| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-22 | ARRY | ARRY240621P00012500 | 12.50 | 191.0 | 4611.000 | 0.640 | 0.268 | 0.7 | 0.2 | -0.010 | 1.150 | 0.630 | 0.75 | 12.98 | 2024-06-21 | PUT | Long | 0.276 | 0.319 | 0.168 |
| 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 | ARRY | 0.909 | 0.133 | 0.376 | 0.214 | 0.215 | -0.161 | 5.47 | 0.087 | 0.0000 | 5.16 | 18.97 | 21 | 1y | 6.64 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ARRY240621P00012500 | ARRY | PUT | Long | 12.50 | None | $-0.59 | -0.79 | $0.16 | 0.01 | -0.11 | 0.75 | 0.16 | 12.98 | 12.82 | -0.59 | $-59.00 | 75.00 | 27 | 825.0 | 4538.000 | 0.16 | 2024-06-18 |
| ARRY240621P00012500 | ARRY | PUT | Long | 12.50 | None | $-0.40 | -0.53 | $0.58 | 0.04 | 0.00 | 0.75 | 0.35 | 12.98 | 12.40 | -0.40 | $-40.00 | 75.00 | 26 | 372.0 | 4398.000 | 0.58 | 2024-06-17 |
| ARRY240621P00012500 | ARRY | PUT | Long | 12.50 | None | $-0.29 | -0.39 | $0.56 | 0.04 | -0.02 | 0.75 | 0.46 | 12.98 | 12.42 | -0.29 | $-29.00 | 75.00 | 23 | 223.0 | 4381.000 | 0.56 | 2024-06-14 |
| ARRY240621P00012500 | ARRY | PUT | Long | 12.50 | None | $-0.35 | -0.47 | $-0.00 | -0.00 | -0.01 | 0.75 | 0.40 | 12.98 | 12.98 | -0.35 | $-35.00 | 75.00 | 22 | 19.0 | 4371.000 | -0.00 | 2024-06-13 |
| ARRY240621P00012500 | ARRY | PUT | Long | 12.50 | None | $-0.50 | -0.67 | $-0.15 | -0.01 | -0.04 | 0.75 | 0.25 | 12.98 | 13.13 | -0.50 | $-50.00 | 75.00 | 21 | 164.0 | 4348.000 | -0.15 | 2024-06-12 |
| ARRY240621P00012500 | ARRY | PUT | Long | 12.50 | None | $-0.40 | -0.53 | $-0.16 | -0.01 | -0.00 | 0.75 | 0.35 | 12.98 | 13.14 | -0.40 | $-40.00 | 75.00 | 20 | 566.0 | 4354.000 | -0.16 | 2024-06-11 |
| ARRY240621P00012500 | ARRY | PUT | Long | 12.50 | None | $-0.55 | -0.73 | $-1.01 | -0.08 | 0.02 | 0.75 | 0.20 | 12.98 | 13.99 | -0.55 | $-55.00 | 75.00 | 19 | 131.0 | 4403.000 | -1.01 | 2024-06-10 |
| ARRY240621P00012500 | ARRY | PUT | Long | 12.50 | None | $-0.47 | -0.63 | $-0.46 | -0.04 | 0.07 | 0.75 | 0.28 | 12.98 | 13.44 | -0.47 | $-47.00 | 75.00 | 18 | 80.0 | 4360.000 | -0.46 | 2024-06-09 |
| ARRY240621P00012500 | ARRY | PUT | Long | 12.50 | None | $-0.47 | -0.63 | $-0.46 | -0.04 | -0.06 | 0.75 | 0.28 | 12.98 | 13.44 | -0.47 | $-47.00 | 75.00 | 16 | 80.0 | 4360.000 | -0.46 | 2024-06-07 |
| ARRY240621P00012500 | ARRY | PUT | Long | 12.50 | None | $-0.47 | -0.63 | $-0.72 | -0.06 | -0.01 | 0.75 | 0.28 | 12.98 | 13.70 | -0.47 | $-47.00 | 75.00 | 15 | 106.0 | 4362.000 | -0.72 | 2024-06-06 |
| ARRY240621P00012500 | ARRY | PUT | Long | 12.50 | None | $-0.50 | -0.67 | $-0.92 | -0.07 | 0.02 | 0.75 | 0.25 | 12.98 | 13.90 | -0.50 | $-50.00 | 75.00 | 14 | 9.0 | 4357.000 | -0.92 | 2024-06-05 |
| ARRY240621P00012500 | ARRY | PUT | Long | 12.50 | None | $-0.40 | -0.53 | $-0.58 | -0.04 | 0.02 | 0.75 | 0.35 | 12.98 | 13.56 | -0.40 | $-40.00 | 75.00 | 13 | 6.0 | 4353.000 | -0.58 | 2024-06-04 |
| ARRY240621P00012500 | ARRY | PUT | Long | 12.50 | None | $-0.45 | -0.60 | $-0.84 | -0.06 | 0.02 | 0.75 | 0.30 | 12.98 | 13.82 | -0.45 | $-45.00 | 75.00 | 12 | 92.0 | 4369.000 | -0.84 | 2024-06-03 |
| ARRY240621P00012500 | ARRY | PUT | Long | 12.50 | None | $-0.40 | -0.53 | $-1.20 | -0.09 | 0.08 | 0.75 | 0.35 | 12.98 | 14.18 | -0.40 | $-40.00 | 75.00 | 9 | 51.0 | 4379.000 | -1.20 | 2024-05-31 |
| ARRY240621P00012500 | ARRY | PUT | Long | 12.50 | None | $-0.42 | -0.56 | $-1.21 | -0.09 | 0.04 | 0.75 | 0.33 | 12.98 | 14.19 | -0.42 | $-42.00 | 75.00 | 8 | 237.0 | 4365.000 | -1.21 | 2024-05-30 |
| ARRY240621P00012500 | ARRY | PUT | Long | 12.50 | None | $-0.35 | -0.47 | $-0.83 | -0.06 | 0.04 | 0.75 | 0.40 | 12.98 | 13.81 | -0.35 | $-35.00 | 75.00 | 7 | 65.0 | 4339.000 | -0.83 | 2024-05-29 |
| ARRY240621P00012500 | ARRY | PUT | Long | 12.50 | None | $-0.30 | -0.40 | $-0.51 | -0.04 | 0.03 | 0.75 | 0.45 | 12.98 | 13.49 | -0.30 | $-30.00 | 75.00 | 6 | 67.0 | 4344.000 | -0.51 | 2024-05-28 |
| ARRY240621P00012500 | ARRY | PUT | Long | 12.50 | None | $-0.25 | -0.33 | $-0.61 | -0.05 | 0.04 | 0.75 | 0.50 | 12.98 | 13.59 | -0.25 | $-25.00 | 75.00 | 5 | 604.0 | 4586.000 | -0.61 | 2024-05-27 |
| ARRY240621P00012500 | ARRY | PUT | Long | 12.50 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.15; Exit EQ PnL: -0.62 | $-0.25 | -0.33 | $-0.61 | -0.05 | -0.01 | 0.75 | 0.50 | 12.98 | 13.59 | -0.25 | $-25.00 | 75.00 | 2 | 584.0 | 4586.000 | -0.61 | 2024-05-24 |
| ARRY240621P00012500 | ARRY | PUT | Long | 12.50 | None | $0.00 | 0.00 | $0.19 | 0.01 | -0.03 | 0.75 | 0.75 | 12.98 | 12.79 | 0.00 | $0.00 | 75.00 | 1 | 47.0 | 4559.000 | 0.19 | 2024-05-23 |
| ARRY240621P00012500 | ARRY | PUT | Long | 12.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.75 | 0.75 | 12.98 | 12.98 | 0.00 | $0.00 | 75.00 | 0 | 191.0 | 4611.000 | -0.00 | 2024-05-22 |