| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-02-27 | BEAM | BEAM240419P00035000 | 35.00 | 358.0 | 22.000 | 0.807 | 0.442 | 10.4 | 0.1 | -0.020 | 11.190 | 0.930 | 1.25 | 45.07 | 2024-04-19 | PUT | Long | 0.399 | 0.460 | 0.259 |
| 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 | BEAM | 0.727 | 0.121 | 0.305 | 0.204 | 0.211 | -0.036 | 28.58 | -0.351 | 0.0000 | 21.22 | 45.07 | 21 | 1y | 24.34 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BEAM240419P00035000 | BEAM | PUT | Long | 35.00 | None | $8.85 | 7.08 | $20.75 | 0.46 | 3.24 | 1.25 | 10.10 | 45.07 | 24.32 | 8.85 | $885.00 | 125.00 | 51 | 4.0 | 257.000 | 20.75 | 2024-04-18 |
| BEAM240419P00035000 | BEAM | PUT | Long | 35.00 | None | $8.85 | 7.08 | $20.76 | 0.46 | 1.54 | 1.25 | 10.10 | 45.07 | 24.31 | 8.85 | $885.00 | 125.00 | 50 | 4.0 | 257.000 | 20.76 | 2024-04-17 |
| BEAM240419P00035000 | BEAM | PUT | Long | 35.00 | None | $8.85 | 7.08 | $19.37 | 0.43 | 1.68 | 1.25 | 10.10 | 45.07 | 25.70 | 8.85 | $885.00 | 125.00 | 49 | 4.0 | 257.000 | 19.37 | 2024-04-16 |
| BEAM240419P00035000 | BEAM | PUT | Long | 35.00 | None | $7.25 | 5.80 | $19.37 | 0.43 | 1.63 | 1.25 | 8.50 | 45.07 | 25.70 | 7.25 | $725.00 | 125.00 | 48 | 4.0 | 261.000 | 19.37 | 2024-04-15 |
| BEAM240419P00035000 | BEAM | PUT | Long | 35.00 | None | $7.25 | 5.80 | $19.14 | 0.42 | 0.34 | 1.25 | 8.50 | 45.07 | 25.93 | 7.25 | $725.00 | 125.00 | 45 | 4.0 | 261.000 | 19.14 | 2024-04-12 |
| BEAM240419P00035000 | BEAM | PUT | Long | 35.00 | None | $6.85 | 5.48 | $17.80 | 0.39 | 0.81 | 1.25 | 8.10 | 45.07 | 27.27 | 6.85 | $685.00 | 125.00 | 44 | 6.0 | 285.000 | 17.80 | 2024-04-11 |
| BEAM240419P00035000 | BEAM | PUT | Long | 35.00 | None | $6.85 | 5.48 | $18.01 | 0.40 | 0.05 | 1.25 | 8.10 | 45.07 | 27.06 | 6.85 | $685.00 | 125.00 | 43 | 6.0 | 789.000 | 18.01 | 2024-04-10 |
| BEAM240419P00035000 | BEAM | PUT | Long | 35.00 | None | $5.14 | 4.11 | $15.75 | 0.35 | 0.75 | 1.25 | 6.39 | 45.07 | 29.32 | 5.14 | $514.00 | 125.00 | 42 | 1.0 | 801.000 | 15.75 | 2024-04-09 |
| BEAM240419P00035000 | BEAM | PUT | Long | 35.00 | None | $5.05 | 4.04 | $16.26 | 0.36 | 0.26 | 1.25 | 6.30 | 45.07 | 28.81 | 5.05 | $505.00 | 125.00 | 41 | 6.0 | 799.000 | 16.26 | 2024-04-08 |
| BEAM240419P00035000 | BEAM | PUT | Long | 35.00 | None | $5.25 | 4.20 | $16.87 | 0.37 | 0.62 | 1.25 | 6.50 | 45.07 | 28.20 | 5.25 | $525.00 | 125.00 | 38 | 2.0 | 801.000 | 16.87 | 2024-04-05 |
| BEAM240419P00035000 | BEAM | PUT | Long | 35.00 | None | $4.85 | 3.88 | $16.04 | 0.36 | -0.20 | 1.25 | 6.10 | 45.07 | 29.03 | 4.85 | $485.00 | 125.00 | 37 | 5.0 | 804.000 | 16.04 | 2024-04-04 |
| BEAM240419P00035000 | BEAM | PUT | Long | 35.00 | None | $3.85 | 3.08 | $15.39 | 0.34 | -0.02 | 1.25 | 5.10 | 45.07 | 29.68 | 3.85 | $385.00 | 125.00 | 36 | 14.0 | 807.000 | 15.39 | 2024-04-03 |
| BEAM240419P00035000 | BEAM | PUT | Long | 35.00 | None | $3.80 | 3.04 | $14.52 | 0.32 | -0.00 | 1.25 | 5.05 | 45.07 | 30.55 | 3.80 | $380.00 | 125.00 | 35 | 26.0 | 826.000 | 14.52 | 2024-04-02 |
| BEAM240419P00035000 | BEAM | PUT | Long | 35.00 | None | $2.05 | 1.64 | $12.41 | 0.28 | -0.27 | 1.25 | 3.30 | 45.07 | 32.66 | 2.05 | $205.00 | 125.00 | 34 | 1.0 | 825.000 | 12.41 | 2024-04-01 |
| BEAM240419P00035000 | BEAM | PUT | Long | 35.00 | None | $1.25 | 1.00 | $12.03 | 0.27 | -0.17 | 1.25 | 2.50 | 45.07 | 33.04 | 1.25 | $125.00 | 125.00 | 33 | 1.0 | 824.000 | 12.03 | 2024-03-31 |
| BEAM240419P00035000 | BEAM | PUT | Long | 35.00 | None | $1.25 | 1.00 | $12.03 | 0.27 | -0.20 | 1.25 | 2.50 | 45.07 | 33.04 | 1.25 | $125.00 | 125.00 | 32 | 1.0 | 824.000 | 12.03 | 2024-03-30 |
| BEAM240419P00035000 | BEAM | PUT | Long | 35.00 | None | $1.25 | 1.00 | $12.03 | 0.27 | -0.22 | 1.25 | 2.50 | 45.07 | 33.04 | 1.25 | $125.00 | 125.00 | 31 | 1.0 | 824.000 | 12.03 | 2024-03-29 |
| BEAM240419P00035000 | BEAM | PUT | Long | 35.00 | None | $1.25 | 1.00 | $12.03 | 0.27 | -0.23 | 1.25 | 2.50 | 45.07 | 33.04 | 1.25 | $125.00 | 125.00 | 30 | 1.0 | 824.000 | 12.03 | 2024-03-28 |
| BEAM240419P00035000 | BEAM | PUT | Long | 35.00 | None | $1.30 | 1.04 | $11.11 | 0.25 | -0.03 | 1.25 | 2.55 | 45.07 | 33.96 | 1.30 | $130.00 | 125.00 | 29 | 2.0 | 826.000 | 11.11 | 2024-03-27 |
| BEAM240419P00035000 | BEAM | PUT | Long | 35.00 | None | $1.80 | 1.44 | $11.85 | 0.26 | -0.04 | 1.25 | 3.05 | 45.07 | 33.22 | 1.80 | $180.00 | 125.00 | 28 | 1.0 | 827.000 | 11.85 | 2024-03-26 |
| BEAM240419P00035000 | BEAM | PUT | Long | 35.00 | None | $1.45 | 1.16 | $11.38 | 0.25 | -0.20 | 1.25 | 2.70 | 45.07 | 33.69 | 1.45 | $145.00 | 125.00 | 27 | 2.0 | 827.000 | 11.38 | 2024-03-25 |
| BEAM240419P00035000 | BEAM | PUT | Long | 35.00 | None | $1.55 | 1.24 | $11.44 | 0.25 | -0.17 | 1.25 | 2.80 | 45.07 | 33.63 | 1.55 | $155.00 | 125.00 | 24 | 4.0 | 823.000 | 11.44 | 2024-03-22 |
| BEAM240419P00035000 | BEAM | PUT | Long | 35.00 | None | $0.86 | 0.69 | $10.12 | 0.22 | -0.22 | 1.25 | 2.11 | 45.07 | 34.95 | 0.86 | $86.00 | 125.00 | 23 | 16.0 | 821.000 | 10.12 | 2024-03-21 |
| BEAM240419P00035000 | BEAM | PUT | Long | 35.00 | None | $1.06 | 0.85 | $10.20 | 0.23 | -0.19 | 1.25 | 2.31 | 45.07 | 34.87 | 1.06 | $106.00 | 125.00 | 22 | 4.0 | 817.000 | 10.20 | 2024-03-20 |
| BEAM240419P00035000 | BEAM | PUT | Long | 35.00 | None | $1.50 | 1.20 | $10.23 | 0.23 | -0.17 | 1.25 | 2.75 | 45.07 | 34.84 | 1.50 | $150.00 | 125.00 | 21 | 2.0 | 815.000 | 10.23 | 2024-03-19 |
| BEAM240419P00035000 | BEAM | PUT | Long | 35.00 | None | $1.75 | 1.40 | $11.01 | 0.24 | -0.18 | 1.25 | 3.00 | 45.07 | 34.06 | 1.75 | $175.00 | 125.00 | 20 | 295.0 | 541.000 | 11.01 | 2024-03-18 |
| BEAM240419P00035000 | BEAM | PUT | Long | 35.00 | None | $1.70 | 1.36 | $9.66 | 0.21 | -0.11 | 1.25 | 2.95 | 45.07 | 35.41 | 1.70 | $170.00 | 125.00 | 17 | 6.0 | 534.000 | 9.66 | 2024-03-15 |
| BEAM240419P00035000 | BEAM | PUT | Long | 35.00 | None | $2.20 | 1.76 | $10.46 | 0.23 | -0.12 | 1.25 | 3.45 | 45.07 | 34.61 | 2.20 | $220.00 | 125.00 | 16 | 125.0 | 428.000 | 10.46 | 2024-03-14 |
| BEAM240419P00035000 | BEAM | PUT | Long | 35.00 | None | $1.15 | 0.92 | $7.70 | 0.17 | -0.15 | 1.25 | 2.40 | 45.07 | 37.37 | 1.15 | $115.00 | 125.00 | 15 | 6.0 | 422.000 | 7.70 | 2024-03-13 |
| BEAM240419P00035000 | BEAM | PUT | Long | 35.00 | None | $1.35 | 1.08 | $9.27 | 0.21 | -0.13 | 1.25 | 2.60 | 45.07 | 35.80 | 1.35 | $135.00 | 125.00 | 14 | 123.0 | 313.000 | 9.27 | 2024-03-12 |
| BEAM240419P00035000 | BEAM | PUT | Long | 35.00 | None | $1.39 | 1.11 | $8.50 | 0.19 | -0.12 | 1.25 | 2.64 | 45.07 | 36.57 | 1.39 | $139.00 | 125.00 | 13 | 3.0 | 310.000 | 8.50 | 2024-03-11 |
| BEAM240419P00035000 | BEAM | PUT | Long | 35.00 | None | $1.15 | 0.92 | $7.54 | 0.17 | -0.04 | 1.25 | 2.40 | 45.07 | 37.53 | 1.15 | $115.00 | 125.00 | 10 | 8.0 | 302.000 | 7.54 | 2024-03-08 |
| BEAM240419P00035000 | BEAM | PUT | Long | 35.00 | None | $1.20 | 0.96 | $8.11 | 0.18 | -0.07 | 1.25 | 2.45 | 45.07 | 36.96 | 1.20 | $120.00 | 125.00 | 9 | 1.0 | 301.000 | 8.11 | 2024-03-07 |
| BEAM240419P00035000 | BEAM | PUT | Long | 35.00 | None | $1.10 | 0.88 | $6.79 | 0.15 | -0.06 | 1.25 | 2.35 | 45.07 | 38.28 | 1.10 | $110.00 | 125.00 | 8 | 3.0 | 299.000 | 6.79 | 2024-03-06 |
| BEAM240419P00035000 | BEAM | PUT | Long | 35.00 | None | $0.95 | 0.76 | $6.69 | 0.15 | -0.06 | 1.25 | 2.20 | 45.07 | 38.38 | 0.95 | $95.00 | 125.00 | 7 | 3.0 | 296.000 | 6.69 | 2024-03-05 |
| BEAM240419P00035000 | BEAM | PUT | Long | 35.00 | None | $0.95 | 0.76 | $6.83 | 0.15 | -0.74 | 1.25 | 2.20 | 45.07 | 38.24 | 0.95 | $95.00 | 125.00 | 6 | 3.0 | 0.000 | 6.83 | 2024-03-04 |
| BEAM240419P00035000 | BEAM | PUT | Long | 35.00 | None | $0.42 | 0.34 | $5.23 | 0.12 | 0.03 | 1.25 | 1.67 | 45.07 | 39.84 | 0.42 | $42.00 | 125.00 | 5 | 7.0 | 288.000 | 5.23 | 2024-03-03 |
| BEAM240419P00035000 | BEAM | PUT | Long | 35.00 | None | $0.42 | 0.34 | $5.23 | 0.12 | 0.03 | 1.25 | 1.67 | 45.07 | 39.84 | 0.42 | $42.00 | 125.00 | 4 | 7.0 | 288.000 | 5.23 | 2024-03-02 |
| BEAM240419P00035000 | BEAM | PUT | Long | 35.00 | None | $0.42 | 0.34 | $4.92 | 0.11 | -0.07 | 1.25 | 1.67 | 45.07 | 40.15 | 0.42 | $42.00 | 125.00 | 3 | 7.0 | 288.000 | 4.92 | 2024-03-01 |
| BEAM240419P00035000 | BEAM | PUT | Long | 35.00 | Underlying has moved in favorable position (0.08009762591524295540270690038) however, position is suffering from IV crush;Exit OP PnL: $-0.15;Exit EQ PnL: 3.61 | $0.75 | 0.60 | $5.58 | 0.12 | -0.07 | 1.25 | 2.00 | 45.07 | 39.49 | 0.75 | $75.00 | 125.00 | 2 | 35.0 | 267.000 | 5.58 | 2024-02-29 |
| BEAM240419P00035000 | BEAM | PUT | Long | 35.00 | None | $0.15 | 0.12 | $1.46 | 0.03 | -0.05 | 1.25 | 1.40 | 45.07 | 43.61 | 0.15 | $15.00 | 125.00 | 1 | 8.0 | 273.000 | 1.46 | 2024-02-28 |
| BEAM240419P00035000 | BEAM | PUT | Long | 35.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 1.25 | 1.25 | 45.07 | 45.07 | 0.00 | $0.00 | 125.00 | 0 | 358.0 | 22.000 | -0.00 | 2024-02-27 |