| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-30 | AI | AI240705P00026000 | 26.00 | 114.0 | 9.000 | 0.546 | 0.242 | 2.4 | 0.1 | -0.010 | 3.060 | 0.750 | 0.87 | 28.21 | 2024-07-05 | PUT | Long | 0.216 | 0.285 | 0.195 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AI240705P00026000 | AI | PUT | Long | 26.00 | None | $-0.81 | -0.99 | $0.02 | 0.00 | 0.12 | 0.82 | 0.01 | 28.58 | 28.56 | -0.81 | $-81.00 | 82.00 | 35 | 63.0 | 0.000 | 0.02 | 2024-07-04 |
| AI240705P00026000 | AI | PUT | Long | 26.00 | None | $-0.81 | -0.99 | $0.02 | 0.00 | -0.01 | 0.82 | 0.01 | 28.58 | 28.56 | -0.81 | $-81.00 | 82.00 | 34 | 63.0 | 0.000 | 0.02 | 2024-07-03 |
| AI240705P00026000 | AI | PUT | Long | 26.00 | None | $-0.81 | -0.99 | $0.49 | 0.02 | -0.13 | 0.82 | 0.01 | 28.58 | 28.09 | -0.81 | $-81.00 | 82.00 | 33 | 44.0 | 312.000 | 0.49 | 2024-07-02 |
| AI240705P00026000 | AI | PUT | Long | 26.00 | None | $-0.80 | -0.98 | $-0.02 | -0.00 | -0.10 | 0.82 | 0.02 | 28.58 | 28.60 | -0.80 | $-80.00 | 82.00 | 32 | 10.0 | 314.000 | -0.02 | 2024-07-01 |
| AI240705P00026000 | AI | PUT | Long | 26.00 | None | $-0.78 | -0.95 | $-0.37 | -0.01 | -0.02 | 0.82 | 0.04 | 28.58 | 28.95 | -0.78 | $-78.00 | 82.00 | 29 | 42.0 | 315.000 | -0.37 | 2024-06-28 |
| AI240705P00026000 | AI | PUT | Long | 26.00 | None | $-0.76 | -0.93 | $0.03 | 0.00 | -0.14 | 0.82 | 0.06 | 28.58 | 28.55 | -0.76 | $-76.00 | 82.00 | 28 | 22.0 | 324.000 | 0.03 | 2024-06-27 |
| AI240705P00026000 | AI | PUT | Long | 26.00 | None | $-0.57 | -0.70 | $1.18 | 0.04 | -0.15 | 0.82 | 0.25 | 28.58 | 27.40 | -0.57 | $-57.00 | 82.00 | 26 | 59.0 | 248.000 | 1.18 | 2024-06-25 |
| AI240705P00026000 | AI | PUT | Long | 26.00 | None | $-0.64 | -0.78 | $0.82 | 0.03 | -0.14 | 0.82 | 0.18 | 28.58 | 27.76 | -0.64 | $-64.00 | 82.00 | 25 | 38.0 | 228.000 | 0.82 | 2024-06-24 |
| AI240705P00026000 | AI | PUT | Long | 26.00 | None | $-0.67 | -0.82 | $-0.12 | -0.00 | -0.14 | 0.82 | 0.15 | 28.58 | 28.70 | -0.67 | $-67.00 | 82.00 | 19 | 12.0 | 0.000 | -0.12 | 2024-06-18 |
| AI240705P00026000 | AI | PUT | Long | 26.00 | None | $-0.66 | -0.80 | $-0.64 | -0.02 | -0.11 | 0.82 | 0.16 | 28.58 | 29.22 | -0.66 | $-66.00 | 82.00 | 18 | 46.0 | 163.000 | -0.64 | 2024-06-17 |
| AI240705P00026000 | AI | PUT | Long | 26.00 | None | $-0.57 | -0.70 | $-0.48 | -0.02 | -0.01 | 0.82 | 0.25 | 28.58 | 29.06 | -0.57 | $-57.00 | 82.00 | 15 | 23.0 | 141.000 | -0.48 | 2024-06-14 |
| AI240705P00026000 | AI | PUT | Long | 26.00 | None | $-0.75 | -0.91 | $-1.92 | -0.07 | -0.09 | 0.82 | 0.07 | 28.58 | 30.50 | -0.75 | $-75.00 | 82.00 | 14 | 20.0 | 141.000 | -1.92 | 2024-06-13 |
| AI240705P00026000 | AI | PUT | Long | 26.00 | None | $-0.75 | -0.91 | $-3.04 | -0.11 | 0.07 | 0.82 | 0.07 | 28.58 | 31.62 | -0.75 | $-75.00 | 82.00 | 13 | 20.0 | 161.000 | -3.04 | 2024-06-12 |
| AI240705P00026000 | AI | PUT | Long | 26.00 | None | $-0.62 | -0.76 | $-2.74 | -0.10 | -0.05 | 0.82 | 0.20 | 28.58 | 31.32 | -0.62 | $-62.00 | 82.00 | 12 | 175.0 | 161.000 | -2.74 | 2024-06-11 |
| AI240705P00026000 | AI | PUT | Long | 26.00 | None | $-0.62 | -0.76 | $-2.77 | -0.10 | -0.05 | 0.82 | 0.20 | 28.58 | 31.35 | -0.62 | $-62.00 | 82.00 | 11 | 175.0 | 151.000 | -2.77 | 2024-06-10 |
| AI240705P00026000 | AI | PUT | Long | 26.00 | None | $-0.57 | -0.70 | $-1.42 | -0.05 | 0.02 | 0.82 | 0.25 | 28.58 | 30.00 | -0.57 | $-57.00 | 82.00 | 10 | 55.0 | 112.000 | -1.42 | 2024-06-09 |
| AI240705P00026000 | AI | PUT | Long | 26.00 | None | $-0.57 | -0.70 | $-1.41 | -0.05 | -0.08 | 0.82 | 0.25 | 28.58 | 29.99 | -0.57 | $-57.00 | 82.00 | 8 | 55.0 | 112.000 | -1.41 | 2024-06-07 |
| AI240705P00026000 | AI | PUT | Long | 26.00 | None | $-0.55 | -0.67 | $-1.34 | -0.05 | -0.04 | 0.82 | 0.27 | 28.58 | 29.92 | -0.55 | $-55.00 | 82.00 | 7 | 1.0 | 113.000 | -1.34 | 2024-06-06 |
| AI240705P00026000 | AI | PUT | Long | 26.00 | None | $-0.50 | -0.61 | $-1.98 | -0.07 | -0.03 | 0.82 | 0.32 | 28.58 | 30.56 | -0.50 | $-50.00 | 82.00 | 6 | 2.0 | 113.000 | -1.98 | 2024-06-05 |
| AI240705P00026000 | AI | PUT | Long | 26.00 | None | $-0.39 | -0.48 | $-1.10 | -0.04 | -0.01 | 0.82 | 0.43 | 28.58 | 29.68 | -0.39 | $-39.00 | 82.00 | 5 | 2.0 | 111.000 | -1.10 | 2024-06-04 |
| AI240705P00026000 | AI | PUT | Long | 26.00 | None | $-0.27 | -0.33 | $-0.88 | -0.03 | -0.04 | 0.82 | 0.55 | 28.58 | 29.46 | -0.27 | $-27.00 | 82.00 | 4 | 14.0 | 108.000 | -0.88 | 2024-06-03 |
| AI240705P00026000 | AI | PUT | Long | 26.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -1.09 | $-0.22 | -0.27 | $-1.00 | -0.03 | -0.03 | 0.82 | 0.60 | 28.58 | 29.58 | -0.22 | $-22.00 | 82.00 | 1 | 2.0 | 106.000 | -1.00 | 2024-05-31 |
| AI240705P00026000 | AI | PUT | Long | 26.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.82 | 0.82 | 28.58 | 28.58 | 0.00 | $0.00 | 82.00 | 0 | 115.0 | 9.000 | -0.00 | 2024-05-30 |