| 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 | AFRM240712P00036000 | 36.00 | 14.0 | 3.000 | 0.620 | 0.319 | 1.5 | 1.3 | -0.010 | 2.840 | 2.580 | 2.67 | 36.08 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AFRM240712P00036000 | AFRM | PUT | Long | 36.00 | None | $5.51 | 2.02 | $6.14 | 0.17 | 1.36 | 2.73 | 8.24 | 35.75 | 29.61 | 5.51 | $551.00 | 273.00 | 29 | 3.0 | 7.000 | 6.14 | 2024-07-11 |
| AFRM240712P00036000 | AFRM | PUT | Long | 36.00 | None | $5.51 | 2.02 | $7.58 | 0.21 | 1.79 | 2.73 | 8.24 | 35.75 | 28.17 | 5.51 | $551.00 | 273.00 | 28 | 3.0 | 7.000 | 7.58 | 2024-07-10 |
| AFRM240712P00036000 | AFRM | PUT | Long | 36.00 | None | $5.51 | 2.02 | $7.39 | 0.21 | 1.41 | 2.73 | 8.24 | 35.75 | 28.36 | 5.51 | $551.00 | 273.00 | 27 | 3.0 | 7.000 | 7.39 | 2024-07-09 |
| AFRM240712P00036000 | AFRM | PUT | Long | 36.00 | None | $5.51 | 2.02 | $7.60 | 0.21 | 1.28 | 2.73 | 8.24 | 35.75 | 28.15 | 5.51 | $551.00 | 273.00 | 26 | 3.0 | 7.000 | 7.60 | 2024-07-08 |
| AFRM240712P00036000 | AFRM | PUT | Long | 36.00 | None | $3.97 | 1.45 | $7.20 | 0.20 | -0.64 | 2.73 | 6.70 | 35.75 | 28.55 | 3.97 | $397.00 | 273.00 | 23 | 2.0 | 7.000 | 7.20 | 2024-07-05 |
| AFRM240712P00036000 | AFRM | PUT | Long | 36.00 | None | $3.97 | 1.45 | $6.77 | 0.19 | 0.61 | 2.73 | 6.70 | 35.75 | 28.98 | 3.97 | $397.00 | 273.00 | 22 | 2.0 | 8.000 | 6.77 | 2024-07-04 |
| AFRM240712P00036000 | AFRM | PUT | Long | 36.00 | None | $3.97 | 1.45 | $6.77 | 0.19 | 0.54 | 2.73 | 6.70 | 35.75 | 28.98 | 3.97 | $397.00 | 273.00 | 21 | 2.0 | 8.000 | 6.77 | 2024-07-03 |
| AFRM240712P00036000 | AFRM | PUT | Long | 36.00 | None | $3.97 | 1.45 | $6.37 | 0.18 | 0.14 | 2.73 | 6.70 | 35.75 | 29.38 | 3.97 | $397.00 | 273.00 | 20 | 2.0 | 30.000 | 6.37 | 2024-07-02 |
| AFRM240712P00036000 | AFRM | PUT | Long | 36.00 | None | $3.40 | 1.25 | $5.92 | 0.17 | 0.06 | 2.73 | 6.13 | 35.75 | 29.83 | 3.40 | $340.00 | 273.00 | 19 | 3.0 | 30.000 | 5.92 | 2024-07-01 |
| AFRM240712P00036000 | AFRM | PUT | Long | 36.00 | None | $3.47 | 1.27 | $5.54 | 0.15 | 0.31 | 2.73 | 6.20 | 35.75 | 30.21 | 3.47 | $347.00 | 273.00 | 16 | 2.0 | 28.000 | 5.54 | 2024-06-28 |
| AFRM240712P00036000 | AFRM | PUT | Long | 36.00 | None | $1.37 | 0.50 | $5.29 | 0.15 | -0.06 | 2.73 | 4.10 | 35.75 | 30.46 | 1.37 | $137.00 | 273.00 | 15 | 1.0 | 28.000 | 5.29 | 2024-06-27 |
| AFRM240712P00036000 | AFRM | PUT | Long | 36.00 | None | $2.74 | 1.00 | $2.69 | 0.08 | -0.03 | 2.73 | 5.47 | 35.75 | 33.06 | 2.74 | $274.00 | 273.00 | 13 | 3.0 | 27.000 | 2.69 | 2024-06-25 |
| AFRM240712P00036000 | AFRM | PUT | Long | 36.00 | None | $2.74 | 1.00 | $2.05 | 0.06 | 0.07 | 2.73 | 5.47 | 35.75 | 33.70 | 2.74 | $274.00 | 273.00 | 12 | 3.0 | 27.000 | 2.05 | 2024-06-24 |
| AFRM240712P00036000 | AFRM | PUT | Long | 36.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $2.74 | 1.00 | $5.22 | 0.15 | 0.11 | 2.73 | 5.47 | 35.75 | 30.53 | 2.74 | $274.00 | 273.00 | 6 | 3.0 | 27.000 | 5.22 | 2024-06-18 |
| AFRM240712P00036000 | AFRM | PUT | Long | 36.00 | None | $2.74 | 1.00 | $4.94 | 0.14 | 0.08 | 2.73 | 5.47 | 35.75 | 30.81 | 2.74 | $274.00 | 273.00 | 5 | 3.0 | 24.000 | 4.94 | 2024-06-17 |
| AFRM240712P00036000 | AFRM | PUT | Long | 36.00 | None | $1.02 | 0.37 | $4.85 | 0.14 | 0.06 | 2.73 | 3.75 | 35.75 | 30.90 | 1.02 | $102.00 | 273.00 | 2 | 17.0 | 24.000 | 4.85 | 2024-06-14 |
| AFRM240712P00036000 | AFRM | PUT | Long | 36.00 | None | $1.02 | 0.37 | $2.32 | 0.06 | -0.14 | 2.73 | 3.75 | 35.75 | 33.43 | 1.02 | $102.00 | 273.00 | 1 | 17.0 | 21.000 | 2.32 | 2024-06-13 |
| AFRM240712P00036000 | AFRM | PUT | Long | 36.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 2.73 | 2.73 | 35.75 | 35.75 | 0.00 | $0.00 | 273.00 | 0 | 21.0 | 3.000 | -0.00 | 2024-06-12 |