500 | ADPT | PUT | Long | 2.50 | None | $-0.16 | -0.76 | $-0.55 | -0.18 | 0.79 | 0.21 | 0.05 | 3.01 | 3.56 | -0.16 | $-16.00 | 21.00 | 27 | 1.0 | 135.000 | -0.55 | 2024-05-09 |
| ADPT240517P00002500 | ADPT | PUT | Long | 2.50 | None | $-0.06 | -0.29 | $-0.17 | -0.06 | 0.26 | 0.21 | 0.15 | 3.01 | 3.18 | -0.06 | $-6.00 | 21.00 | 26 | 1.0 | 134.000 | -0.17 | 2024-05-08 |
| ADPT240517P00002500 | ADPT | PUT | Long | 2.50 | None | $-0.13 | -0.62 | $-0.10 | -0.03 | 0.46 | 0.21 | 0.08 | 3.01 | 3.11 | -0.13 | $-13.00 | 21.00 | 25 | 1.0 | 134.000 | -0.10 | 2024-05-07 |
| ADPT240517P00002500 | ADPT | PUT | Long | 2.50 | None | $-0.01 | -0.05 | $-0.00 | -0.00 | 0.13 | 0.21 | 0.20 | 3.01 | 3.01 | -0.01 | $-1.00 | 21.00 | 21 | 1.0 | 133.000 | -0.00 | 2024-05-03 |
| ADPT240517P00002500 | ADPT | PUT | Long | 2.50 | None | $-0.01 | -0.05 | $0.08 | 0.03 | -0.16 | 0.21 | 0.20 | 3.01 | 2.93 | -0.01 | $-1.00 | 21.00 | 20 | 11.0 | 133.000 | 0.08 | 2024-05-02 |
| ADPT240517P00002500 | ADPT | PUT | Long | 2.50 | None | $-0.06 | -0.29 | $0.36 | 0.12 | 0.02 | 0.21 | 0.15 | 3.01 | 2.65 | -0.06 | $-6.00 | 21.00 | 17 | 1.0 | 129.000 | 0.36 | 2024-04-29 |
| ADPT240517P00002500 | ADPT | PUT | Long | 2.50 | None | $-0.06 | -0.29 | $0.41 | 0.14 | 0.05 | 0.21 | 0.15 | 3.01 | 2.60 | -0.06 | $-6.00 | 21.00 | 14 | 1.0 | 128.000 | 0.41 | 2024-04-26 |
| ADPT240517P00002500 | ADPT | PUT | Long | 2.50 | None | $0.09 | 0.43 | $0.40 | 0.13 | 0.13 | 0.21 | 0.30 | 3.01 | 2.61 | 0.09 | $9.00 | 21.00 | 13 | 10.0 | 118.000 | 0.40 | 2024-04-25 |
| ADPT240517P00002500 | ADPT | PUT | Long | 2.50 | None | $0.04 | 0.19 | $0.41 | 0.14 | -0.02 | 0.21 | 0.25 | 3.01 | 2.60 | 0.04 | $4.00 | 21.00 | 12 | 11.0 | 107.000 | 0.41 | 2024-04-24 |
| ADPT240517P00002500 | ADPT | PUT | Long | 2.50 | None | $0.04 | 0.19 | $0.43 | 0.14 | -0.55 | 0.21 | 0.25 | 3.01 | 2.58 | 0.04 | $4.00 | 21.00 | 11 | 1.0 | 107.000 | 0.43 | 2024-04-23 |
| ADPT240517P00002500 | ADPT | PUT | Long | 2.50 | None | $0.04 | 0.19 | $0.50 | 0.17 | -0.20 | 0.21 | 0.25 | 3.01 | 2.51 | 0.04 | $4.00 | 21.00 | 10 | 1.0 | 107.000 | 0.50 | 2024-04-22 |
| ADPT240517P00002500 | ADPT | PUT | Long | 2.50 | None | $0.04 | 0.19 | $0.61 | 0.20 | 1.05 | 0.21 | 0.25 | 3.01 | 2.40 | 0.04 | $4.00 | 21.00 | 7 | 1.0 | 106.000 | 0.61 | 2024-04-19 |
| ADPT240517P00002500 | ADPT | PUT | Long | 2.50 | None | $0.14 | 0.67 | $0.67 | 0.22 | 1.99 | 0.21 | 0.35 | 3.01 | 2.34 | 0.14 | $14.00 | 21.00 | 6 | 5.0 | 106.000 | 0.67 | 2024-04-18 |
| ADPT240517P00002500 | ADPT | PUT | Long | 2.50 | None | $0.14 | 0.67 | $0.57 | 0.19 | 0.75 | 0.21 | 0.35 | 3.01 | 2.44 | 0.14 | $14.00 | 21.00 | 5 | 5.0 | 103.000 | 0.57 | 2024-04-17 |
| ADPT240517P00002500 | ADPT | PUT | Long | 2.50 | None | $0.00 | 0.00 | $0.26 | 0.09 | -0.27 | 0.21 | 0.21 | 3.01 | 2.75 | 0.00 | $0.00 | 21.00 | 4 | 100.0 | 103.000 | 0.26 | 2024-04-16 |
| ADPT240517P00002500 | ADPT | PUT | Long | 2.50 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.10 | $0.00 | 0.00 | $0.10 | 0.03 | -0.12 | 0.21 | 0.21 | 3.01 | 2.91 | 0.00 | $0.00 | 21.00 | 3 | 100.0 | 103.000 | 0.10 | 2024-04-15 |
| ADPT240517P00002500 | ADPT | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.21 | 0.21 | 3.01 | 3.01 | 0.00 | $0.00 | 21.00 | 0 | 100.0 | 103.000 | -0.00 | 2024-04-12 |