| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-09-17 | BFI | BFI241018P00000500 | 0.50 | 12.0 | 1.000 | 6.188 | 1.052 | 0.0 | 0.2 | -0.290 | 0.110 | 0.350 | 0.35 | 0.26 | 2024-10-18 | PUT | Long | 1.064 | 1.251 | 0.902 |
| 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 | BFI | 0.909 | 0.171 | 10.435 | 1.710 | 5.490 | -4.945 | 0.00 | -0.181 | 0.0000 | 0.00 | 0.94 | 21 | 1y | 0.00 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BFI241018P00000500 | BFI | PUT | Long | 0.50 | None | $0.06 | 0.18 | $0.20 | 0.87 | 6.12 | 0.34 | 0.40 | 0.23 | 0.03 | 0.06 | $6.00 | 34.00 | 27 | 6.0 | 15.000 | 0.20 | 2024-10-14 |
| BFI241018P00000500 | BFI | PUT | Long | 0.50 | None | $0.06 | 0.18 | $0.20 | 0.87 | 3.62 | 0.34 | 0.40 | 0.23 | 0.03 | 0.06 | $6.00 | 34.00 | 24 | 6.0 | 15.000 | 0.20 | 2024-10-11 |
| BFI241018P00000500 | BFI | PUT | Long | 0.50 | None | $0.06 | 0.18 | $0.20 | 0.87 | 3.12 | 0.34 | 0.40 | 0.23 | 0.03 | 0.06 | $6.00 | 34.00 | 23 | 6.0 | 15.000 | 0.20 | 2024-10-10 |
| BFI241018P00000500 | BFI | PUT | Long | 0.50 | None | $0.06 | 0.18 | $0.19 | 0.83 | 2.62 | 0.34 | 0.40 | 0.23 | 0.04 | 0.06 | $6.00 | 34.00 | 22 | 6.0 | 15.000 | 0.19 | 2024-10-09 |
| BFI241018P00000500 | BFI | PUT | Long | 0.50 | None | $0.06 | 0.18 | $0.20 | 0.87 | 2.12 | 0.34 | 0.40 | 0.23 | 0.03 | 0.06 | $6.00 | 34.00 | 20 | 6.0 | 15.000 | 0.20 | 2024-10-07 |
| BFI241018P00000500 | BFI | PUT | Long | 0.50 | None | $0.06 | 0.18 | $0.20 | 0.87 | 1.38 | 0.34 | 0.40 | 0.23 | 0.03 | 0.06 | $6.00 | 34.00 | 17 | 6.0 | 15.000 | 0.20 | 2024-10-04 |
| BFI241018P00000500 | BFI | PUT | Long | 0.50 | None | $0.06 | 0.18 | $0.19 | 0.83 | 1.12 | 0.34 | 0.40 | 0.23 | 0.04 | 0.06 | $6.00 | 34.00 | 16 | 6.0 | 15.000 | 0.19 | 2024-10-03 |
| BFI241018P00000500 | BFI | PUT | Long | 0.50 | None | $0.06 | 0.18 | $0.19 | 0.83 | 1.12 | 0.34 | 0.40 | 0.23 | 0.04 | 0.06 | $6.00 | 34.00 | 15 | 6.0 | 15.000 | 0.19 | 2024-10-02 |
| BFI241018P00000500 | BFI | PUT | Long | 0.50 | None | $0.06 | 0.18 | $0.19 | 0.83 | 0.88 | 0.34 | 0.40 | 0.23 | 0.04 | 0.06 | $6.00 | 34.00 | 14 | 6.0 | 15.000 | 0.19 | 2024-10-01 |
| BFI241018P00000500 | BFI | PUT | Long | 0.50 | None | $0.06 | 0.18 | $0.20 | 0.87 | 0.62 | 0.34 | 0.40 | 0.23 | 0.03 | 0.06 | $6.00 | 34.00 | 13 | 6.0 | 15.000 | 0.20 | 2024-09-30 |
| BFI241018P00000500 | BFI | PUT | Long | 0.50 | None | $0.06 | 0.18 | $0.20 | 0.87 | 0.38 | 0.34 | 0.40 | 0.23 | 0.03 | 0.06 | $6.00 | 34.00 | 11 | 6.0 | 15.000 | 0.20 | 2024-09-28 |
| BFI241018P00000500 | BFI | PUT | Long | 0.50 | None | $0.06 | 0.18 | $0.19 | 0.83 | 0.38 | 0.34 | 0.40 | 0.23 | 0.04 | 0.06 | $6.00 | 34.00 | 10 | 6.0 | 15.000 | 0.19 | 2024-09-27 |
| BFI241018P00000500 | BFI | PUT | Long | 0.50 | None | $0.06 | 0.18 | $0.20 | 0.87 | 0.12 | 0.34 | 0.40 | 0.23 | 0.03 | 0.06 | $6.00 | 34.00 | 9 | 6.0 | 15.000 | 0.20 | 2024-09-26 |
| BFI241018P00000500 | BFI | PUT | Long | 0.50 | None | $0.06 | 0.18 | $0.20 | 0.87 | 0.12 | 0.34 | 0.40 | 0.23 | 0.03 | 0.06 | $6.00 | 34.00 | 8 | 6.0 | 15.000 | 0.20 | 2024-09-25 |
| BFI241018P00000500 | BFI | PUT | Long | 0.50 | None | $0.06 | 0.18 | $0.18 | 0.78 | 0.12 | 0.34 | 0.40 | 0.23 | 0.05 | 0.06 | $6.00 | 34.00 | 7 | 6.0 | 15.000 | 0.18 | 2024-09-24 |
| BFI241018P00000500 | BFI | PUT | Long | 0.50 | None | $0.06 | 0.18 | $0.15 | 0.65 | -0.12 | 0.34 | 0.40 | 0.23 | 0.08 | 0.06 | $6.00 | 34.00 | 6 | 6.0 | 15.000 | 0.15 | 2024-09-23 |
| BFI241018P00000500 | BFI | PUT | Long | 0.50 | None | $0.06 | 0.18 | $0.15 | 0.65 | -0.12 | 0.34 | 0.40 | 0.23 | 0.08 | 0.06 | $6.00 | 34.00 | 5 | 6.0 | 15.000 | 0.15 | 2024-09-22 |
| BFI241018P00000500 | BFI | PUT | Long | 0.50 | None | $0.01 | 0.03 | $0.15 | 0.65 | -4.88 | 0.34 | 0.35 | 0.23 | 0.08 | 0.01 | $1.00 | 34.00 | 3 | 5.0 | 15.000 | 0.15 | 2024-09-20 |
| BFI241018P00000500 | BFI | PUT | Long | 0.50 | None | $0.01 | 0.03 | $0.08 | 0.35 | 0.75 | 0.34 | 0.35 | 0.23 | 0.15 | 0.01 | $1.00 | 34.00 | 2 | 2.0 | 15.000 | 0.08 | 2024-09-19 |
| BFI241018P00000500 | BFI | PUT | Long | 0.50 | Underlying has moved in favorable position (0.2608695652173913043478260870) however, position is suffering from IV crush;Exit OP PnL: $-0.04;Exit EQ PnL: 0.06 | $0.01 | 0.03 | $0.06 | 0.26 | -0.06 | 0.34 | 0.35 | 0.23 | 0.17 | 0.01 | $1.00 | 34.00 | 1 | 1.0 | 16.000 | 0.06 | 2024-09-18 |
| BFI241018P00000500 | BFI | PUT | Long | 0.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.34 | 0.34 | 0.23 | 0.23 | 0.00 | $0.00 | 34.00 | 0 | 17.0 | 1.000 | -0.00 | 2024-09-17 |