| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-30 | BBY | BBY240705P00074000 | 74.00 | 2.0 | 3.000 | 0.443 | 0.161 | 7.8 | 0.0 | -0.010 | 8.970 | 1.150 | 0.61 | 81.53 | 2024-07-05 | PUT | Long | 0.125 | 0.179 | 0.134 |
| 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 | BBY | 0.818 | 0.055 | 0.153 | 0.087 | 0.095 | 0.027 | 87.48 | 0.029 | 0.0000 | 68.28 | 103.30 | 21 | 1y | 91.68 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BBY240705P00074000 | BBY | PUT | Long | 74.00 | None | $-0.60 | -0.98 | $-0.80 | -0.01 | 0.22 | 0.61 | 0.01 | 81.53 | 82.33 | -0.60 | $-60.00 | 61.00 | 35 | 14.0 | 0.000 | -0.80 | 2024-07-04 |
| BBY240705P00074000 | BBY | PUT | Long | 74.00 | None | $-0.60 | -0.98 | $-0.80 | -0.01 | 0.10 | 0.61 | 0.01 | 81.53 | 82.33 | -0.60 | $-60.00 | 61.00 | 34 | 14.0 | 0.000 | -0.80 | 2024-07-03 |
| BBY240705P00074000 | BBY | PUT | Long | 74.00 | None | $-0.60 | -0.98 | $-0.64 | -0.01 | 0.19 | 0.61 | 0.01 | 81.53 | 82.17 | -0.60 | $-60.00 | 61.00 | 33 | 14.0 | 15.000 | -0.64 | 2024-07-02 |
| BBY240705P00074000 | BBY | PUT | Long | 74.00 | None | $-0.60 | -0.98 | $-0.75 | -0.01 | 0.23 | 0.61 | 0.01 | 81.53 | 82.28 | -0.60 | $-60.00 | 61.00 | 32 | 14.0 | 15.000 | -0.75 | 2024-07-01 |
| BBY240705P00074000 | BBY | PUT | Long | 74.00 | None | $-0.60 | -0.98 | $-2.79 | -0.03 | 0.24 | 0.61 | 0.01 | 81.53 | 84.32 | -0.60 | $-60.00 | 61.00 | 29 | 14.0 | 2.000 | -2.79 | 2024-06-28 |
| BBY240705P00074000 | BBY | PUT | Long | 74.00 | None | $0.00 | 0.00 | $-2.79 | -0.03 | 0.16 | 0.61 | 0.61 | 81.53 | 84.32 | 0.00 | $0.00 | 61.00 | 28 | 2.0 | 2.000 | -2.79 | 2024-06-27 |
| BBY240705P00074000 | BBY | PUT | Long | 74.00 | None | $0.00 | 0.00 | $-5.11 | -0.06 | 0.23 | 0.61 | 0.61 | 81.53 | 86.64 | 0.00 | $0.00 | 61.00 | 26 | 2.0 | 2.000 | -5.11 | 2024-06-25 |
| BBY240705P00074000 | BBY | PUT | Long | 74.00 | None | $0.00 | 0.00 | $-7.78 | -0.10 | 0.29 | 0.61 | 0.61 | 81.53 | 89.31 | 0.00 | $0.00 | 61.00 | 25 | 2.0 | 2.000 | -7.78 | 2024-06-24 |
| BBY240705P00074000 | BBY | PUT | Long | 74.00 | None | $0.00 | 0.00 | $-12.17 | -0.15 | 0.46 | 0.61 | 0.61 | 81.53 | 93.70 | 0.00 | $0.00 | 61.00 | 19 | 2.0 | 2.000 | -12.17 | 2024-06-18 |
| BBY240705P00074000 | BBY | PUT | Long | 74.00 | None | $0.00 | 0.00 | $-9.76 | -0.12 | 0.15 | 0.61 | 0.61 | 81.53 | 91.29 | 0.00 | $0.00 | 61.00 | 18 | 2.0 | 2.000 | -9.76 | 2024-06-17 |
| BBY240705P00074000 | BBY | PUT | Long | 74.00 | None | $0.00 | 0.00 | $-5.68 | -0.07 | 0.13 | 0.61 | 0.61 | 81.53 | 87.21 | 0.00 | $0.00 | 61.00 | 15 | 2.0 | 2.000 | -5.68 | 2024-06-14 |
| BBY240705P00074000 | BBY | PUT | Long | 74.00 | None | $0.00 | 0.00 | $-6.20 | -0.08 | 0.22 | 0.61 | 0.61 | 81.53 | 87.73 | 0.00 | $0.00 | 61.00 | 14 | 2.0 | 2.000 | -6.20 | 2024-06-13 |
| BBY240705P00074000 | BBY | PUT | Long | 74.00 | None | $0.00 | 0.00 | $-4.85 | -0.06 | 0.08 | 0.61 | 0.61 | 81.53 | 86.38 | 0.00 | $0.00 | 61.00 | 13 | 2.0 | 2.000 | -4.85 | 2024-06-12 |
| BBY240705P00074000 | BBY | PUT | Long | 74.00 | None | $0.00 | 0.00 | $-5.61 | -0.07 | 0.11 | 0.61 | 0.61 | 81.53 | 87.14 | 0.00 | $0.00 | 61.00 | 12 | 2.0 | 2.000 | -5.61 | 2024-06-11 |
| BBY240705P00074000 | BBY | PUT | Long | 74.00 | None | $0.00 | 0.00 | $-5.61 | -0.07 | 0.10 | 0.61 | 0.61 | 81.53 | 87.14 | 0.00 | $0.00 | 61.00 | 11 | 2.0 | 2.000 | -5.61 | 2024-06-10 |
| BBY240705P00074000 | BBY | PUT | Long | 74.00 | None | $0.00 | 0.00 | $-6.39 | -0.08 | 0.12 | 0.61 | 0.61 | 81.53 | 87.92 | 0.00 | $0.00 | 61.00 | 10 | 2.0 | 2.000 | -6.39 | 2024-06-09 |
| BBY240705P00074000 | BBY | PUT | Long | 74.00 | None | $0.00 | 0.00 | $-6.42 | -0.08 | 0.09 | 0.61 | 0.61 | 81.53 | 87.95 | 0.00 | $0.00 | 61.00 | 8 | 2.0 | 2.000 | -6.42 | 2024-06-07 |
| BBY240705P00074000 | BBY | PUT | Long | 74.00 | None | $0.00 | 0.00 | $-6.60 | -0.08 | 0.14 | 0.61 | 0.61 | 81.53 | 88.13 | 0.00 | $0.00 | 61.00 | 7 | 2.0 | 2.000 | -6.60 | 2024-06-06 |
| BBY240705P00074000 | BBY | PUT | Long | 74.00 | None | $0.00 | 0.00 | $-7.40 | -0.09 | 0.08 | 0.61 | 0.61 | 81.53 | 88.93 | 0.00 | $0.00 | 61.00 | 6 | 2.0 | 2.000 | -7.40 | 2024-06-05 |
| BBY240705P00074000 | BBY | PUT | Long | 74.00 | None | $0.00 | 0.00 | $-6.31 | -0.08 | 0.06 | 0.61 | 0.61 | 81.53 | 87.84 | 0.00 | $0.00 | 61.00 | 5 | 2.0 | 2.000 | -6.31 | 2024-06-04 |
| BBY240705P00074000 | BBY | PUT | Long | 74.00 | None | $0.00 | 0.00 | $-5.39 | -0.07 | -0.01 | 0.61 | 0.61 | 81.53 | 86.92 | 0.00 | $0.00 | 61.00 | 4 | 2.0 | 2.000 | -5.39 | 2024-06-03 |
| BBY240705P00074000 | BBY | PUT | Long | 74.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -2.62 | $0.00 | 0.00 | $-3.30 | -0.04 | -0.08 | 0.61 | 0.61 | 81.53 | 84.83 | 0.00 | $0.00 | 61.00 | 1 | 2.0 | 2.000 | -3.30 | 2024-05-31 |
| BBY240705P00074000 | BBY | PUT | Long | 74.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.61 | 0.61 | 81.53 | 81.53 | 0.00 | $0.00 | 61.00 | 0 | 2.0 | 3.000 | -0.00 | 2024-05-30 |