| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-03 | ARDX | ARDX240621P00008000 | 8.00 | 10.0 | 20.000 | 0.783 | 0.268 | 0.4 | 0.2 | -0.010 | 0.910 | 0.700 | 1.46 | 8.17 | 2024-06-21 | PUT | Long | 0.247 | 0.314 | 0.206 |
| 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 | ARDX | 0.818 | 0.103 | 0.432 | 0.229 | 0.212 | -0.098 | 4.66 | -0.531 | 0.0000 | 4.50 | 9.74 | 21 | 1y | 5.60 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ARDX240621P00008000 | ARDX | PUT | Long | 8.00 | None | $1.15 | 2.30 | $2.77 | 0.32 | 4.44 | 0.50 | 1.65 | 8.72 | 5.95 | 1.15 | $115.00 | 50.00 | 46 | 1.0 | 26.000 | 2.77 | 2024-06-18 |
| ARDX240621P00008000 | ARDX | PUT | Long | 8.00 | None | $1.15 | 2.30 | $2.43 | 0.28 | 2.27 | 0.50 | 1.65 | 8.72 | 6.29 | 1.15 | $115.00 | 50.00 | 45 | 1.0 | 26.000 | 2.43 | 2024-06-17 |
| ARDX240621P00008000 | ARDX | PUT | Long | 8.00 | None | $1.01 | 2.02 | $2.37 | 0.27 | 2.08 | 0.50 | 1.51 | 8.72 | 6.35 | 1.01 | $101.00 | 50.00 | 42 | 75.0 | 36.000 | 2.37 | 2024-06-14 |
| ARDX240621P00008000 | ARDX | PUT | Long | 8.00 | None | $1.01 | 2.02 | $2.23 | 0.26 | 2.84 | 0.50 | 1.51 | 8.72 | 6.49 | 1.01 | $101.00 | 50.00 | 41 | 75.0 | 44.000 | 2.23 | 2024-06-13 |
| ARDX240621P00008000 | ARDX | PUT | Long | 8.00 | None | $1.01 | 2.02 | $2.03 | 0.23 | 0.97 | 0.50 | 1.51 | 8.72 | 6.69 | 1.01 | $101.00 | 50.00 | 40 | 75.0 | 107.000 | 2.03 | 2024-06-12 |
| ARDX240621P00008000 | ARDX | PUT | Long | 8.00 | None | $1.01 | 2.02 | $2.09 | 0.24 | 0.32 | 0.50 | 1.51 | 8.72 | 6.63 | 1.01 | $101.00 | 50.00 | 39 | 75.0 | 107.000 | 2.09 | 2024-06-11 |
| ARDX240621P00008000 | ARDX | PUT | Long | 8.00 | None | $1.01 | 2.02 | $2.26 | 0.26 | 1.40 | 0.50 | 1.51 | 8.72 | 6.46 | 1.01 | $101.00 | 50.00 | 38 | 75.0 | 117.000 | 2.26 | 2024-06-10 |
| ARDX240621P00008000 | ARDX | PUT | Long | 8.00 | None | $0.70 | 1.40 | $2.27 | 0.26 | 0.89 | 0.50 | 1.20 | 8.72 | 6.45 | 0.70 | $70.00 | 50.00 | 37 | 50.0 | 117.000 | 2.27 | 2024-06-09 |
| ARDX240621P00008000 | ARDX | PUT | Long | 8.00 | None | $0.70 | 1.40 | $2.27 | 0.26 | 0.84 | 0.50 | 1.20 | 8.72 | 6.45 | 0.70 | $70.00 | 50.00 | 35 | 50.0 | 117.000 | 2.27 | 2024-06-07 |
| ARDX240621P00008000 | ARDX | PUT | Long | 8.00 | None | $0.70 | 1.40 | $1.98 | 0.23 | 0.49 | 0.50 | 1.20 | 8.72 | 6.74 | 0.70 | $70.00 | 50.00 | 34 | 50.0 | 167.000 | 1.98 | 2024-06-06 |
| ARDX240621P00008000 | ARDX | PUT | Long | 8.00 | None | $0.79 | 1.58 | $1.59 | 0.18 | 0.45 | 0.50 | 1.29 | 8.72 | 7.13 | 0.79 | $79.00 | 50.00 | 33 | 66.0 | 167.000 | 1.59 | 2024-06-05 |
| ARDX240621P00008000 | ARDX | PUT | Long | 8.00 | None | $0.79 | 1.58 | $1.85 | 0.21 | 1.03 | 0.50 | 1.29 | 8.72 | 6.87 | 0.79 | $79.00 | 50.00 | 32 | 66.0 | 167.000 | 1.85 | 2024-06-04 |
| ARDX240621P00008000 | ARDX | PUT | Long | 8.00 | None | $0.79 | 1.58 | $1.80 | 0.21 | 0.12 | 0.50 | 1.29 | 8.72 | 6.92 | 0.79 | $79.00 | 50.00 | 31 | 66.0 | 167.000 | 1.80 | 2024-06-03 |
| ARDX240621P00008000 | ARDX | PUT | Long | 8.00 | None | $0.79 | 1.58 | $1.86 | 0.21 | 0.78 | 0.50 | 1.29 | 8.72 | 6.86 | 0.79 | $79.00 | 50.00 | 28 | 66.0 | 167.000 | 1.86 | 2024-05-31 |
| ARDX240621P00008000 | ARDX | PUT | Long | 8.00 | None | $0.79 | 1.58 | $1.94 | 0.22 | 0.52 | 0.50 | 1.29 | 8.72 | 6.78 | 0.79 | $79.00 | 50.00 | 27 | 66.0 | 178.000 | 1.94 | 2024-05-30 |
| ARDX240621P00008000 | ARDX | PUT | Long | 8.00 | None | $0.80 | 1.60 | $2.11 | 0.24 | 1.55 | 0.50 | 1.30 | 8.72 | 6.61 | 0.80 | $80.00 | 50.00 | 26 | 1.0 | 178.000 | 2.11 | 2024-05-29 |
| ARDX240621P00008000 | ARDX | PUT | Long | 8.00 | None | $0.80 | 1.60 | $1.82 | 0.21 | -0.10 | 0.50 | 1.30 | 8.72 | 6.90 | 0.80 | $80.00 | 50.00 | 25 | 1.0 | 177.000 | 1.82 | 2024-05-28 |
| ARDX240621P00008000 | ARDX | PUT | Long | 8.00 | None | $0.70 | 1.40 | $1.97 | 0.23 | 0.04 | 0.50 | 1.20 | 8.72 | 6.75 | 0.70 | $70.00 | 50.00 | 24 | 100.0 | 277.000 | 1.97 | 2024-05-27 |
| ARDX240621P00008000 | ARDX | PUT | Long | 8.00 | None | $0.70 | 1.40 | $1.97 | 0.23 | 0.00 | 0.50 | 1.20 | 8.72 | 6.75 | 0.70 | $70.00 | 50.00 | 21 | 100.0 | 277.000 | 1.97 | 2024-05-24 |
| ARDX240621P00008000 | ARDX | PUT | Long | 8.00 | None | $0.00 | 0.00 | $1.28 | 0.15 | -0.08 | 0.50 | 0.50 | 8.72 | 7.44 | 0.00 | $0.00 | 50.00 | 20 | 100.0 | 277.000 | 1.28 | 2024-05-23 |
| ARDX240621P00008000 | ARDX | PUT | Long | 8.00 | None | $0.00 | 0.00 | $0.90 | 0.10 | 0.02 | 0.50 | 0.50 | 8.72 | 7.82 | 0.00 | $0.00 | 50.00 | 19 | 100.0 | 177.000 | 0.90 | 2024-05-22 |
| ARDX240621P00008000 | ARDX | PUT | Long | 8.00 | None | $0.28 | 0.56 | $1.00 | 0.11 | 0.22 | 0.50 | 0.78 | 8.72 | 7.72 | 0.28 | $28.00 | 50.00 | 18 | 110.0 | 177.000 | 1.00 | 2024-05-21 |
| ARDX240621P00008000 | ARDX | PUT | Long | 8.00 | None | $0.28 | 0.56 | $0.79 | 0.09 | -0.64 | 0.50 | 0.78 | 8.72 | 7.93 | 0.28 | $28.00 | 50.00 | 17 | 110.0 | 0.000 | 0.79 | 2024-05-20 |
| ARDX240621P00008000 | ARDX | PUT | Long | 8.00 | None | $0.28 | 0.56 | $0.91 | 0.10 | 0.09 | 0.50 | 0.78 | 8.72 | 7.81 | 0.28 | $28.00 | 50.00 | 16 | 110.0 | 177.000 | 0.91 | 2024-05-19 |
| ARDX240621P00008000 | ARDX | PUT | Long | 8.00 | None | $0.28 | 0.56 | $0.91 | 0.10 | 0.08 | 0.50 | 0.78 | 8.72 | 7.81 | 0.28 | $28.00 | 50.00 | 15 | 110.0 | 177.000 | 0.91 | 2024-05-18 |
| ARDX240621P00008000 | ARDX | PUT | Long | 8.00 | None | $0.28 | 0.56 | $0.90 | 0.10 | 0.07 | 0.50 | 0.78 | 8.72 | 7.82 | 0.28 | $28.00 | 50.00 | 14 | 110.0 | 177.000 | 0.90 | 2024-05-17 |
| ARDX240621P00008000 | ARDX | PUT | Long | 8.00 | None | $0.28 | 0.56 | $0.87 | 0.10 | -0.03 | 0.50 | 0.78 | 8.72 | 7.85 | 0.28 | $28.00 | 50.00 | 12 | 110.0 | 177.000 | 0.87 | 2024-05-15 |
| ARDX240621P00008000 | ARDX | PUT | Long | 8.00 | None | $0.28 | 0.56 | $0.93 | 0.11 | -0.04 | 0.50 | 0.78 | 8.72 | 7.79 | 0.28 | $28.00 | 50.00 | 11 | 110.0 | 177.000 | 0.93 | 2024-05-14 |
| ARDX240621P00008000 | ARDX | PUT | Long | 8.00 | None | $0.08 | 0.16 | $0.70 | 0.08 | -0.09 | 0.50 | 0.58 | 8.72 | 8.02 | 0.08 | $8.00 | 50.00 | 10 | 2.0 | 175.000 | 0.70 | 2024-05-13 |
| ARDX240621P00008000 | ARDX | PUT | Long | 8.00 | None | $0.25 | 0.50 | $0.95 | 0.11 | -0.64 | 0.50 | 0.75 | 8.72 | 7.77 | 0.25 | $25.00 | 50.00 | 9 | 1.0 | 175.000 | 0.95 | 2024-05-12 |
| ARDX240621P00008000 | ARDX | PUT | Long | 8.00 | None | $0.10 | 0.20 | $0.66 | 0.08 | 0.13 | 0.50 | 0.60 | 8.72 | 8.06 | 0.10 | $10.00 | 50.00 | 6 | 44.0 | 163.000 | 0.66 | 2024-05-09 |
| ARDX240621P00008000 | ARDX | PUT | Long | 8.00 | None | $-0.10 | -0.20 | $0.24 | 0.03 | -0.07 | 0.50 | 0.40 | 8.72 | 8.48 | -0.10 | $-10.00 | 50.00 | 5 | 1.0 | 163.000 | 0.24 | 2024-05-08 |
| ARDX240621P00008000 | ARDX | PUT | Long | 8.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.18; Exit EQ PnL: -0.44 | $-0.18 | -0.36 | $-0.59 | -0.07 | 0.00 | 0.50 | 0.32 | 8.72 | 9.31 | -0.18 | $-18.00 | 50.00 | 4 | 5.0 | 163.000 | -0.59 | 2024-05-07 |
| ARDX240621P00008000 | ARDX | PUT | Long | 8.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.50 | 0.50 | 8.72 | 8.72 | 0.00 | $0.00 | 50.00 | 0 | 182.0 | 20.000 | -0.00 | 2024-05-03 |