| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-04-03 | AG | AG240503P00007000 | 7.00 | 13.0 | 1.000 | 0.619 | 0.230 | 0.6 | 0.0 | -0.010 | 0.770 | 0.240 | 0.35 | 7.51 | 2024-05-03 | PUT | Long | 0.284 | 0.322 | 0.166 |
| 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 | AG | 0.818 | 0.135 | 0.230 | 0.166 | 0.150 | 0.007 | 5.87 | -0.234 | 0.0000 | 4.21 | 8.07 | 21 | 1y | 7.10 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AG240503P00007000 | AG | PUT | Long | 7.00 | None | $-0.10 | -0.29 | $0.79 | 0.11 | 0.13 | 0.35 | 0.25 | 7.51 | 6.72 | -0.10 | $-10.00 | 35.00 | 29 | 45.0 | 1259.000 | 0.79 | 2024-05-02 |
| AG240503P00007000 | AG | PUT | Long | 7.00 | None | $-0.13 | -0.37 | $0.56 | 0.07 | 0.03 | 0.35 | 0.22 | 7.51 | 6.95 | -0.13 | $-13.00 | 35.00 | 26 | 136.0 | 1135.000 | 0.56 | 2024-04-29 |
| AG240503P00007000 | AG | PUT | Long | 7.00 | None | $-0.14 | -0.40 | $0.47 | 0.06 | -0.09 | 0.35 | 0.21 | 7.51 | 7.04 | -0.14 | $-14.00 | 35.00 | 23 | 903.0 | 329.000 | 0.47 | 2024-04-26 |
| AG240503P00007000 | AG | PUT | Long | 7.00 | None | $-0.12 | -0.34 | $0.58 | 0.08 | -0.09 | 0.35 | 0.23 | 7.51 | 6.93 | -0.12 | $-12.00 | 35.00 | 22 | 185.0 | 190.000 | 0.58 | 2024-04-25 |
| AG240503P00007000 | AG | PUT | Long | 7.00 | None | $0.05 | 0.14 | $0.71 | 0.09 | -0.10 | 0.35 | 0.40 | 7.51 | 6.80 | 0.05 | $5.00 | 35.00 | 21 | 23.0 | 187.000 | 0.71 | 2024-04-24 |
| AG240503P00007000 | AG | PUT | Long | 7.00 | None | $0.00 | 0.00 | $0.69 | 0.09 | -0.09 | 0.35 | 0.35 | 7.51 | 6.82 | 0.00 | $0.00 | 35.00 | 20 | 86.0 | 141.000 | 0.69 | 2024-04-23 |
| AG240503P00007000 | AG | PUT | Long | 7.00 | None | $0.17 | 0.49 | $0.96 | 0.13 | 0.19 | 0.35 | 0.52 | 7.51 | 6.55 | 0.17 | $17.00 | 35.00 | 19 | 30.0 | 134.000 | 0.96 | 2024-04-22 |
| AG240503P00007000 | AG | PUT | Long | 7.00 | None | $0.07 | 0.20 | $0.78 | 0.10 | -0.06 | 0.35 | 0.42 | 7.51 | 6.73 | 0.07 | $7.00 | 35.00 | 16 | 17.0 | 130.000 | 0.78 | 2024-04-19 |
| AG240503P00007000 | AG | PUT | Long | 7.00 | None | $0.10 | 0.29 | $0.73 | 0.10 | -0.05 | 0.35 | 0.45 | 7.51 | 6.78 | 0.10 | $10.00 | 35.00 | 15 | 12.0 | 136.000 | 0.73 | 2024-04-18 |
| AG240503P00007000 | AG | PUT | Long | 7.00 | None | $0.02 | 0.06 | $0.67 | 0.09 | -0.04 | 0.35 | 0.37 | 7.51 | 6.84 | 0.02 | $2.00 | 35.00 | 14 | 60.0 | 136.000 | 0.67 | 2024-04-17 |
| AG240503P00007000 | AG | PUT | Long | 7.00 | None | $0.10 | 0.29 | $0.67 | 0.09 | -0.02 | 0.35 | 0.45 | 7.51 | 6.84 | 0.10 | $10.00 | 35.00 | 13 | 46.0 | 141.000 | 0.67 | 2024-04-16 |
| AG240503P00007000 | AG | PUT | Long | 7.00 | None | $-0.12 | -0.34 | $0.02 | 0.00 | 0.10 | 0.35 | 0.23 | 7.51 | 7.49 | -0.12 | $-12.00 | 35.00 | 12 | 62.0 | 87.000 | 0.02 | 2024-04-15 |
| AG240503P00007000 | AG | PUT | Long | 7.00 | None | $-0.16 | -0.46 | $-0.01 | -0.00 | -0.02 | 0.35 | 0.19 | 7.51 | 7.52 | -0.16 | $-16.00 | 35.00 | 9 | 22.0 | 76.000 | -0.01 | 2024-04-12 |
| AG240503P00007000 | AG | PUT | Long | 7.00 | None | $-0.20 | -0.57 | $-0.45 | -0.06 | -0.02 | 0.35 | 0.15 | 7.51 | 7.96 | -0.20 | $-20.00 | 35.00 | 8 | 52.0 | 70.000 | -0.45 | 2024-04-11 |
| AG240503P00007000 | AG | PUT | Long | 7.00 | None | $-0.25 | -0.71 | $-0.40 | -0.05 | -0.01 | 0.35 | 0.10 | 7.51 | 7.91 | -0.25 | $-25.00 | 35.00 | 7 | 3.0 | 67.000 | -0.40 | 2024-04-10 |
| AG240503P00007000 | AG | PUT | Long | 7.00 | None | $-0.23 | -0.66 | $-0.56 | -0.07 | 0.01 | 0.35 | 0.12 | 7.51 | 8.07 | -0.23 | $-23.00 | 35.00 | 6 | 6.0 | 61.000 | -0.56 | 2024-04-09 |
| AG240503P00007000 | AG | PUT | Long | 7.00 | None | $-0.14 | -0.40 | $-0.43 | -0.06 | 0.04 | 0.35 | 0.21 | 7.51 | 7.94 | -0.14 | $-14.00 | 35.00 | 5 | 7.0 | 56.000 | -0.43 | 2024-04-08 |
| AG240503P00007000 | AG | PUT | Long | 7.00 | None | $-0.12 | -0.34 | $-0.27 | -0.04 | -0.01 | 0.35 | 0.23 | 7.51 | 7.78 | -0.12 | $-12.00 | 35.00 | 2 | 46.0 | 56.000 | -0.27 | 2024-04-05 |
| AG240503P00007000 | AG | PUT | Long | 7.00 | Exit OP PnL: $-0.07;Exit EQ PnL: -0.19; Position is Long and position continued to lose. Latest OP price is: $0.28 (EQ: $7.70). Initial OP price was: $0.35 (EQ: $7.51). Surpassed Stop Loss Percentage: -0.2 < -0.16. | $-0.07 | -0.20 | $0.01 | 0.00 | -0.01 | 0.35 | 0.28 | 7.51 | 7.50 | -0.07 | $-7.00 | 35.00 | 1 | 8.0 | 14.000 | 0.01 | 2024-04-04 |
| AG240503P00007000 | AG | PUT | Long | 7.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.35 | 0.35 | 7.51 | 7.51 | 0.00 | $0.00 | 35.00 | 0 | 13.0 | 1.000 | -0.00 | 2024-04-03 |