| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-11 | ANNX | ANNX240816P00005000 | 5.00 | 200.0 | 0.000 | 0.988 | 0.476 | 0.9 | 0.1 | 0.000 | 1.160 | 0.340 | 0.45 | 5.80 | 2024-08-16 | PUT | Long | 0.489 | 0.497 | 0.085 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ANNX240816P00005000 | ANNX | PUT | Long | 5.00 | None | $-0.26 | -0.58 | $-0.51 | -0.09 | 1.51 | 0.45 | 0.19 | 5.47 | 5.98 | -0.26 | $-26.00 | 45.00 | 35 | 206.0 | 600.000 | -0.51 | 2024-08-15 |
| ANNX240816P00005000 | ANNX | PUT | Long | 5.00 | None | $-0.26 | -0.58 | $-0.14 | -0.03 | 0.43 | 0.45 | 0.19 | 5.47 | 5.61 | -0.26 | $-26.00 | 45.00 | 34 | 206.0 | 0.000 | -0.14 | 2024-08-14 |
| ANNX240816P00005000 | ANNX | PUT | Long | 5.00 | None | $-0.26 | -0.58 | $-0.21 | -0.04 | 1.52 | 0.45 | 0.19 | 5.47 | 5.68 | -0.26 | $-26.00 | 45.00 | 33 | 206.0 | 600.000 | -0.21 | 2024-08-13 |
| ANNX240816P00005000 | ANNX | PUT | Long | 5.00 | None | $-0.26 | -0.58 | $-0.14 | -0.03 | 0.57 | 0.45 | 0.19 | 5.47 | 5.61 | -0.26 | $-26.00 | 45.00 | 32 | 206.0 | 601.000 | -0.14 | 2024-08-12 |
| ANNX240816P00005000 | ANNX | PUT | Long | 5.00 | None | $-0.35 | -0.78 | $-0.01 | -0.00 | 0.53 | 0.45 | 0.10 | 5.47 | 5.48 | -0.35 | $-35.00 | 45.00 | 29 | 2.0 | 601.000 | -0.01 | 2024-08-09 |
| ANNX240816P00005000 | ANNX | PUT | Long | 5.00 | None | $-0.35 | -0.78 | $-0.02 | -0.00 | 0.46 | 0.45 | 0.10 | 5.47 | 5.49 | -0.35 | $-35.00 | 45.00 | 28 | 2.0 | 601.000 | -0.02 | 2024-08-08 |
| ANNX240816P00005000 | ANNX | PUT | Long | 5.00 | None | $-0.35 | -0.78 | $0.08 | 0.01 | 0.77 | 0.45 | 0.10 | 5.47 | 5.39 | -0.35 | $-35.00 | 45.00 | 27 | 2.0 | 601.000 | 0.08 | 2024-08-07 |
| ANNX240816P00005000 | ANNX | PUT | Long | 5.00 | None | $-0.35 | -0.78 | $-0.20 | -0.04 | 0.07 | 0.45 | 0.10 | 5.47 | 5.67 | -0.35 | $-35.00 | 45.00 | 26 | 2.0 | 601.000 | -0.20 | 2024-08-06 |
| ANNX240816P00005000 | ANNX | PUT | Long | 5.00 | None | $-0.30 | -0.67 | $-0.83 | -0.15 | -0.59 | 0.45 | 0.15 | 5.47 | 6.30 | -0.30 | $-30.00 | 45.00 | 18 | 11.0 | 619.000 | -0.83 | 2024-07-29 |
| ANNX240816P00005000 | ANNX | PUT | Long | 5.00 | None | $-0.30 | -0.67 | $-0.77 | -0.14 | 0.57 | 0.45 | 0.15 | 5.47 | 6.24 | -0.30 | $-30.00 | 45.00 | 15 | 11.0 | 619.000 | -0.77 | 2024-07-26 |
| ANNX240816P00005000 | ANNX | PUT | Long | 5.00 | None | $-0.30 | -0.67 | $-0.71 | -0.13 | 0.15 | 0.45 | 0.15 | 5.47 | 6.18 | -0.30 | $-30.00 | 45.00 | 14 | 11.0 | 619.000 | -0.71 | 2024-07-25 |
| ANNX240816P00005000 | ANNX | PUT | Long | 5.00 | None | $-0.30 | -0.67 | $-0.62 | -0.11 | 0.09 | 0.45 | 0.15 | 5.47 | 6.09 | -0.30 | $-30.00 | 45.00 | 13 | 11.0 | 608.000 | -0.62 | 2024-07-24 |
| ANNX240816P00005000 | ANNX | PUT | Long | 5.00 | None | $-0.24 | -0.53 | $-0.40 | -0.07 | -0.02 | 0.45 | 0.21 | 5.47 | 5.87 | -0.24 | $-24.00 | 45.00 | 12 | 2.0 | 606.000 | -0.40 | 2024-07-23 |
| ANNX240816P00005000 | ANNX | PUT | Long | 5.00 | None | $-0.23 | -0.51 | $-0.35 | -0.06 | 0.10 | 0.45 | 0.22 | 5.47 | 5.82 | -0.23 | $-23.00 | 45.00 | 11 | 76.0 | 530.000 | -0.35 | 2024-07-22 |
| ANNX240816P00005000 | ANNX | PUT | Long | 5.00 | None | $-0.20 | -0.44 | $-0.16 | -0.03 | -0.04 | 0.45 | 0.25 | 5.47 | 5.63 | -0.20 | $-20.00 | 45.00 | 8 | 60.0 | 530.000 | -0.16 | 2024-07-19 |
| ANNX240816P00005000 | ANNX | PUT | Long | 5.00 | None | $-0.20 | -0.44 | $-0.12 | -0.02 | -0.02 | 0.45 | 0.25 | 5.47 | 5.59 | -0.20 | $-20.00 | 45.00 | 7 | 60.0 | 470.000 | -0.12 | 2024-07-18 |
| ANNX240816P00005000 | ANNX | PUT | Long | 5.00 | None | $-0.19 | -0.42 | $-0.40 | -0.07 | 0.05 | 0.45 | 0.26 | 5.47 | 5.87 | -0.19 | $-19.00 | 45.00 | 6 | 2.0 | 470.000 | -0.40 | 2024-07-17 |
| ANNX240816P00005000 | ANNX | PUT | Long | 5.00 | None | $-0.19 | -0.42 | $-0.71 | -0.13 | 0.11 | 0.45 | 0.26 | 5.47 | 6.18 | -0.19 | $-19.00 | 45.00 | 5 | 18.0 | 469.000 | -0.71 | 2024-07-16 |
| ANNX240816P00005000 | ANNX | PUT | Long | 5.00 | None | $-0.20 | -0.44 | $-0.70 | -0.13 | 0.09 | 0.45 | 0.25 | 5.47 | 6.17 | -0.20 | $-20.00 | 45.00 | 4 | 10.0 | 470.000 | -0.70 | 2024-07-15 |
| ANNX240816P00005000 | ANNX | PUT | Long | 5.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.35 | $-0.20 | -0.44 | $-0.61 | -0.11 | 0.07 | 0.45 | 0.25 | 5.47 | 6.08 | -0.20 | $-20.00 | 45.00 | 1 | 63.0 | 472.000 | -0.61 | 2024-07-12 |
| ANNX240816P00005000 | ANNX | PUT | Long | 5.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.45 | 0.45 | 5.47 | 5.47 | 0.00 | $0.00 | 45.00 | 0 | 200.0 | 0.000 | -0.00 | 2024-07-11 |