| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-06-04 | ANNX | ANNX240719P00006000 | 6.00 | 11.0 | 70.000 | 1.240 | 0.428 | 0.3 | 0.3 | -0.020 | 0.970 | 0.950 | 0.95 | 5.99 | 2024-07-19 | PUT | Long | 0.480 | 0.552 | 0.308 |
| 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 | ANNX | 0.727 | 0.105 | 0.396 | 0.243 | 0.197 | 0.092 | 4.88 | 0.000 | 0.0000 | 2.77 | 7.81 | 21 | 1y | 7.19 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ANNX240719P00006000 | ANNX | PUT | Long | 6.00 | None | $-0.45 | -0.47 | $0.40 | 0.07 | 1.34 | 0.95 | 0.50 | 5.99 | 5.59 | -0.45 | $-45.00 | 95.00 | 44 | 1.0 | 192.000 | 0.40 | 2024-07-18 |
| ANNX240719P00006000 | ANNX | PUT | Long | 6.00 | None | $-0.70 | -0.74 | $0.12 | 0.02 | -0.41 | 0.95 | 0.25 | 5.99 | 5.87 | -0.70 | $-70.00 | 95.00 | 43 | 210.0 | 393.000 | 0.12 | 2024-07-17 |
| ANNX240719P00006000 | ANNX | PUT | Long | 6.00 | None | $-0.80 | -0.84 | $-0.19 | -0.03 | -0.55 | 0.95 | 0.15 | 5.99 | 6.18 | -0.80 | $-80.00 | 95.00 | 42 | 90.0 | 393.000 | -0.19 | 2024-07-16 |
| ANNX240719P00006000 | ANNX | PUT | Long | 6.00 | None | $-0.80 | -0.84 | $-0.18 | -0.03 | -0.26 | 0.95 | 0.15 | 5.99 | 6.17 | -0.80 | $-80.00 | 95.00 | 41 | 70.0 | 361.000 | -0.18 | 2024-07-15 |
| ANNX240719P00006000 | ANNX | PUT | Long | 6.00 | None | $-0.73 | -0.77 | $-0.09 | -0.02 | -0.29 | 0.95 | 0.22 | 5.99 | 6.08 | -0.73 | $-73.00 | 95.00 | 38 | 74.0 | 360.000 | -0.09 | 2024-07-12 |
| ANNX240719P00006000 | ANNX | PUT | Long | 6.00 | None | $-0.40 | -0.42 | $0.52 | 0.09 | 2.49 | 0.95 | 0.55 | 5.99 | 5.47 | -0.40 | $-40.00 | 95.00 | 37 | 330.0 | 328.000 | 0.52 | 2024-07-11 |
| ANNX240719P00006000 | ANNX | PUT | Long | 6.00 | None | $0.10 | 0.11 | $0.95 | 0.16 | 0.59 | 0.95 | 1.05 | 5.99 | 5.04 | 0.10 | $10.00 | 95.00 | 36 | 60.0 | 328.000 | 0.95 | 2024-07-10 |
| ANNX240719P00006000 | ANNX | PUT | Long | 6.00 | None | $0.10 | 0.11 | $0.94 | 0.16 | 0.60 | 0.95 | 1.05 | 5.99 | 5.05 | 0.10 | $10.00 | 95.00 | 35 | 30.0 | 298.000 | 0.94 | 2024-07-09 |
| ANNX240719P00006000 | ANNX | PUT | Long | 6.00 | None | $0.35 | 0.37 | $1.21 | 0.20 | 0.49 | 0.95 | 1.30 | 5.99 | 4.78 | 0.35 | $35.00 | 95.00 | 34 | 20.0 | 298.000 | 1.21 | 2024-07-08 |
| ANNX240719P00006000 | ANNX | PUT | Long | 6.00 | None | $0.35 | 0.37 | $1.50 | 0.25 | 0.25 | 0.95 | 1.30 | 5.99 | 4.49 | 0.35 | $35.00 | 95.00 | 31 | 20.0 | 298.000 | 1.50 | 2024-07-05 |
| ANNX240719P00006000 | ANNX | PUT | Long | 6.00 | None | $0.35 | 0.37 | $1.19 | 0.20 | 0.29 | 0.95 | 1.30 | 5.99 | 4.80 | 0.35 | $35.00 | 95.00 | 30 | 20.0 | 298.000 | 1.19 | 2024-07-04 |
| ANNX240719P00006000 | ANNX | PUT | Long | 6.00 | None | $0.35 | 0.37 | $1.19 | 0.20 | 0.25 | 0.95 | 1.30 | 5.99 | 4.80 | 0.35 | $35.00 | 95.00 | 29 | 20.0 | 298.000 | 1.19 | 2024-07-03 |
| ANNX240719P00006000 | ANNX | PUT | Long | 6.00 | None | $0.35 | 0.37 | $1.42 | 0.24 | -0.22 | 0.95 | 1.30 | 5.99 | 4.57 | 0.35 | $35.00 | 95.00 | 28 | 20.0 | 298.000 | 1.42 | 2024-07-02 |
| ANNX240719P00006000 | ANNX | PUT | Long | 6.00 | None | $0.35 | 0.37 | $0.94 | 0.16 | 1.87 | 0.95 | 1.30 | 5.99 | 5.05 | 0.35 | $35.00 | 95.00 | 27 | 20.0 | 298.000 | 0.94 | 2024-07-01 |
| ANNX240719P00006000 | ANNX | PUT | Long | 6.00 | None | $0.35 | 0.37 | $1.09 | 0.18 | 0.00 | 0.95 | 1.30 | 5.99 | 4.90 | 0.35 | $35.00 | 95.00 | 24 | 20.0 | 298.000 | 1.09 | 2024-06-28 |
| ANNX240719P00006000 | ANNX | PUT | Long | 6.00 | None | $0.35 | 0.37 | $1.17 | 0.20 | 0.85 | 0.95 | 1.30 | 5.99 | 4.82 | 0.35 | $35.00 | 95.00 | 23 | 20.0 | 298.000 | 1.17 | 2024-06-27 |
| ANNX240719P00006000 | ANNX | PUT | Long | 6.00 | None | $0.15 | 0.16 | $1.32 | 0.22 | -0.51 | 0.95 | 1.10 | 5.99 | 4.67 | 0.15 | $15.00 | 95.00 | 21 | 5.0 | 295.000 | 1.32 | 2024-06-25 |
| ANNX240719P00006000 | ANNX | PUT | Long | 6.00 | None | $0.15 | 0.16 | $1.22 | 0.20 | 1.55 | 0.95 | 1.10 | 5.99 | 4.77 | 0.15 | $15.00 | 95.00 | 20 | 5.0 | 295.000 | 1.22 | 2024-06-24 |
| ANNX240719P00006000 | ANNX | PUT | Long | 6.00 | None | $-0.35 | -0.37 | $0.92 | 0.15 | -0.42 | 0.95 | 0.60 | 5.99 | 5.07 | -0.35 | $-35.00 | 95.00 | 14 | 1.0 | 290.000 | 0.92 | 2024-06-18 |
| ANNX240719P00006000 | ANNX | PUT | Long | 6.00 | None | $-0.35 | -0.37 | $0.63 | 0.11 | 0.08 | 0.95 | 0.60 | 5.99 | 5.36 | -0.35 | $-35.00 | 95.00 | 13 | 1.0 | 290.000 | 0.63 | 2024-06-17 |
| ANNX240719P00006000 | ANNX | PUT | Long | 6.00 | None | $-0.35 | -0.37 | $0.37 | 0.06 | -0.61 | 0.95 | 0.60 | 5.99 | 5.62 | -0.35 | $-35.00 | 95.00 | 10 | 1.0 | 290.000 | 0.37 | 2024-06-14 |
| ANNX240719P00006000 | ANNX | PUT | Long | 6.00 | None | $-0.35 | -0.37 | $-0.02 | -0.00 | -0.28 | 0.95 | 0.60 | 5.99 | 6.01 | -0.35 | $-35.00 | 95.00 | 9 | 1.0 | 290.000 | -0.02 | 2024-06-13 |
| ANNX240719P00006000 | ANNX | PUT | Long | 6.00 | None | $-0.35 | -0.37 | $-0.05 | -0.01 | -0.21 | 0.95 | 0.60 | 5.99 | 6.04 | -0.35 | $-35.00 | 95.00 | 8 | 1.0 | 289.000 | -0.05 | 2024-06-12 |
| ANNX240719P00006000 | ANNX | PUT | Long | 6.00 | None | $-0.03 | -0.03 | $0.53 | 0.09 | -0.45 | 0.95 | 0.92 | 5.99 | 5.46 | -0.03 | $-3.00 | 95.00 | 7 | 201.0 | 289.000 | 0.53 | 2024-06-11 |
| ANNX240719P00006000 | ANNX | PUT | Long | 6.00 | None | $-0.03 | -0.03 | $0.27 | 0.05 | -0.30 | 0.95 | 0.92 | 5.99 | 5.72 | -0.03 | $-3.00 | 95.00 | 6 | 201.0 | 289.000 | 0.27 | 2024-06-10 |
| ANNX240719P00006000 | ANNX | PUT | Long | 6.00 | None | $-0.03 | -0.03 | $0.25 | 0.04 | -0.65 | 0.95 | 0.92 | 5.99 | 5.74 | -0.03 | $-3.00 | 95.00 | 5 | 201.0 | 289.000 | 0.25 | 2024-06-09 |
| ANNX240719P00006000 | ANNX | PUT | Long | 6.00 | None | $-0.03 | -0.03 | $0.25 | 0.04 | 0.39 | 0.95 | 0.92 | 5.99 | 5.74 | -0.03 | $-3.00 | 95.00 | 3 | 201.0 | 289.000 | 0.25 | 2024-06-07 |
| ANNX240719P00006000 | ANNX | PUT | Long | 6.00 | None | $-0.03 | -0.03 | $0.10 | 0.02 | -0.18 | 0.95 | 0.92 | 5.99 | 5.89 | -0.03 | $-3.00 | 95.00 | 2 | 201.0 | 280.000 | 0.10 | 2024-06-06 |
| ANNX240719P00006000 | ANNX | PUT | Long | 6.00 | None | $-0.35 | -0.37 | $-0.80 | -0.13 | -0.15 | 0.95 | 0.60 | 5.99 | 6.79 | -0.35 | $-35.00 | 95.00 | 1 | 371.0 | 80.000 | -0.80 | 2024-06-05 |
| ANNX240719P00006000 | ANNX | PUT | Long | 6.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.95 | 0.95 | 5.99 | 5.99 | 0.00 | $0.00 | 95.00 | 0 | 11.0 | 70.000 | -0.00 | 2024-06-04 |