| 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 | BE | BE240621P00018000 | 18.00 | 260.0 | 11.000 | 0.659 | 0.308 | 0.5 | 0.7 | -0.010 | 1.130 | 1.380 | 1.50 | 17.69 | 2024-06-21 | PUT | Long | 0.336 | 0.352 | 0.122 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BE240621P00018000 | BE | PUT | Long | 18.00 | None | $1.94 | 0.94 | $3.33 | 0.20 | 1.25 | 2.06 | 4.00 | 16.97 | 13.64 | 1.94 | $194.00 | 206.00 | 27 | 1.0 | 292.000 | 3.33 | 2024-06-18 |
| BE240621P00018000 | BE | PUT | Long | 18.00 | None | $1.94 | 0.94 | $3.02 | 0.18 | 0.58 | 2.06 | 4.00 | 16.97 | 13.95 | 1.94 | $194.00 | 206.00 | 26 | 1.0 | 300.000 | 3.02 | 2024-06-17 |
| BE240621P00018000 | BE | PUT | Long | 18.00 | None | $1.64 | 0.80 | $2.62 | 0.15 | 0.37 | 2.06 | 3.70 | 16.97 | 14.35 | 1.64 | $164.00 | 206.00 | 23 | 11.0 | 299.000 | 2.62 | 2024-06-14 |
| BE240621P00018000 | BE | PUT | Long | 18.00 | None | $1.08 | 0.52 | $1.87 | 0.11 | 0.00 | 2.06 | 3.14 | 16.97 | 15.10 | 1.08 | $108.00 | 206.00 | 22 | 1.0 | 299.000 | 1.87 | 2024-06-13 |
| BE240621P00018000 | BE | PUT | Long | 18.00 | None | $1.08 | 0.52 | $1.66 | 0.10 | 0.70 | 2.06 | 3.14 | 16.97 | 15.31 | 1.08 | $108.00 | 206.00 | 21 | 1.0 | 299.000 | 1.66 | 2024-06-12 |
| BE240621P00018000 | BE | PUT | Long | 18.00 | None | $1.08 | 0.52 | $2.21 | 0.13 | 0.00 | 2.06 | 3.14 | 16.97 | 14.76 | 1.08 | $108.00 | 206.00 | 20 | 1.0 | 299.000 | 2.21 | 2024-06-11 |
| BE240621P00018000 | BE | PUT | Long | 18.00 | None | $1.08 | 0.52 | $1.86 | 0.11 | -0.74 | 2.06 | 3.14 | 16.97 | 15.11 | 1.08 | $108.00 | 206.00 | 19 | 1.0 | 299.000 | 1.86 | 2024-06-10 |
| BE240621P00018000 | BE | PUT | Long | 18.00 | None | $1.08 | 0.52 | $2.13 | 0.13 | 0.13 | 2.06 | 3.14 | 16.97 | 14.84 | 1.08 | $108.00 | 206.00 | 18 | 1.0 | 299.000 | 2.13 | 2024-06-09 |
| BE240621P00018000 | BE | PUT | Long | 18.00 | None | $1.08 | 0.52 | $2.14 | 0.13 | -0.19 | 2.06 | 3.14 | 16.97 | 14.83 | 1.08 | $108.00 | 206.00 | 16 | 1.0 | 299.000 | 2.14 | 2024-06-07 |
| BE240621P00018000 | BE | PUT | Long | 18.00 | None | $0.77 | 0.37 | $1.62 | 0.10 | -0.10 | 2.06 | 2.83 | 16.97 | 15.35 | 0.77 | $77.00 | 206.00 | 15 | 5.0 | 299.000 | 1.62 | 2024-06-06 |
| BE240621P00018000 | BE | PUT | Long | 18.00 | None | $0.77 | 0.37 | $1.28 | 0.08 | -0.17 | 2.06 | 2.83 | 16.97 | 15.69 | 0.77 | $77.00 | 206.00 | 14 | 5.0 | 299.000 | 1.28 | 2024-06-05 |
| BE240621P00018000 | BE | PUT | Long | 18.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $1.17 | 0.57 | $1.95 | 0.11 | -0.02 | 2.06 | 3.23 | 16.97 | 15.02 | 1.17 | $117.00 | 206.00 | 13 | 3.0 | 302.000 | 1.95 | 2024-06-04 |
| BE240621P00018000 | BE | PUT | Long | 18.00 | None | $0.24 | 0.12 | $1.21 | 0.07 | -0.11 | 2.06 | 2.30 | 16.97 | 15.76 | 0.24 | $24.00 | 206.00 | 12 | 10.0 | 302.000 | 1.21 | 2024-06-03 |
| BE240621P00018000 | BE | PUT | Long | 18.00 | None | $-0.21 | -0.10 | $0.65 | 0.04 | -0.74 | 2.06 | 1.85 | 16.97 | 16.32 | -0.21 | $-21.00 | 206.00 | 11 | 11.0 | 302.000 | 0.65 | 2024-06-02 |
| BE240621P00018000 | BE | PUT | Long | 18.00 | None | $-0.21 | -0.10 | $0.64 | 0.04 | -0.14 | 2.06 | 1.85 | 16.97 | 16.33 | -0.21 | $-21.00 | 206.00 | 9 | 11.0 | 302.000 | 0.64 | 2024-05-31 |
| BE240621P00018000 | BE | PUT | Long | 18.00 | None | $-0.21 | -0.10 | $0.32 | 0.02 | -0.08 | 2.06 | 1.85 | 16.97 | 16.65 | -0.21 | $-21.00 | 206.00 | 8 | 11.0 | 310.000 | 0.32 | 2024-05-30 |
| BE240621P00018000 | BE | PUT | Long | 18.00 | None | $0.64 | 0.31 | $1.45 | 0.09 | -0.10 | 2.06 | 2.70 | 16.97 | 15.52 | 0.64 | $64.00 | 206.00 | 7 | 45.0 | 292.000 | 1.45 | 2024-05-29 |
| BE240621P00018000 | BE | PUT | Long | 18.00 | None | $0.09 | 0.04 | $0.44 | 0.03 | -0.04 | 2.06 | 2.15 | 16.97 | 16.53 | 0.09 | $9.00 | 206.00 | 6 | 36.0 | 287.000 | 0.44 | 2024-05-28 |
| BE240621P00018000 | BE | PUT | Long | 18.00 | None | $0.19 | 0.09 | $0.68 | 0.04 | -0.03 | 2.06 | 2.25 | 16.97 | 16.29 | 0.19 | $19.00 | 206.00 | 5 | 4.0 | 287.000 | 0.68 | 2024-05-27 |
| BE240621P00018000 | BE | PUT | Long | 18.00 | None | $0.19 | 0.09 | $0.67 | 0.04 | -0.11 | 2.06 | 2.25 | 16.97 | 16.30 | 0.19 | $19.00 | 206.00 | 2 | 4.0 | 287.000 | 0.67 | 2024-05-24 |
| BE240621P00018000 | BE | PUT | Long | 18.00 | None | $0.51 | 0.25 | $1.24 | 0.07 | -0.16 | 2.06 | 2.57 | 16.97 | 15.73 | 0.51 | $51.00 | 206.00 | 1 | 100.0 | 274.000 | 1.24 | 2024-05-23 |
| BE240621P00018000 | BE | PUT | Long | 18.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 2.06 | 2.06 | 16.97 | 16.97 | 0.00 | $0.00 | 206.00 | 0 | 334.0 | 11.000 | -0.00 | 2024-05-22 |