| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-06-27 | BB | BB240802P00002500 | 2.50 | 105.0 | 139.000 | 0.633 | 0.272 | 0.1 | 0.1 | -0.010 | 0.180 | 0.170 | 0.23 | 2.51 | 2024-08-02 | PUT | Long | 0.294 | 0.313 | 0.109 |
| 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 | BB | 0.727 | 0.098 | 0.227 | 0.161 | 0.221 | 0.123 | 3.17 | -0.152 | 0.0000 | 2.11 | 4.21 | 21 | 1y | 2.39 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BB240802P00002500 | BB | PUT | Long | 2.50 | None | $-0.23 | -0.82 | $-0.01 | -0.00 | -0.32 | 0.28 | 0.05 | 2.45 | 2.46 | -0.23 | $-23.00 | 28.00 | 32 | 15.0 | 6599.000 | -0.01 | 2024-07-29 |
| BB240802P00002500 | BB | PUT | Long | 2.50 | None | $-0.22 | -0.79 | $-0.02 | -0.01 | -0.23 | 0.28 | 0.06 | 2.45 | 2.47 | -0.22 | $-22.00 | 28.00 | 29 | 133.0 | 6467.000 | -0.02 | 2024-07-26 |
| BB240802P00002500 | BB | PUT | Long | 2.50 | None | $-0.18 | -0.64 | $0.04 | 0.02 | -0.31 | 0.28 | 0.10 | 2.45 | 2.41 | -0.18 | $-18.00 | 28.00 | 28 | 16.0 | 6467.000 | 0.04 | 2024-07-25 |
| BB240802P00002500 | BB | PUT | Long | 2.50 | None | $-0.16 | -0.57 | $0.06 | 0.02 | -0.36 | 0.28 | 0.12 | 2.45 | 2.39 | -0.16 | $-16.00 | 28.00 | 27 | 2354.0 | 4125.000 | 0.06 | 2024-07-24 |
| BB240802P00002500 | BB | PUT | Long | 2.50 | None | $-0.19 | -0.68 | $-0.01 | -0.00 | -0.33 | 0.28 | 0.09 | 2.45 | 2.46 | -0.19 | $-19.00 | 28.00 | 26 | 221.0 | 3819.000 | -0.01 | 2024-07-23 |
| BB240802P00002500 | BB | PUT | Long | 2.50 | None | $-0.17 | -0.61 | $0.03 | 0.01 | -0.32 | 0.28 | 0.11 | 2.45 | 2.42 | -0.17 | $-17.00 | 28.00 | 25 | 192.0 | 3586.000 | 0.03 | 2024-07-22 |
| BB240802P00002500 | BB | PUT | Long | 2.50 | None | $-0.15 | -0.54 | $0.04 | 0.02 | -0.27 | 0.28 | 0.13 | 2.45 | 2.41 | -0.15 | $-15.00 | 28.00 | 22 | 56.0 | 3526.000 | 0.04 | 2024-07-19 |
| BB240802P00002500 | BB | PUT | Long | 2.50 | None | $-0.14 | -0.50 | $0.05 | 0.02 | -0.26 | 0.28 | 0.14 | 2.45 | 2.40 | -0.14 | $-14.00 | 28.00 | 21 | 463.0 | 3043.000 | 0.05 | 2024-07-18 |
| BB240802P00002500 | BB | PUT | Long | 2.50 | None | $-0.18 | -0.64 | $-0.04 | -0.02 | -0.32 | 0.28 | 0.10 | 2.45 | 2.49 | -0.18 | $-18.00 | 28.00 | 20 | 876.0 | 2146.000 | -0.04 | 2024-07-17 |
| BB240802P00002500 | BB | PUT | Long | 2.50 | None | $-0.19 | -0.68 | $-0.11 | -0.04 | -0.21 | 0.28 | 0.09 | 2.45 | 2.56 | -0.19 | $-19.00 | 28.00 | 19 | 459.0 | 1950.000 | -0.11 | 2024-07-16 |
| BB240802P00002500 | BB | PUT | Long | 2.50 | None | $-0.18 | -0.64 | $-0.06 | -0.02 | -0.27 | 0.28 | 0.10 | 2.45 | 2.51 | -0.18 | $-18.00 | 28.00 | 18 | 406.0 | 1564.000 | -0.06 | 2024-07-15 |
| BB240802P00002500 | BB | PUT | Long | 2.50 | None | $-0.17 | -0.61 | $-0.06 | -0.02 | -0.18 | 0.28 | 0.11 | 2.45 | 2.51 | -0.17 | $-17.00 | 28.00 | 15 | 581.0 | 984.000 | -0.06 | 2024-07-12 |
| BB240802P00002500 | BB | PUT | Long | 2.50 | None | $-0.15 | -0.54 | $-0.03 | -0.01 | -0.25 | 0.28 | 0.13 | 2.45 | 2.48 | -0.15 | $-15.00 | 28.00 | 14 | 76.0 | 657.000 | -0.03 | 2024-07-11 |
| BB240802P00002500 | BB | PUT | Long | 2.50 | None | $-0.09 | -0.32 | $0.03 | 0.01 | -0.19 | 0.28 | 0.19 | 2.45 | 2.42 | -0.09 | $-9.00 | 28.00 | 13 | 8.0 | 649.000 | 0.03 | 2024-07-10 |
| BB240802P00002500 | BB | PUT | Long | 2.50 | None | $-0.11 | -0.39 | $0.03 | 0.01 | -0.20 | 0.28 | 0.17 | 2.45 | 2.42 | -0.11 | $-11.00 | 28.00 | 12 | 34.0 | 625.000 | 0.03 | 2024-07-09 |
| BB240802P00002500 | BB | PUT | Long | 2.50 | None | $-0.08 | -0.29 | $0.02 | 0.01 | -0.23 | 0.28 | 0.20 | 2.45 | 2.43 | -0.08 | $-8.00 | 28.00 | 11 | 151.0 | 581.000 | 0.02 | 2024-07-08 |
| BB240802P00002500 | BB | PUT | Long | 2.50 | None | $-0.13 | -0.46 | $-0.04 | -0.02 | -0.11 | 0.28 | 0.15 | 2.45 | 2.49 | -0.13 | $-13.00 | 28.00 | 8 | 12.0 | 572.000 | -0.04 | 2024-07-05 |
| BB240802P00002500 | BB | PUT | Long | 2.50 | None | $-0.10 | -0.36 | $-0.04 | -0.02 | -0.17 | 0.28 | 0.18 | 2.45 | 2.49 | -0.10 | $-10.00 | 28.00 | 7 | 105.0 | 0.000 | -0.04 | 2024-07-04 |
| BB240802P00002500 | BB | PUT | Long | 2.50 | None | $-0.10 | -0.36 | $-0.04 | -0.02 | -0.18 | 0.28 | 0.18 | 2.45 | 2.49 | -0.10 | $-10.00 | 28.00 | 6 | 105.0 | 0.000 | -0.04 | 2024-07-03 |
| BB240802P00002500 | BB | PUT | Long | 2.50 | None | $-0.06 | -0.21 | $-0.00 | -0.00 | 0.16 | 0.28 | 0.22 | 2.45 | 2.45 | -0.06 | $-6.00 | 28.00 | 5 | 110.0 | 471.000 | -0.00 | 2024-07-02 |
| BB240802P00002500 | BB | PUT | Long | 2.50 | None | $-0.06 | -0.21 | $0.02 | 0.01 | 0.36 | 0.28 | 0.22 | 2.45 | 2.43 | -0.06 | $-6.00 | 28.00 | 4 | 110.0 | 472.000 | 0.02 | 2024-07-01 |
| BB240802P00002500 | BB | PUT | Long | 2.50 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.02; Exit EQ PnL: -0.08 | $-0.09 | -0.32 | $-0.04 | -0.02 | -0.08 | 0.28 | 0.19 | 2.45 | 2.49 | -0.09 | $-9.00 | 28.00 | 1 | 135.0 | 340.000 | -0.04 | 2024-06-28 |
| BB240802P00002500 | BB | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.28 | 0.28 | 2.45 | 2.45 | 0.00 | $0.00 | 28.00 | 0 | 206.0 | 139.000 | -0.00 | 2024-06-27 |