| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-04-16 | AMC | AMC240517P00003000 | 3.00 | 100.0 | 1702.000 | 1.320 | 0.372 | 0.1 | 0.2 | 0.000 | 0.410 | 0.530 | 0.50 | 2.87 | 2024-05-17 | PUT | Long | 0.396 | 0.410 | 0.101 |
| 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 | AMC | 1.000 | 0.102 | 0.759 | 0.238 | 0.175 | 0.043 | 4.26 | -0.082 | 0.0000 | 2.47 | 6.85 | 21 | 1y | 4.42 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AMC240517P00003000 | AMC | PUT | Long | 3.00 | None | $-0.49 | -0.96 | $-2.76 | -1.01 | 2.27 | 0.51 | 0.02 | 2.72 | 5.48 | -0.49 | $-49.00 | 51.00 | 29 | 32584.0 | 56231.000 | -2.76 | 2024-05-15 |
| AMC240517P00003000 | AMC | PUT | Long | 3.00 | None | $-0.48 | -0.94 | $-4.17 | -1.53 | 3.33 | 0.51 | 0.03 | 2.72 | 6.89 | -0.48 | $-48.00 | 51.00 | 28 | 47797.0 | 53375.000 | -4.17 | 2024-05-14 |
| AMC240517P00003000 | AMC | PUT | Long | 3.00 | None | $-0.47 | -0.92 | $-2.47 | -0.91 | 1.95 | 0.51 | 0.04 | 2.72 | 5.19 | -0.47 | $-47.00 | 51.00 | 27 | 80617.0 | 27329.000 | -2.47 | 2024-05-13 |
| AMC240517P00003000 | AMC | PUT | Long | 3.00 | None | $-0.23 | -0.45 | $-0.19 | -0.07 | -1.23 | 0.51 | 0.28 | 2.72 | 2.91 | -0.23 | $-23.00 | 51.00 | 26 | 2373.0 | 27329.000 | -0.19 | 2024-05-12 |
| AMC240517P00003000 | AMC | PUT | Long | 3.00 | None | $-0.31 | -0.61 | $-0.35 | -0.13 | 0.05 | 0.51 | 0.20 | 2.72 | 3.07 | -0.31 | $-31.00 | 51.00 | 23 | 7241.0 | 19818.000 | -0.35 | 2024-05-09 |
| AMC240517P00003000 | AMC | PUT | Long | 3.00 | None | $-0.24 | -0.47 | $-0.47 | -0.17 | 0.55 | 0.51 | 0.27 | 2.72 | 3.19 | -0.24 | $-24.00 | 51.00 | 22 | 6745.0 | 16924.000 | -0.47 | 2024-05-08 |
| AMC240517P00003000 | AMC | PUT | Long | 3.00 | None | $-0.26 | -0.51 | $-0.47 | -0.17 | 0.39 | 0.51 | 0.25 | 2.72 | 3.19 | -0.26 | $-26.00 | 51.00 | 21 | 9898.0 | 13497.000 | -0.47 | 2024-05-07 |
| AMC240517P00003000 | AMC | PUT | Long | 3.00 | None | $-0.26 | -0.51 | $-0.58 | -0.21 | 0.26 | 0.51 | 0.25 | 2.72 | 3.30 | -0.26 | $-26.00 | 51.00 | 17 | 885.0 | 9642.000 | -0.58 | 2024-05-03 |
| AMC240517P00003000 | AMC | PUT | Long | 3.00 | None | $-0.26 | -0.51 | $-0.41 | -0.15 | 0.02 | 0.51 | 0.25 | 2.72 | 3.13 | -0.26 | $-26.00 | 51.00 | 16 | 1318.0 | 9972.000 | -0.41 | 2024-05-02 |
| AMC240517P00003000 | AMC | PUT | Long | 3.00 | None | $-0.23 | -0.45 | $-0.36 | -0.13 | -0.05 | 0.51 | 0.28 | 2.72 | 3.08 | -0.23 | $-23.00 | 51.00 | 13 | 1722.0 | 11176.000 | -0.36 | 2024-04-29 |
| AMC240517P00003000 | AMC | PUT | Long | 3.00 | None | $-0.31 | -0.61 | $-0.69 | -0.25 | -0.03 | 0.51 | 0.20 | 2.72 | 3.41 | -0.31 | $-31.00 | 51.00 | 10 | 455.0 | 11292.000 | -0.69 | 2024-04-26 |
| AMC240517P00003000 | AMC | PUT | Long | 3.00 | None | $-0.23 | -0.45 | $-0.56 | -0.21 | 0.04 | 0.51 | 0.28 | 2.72 | 3.28 | -0.23 | $-23.00 | 51.00 | 9 | 356.0 | 11413.000 | -0.56 | 2024-04-25 |
| AMC240517P00003000 | AMC | PUT | Long | 3.00 | None | $-0.25 | -0.49 | $-0.56 | -0.21 | -0.05 | 0.51 | 0.26 | 2.72 | 3.28 | -0.25 | $-25.00 | 51.00 | 8 | 2870.0 | 8675.000 | -0.56 | 2024-04-24 |
| AMC240517P00003000 | AMC | PUT | Long | 3.00 | None | $-0.27 | -0.53 | $-0.67 | -0.25 | 0.01 | 0.51 | 0.24 | 2.72 | 3.39 | -0.27 | $-27.00 | 51.00 | 7 | 4620.0 | 4389.000 | -0.67 | 2024-04-23 |
| AMC240517P00003000 | AMC | PUT | Long | 3.00 | None | $-0.24 | -0.47 | $-0.70 | -0.26 | 0.06 | 0.51 | 0.27 | 2.72 | 3.42 | -0.24 | $-24.00 | 51.00 | 6 | 3412.0 | 1844.000 | -0.70 | 2024-04-22 |
| AMC240517P00003000 | AMC | PUT | Long | 3.00 | None | $-0.14 | -0.27 | $-0.44 | -0.16 | 0.03 | 0.51 | 0.37 | 2.72 | 3.16 | -0.14 | $-14.00 | 51.00 | 3 | 677.0 | 1811.000 | -0.44 | 2024-04-19 |
| AMC240517P00003000 | AMC | PUT | Long | 3.00 | None | $-0.09 | -0.18 | $-0.21 | -0.08 | -0.10 | 0.51 | 0.42 | 2.72 | 2.93 | -0.09 | $-9.00 | 51.00 | 2 | 78.0 | 1798.000 | -0.21 | 2024-04-18 |
| AMC240517P00003000 | AMC | PUT | Long | 3.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.04; Exit EQ PnL: -0.16 | $-0.05 | -0.10 | $-0.26 | -0.10 | 0.01 | 0.51 | 0.46 | 2.72 | 2.98 | -0.05 | $-5.00 | 51.00 | 1 | 120.0 | 1744.000 | -0.26 | 2024-04-17 |
| AMC240517P00003000 | AMC | PUT | Long | 3.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.51 | 0.51 | 2.72 | 2.72 | 0.00 | $0.00 | 51.00 | 0 | 314.0 | 1702.000 | -0.00 | 2024-04-16 |