| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-16 | AUR | AUR240816P00005000 | 5.00 | 29.0 | 103.000 | 1.070 | 0.422 | 0.2 | 0.4 | -0.020 | 0.550 | 0.780 | 0.75 | 4.74 | 2024-08-16 | PUT | Long | 0.447 | 0.451 | 0.069 |
| 2024-07-15 | AUR | AUR240816P00005000 | 5.00 | 73.0 | 41.000 | 1.020 | 0.405 | 0.1 | 0.5 | -0.010 | 0.450 | 0.820 | 0.80 | 4.61 | 2024-08-16 | PUT | Long | 0.391 | 0.447 | 0.246 |
| 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 | AUR | 0.636 | 0.182 | 0.344 | 0.255 | 0.295 | -0.050 | 8.06 | 0.000 | 0.0000 | 2.12 | 8.06 | 21 | 1y | 5.85 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AUR240816P00005000 | AUR | PUT | Long | 5.00 | None | $0.65 | 0.81 | $0.92 | 0.20 | 1.42 | 0.80 | 1.45 | 4.61 | 3.69 | 0.65 | $65.00 | 80.00 | 31 | 3.0 | 81.000 | 0.92 | 2024-08-15 |
| AUR240816P00005000 | AUR | PUT | Long | 5.00 | None | $0.65 | 0.81 | $1.23 | 0.27 | 1.82 | 0.80 | 1.45 | 4.61 | 3.38 | 0.65 | $65.00 | 80.00 | 30 | 3.0 | 81.000 | 1.23 | 2024-08-14 |
| AUR240816P00005000 | AUR | PUT | Long | 5.00 | None | $0.65 | 0.81 | $1.00 | 0.22 | 7.39 | 0.80 | 1.45 | 4.61 | 3.61 | 0.65 | $65.00 | 80.00 | 29 | 3.0 | 135.000 | 1.00 | 2024-08-13 |
| AUR240816P00005000 | AUR | PUT | Long | 5.00 | None | $0.65 | 0.81 | $1.09 | 0.24 | 2.37 | 0.80 | 1.45 | 4.61 | 3.52 | 0.65 | $65.00 | 80.00 | 28 | 3.0 | 135.000 | 1.09 | 2024-08-12 |
| AUR240816P00005000 | AUR | PUT | Long | 5.00 | None | $0.70 | 0.88 | $1.10 | 0.24 | 4.93 | 0.80 | 1.50 | 4.61 | 3.51 | 0.70 | $70.00 | 80.00 | 25 | 3.0 | 173.000 | 1.10 | 2024-08-09 |
| AUR240816P00005000 | AUR | PUT | Long | 5.00 | None | $1.10 | 1.38 | $1.08 | 0.23 | 0.73 | 0.80 | 1.90 | 4.61 | 3.53 | 1.10 | $110.00 | 80.00 | 24 | 7.0 | 173.000 | 1.08 | 2024-08-08 |
| AUR240816P00005000 | AUR | PUT | Long | 5.00 | None | $0.65 | 0.81 | $1.30 | 0.28 | 1.29 | 0.80 | 1.45 | 4.61 | 3.31 | 0.65 | $65.00 | 80.00 | 23 | 34.0 | 251.000 | 1.30 | 2024-08-07 |
| AUR240816P00005000 | AUR | PUT | Long | 5.00 | None | $0.65 | 0.81 | $1.09 | 0.24 | 0.68 | 0.80 | 1.45 | 4.61 | 3.52 | 0.65 | $65.00 | 80.00 | 22 | 34.0 | 254.000 | 1.09 | 2024-08-06 |
| AUR240816P00005000 | AUR | PUT | Long | 5.00 | None | $0.10 | 0.12 | $0.31 | 0.07 | -0.04 | 0.80 | 0.90 | 4.61 | 4.30 | 0.10 | $10.00 | 80.00 | 14 | 11.0 | 281.000 | 0.31 | 2024-07-29 |
| AUR240816P00005000 | AUR | PUT | Long | 5.00 | None | $0.10 | 0.12 | $0.38 | 0.08 | 0.91 | 0.80 | 0.90 | 4.61 | 4.23 | 0.10 | $10.00 | 80.00 | 11 | 11.0 | 270.000 | 0.38 | 2024-07-26 |
| AUR240816P00005000 | AUR | PUT | Long | 5.00 | None | $0.20 | 0.25 | $0.45 | 0.10 | -0.00 | 0.80 | 1.00 | 4.61 | 4.16 | 0.20 | $20.00 | 80.00 | 10 | 71.0 | 274.000 | 0.45 | 2024-07-25 |
| AUR240816P00005000 | AUR | PUT | Long | 5.00 | None | $0.00 | 0.00 | $0.47 | 0.10 | -0.07 | 0.80 | 0.80 | 4.61 | 4.14 | 0.00 | $0.00 | 80.00 | 9 | 11.0 | 274.000 | 0.47 | 2024-07-24 |
| AUR240816P00005000 | AUR | PUT | Long | 5.00 | None | $0.00 | 0.00 | $0.20 | 0.04 | -0.06 | 0.80 | 0.80 | 4.61 | 4.41 | 0.00 | $0.00 | 80.00 | 8 | 11.0 | 275.000 | 0.20 | 2024-07-23 |
| AUR240816P00005000 | AUR | PUT | Long | 5.00 | None | $0.20 | 0.25 | $0.41 | 0.09 | 0.43 | 0.80 | 1.00 | 4.61 | 4.20 | 0.20 | $20.00 | 80.00 | 7 | 27.0 | 290.000 | 0.41 | 2024-07-22 |
| AUR240816P00005000 | AUR | PUT | Long | 5.00 | None | $0.20 | 0.25 | $0.38 | 0.08 | 0.00 | 0.80 | 1.00 | 4.61 | 4.23 | 0.20 | $20.00 | 80.00 | 4 | 21.0 | 277.000 | 0.38 | 2024-07-19 |
| AUR240816P00005000 | AUR | PUT | Long | 5.00 | None | $0.20 | 0.25 | $0.32 | 0.07 | 0.07 | 0.80 | 1.00 | 4.61 | 4.29 | 0.20 | $20.00 | 80.00 | 3 | 118.0 | 288.000 | 0.32 | 2024-07-18 |
| AUR240816P00005000 | AUR | PUT | Long | 5.00 | None | $0.27 | 0.34 | $0.29 | 0.06 | 0.09 | 0.80 | 1.07 | 4.61 | 4.32 | 0.27 | $27.00 | 80.00 | 2 | 103.0 | 281.000 | 0.29 | 2024-07-17 |
| AUR240816P00005000 | AUR | PUT | Long | 5.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.10; Exit EQ PnL: -0.17 | $-0.15 | -0.19 | $-0.32 | -0.07 | -0.01 | 0.80 | 0.65 | 4.61 | 4.93 | -0.15 | $-15.00 | 80.00 | 1 | 236.0 | 103.000 | -0.32 | 2024-07-16 |
| AUR240816P00005000 | AUR | PUT | Long | 5.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.80 | 0.80 | 4.61 | 4.61 | 0.00 | $0.00 | 80.00 | 0 | 73.0 | 41.000 | -0.00 | 2024-07-15 |