| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-21 | BE | BE240621P00015000 | 15.00 | 207.0 | 6349.000 | 0.627 | 0.269 | 0.5 | 0.4 | -0.010 | 1.100 | 0.910 | 1.04 | 15.13 | 2024-06-21 | PUT | Long | 0.299 | 0.336 | 0.171 |
| 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 | BE | 1.000 | 0.140 | 0.540 | 0.231 | 0.203 | -0.336 | 24.77 | -0.227 | 0.0000 | 8.58 | 27.45 | 21 | 1y | 11.41 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BE240621P00015000 | BE | PUT | Long | 15.00 | None | $0.36 | 0.35 | $1.49 | 0.10 | 0.22 | 1.04 | 1.40 | 15.13 | 13.64 | 0.36 | $36.00 | 104.00 | 28 | 37.0 | 6171.000 | 1.49 | 2024-06-18 |
| BE240621P00015000 | BE | PUT | Long | 15.00 | None | $0.01 | 0.01 | $1.18 | 0.08 | 0.02 | 1.04 | 1.05 | 15.13 | 13.95 | 0.01 | $1.00 | 104.00 | 27 | 15.0 | 6183.000 | 1.18 | 2024-06-17 |
| BE240621P00015000 | BE | PUT | Long | 15.00 | None | $-0.19 | -0.18 | $0.78 | 0.05 | -0.07 | 1.04 | 0.85 | 15.13 | 14.35 | -0.19 | $-19.00 | 104.00 | 24 | 412.0 | 6382.000 | 0.78 | 2024-06-14 |
| BE240621P00015000 | BE | PUT | Long | 15.00 | None | $-0.64 | -0.62 | $0.03 | 0.00 | -0.15 | 1.04 | 0.40 | 15.13 | 15.10 | -0.64 | $-64.00 | 104.00 | 23 | 75.0 | 6147.000 | 0.03 | 2024-06-13 |
| BE240621P00015000 | BE | PUT | Long | 15.00 | None | $-0.64 | -0.62 | $-0.18 | -0.01 | -0.11 | 1.04 | 0.40 | 15.13 | 15.31 | -0.64 | $-64.00 | 104.00 | 22 | 250.0 | 6154.000 | -0.18 | 2024-06-12 |
| BE240621P00015000 | BE | PUT | Long | 15.00 | None | $-0.24 | -0.23 | $0.37 | 0.02 | -0.12 | 1.04 | 0.80 | 15.13 | 14.76 | -0.24 | $-24.00 | 104.00 | 21 | 149.0 | 6228.000 | 0.37 | 2024-06-11 |
| BE240621P00015000 | BE | PUT | Long | 15.00 | None | $-0.59 | -0.57 | $0.02 | 0.00 | -0.12 | 1.04 | 0.45 | 15.13 | 15.11 | -0.59 | $-59.00 | 104.00 | 20 | 93.0 | 6200.000 | 0.02 | 2024-06-10 |
| BE240621P00015000 | BE | PUT | Long | 15.00 | None | $-0.34 | -0.33 | $0.29 | 0.02 | -0.08 | 1.04 | 0.70 | 15.13 | 14.84 | -0.34 | $-34.00 | 104.00 | 19 | 40.0 | 6212.000 | 0.29 | 2024-06-09 |
| BE240621P00015000 | BE | PUT | Long | 15.00 | None | $-0.34 | -0.33 | $0.30 | 0.02 | -0.12 | 1.04 | 0.70 | 15.13 | 14.83 | -0.34 | $-34.00 | 104.00 | 17 | 40.0 | 6212.000 | 0.30 | 2024-06-07 |
| BE240621P00015000 | BE | PUT | Long | 15.00 | None | $-0.54 | -0.52 | $-0.22 | -0.01 | -0.08 | 1.04 | 0.50 | 15.13 | 15.35 | -0.54 | $-54.00 | 104.00 | 16 | 416.0 | 6057.000 | -0.22 | 2024-06-06 |
| BE240621P00015000 | BE | PUT | Long | 15.00 | None | $-0.64 | -0.62 | $-0.56 | -0.04 | -0.08 | 1.04 | 0.40 | 15.13 | 15.69 | -0.64 | $-64.00 | 104.00 | 15 | 114.0 | 6079.000 | -0.56 | 2024-06-05 |
| BE240621P00015000 | BE | PUT | Long | 15.00 | None | $-0.30 | -0.29 | $0.11 | 0.01 | -0.06 | 1.04 | 0.74 | 15.13 | 15.02 | -0.30 | $-30.00 | 104.00 | 14 | 333.0 | 6149.000 | 0.11 | 2024-06-04 |
| BE240621P00015000 | BE | PUT | Long | 15.00 | None | $-0.59 | -0.57 | $-0.63 | -0.04 | -0.08 | 1.04 | 0.45 | 15.13 | 15.76 | -0.59 | $-59.00 | 104.00 | 13 | 202.0 | 6086.000 | -0.63 | 2024-06-03 |
| BE240621P00015000 | BE | PUT | Long | 15.00 | None | $-0.60 | -0.58 | $-1.20 | -0.08 | -0.03 | 1.04 | 0.44 | 15.13 | 16.33 | -0.60 | $-60.00 | 104.00 | 10 | 190.0 | 6070.000 | -1.20 | 2024-05-31 |
| BE240621P00015000 | BE | PUT | Long | 15.00 | None | $-0.69 | -0.66 | $-1.52 | -0.10 | -0.00 | 1.04 | 0.35 | 15.13 | 16.65 | -0.69 | $-69.00 | 104.00 | 9 | 57.0 | 6040.000 | -1.52 | 2024-05-30 |
| BE240621P00015000 | BE | PUT | Long | 15.00 | None | $-0.33 | -0.32 | $-0.39 | -0.03 | -0.02 | 1.04 | 0.71 | 15.13 | 15.52 | -0.33 | $-33.00 | 104.00 | 8 | 493.0 | 5992.000 | -0.39 | 2024-05-29 |
| BE240621P00015000 | BE | PUT | Long | 15.00 | None | $-0.54 | -0.52 | $-1.40 | -0.09 | 0.06 | 1.04 | 0.50 | 15.13 | 16.53 | -0.54 | $-54.00 | 104.00 | 7 | 2556.0 | 3864.000 | -1.40 | 2024-05-28 |
| BE240621P00015000 | BE | PUT | Long | 15.00 | None | $-0.44 | -0.42 | $-1.16 | -0.08 | 0.05 | 1.04 | 0.60 | 15.13 | 16.29 | -0.44 | $-44.00 | 104.00 | 6 | 1770.0 | 4945.000 | -1.16 | 2024-05-27 |
| BE240621P00015000 | BE | PUT | Long | 15.00 | None | $-0.39 | -0.38 | $-1.17 | -0.08 | -0.02 | 1.04 | 0.65 | 15.13 | 16.30 | -0.39 | $-39.00 | 104.00 | 3 | 1769.0 | 4945.000 | -1.17 | 2024-05-24 |
| BE240621P00015000 | BE | PUT | Long | 15.00 | None | $-0.29 | -0.28 | $-0.60 | -0.04 | -0.03 | 1.04 | 0.75 | 15.13 | 15.73 | -0.29 | $-29.00 | 104.00 | 2 | 5007.0 | 6632.000 | -0.60 | 2024-05-23 |
| BE240621P00015000 | BE | PUT | Long | 15.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.04; Exit EQ PnL: -0.95 | $-0.59 | -0.57 | $-1.84 | -0.12 | 0.08 | 1.04 | 0.45 | 15.13 | 16.97 | -0.59 | $-59.00 | 104.00 | 1 | 630.0 | 6458.000 | -1.84 | 2024-05-22 |
| BE240621P00015000 | BE | PUT | Long | 15.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 1.04 | 1.04 | 15.13 | 15.13 | 0.00 | $0.00 | 104.00 | 0 | 207.0 | 6349.000 | -0.00 | 2024-05-21 |