| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-02-29 | AI | AI240405P00036000 | 36.00 | 41.0 | 1.000 | 0.770 | 0.343 | 2.1 | 0.9 | -0.020 | 3.790 | 2.670 | 2.70 | 36.97 | 2024-04-05 | PUT | Long | 0.346 | 0.411 | 0.245 |
| 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 | AI | 0.909 | 0.103 | 0.293 | 0.167 | 0.284 | 0.153 | 42.86 | -0.901 | 0.0000 | 20.50 | 42.94 | 21 | 1y | 26.15 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AI240405P00036000 | AI | PUT | Long | 36.00 | None | $7.80 | 2.89 | $11.95 | 0.32 | 2.13 | 2.70 | 10.50 | 36.97 | 25.02 | 7.80 | $780.00 | 270.00 | 35 | 16.0 | 0.000 | 11.95 | 2024-04-04 |
| AI240405P00036000 | AI | PUT | Long | 36.00 | None | $7.80 | 2.89 | $11.64 | 0.31 | 1.01 | 2.70 | 10.50 | 36.97 | 25.33 | 7.80 | $780.00 | 270.00 | 34 | 16.0 | 22.000 | 11.64 | 2024-04-03 |
| AI240405P00036000 | AI | PUT | Long | 36.00 | None | $6.80 | 2.52 | $11.23 | 0.30 | 0.81 | 2.70 | 9.50 | 36.97 | 25.74 | 6.80 | $680.00 | 270.00 | 33 | 41.0 | 27.000 | 11.23 | 2024-04-02 |
| AI240405P00036000 | AI | PUT | Long | 36.00 | None | $6.80 | 2.52 | $10.57 | 0.29 | 0.96 | 2.70 | 9.50 | 36.97 | 26.40 | 6.80 | $680.00 | 270.00 | 32 | 41.0 | 29.000 | 10.57 | 2024-04-01 |
| AI240405P00036000 | AI | PUT | Long | 36.00 | None | $4.75 | 1.76 | $9.90 | 0.27 | 0.48 | 2.70 | 7.45 | 36.97 | 27.07 | 4.75 | $475.00 | 270.00 | 31 | 1.0 | 29.000 | 9.90 | 2024-03-31 |
| AI240405P00036000 | AI | PUT | Long | 36.00 | None | $4.75 | 1.76 | $9.90 | 0.27 | 0.29 | 2.70 | 7.45 | 36.97 | 27.07 | 4.75 | $475.00 | 270.00 | 30 | 1.0 | 29.000 | 9.90 | 2024-03-30 |
| AI240405P00036000 | AI | PUT | Long | 36.00 | None | $4.75 | 1.76 | $9.90 | 0.27 | 0.22 | 2.70 | 7.45 | 36.97 | 27.07 | 4.75 | $475.00 | 270.00 | 29 | 1.0 | 29.000 | 9.90 | 2024-03-29 |
| AI240405P00036000 | AI | PUT | Long | 36.00 | None | $4.75 | 1.76 | $9.90 | 0.27 | 0.06 | 2.70 | 7.45 | 36.97 | 27.07 | 4.75 | $475.00 | 270.00 | 28 | 1.0 | 29.000 | 9.90 | 2024-03-28 |
| AI240405P00036000 | AI | PUT | Long | 36.00 | None | $4.75 | 1.76 | $9.72 | 0.26 | 0.28 | 2.70 | 7.45 | 36.97 | 27.25 | 4.75 | $475.00 | 270.00 | 27 | 1.0 | 29.000 | 9.72 | 2024-03-27 |
| AI240405P00036000 | AI | PUT | Long | 36.00 | None | $4.75 | 1.76 | $9.92 | 0.27 | -0.77 | 2.70 | 7.45 | 36.97 | 27.05 | 4.75 | $475.00 | 270.00 | 26 | 1.0 | 29.000 | 9.92 | 2024-03-26 |
| AI240405P00036000 | AI | PUT | Long | 36.00 | None | $4.75 | 1.76 | $9.34 | 0.25 | -0.06 | 2.70 | 7.45 | 36.97 | 27.63 | 4.75 | $475.00 | 270.00 | 25 | 1.0 | 29.000 | 9.34 | 2024-03-25 |
| AI240405P00036000 | AI | PUT | Long | 36.00 | None | $4.75 | 1.76 | $9.16 | 0.25 | -0.13 | 2.70 | 7.45 | 36.97 | 27.81 | 4.75 | $475.00 | 270.00 | 22 | 1.0 | 29.000 | 9.16 | 2024-03-22 |
| AI240405P00036000 | AI | PUT | Long | 36.00 | None | $4.75 | 1.76 | $8.62 | 0.23 | -0.22 | 2.70 | 7.45 | 36.97 | 28.35 | 4.75 | $475.00 | 270.00 | 21 | 1.0 | 29.000 | 8.62 | 2024-03-21 |
| AI240405P00036000 | AI | PUT | Long | 36.00 | None | $5.20 | 1.93 | $8.31 | 0.22 | -0.10 | 2.70 | 7.90 | 36.97 | 28.66 | 5.20 | $520.00 | 270.00 | 20 | 12.0 | 30.000 | 8.31 | 2024-03-20 |
| AI240405P00036000 | AI | PUT | Long | 36.00 | None | $5.20 | 1.93 | $8.67 | 0.23 | -0.05 | 2.70 | 7.90 | 36.97 | 28.30 | 5.20 | $520.00 | 270.00 | 19 | 12.0 | 0.000 | 8.67 | 2024-03-19 |
| AI240405P00036000 | AI | PUT | Long | 36.00 | None | $5.20 | 1.93 | $7.92 | 0.21 | -0.13 | 2.70 | 7.90 | 36.97 | 29.05 | 5.20 | $520.00 | 270.00 | 18 | 12.0 | 30.000 | 7.92 | 2024-03-18 |
| AI240405P00036000 | AI | PUT | Long | 36.00 | None | $5.20 | 1.93 | $8.04 | 0.22 | -0.12 | 2.70 | 7.90 | 36.97 | 28.93 | 5.20 | $520.00 | 270.00 | 15 | 12.0 | 36.000 | 8.04 | 2024-03-15 |
| AI240405P00036000 | AI | PUT | Long | 36.00 | None | $4.45 | 1.65 | $7.86 | 0.21 | 0.00 | 2.70 | 7.15 | 36.97 | 29.11 | 4.45 | $445.00 | 270.00 | 14 | 2.0 | 25.000 | 7.86 | 2024-03-14 |
| AI240405P00036000 | AI | PUT | Long | 36.00 | None | $2.71 | 1.00 | $6.60 | 0.18 | -0.03 | 2.70 | 5.41 | 36.97 | 30.37 | 2.71 | $271.00 | 270.00 | 13 | 6.0 | 25.000 | 6.60 | 2024-03-13 |
| AI240405P00036000 | AI | PUT | Long | 36.00 | None | $2.71 | 1.00 | $6.29 | 0.17 | -0.08 | 2.70 | 5.41 | 36.97 | 30.68 | 2.71 | $271.00 | 270.00 | 12 | 6.0 | 25.000 | 6.29 | 2024-03-12 |
| AI240405P00036000 | AI | PUT | Long | 36.00 | None | $2.71 | 1.00 | $6.10 | 0.16 | -0.05 | 2.70 | 5.41 | 36.97 | 30.87 | 2.71 | $271.00 | 270.00 | 11 | 6.0 | 25.000 | 6.10 | 2024-03-11 |
| AI240405P00036000 | AI | PUT | Long | 36.00 | None | $2.71 | 1.00 | $5.27 | 0.14 | -0.06 | 2.70 | 5.41 | 36.97 | 31.70 | 2.71 | $271.00 | 270.00 | 8 | 6.0 | 28.000 | 5.27 | 2024-03-08 |
| AI240405P00036000 | AI | PUT | Long | 36.00 | None | $2.30 | 0.85 | $5.22 | 0.14 | -0.09 | 2.70 | 5.00 | 36.97 | 31.75 | 2.30 | $230.00 | 270.00 | 7 | 2.0 | 28.000 | 5.22 | 2024-03-07 |
| AI240405P00036000 | AI | PUT | Long | 36.00 | None | $2.30 | 0.85 | $4.51 | 0.12 | -0.06 | 2.70 | 5.00 | 36.97 | 32.46 | 2.30 | $230.00 | 270.00 | 6 | 2.0 | 28.000 | 4.51 | 2024-03-06 |
| AI240405P00036000 | AI | PUT | Long | 36.00 | None | $2.70 | 1.00 | $5.92 | 0.16 | -0.01 | 2.70 | 5.40 | 36.97 | 31.05 | 2.70 | $270.00 | 270.00 | 5 | 2.0 | 30.000 | 5.92 | 2024-03-05 |
| AI240405P00036000 | AI | PUT | Long | 36.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.90 | 0.33 | $2.90 | 0.08 | -0.77 | 2.70 | 3.60 | 36.97 | 34.07 | 0.90 | $90.00 | 270.00 | 4 | 20.0 | 0.000 | 2.90 | 2024-03-04 |
| AI240405P00036000 | AI | PUT | Long | 36.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.80 | 0.30 | $1.10 | 0.03 | -0.01 | 2.70 | 3.50 | 36.97 | 35.87 | 0.80 | $80.00 | 270.00 | 3 | 8.0 | 33.000 | 1.10 | 2024-03-03 |
| AI240405P00036000 | AI | PUT | Long | 36.00 | None | $0.80 | 0.30 | $1.10 | 0.03 | -0.01 | 2.70 | 3.50 | 36.97 | 35.87 | 0.80 | $80.00 | 270.00 | 2 | 8.0 | 33.000 | 1.10 | 2024-03-02 |
| AI240405P00036000 | AI | PUT | Long | 36.00 | None | $0.80 | 0.30 | $1.55 | 0.04 | -0.11 | 2.70 | 3.50 | 36.97 | 35.42 | 0.80 | $80.00 | 270.00 | 1 | 8.0 | 33.000 | 1.55 | 2024-03-01 |
| AI240405P00036000 | AI | PUT | Long | 36.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 2.70 | 2.70 | 36.97 | 36.97 | 0.00 | $0.00 | 270.00 | 0 | 41.0 | 1.000 | -0.00 | 2024-02-29 |