| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-08-01 | AFL | AFL240920P00105000 | 105.00 | 37.0 | 1.000 | 0.206 | 0.087 | 0.3 | 3.0 | 0.000 | 1.640 | 4.380 | 4.30 | 101.68 | 2024-09-20 | PUT | Long | 0.066 | 0.090 | 0.064 |
| 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 | AFL | 1.000 | 0.033 | 0.115 | 0.056 | 0.059 | -0.014 | 102.76 | 0.247 | 0.0000 | 76.20 | 115.26 | 21 | 1y | 109.50 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AFL240920P00105000 | AFL | PUT | Long | 105.00 | None | $-4.22 | -0.98 | $-9.25 | -0.09 | 0.10 | 4.30 | 0.08 | 98.60 | 107.85 | -4.22 | $-422.00 | 430.00 | 44 | 9.0 | 702.000 | -9.25 | 2024-09-19 |
| AFL240920P00105000 | AFL | PUT | Long | 105.00 | None | $-4.11 | -0.96 | $-10.35 | -0.10 | 0.10 | 4.30 | 0.19 | 98.60 | 108.95 | -4.11 | $-411.00 | 430.00 | 43 | 12.0 | 702.000 | -10.35 | 2024-09-18 |
| AFL240920P00105000 | AFL | PUT | Long | 105.00 | None | $-4.21 | -0.98 | $-10.63 | -0.11 | 0.08 | 4.30 | 0.09 | 98.60 | 109.23 | -4.21 | $-421.00 | 430.00 | 42 | 11.0 | 702.000 | -10.63 | 2024-09-17 |
| AFL240920P00105000 | AFL | PUT | Long | 105.00 | None | $-4.18 | -0.97 | $-11.58 | -0.12 | 0.09 | 4.30 | 0.12 | 98.60 | 110.18 | -4.18 | $-418.00 | 430.00 | 41 | 16.0 | 704.000 | -11.58 | 2024-09-16 |
| AFL240920P00105000 | AFL | PUT | Long | 105.00 | None | $-4.09 | -0.95 | $-9.99 | -0.10 | 0.03 | 4.30 | 0.21 | 98.60 | 108.59 | -4.09 | $-409.00 | 430.00 | 39 | 19.0 | 714.000 | -9.99 | 2024-09-14 |
| AFL240920P00105000 | AFL | PUT | Long | 105.00 | None | $-4.09 | -0.95 | $-9.99 | -0.10 | -0.00 | 4.30 | 0.21 | 98.60 | 108.59 | -4.09 | $-409.00 | 430.00 | 38 | 19.0 | 714.000 | -9.99 | 2024-09-13 |
| AFL240920P00105000 | AFL | PUT | Long | 105.00 | None | $-3.95 | -0.92 | $-9.37 | -0.10 | 0.07 | 4.30 | 0.35 | 98.60 | 107.97 | -3.95 | $-395.00 | 430.00 | 37 | 27.0 | 739.000 | -9.37 | 2024-09-12 |
| AFL240920P00105000 | AFL | PUT | Long | 105.00 | None | $-3.60 | -0.84 | $-8.72 | -0.09 | -0.02 | 4.30 | 0.70 | 98.60 | 107.32 | -3.60 | $-360.00 | 430.00 | 36 | 150.0 | 814.000 | -8.72 | 2024-09-11 |
| AFL240920P00105000 | AFL | PUT | Long | 105.00 | None | $-3.77 | -0.88 | $-9.84 | -0.10 | 0.01 | 4.30 | 0.53 | 98.60 | 108.44 | -3.77 | $-377.00 | 430.00 | 35 | 6.0 | 814.000 | -9.84 | 2024-09-10 |
| AFL240920P00105000 | AFL | PUT | Long | 105.00 | None | $-3.77 | -0.88 | $-10.80 | -0.11 | -0.00 | 4.30 | 0.53 | 98.60 | 109.40 | -3.77 | $-377.00 | 430.00 | 34 | 6.0 | 814.000 | -10.80 | 2024-09-09 |
| AFL240920P00105000 | AFL | PUT | Long | 105.00 | None | $-3.77 | -0.88 | $-10.29 | -0.10 | 0.02 | 4.30 | 0.53 | 98.60 | 108.89 | -3.77 | $-377.00 | 430.00 | 33 | 6.0 | 816.000 | -10.29 | 2024-09-08 |
| AFL240920P00105000 | AFL | PUT | Long | 105.00 | None | $-3.77 | -0.88 | $-10.29 | -0.10 | 0.01 | 4.30 | 0.53 | 98.60 | 108.89 | -3.77 | $-377.00 | 430.00 | 31 | 6.0 | 816.000 | -10.29 | 2024-09-06 |
| AFL240920P00105000 | AFL | PUT | Long | 105.00 | None | $-3.79 | -0.88 | $-11.10 | -0.11 | 0.00 | 4.30 | 0.51 | 98.60 | 109.70 | -3.79 | $-379.00 | 430.00 | 30 | 31.0 | 846.000 | -11.10 | 2024-09-05 |
| AFL240920P00105000 | AFL | PUT | Long | 105.00 | None | $-4.05 | -0.94 | $-11.89 | -0.12 | 0.00 | 4.30 | 0.25 | 98.60 | 110.49 | -4.05 | $-405.00 | 430.00 | 29 | 37.0 | 833.000 | -11.89 | 2024-09-04 |
| AFL240920P00105000 | AFL | PUT | Long | 105.00 | None | $-4.06 | -0.94 | $-11.76 | -0.12 | -0.04 | 4.30 | 0.24 | 98.60 | 110.36 | -4.06 | $-406.00 | 430.00 | 25 | 51.0 | 772.000 | -11.76 | 2024-08-31 |
| AFL240920P00105000 | AFL | PUT | Long | 105.00 | None | $-4.06 | -0.94 | $-11.75 | -0.12 | -0.05 | 4.30 | 0.24 | 98.60 | 110.35 | -4.06 | $-406.00 | 430.00 | 24 | 51.0 | 772.000 | -11.75 | 2024-08-30 |
| AFL240920P00105000 | AFL | PUT | Long | 105.00 | None | $-3.97 | -0.92 | $-11.03 | -0.11 | -0.05 | 4.30 | 0.33 | 98.60 | 109.63 | -3.97 | $-397.00 | 430.00 | 23 | 6.0 | 772.000 | -11.03 | 2024-08-29 |
| AFL240920P00105000 | AFL | PUT | Long | 105.00 | None | $-3.84 | -0.89 | $-10.23 | -0.10 | -0.04 | 4.30 | 0.46 | 98.60 | 108.83 | -3.84 | $-384.00 | 430.00 | 22 | 2.0 | 772.000 | -10.23 | 2024-08-28 |
| AFL240920P00105000 | AFL | PUT | Long | 105.00 | None | $-3.65 | -0.85 | $-9.32 | -0.09 | -0.18 | 4.30 | 0.65 | 98.60 | 107.92 | -3.65 | $-365.00 | 430.00 | 21 | 58.0 | 543.000 | -9.32 | 2024-08-27 |
| AFL240920P00105000 | AFL | PUT | Long | 105.00 | None | $-3.65 | -0.85 | $-8.91 | -0.09 | -0.07 | 4.30 | 0.65 | 98.60 | 107.51 | -3.65 | $-365.00 | 430.00 | 20 | 58.0 | 590.000 | -8.91 | 2024-08-26 |
| AFL240920P00105000 | AFL | PUT | Long | 105.00 | None | $-3.35 | -0.78 | $-8.74 | -0.09 | -0.06 | 4.30 | 0.95 | 98.60 | 107.34 | -3.35 | $-335.00 | 430.00 | 19 | 197.0 | 415.000 | -8.74 | 2024-08-25 |
| AFL240920P00105000 | AFL | PUT | Long | 105.00 | None | $-3.35 | -0.78 | $-8.74 | -0.09 | -0.06 | 4.30 | 0.95 | 98.60 | 107.34 | -3.35 | $-335.00 | 430.00 | 18 | 197.0 | 415.000 | -8.74 | 2024-08-24 |
| AFL240920P00105000 | AFL | PUT | Long | 105.00 | None | $-3.35 | -0.78 | $-8.73 | -0.09 | -0.07 | 4.30 | 0.95 | 98.60 | 107.33 | -3.35 | $-335.00 | 430.00 | 17 | 197.0 | 415.000 | -8.73 | 2024-08-23 |
| AFL240920P00105000 | AFL | PUT | Long | 105.00 | None | $-3.15 | -0.73 | $-8.02 | -0.08 | -0.02 | 4.30 | 1.15 | 98.60 | 106.62 | -3.15 | $-315.00 | 430.00 | 16 | 86.0 | 329.000 | -8.02 | 2024-08-22 |
| AFL240920P00105000 | AFL | PUT | Long | 105.00 | None | $-2.99 | -0.70 | $-6.74 | -0.07 | -0.09 | 4.30 | 1.31 | 98.60 | 105.34 | -2.99 | $-299.00 | 430.00 | 15 | 153.0 | 186.000 | -6.74 | 2024-08-21 |
| AFL240920P00105000 | AFL | PUT | Long | 105.00 | None | $-2.69 | -0.63 | $-6.18 | -0.06 | -0.07 | 4.30 | 1.61 | 98.60 | 104.78 | -2.69 | $-269.00 | 430.00 | 14 | 90.0 | 107.000 | -6.18 | 2024-08-20 |
| AFL240920P00105000 | AFL | PUT | Long | 105.00 | None | $-2.65 | -0.62 | $-6.61 | -0.07 | -0.07 | 4.30 | 1.65 | 98.60 | 105.21 | -2.65 | $-265.00 | 430.00 | 13 | 29.0 | 79.000 | -6.61 | 2024-08-19 |
| AFL240920P00105000 | AFL | PUT | Long | 105.00 | None | $-2.35 | -0.55 | $-6.16 | -0.06 | -0.07 | 4.30 | 1.95 | 98.60 | 104.76 | -2.35 | $-235.00 | 430.00 | 12 | 29.0 | 64.000 | -6.16 | 2024-08-18 |
| AFL240920P00105000 | AFL | PUT | Long | 105.00 | None | $-2.35 | -0.55 | $-6.16 | -0.06 | -0.08 | 4.30 | 1.95 | 98.60 | 104.76 | -2.35 | $-235.00 | 430.00 | 11 | 29.0 | 64.000 | -6.16 | 2024-08-17 |
| AFL240920P00105000 | AFL | PUT | Long | 105.00 | None | $-2.35 | -0.55 | $-6.13 | -0.06 | -0.08 | 4.30 | 1.95 | 98.60 | 104.73 | -2.35 | $-235.00 | 430.00 | 10 | 29.0 | 64.000 | -6.13 | 2024-08-16 |
| AFL240920P00105000 | AFL | PUT | Long | 105.00 | None | $-1.10 | -0.26 | $-3.95 | -0.04 | -0.06 | 4.30 | 3.20 | 98.60 | 102.55 | -1.10 | $-110.00 | 430.00 | 9 | 1.0 | 63.000 | -3.95 | 2024-08-15 |
| AFL240920P00105000 | AFL | PUT | Long | 105.00 | None | $-1.00 | -0.23 | $-3.72 | -0.04 | -0.05 | 4.30 | 3.30 | 98.60 | 102.32 | -1.00 | $-100.00 | 430.00 | 8 | 8.0 | 60.000 | -3.72 | 2024-08-14 |
| AFL240920P00105000 | AFL | PUT | Long | 105.00 | None | $0.20 | 0.05 | $-3.11 | -0.03 | -0.04 | 4.30 | 4.50 | 98.60 | 101.71 | 0.20 | $20.00 | 430.00 | 7 | 1.0 | 59.000 | -3.11 | 2024-08-13 |
| AFL240920P00105000 | AFL | PUT | Long | 105.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.70; Exit EQ PnL: -3.06 | $0.70 | 0.16 | $-2.59 | -0.03 | 0.13 | 4.30 | 5.00 | 98.60 | 101.19 | 0.70 | $70.00 | 430.00 | 6 | 6.0 | 59.000 | -2.59 | 2024-08-12 |
| AFL240920P00105000 | AFL | PUT | Long | 105.00 | None | $0.70 | 0.16 | $-2.61 | -0.03 | -0.02 | 4.30 | 5.00 | 98.60 | 101.21 | 0.70 | $70.00 | 430.00 | 3 | 6.0 | 53.000 | -2.61 | 2024-08-09 |
| AFL240920P00105000 | AFL | PUT | Long | 105.00 | None | $1.10 | 0.26 | $-2.26 | -0.02 | 0.02 | 4.30 | 5.40 | 98.60 | 100.86 | 1.10 | $110.00 | 430.00 | 2 | 18.0 | 35.000 | -2.26 | 2024-08-08 |
| AFL240920P00105000 | AFL | PUT | Long | 105.00 | None | $1.50 | 0.35 | $-0.69 | -0.01 | -0.00 | 4.30 | 5.80 | 98.60 | 99.29 | 1.50 | $150.00 | 430.00 | 1 | 1.0 | 34.000 | -0.69 | 2024-08-07 |
| AFL240920P00105000 | AFL | PUT | Long | 105.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 4.30 | 4.30 | 98.60 | 98.60 | 0.00 | $0.00 | 430.00 | 0 | 37.0 | 34.000 | -0.00 | 2024-08-06 |