| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-10 | AMLX | AMLX240816P00002000 | 2.00 | 45.0 | 10072.000 | 0.703 | 0.309 | 0.1 | 0.1 | -0.020 | 0.220 | 0.140 | 0.24 | 2.07 | 2024-08-16 | PUT | Long | 0.263 | 0.352 | 0.255 |
| 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 | AMLX | 1.000 | 0.079 | 1.809 | 0.322 | 0.182 | -0.105 | 4.28 | 0.129 | 0.0000 | 1.62 | 19.57 | 21 | 1y | 5.50 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AMLX240816P00002000 | AMLX | PUT | Long | 2.00 | None | $-0.19 | -0.79 | $-0.09 | -0.04 | 1.11 | 0.24 | 0.05 | 2.07 | 2.16 | -0.19 | $-19.00 | 24.00 | 36 | 2417.0 | 8842.000 | -0.09 | 2024-08-15 |
| AMLX240816P00002000 | AMLX | PUT | Long | 2.00 | None | $-0.19 | -0.79 | $-0.06 | -0.03 | 0.27 | 0.24 | 0.05 | 2.07 | 2.13 | -0.19 | $-19.00 | 24.00 | 35 | 2417.0 | 10099.000 | -0.06 | 2024-08-14 |
| AMLX240816P00002000 | AMLX | PUT | Long | 2.00 | None | $-0.19 | -0.79 | $0.08 | 0.04 | 0.14 | 0.24 | 0.05 | 2.07 | 1.99 | -0.19 | $-19.00 | 24.00 | 34 | 79.0 | 10174.000 | 0.08 | 2024-08-13 |
| AMLX240816P00002000 | AMLX | PUT | Long | 2.00 | None | $-0.14 | -0.58 | $0.09 | 0.04 | 0.27 | 0.24 | 0.10 | 2.07 | 1.98 | -0.14 | $-14.00 | 24.00 | 33 | 703.0 | 10745.000 | 0.09 | 2024-08-12 |
| AMLX240816P00002000 | AMLX | PUT | Long | 2.00 | None | $-0.09 | -0.38 | $0.17 | 0.08 | -0.16 | 0.24 | 0.15 | 2.07 | 1.90 | -0.09 | $-9.00 | 24.00 | 30 | 1.0 | 10746.000 | 0.17 | 2024-08-09 |
| AMLX240816P00002000 | AMLX | PUT | Long | 2.00 | None | $-0.04 | -0.17 | $0.27 | 0.13 | 0.36 | 0.24 | 0.20 | 2.07 | 1.80 | -0.04 | $-4.00 | 24.00 | 29 | 804.0 | 11445.000 | 0.27 | 2024-08-08 |
| AMLX240816P00002000 | AMLX | PUT | Long | 2.00 | None | $-0.14 | -0.58 | $0.19 | 0.09 | 0.11 | 0.24 | 0.10 | 2.07 | 1.88 | -0.14 | $-14.00 | 24.00 | 28 | 4.0 | 11445.000 | 0.19 | 2024-08-07 |
| AMLX240816P00002000 | AMLX | PUT | Long | 2.00 | None | $-0.14 | -0.58 | $0.10 | 0.05 | 0.28 | 0.24 | 0.10 | 2.07 | 1.97 | -0.14 | $-14.00 | 24.00 | 27 | 4.0 | 11441.000 | 0.10 | 2024-08-06 |
| AMLX240816P00002000 | AMLX | PUT | Long | 2.00 | None | $0.01 | 0.04 | $0.10 | 0.05 | 0.05 | 0.24 | 0.25 | 2.07 | 1.97 | 0.01 | $1.00 | 24.00 | 19 | 10.0 | 11395.000 | 0.10 | 2024-07-29 |
| AMLX240816P00002000 | AMLX | PUT | Long | 2.00 | None | $0.01 | 0.04 | $0.10 | 0.05 | 0.12 | 0.24 | 0.25 | 2.07 | 1.97 | 0.01 | $1.00 | 24.00 | 16 | 10.0 | 11395.000 | 0.10 | 2024-07-26 |
| AMLX240816P00002000 | AMLX | PUT | Long | 2.00 | None | $0.01 | 0.04 | $0.15 | 0.07 | 0.09 | 0.24 | 0.25 | 2.07 | 1.92 | 0.01 | $1.00 | 24.00 | 15 | 10.0 | 11395.000 | 0.15 | 2024-07-25 |
| AMLX240816P00002000 | AMLX | PUT | Long | 2.00 | None | $-0.04 | -0.17 | $0.15 | 0.07 | 0.08 | 0.24 | 0.20 | 2.07 | 1.92 | -0.04 | $-4.00 | 24.00 | 14 | 52.0 | 11395.000 | 0.15 | 2024-07-24 |
| AMLX240816P00002000 | AMLX | PUT | Long | 2.00 | None | $-0.04 | -0.17 | $0.11 | 0.05 | 0.16 | 0.24 | 0.20 | 2.07 | 1.96 | -0.04 | $-4.00 | 24.00 | 13 | 52.0 | 11343.000 | 0.11 | 2024-07-23 |
| AMLX240816P00002000 | AMLX | PUT | Long | 2.00 | None | $-0.06 | -0.25 | $0.09 | 0.04 | 0.20 | 0.24 | 0.18 | 2.07 | 1.98 | -0.06 | $-6.00 | 24.00 | 12 | 6.0 | 0.000 | 0.09 | 2024-07-22 |
| AMLX240816P00002000 | AMLX | PUT | Long | 2.00 | None | $-0.06 | -0.25 | $0.05 | 0.02 | 0.23 | 0.24 | 0.18 | 2.07 | 2.02 | -0.06 | $-6.00 | 24.00 | 9 | 271.0 | 11076.000 | 0.05 | 2024-07-19 |
| AMLX240816P00002000 | AMLX | PUT | Long | 2.00 | None | $-0.09 | -0.38 | $0.07 | 0.03 | -0.05 | 0.24 | 0.15 | 2.07 | 2.00 | -0.09 | $-9.00 | 24.00 | 8 | 27.0 | 11049.000 | 0.07 | 2024-07-18 |
| AMLX240816P00002000 | AMLX | PUT | Long | 2.00 | None | $-0.09 | -0.38 | $-0.05 | -0.02 | 0.05 | 0.24 | 0.15 | 2.07 | 2.12 | -0.09 | $-9.00 | 24.00 | 7 | 912.0 | 10201.000 | -0.05 | 2024-07-17 |
| AMLX240816P00002000 | AMLX | PUT | Long | 2.00 | None | $-0.14 | -0.58 | $-0.29 | -0.14 | 0.11 | 0.24 | 0.10 | 2.07 | 2.36 | -0.14 | $-14.00 | 24.00 | 6 | 106.0 | 10103.000 | -0.29 | 2024-07-16 |
| AMLX240816P00002000 | AMLX | PUT | Long | 2.00 | None | $-0.09 | -0.38 | $-0.09 | -0.04 | 0.08 | 0.24 | 0.15 | 2.07 | 2.16 | -0.09 | $-9.00 | 24.00 | 5 | 10.0 | 10103.000 | -0.09 | 2024-07-15 |
| AMLX240816P00002000 | AMLX | PUT | Long | 2.00 | None | $-0.09 | -0.38 | $-0.09 | -0.04 | 0.15 | 0.24 | 0.15 | 2.07 | 2.16 | -0.09 | $-9.00 | 24.00 | 2 | 5.0 | 10108.000 | -0.09 | 2024-07-12 |
| AMLX240816P00002000 | AMLX | PUT | Long | 2.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.01; Exit EQ PnL: -0.08 | $-0.09 | -0.38 | $-0.21 | -0.10 | 0.38 | 0.24 | 0.15 | 2.07 | 2.28 | -0.09 | $-9.00 | 24.00 | 1 | 73.0 | 10035.000 | -0.21 | 2024-07-11 |
| AMLX240816P00002000 | AMLX | PUT | Long | 2.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.24 | 0.24 | 2.07 | 2.07 | 0.00 | $0.00 | 24.00 | 0 | 45.0 | 10072.000 | -0.00 | 2024-07-10 |