| 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 | AFRM240712P00037000 | 37.00 | 16.0 | 2.000 | 0.617 | 0.332 | 1.5 | 1.5 | -0.010 | 2.790 | 2.740 | 2.82 | 36.88 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AFRM240712P00037000 | AFRM | PUT | Long | 37.00 | None | $6.35 | 2.02 | $6.14 | 0.17 | 1.65 | 3.15 | 9.50 | 35.75 | 29.61 | 6.35 | $635.00 | 315.00 | 29 | 2.0 | 9.000 | 6.14 | 2024-07-11 |
| AFRM240712P00037000 | AFRM | PUT | Long | 37.00 | None | $6.35 | 2.02 | $7.58 | 0.21 | 2.32 | 3.15 | 9.50 | 35.75 | 28.17 | 6.35 | $635.00 | 315.00 | 28 | 2.0 | 9.000 | 7.58 | 2024-07-10 |
| AFRM240712P00037000 | AFRM | PUT | Long | 37.00 | None | $5.56 | 1.77 | $7.39 | 0.21 | 1.60 | 3.15 | 8.71 | 35.75 | 28.36 | 5.56 | $556.00 | 315.00 | 27 | 1.0 | 9.000 | 7.39 | 2024-07-09 |
| AFRM240712P00037000 | AFRM | PUT | Long | 37.00 | None | $6.02 | 1.91 | $7.60 | 0.21 | 2.06 | 3.15 | 9.17 | 35.75 | 28.15 | 6.02 | $602.00 | 315.00 | 26 | 1.0 | 9.000 | 7.60 | 2024-07-08 |
| AFRM240712P00037000 | AFRM | PUT | Long | 37.00 | None | $1.17 | 0.37 | $7.20 | 0.20 | -0.10 | 3.15 | 4.32 | 35.75 | 28.55 | 1.17 | $117.00 | 315.00 | 23 | 3.0 | 9.000 | 7.20 | 2024-07-05 |
| AFRM240712P00037000 | AFRM | PUT | Long | 37.00 | None | $1.17 | 0.37 | $6.77 | 0.19 | 0.70 | 3.15 | 4.32 | 35.75 | 28.98 | 1.17 | $117.00 | 315.00 | 22 | 3.0 | 10.000 | 6.77 | 2024-07-04 |
| AFRM240712P00037000 | AFRM | PUT | Long | 37.00 | None | $1.17 | 0.37 | $6.77 | 0.19 | 0.63 | 3.15 | 4.32 | 35.75 | 28.98 | 1.17 | $117.00 | 315.00 | 21 | 3.0 | 10.000 | 6.77 | 2024-07-03 |
| AFRM240712P00037000 | AFRM | PUT | Long | 37.00 | None | $1.17 | 0.37 | $6.37 | 0.18 | 0.53 | 3.15 | 4.32 | 35.75 | 29.38 | 1.17 | $117.00 | 315.00 | 20 | 3.0 | 12.000 | 6.37 | 2024-07-02 |
| AFRM240712P00037000 | AFRM | PUT | Long | 37.00 | None | $1.17 | 0.37 | $5.92 | 0.17 | 0.50 | 3.15 | 4.32 | 35.75 | 29.83 | 1.17 | $117.00 | 315.00 | 19 | 3.0 | 12.000 | 5.92 | 2024-07-01 |
| AFRM240712P00037000 | AFRM | PUT | Long | 37.00 | None | $1.17 | 0.37 | $5.54 | 0.15 | 0.30 | 3.15 | 4.32 | 35.75 | 30.21 | 1.17 | $117.00 | 315.00 | 16 | 3.0 | 12.000 | 5.54 | 2024-06-28 |
| AFRM240712P00037000 | AFRM | PUT | Long | 37.00 | None | $1.17 | 0.37 | $5.29 | 0.15 | 0.17 | 3.15 | 4.32 | 35.75 | 30.46 | 1.17 | $117.00 | 315.00 | 15 | 3.0 | 12.000 | 5.29 | 2024-06-27 |
| AFRM240712P00037000 | AFRM | PUT | Long | 37.00 | None | $1.17 | 0.37 | $2.69 | 0.08 | 0.02 | 3.15 | 4.32 | 35.75 | 33.06 | 1.17 | $117.00 | 315.00 | 13 | 3.0 | 12.000 | 2.69 | 2024-06-25 |
| AFRM240712P00037000 | AFRM | PUT | Long | 37.00 | None | $1.17 | 0.37 | $2.05 | 0.06 | -0.04 | 3.15 | 4.32 | 35.75 | 33.70 | 1.17 | $117.00 | 315.00 | 12 | 3.0 | 9.000 | 2.05 | 2024-06-24 |
| AFRM240712P00037000 | AFRM | PUT | Long | 37.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $3.55 | 1.13 | $5.22 | 0.15 | 0.21 | 3.15 | 6.70 | 35.75 | 30.53 | 3.55 | $355.00 | 315.00 | 6 | 1.0 | 9.000 | 5.22 | 2024-06-18 |
| AFRM240712P00037000 | AFRM | PUT | Long | 37.00 | None | $3.60 | 1.14 | $4.94 | 0.14 | 0.09 | 3.15 | 6.75 | 35.75 | 30.81 | 3.60 | $360.00 | 315.00 | 5 | 1.0 | 8.000 | 4.94 | 2024-06-17 |
| AFRM240712P00037000 | AFRM | PUT | Long | 37.00 | None | $2.85 | 0.90 | $4.85 | 0.14 | 0.15 | 3.15 | 6.00 | 35.75 | 30.90 | 2.85 | $285.00 | 315.00 | 2 | 1.0 | 9.000 | 4.85 | 2024-06-14 |
| AFRM240712P00037000 | AFRM | PUT | Long | 37.00 | None | $1.10 | 0.35 | $2.32 | 0.06 | 0.06 | 3.15 | 4.25 | 35.75 | 33.43 | 1.10 | $110.00 | 315.00 | 1 | 14.0 | 20.000 | 2.32 | 2024-06-13 |
| AFRM240712P00037000 | AFRM | PUT | Long | 37.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 3.15 | 3.15 | 35.75 | 35.75 | 0.00 | $0.00 | 315.00 | 0 | 21.0 | 2.000 | -0.00 | 2024-06-12 |