| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-11-16 | BE | BE241220P00018000 | 18.00 | 219.0 | 207.000 | 0.902 | 0.550 | 3.4 | 0.2 | -0.140 | 3.860 | 0.660 | 0.85 | 21.14 | 2024-12-20 | PUT | Long | 0.361 | 0.590 | 0.592 |
| 2024-11-15 | BE | BE241220P00018000 | 18.00 | 130.0 | 207.000 | 0.864 | 0.555 | 3.5 | 0.2 | -0.130 | 3.940 | 0.730 | 0.96 | 21.14 | 2024-12-20 | PUT | Long | 0.363 | 0.591 | 0.591 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BE241220P00018000 | BE | PUT | Long | 18.00 | None | $-0.94 | -0.98 | $-1.74 | -0.08 | 1.44 | 0.96 | 0.02 | 21.14 | 22.88 | -0.94 | $-94.00 | 96.00 | 34 | 15.0 | 562.000 | -1.74 | 2024-12-19 |
| BE241220P00018000 | BE | PUT | Long | 18.00 | None | $-0.94 | -0.98 | $-2.31 | -0.11 | 2.32 | 0.96 | 0.02 | 21.14 | 23.45 | -0.94 | $-94.00 | 96.00 | 33 | 15.0 | 562.000 | -2.31 | 2024-12-18 |
| BE241220P00018000 | BE | PUT | Long | 18.00 | None | $-0.94 | -0.98 | $-3.63 | -0.17 | 0.94 | 0.96 | 0.02 | 21.14 | 24.77 | -0.94 | $-94.00 | 96.00 | 32 | 15.0 | 562.000 | -3.63 | 2024-12-17 |
| BE241220P00018000 | BE | PUT | Long | 18.00 | None | $-0.94 | -0.98 | $-5.03 | -0.24 | 1.16 | 0.96 | 0.02 | 21.14 | 26.17 | -0.94 | $-94.00 | 96.00 | 31 | 15.0 | 562.000 | -5.03 | 2024-12-16 |
| BE241220P00018000 | BE | PUT | Long | 18.00 | None | $-0.94 | -0.98 | $-4.46 | -0.21 | 0.28 | 0.96 | 0.02 | 21.14 | 25.60 | -0.94 | $-94.00 | 96.00 | 28 | 15.0 | 572.000 | -4.46 | 2024-12-13 |
| BE241220P00018000 | BE | PUT | Long | 18.00 | None | $-0.91 | -0.95 | $-3.67 | -0.17 | 0.35 | 0.96 | 0.05 | 21.14 | 24.81 | -0.91 | $-91.00 | 96.00 | 27 | 9.0 | 572.000 | -3.67 | 2024-12-12 |
| BE241220P00018000 | BE | PUT | Long | 18.00 | None | $-0.91 | -0.95 | $-2.46 | -0.12 | 0.14 | 0.96 | 0.05 | 21.14 | 23.60 | -0.91 | $-91.00 | 96.00 | 26 | 9.0 | 572.000 | -2.46 | 2024-12-11 |
| BE241220P00018000 | BE | PUT | Long | 18.00 | None | $-0.91 | -0.95 | $-2.33 | -0.11 | 0.08 | 0.96 | 0.05 | 21.14 | 23.47 | -0.91 | $-91.00 | 96.00 | 25 | 9.0 | 572.000 | -2.33 | 2024-12-10 |
| BE241220P00018000 | BE | PUT | Long | 18.00 | None | $-0.91 | -0.95 | $-5.46 | -0.26 | 0.15 | 0.96 | 0.05 | 21.14 | 26.60 | -0.91 | $-91.00 | 96.00 | 24 | 9.0 | 572.000 | -5.46 | 2024-12-09 |
| BE241220P00018000 | BE | PUT | Long | 18.00 | None | $-0.91 | -0.95 | $-5.94 | -0.28 | 0.40 | 0.96 | 0.05 | 21.14 | 27.08 | -0.91 | $-91.00 | 96.00 | 23 | 10.0 | 572.000 | -5.94 | 2024-12-08 |
| BE241220P00018000 | BE | PUT | Long | 18.00 | None | $-0.91 | -0.95 | $-5.94 | -0.28 | 0.26 | 0.96 | 0.05 | 21.14 | 27.08 | -0.91 | $-91.00 | 96.00 | 21 | 10.0 | 572.000 | -5.94 | 2024-12-06 |
| BE241220P00018000 | BE | PUT | Long | 18.00 | None | $-0.90 | -0.94 | $-4.83 | -0.23 | 0.20 | 0.96 | 0.06 | 21.14 | 25.97 | -0.90 | $-90.00 | 96.00 | 20 | 8.0 | 572.000 | -4.83 | 2024-12-05 |
| BE241220P00018000 | BE | PUT | Long | 18.00 | None | $-0.90 | -0.94 | $-5.12 | -0.24 | 0.19 | 0.96 | 0.06 | 21.14 | 26.26 | -0.90 | $-90.00 | 96.00 | 19 | 8.0 | 568.000 | -5.12 | 2024-12-04 |
| BE241220P00018000 | BE | PUT | Long | 18.00 | None | $-0.91 | -0.95 | $-5.00 | -0.24 | 0.28 | 0.96 | 0.05 | 21.14 | 26.14 | -0.91 | $-91.00 | 96.00 | 18 | 50.0 | 544.000 | -5.00 | 2024-12-03 |
| BE241220P00018000 | BE | PUT | Long | 18.00 | None | $-0.88 | -0.92 | $-5.77 | -0.27 | 0.32 | 0.96 | 0.08 | 21.14 | 26.91 | -0.88 | $-88.00 | 96.00 | 17 | 2.0 | 545.000 | -5.77 | 2024-12-02 |
| BE241220P00018000 | BE | PUT | Long | 18.00 | None | $-0.86 | -0.90 | $-6.31 | -0.30 | -0.36 | 0.96 | 0.10 | 21.14 | 27.45 | -0.86 | $-86.00 | 96.00 | 16 | 16.0 | 0.000 | -6.31 | 2024-12-01 |
| BE241220P00018000 | BE | PUT | Long | 18.00 | None | $-0.86 | -0.90 | $-6.31 | -0.30 | 0.17 | 0.96 | 0.10 | 21.14 | 27.45 | -0.86 | $-86.00 | 96.00 | 15 | 16.0 | 0.000 | -6.31 | 2024-11-30 |
| BE241220P00018000 | BE | PUT | Long | 18.00 | None | $-0.86 | -0.90 | $-6.07 | -0.29 | 0.13 | 0.96 | 0.10 | 21.14 | 27.21 | -0.86 | $-86.00 | 96.00 | 13 | 16.0 | 545.000 | -6.07 | 2024-11-28 |
| BE241220P00018000 | BE | PUT | Long | 18.00 | None | $-0.86 | -0.90 | $-7.13 | -0.34 | 0.41 | 0.96 | 0.10 | 21.14 | 28.27 | -0.86 | $-86.00 | 96.00 | 12 | 10.0 | 545.000 | -7.13 | 2024-11-27 |
| BE241220P00018000 | BE | PUT | Long | 18.00 | None | $-0.86 | -0.90 | $-5.03 | -0.24 | 0.08 | 0.96 | 0.10 | 21.14 | 26.17 | -0.86 | $-86.00 | 96.00 | 11 | 10.0 | 545.000 | -5.03 | 2024-11-26 |
| BE241220P00018000 | BE | PUT | Long | 18.00 | None | $-0.86 | -0.90 | $-4.81 | -0.23 | 0.05 | 0.96 | 0.10 | 21.14 | 25.95 | -0.86 | $-86.00 | 96.00 | 10 | 10.0 | 555.000 | -4.81 | 2024-11-25 |
| BE241220P00018000 | BE | PUT | Long | 18.00 | None | $-0.81 | -0.84 | $-4.62 | -0.22 | 0.03 | 0.96 | 0.15 | 21.14 | 25.76 | -0.81 | $-81.00 | 96.00 | 9 | 10.0 | 545.000 | -4.62 | 2024-11-24 |
| BE241220P00018000 | BE | PUT | Long | 18.00 | None | $-0.81 | -0.84 | $-4.62 | -0.22 | -0.00 | 0.96 | 0.15 | 21.14 | 25.76 | -0.81 | $-81.00 | 96.00 | 8 | 10.0 | 545.000 | -4.62 | 2024-11-23 |
| BE241220P00018000 | BE | PUT | Long | 18.00 | None | $-0.81 | -0.84 | $-4.62 | -0.22 | -0.02 | 0.96 | 0.15 | 21.14 | 25.76 | -0.81 | $-81.00 | 96.00 | 7 | 10.0 | 545.000 | -4.62 | 2024-11-22 |
| BE241220P00018000 | BE | PUT | Long | 18.00 | None | $-0.76 | -0.79 | $-2.78 | -0.13 | -0.11 | 0.96 | 0.20 | 21.14 | 23.92 | -0.76 | $-76.00 | 96.00 | 6 | 2.0 | 547.000 | -2.78 | 2024-11-21 |
| BE241220P00018000 | BE | PUT | Long | 18.00 | None | $-0.66 | -0.69 | $-3.65 | -0.17 | -0.00 | 0.96 | 0.30 | 21.14 | 24.79 | -0.66 | $-66.00 | 96.00 | 5 | 15.0 | 532.000 | -3.65 | 2024-11-20 |
| BE241220P00018000 | BE | PUT | Long | 18.00 | None | $-0.66 | -0.69 | $-2.61 | -0.12 | -0.04 | 0.96 | 0.30 | 21.14 | 23.75 | -0.66 | $-66.00 | 96.00 | 4 | 132.0 | 566.000 | -2.61 | 2024-11-19 |
| BE241220P00018000 | BE | PUT | Long | 18.00 | None | $-0.60 | -0.62 | $-1.65 | -0.08 | -0.13 | 0.96 | 0.36 | 21.14 | 22.79 | -0.60 | $-60.00 | 96.00 | 3 | 423.0 | 394.000 | -1.65 | 2024-11-18 |
| BE241220P00018000 | BE | PUT | Long | 18.00 | None | $-0.11 | -0.11 | $-0.00 | -0.00 | 0.05 | 0.96 | 0.85 | 21.14 | 21.14 | -0.11 | $-11.00 | 96.00 | 2 | 219.0 | 207.000 | -0.00 | 2024-11-17 |
| BE241220P00018000 | BE | PUT | Long | 18.00 | None | $-0.11 | -0.11 | $-0.00 | -0.00 | 0.04 | 0.96 | 0.85 | 21.14 | 21.14 | -0.11 | $-11.00 | 96.00 | 1 | 219.0 | 207.000 | -0.00 | 2024-11-16 |
| BE241220P00018000 | BE | PUT | Long | 18.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.96 | 0.96 | 21.14 | 21.14 | 0.00 | $0.00 | 96.00 | 0 | 130.0 | 207.000 | -0.00 | 2024-11-15 |