| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-06-12 | AFRM | AFRM240712P00035000 | 35.00 | 56.0 | 13.000 | 0.624 | 0.314 | 1.9 | 0.9 | -0.010 | 3.160 | 2.250 | 2.20 | 35.75 | 2024-07-12 | PUT | Long | 0.349 | 0.386 | 0.174 |
| 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 | AFRM | 0.727 | 0.141 | 0.318 | 0.220 | 0.160 | -0.123 | 70.89 | -0.223 | 0.0000 | 24.12 | 72.86 | 21 | 1y | 47.04 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AFRM240712P00035000 | AFRM | PUT | Long | 35.00 | None | $3.87 | 1.76 | $6.14 | 0.17 | 0.97 | 2.20 | 6.07 | 35.75 | 29.61 | 3.87 | $387.00 | 220.00 | 29 | 4.0 | 8.000 | 6.14 | 2024-07-11 |
| AFRM240712P00035000 | AFRM | PUT | Long | 35.00 | None | $3.87 | 1.76 | $7.58 | 0.21 | 1.33 | 2.20 | 6.07 | 35.75 | 28.17 | 3.87 | $387.00 | 220.00 | 28 | 4.0 | 16.000 | 7.58 | 2024-07-10 |
| AFRM240712P00035000 | AFRM | PUT | Long | 35.00 | None | $4.30 | 1.95 | $7.39 | 0.21 | 0.42 | 2.20 | 6.50 | 35.75 | 28.36 | 4.30 | $430.00 | 220.00 | 27 | 13.0 | 21.000 | 7.39 | 2024-07-09 |
| AFRM240712P00035000 | AFRM | PUT | Long | 35.00 | None | $4.70 | 2.14 | $7.60 | 0.21 | -0.12 | 2.20 | 6.90 | 35.75 | 28.15 | 4.70 | $470.00 | 220.00 | 26 | 4.0 | 17.000 | 7.60 | 2024-07-08 |
| AFRM240712P00035000 | AFRM | PUT | Long | 35.00 | None | $4.05 | 1.84 | $7.20 | 0.20 | 0.40 | 2.20 | 6.25 | 35.75 | 28.55 | 4.05 | $405.00 | 220.00 | 23 | 4.0 | 13.000 | 7.20 | 2024-07-05 |
| AFRM240712P00035000 | AFRM | PUT | Long | 35.00 | None | $3.40 | 1.55 | $6.77 | 0.19 | 0.43 | 2.20 | 5.60 | 35.75 | 28.98 | 3.40 | $340.00 | 220.00 | 22 | 4.0 | 172.000 | 6.77 | 2024-07-04 |
| AFRM240712P00035000 | AFRM | PUT | Long | 35.00 | None | $3.40 | 1.55 | $6.77 | 0.19 | 0.37 | 2.20 | 5.60 | 35.75 | 28.98 | 3.40 | $340.00 | 220.00 | 21 | 4.0 | 172.000 | 6.77 | 2024-07-03 |
| AFRM240712P00035000 | AFRM | PUT | Long | 35.00 | None | $3.40 | 1.55 | $6.37 | 0.18 | 0.08 | 2.20 | 5.60 | 35.75 | 29.38 | 3.40 | $340.00 | 220.00 | 20 | 4.0 | 174.000 | 6.37 | 2024-07-02 |
| AFRM240712P00035000 | AFRM | PUT | Long | 35.00 | None | $2.93 | 1.33 | $5.92 | 0.17 | -0.06 | 2.20 | 5.13 | 35.75 | 29.83 | 2.93 | $293.00 | 220.00 | 19 | 5.0 | 170.000 | 5.92 | 2024-07-01 |
| AFRM240712P00035000 | AFRM | PUT | Long | 35.00 | None | $2.20 | 1.00 | $5.54 | 0.15 | 0.21 | 2.20 | 4.40 | 35.75 | 30.21 | 2.20 | $220.00 | 220.00 | 16 | 2.0 | 168.000 | 5.54 | 2024-06-28 |
| AFRM240712P00035000 | AFRM | PUT | Long | 35.00 | None | $1.94 | 0.88 | $5.29 | 0.15 | -0.04 | 2.20 | 4.14 | 35.75 | 30.46 | 1.94 | $194.00 | 220.00 | 15 | 6.0 | 167.000 | 5.29 | 2024-06-27 |
| AFRM240712P00035000 | AFRM | PUT | Long | 35.00 | None | $0.90 | 0.41 | $2.69 | 0.08 | -0.02 | 2.20 | 3.10 | 35.75 | 33.06 | 0.90 | $90.00 | 220.00 | 13 | 4.0 | 171.000 | 2.69 | 2024-06-25 |
| AFRM240712P00035000 | AFRM | PUT | Long | 35.00 | None | $0.24 | 0.11 | $2.05 | 0.06 | -0.04 | 2.20 | 2.44 | 35.75 | 33.70 | 0.24 | $24.00 | 220.00 | 12 | 169.0 | 45.000 | 2.05 | 2024-06-24 |
| AFRM240712P00035000 | AFRM | PUT | Long | 35.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $2.55 | 1.16 | $5.22 | 0.15 | 0.02 | 2.20 | 4.75 | 35.75 | 30.53 | 2.55 | $255.00 | 220.00 | 6 | 3.0 | 44.000 | 5.22 | 2024-06-18 |
| AFRM240712P00035000 | AFRM | PUT | Long | 35.00 | None | $2.55 | 1.16 | $4.94 | 0.14 | -0.01 | 2.20 | 4.75 | 35.75 | 30.81 | 2.55 | $255.00 | 220.00 | 5 | 3.0 | 47.000 | 4.94 | 2024-06-17 |
| AFRM240712P00035000 | AFRM | PUT | Long | 35.00 | None | $2.85 | 1.30 | $4.85 | 0.14 | 0.03 | 2.20 | 5.05 | 35.75 | 30.90 | 2.85 | $285.00 | 220.00 | 2 | 10.0 | 47.000 | 4.85 | 2024-06-14 |
| AFRM240712P00035000 | AFRM | PUT | Long | 35.00 | None | $0.90 | 0.41 | $2.32 | 0.06 | -0.03 | 2.20 | 3.10 | 35.75 | 33.43 | 0.90 | $90.00 | 220.00 | 1 | 40.0 | 43.000 | 2.32 | 2024-06-13 |
| AFRM240712P00035000 | AFRM | PUT | Long | 35.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 2.20 | 2.20 | 35.75 | 35.75 | 0.00 | $0.00 | 220.00 | 0 | 56.0 | 13.000 | -0.00 | 2024-06-12 |