| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-12-05 | BLDP | BLDP250117P00001500 | 1.50 | 5.0 | 0.000 | 0.609 | 0.358 | 0.2 | 0.0 | -0.010 | 0.200 | 0.060 | 0.06 | 1.63 | 2025-01-17 | PUT | Long | 0.366 | 0.384 | 0.117 |
| 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 | BLDP | 0.909 | 0.136 | 0.272 | 0.180 | 0.201 | -0.071 | 1.60 | -1.736 | 0.0000 | 1.27 | 3.81 | 21 | 1y | 1.51 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BLDP250117P00001500 | BLDP | PUT | Long | 1.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.13 | 0.06 | 0.06 | 1.62 | 1.62 | 0.00 | $0.00 | 6.00 | 15 | 8.0 | 21.000 | -0.00 | 2024-12-20 |
| BLDP250117P00001500 | BLDP | PUT | Long | 1.50 | None | $0.02 | 0.33 | $0.12 | 0.07 | 0.29 | 0.06 | 0.08 | 1.62 | 1.50 | 0.02 | $2.00 | 6.00 | 14 | 2.0 | 21.000 | 0.12 | 2024-12-19 |
| BLDP250117P00001500 | BLDP | PUT | Long | 1.50 | None | $0.02 | 0.33 | $0.10 | 0.06 | 0.04 | 0.06 | 0.08 | 1.62 | 1.52 | 0.02 | $2.00 | 6.00 | 13 | 2.0 | 21.000 | 0.10 | 2024-12-18 |
| BLDP250117P00001500 | BLDP | PUT | Long | 1.50 | None | $0.02 | 0.33 | $0.02 | 0.01 | 0.06 | 0.06 | 0.08 | 1.62 | 1.60 | 0.02 | $2.00 | 6.00 | 12 | 2.0 | 21.000 | 0.02 | 2024-12-17 |
| BLDP250117P00001500 | BLDP | PUT | Long | 1.50 | None | $0.02 | 0.33 | $0.02 | 0.01 | 0.20 | 0.06 | 0.08 | 1.62 | 1.60 | 0.02 | $2.00 | 6.00 | 11 | 2.0 | 19.000 | 0.02 | 2024-12-16 |
| BLDP250117P00001500 | BLDP | PUT | Long | 1.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.20 | 0.06 | 0.06 | 1.62 | 1.62 | 0.00 | $0.00 | 6.00 | 8 | 4.0 | 19.000 | -0.00 | 2024-12-13 |
| BLDP250117P00001500 | BLDP | PUT | Long | 1.50 | None | $0.00 | 0.00 | $0.02 | 0.01 | 0.15 | 0.06 | 0.06 | 1.62 | 1.60 | 0.00 | $0.00 | 6.00 | 7 | 4.0 | 19.000 | 0.02 | 2024-12-12 |
| BLDP250117P00001500 | BLDP | PUT | Long | 1.50 | None | $0.00 | 0.00 | $-0.05 | -0.03 | 0.12 | 0.06 | 0.06 | 1.62 | 1.67 | 0.00 | $0.00 | 6.00 | 6 | 4.0 | 19.000 | -0.05 | 2024-12-11 |
| BLDP250117P00001500 | BLDP | PUT | Long | 1.50 | None | $0.00 | 0.00 | $-0.08 | -0.05 | 0.16 | 0.06 | 0.06 | 1.62 | 1.70 | 0.00 | $0.00 | 6.00 | 5 | 4.0 | 19.000 | -0.08 | 2024-12-10 |
| BLDP250117P00001500 | BLDP | PUT | Long | 1.50 | None | $0.00 | 0.00 | $-0.09 | -0.06 | 0.16 | 0.06 | 0.06 | 1.62 | 1.71 | 0.00 | $0.00 | 6.00 | 4 | 4.0 | 15.000 | -0.09 | 2024-12-09 |
| BLDP250117P00001500 | BLDP | PUT | Long | 1.50 | None | $0.00 | 0.00 | $0.01 | 0.01 | 0.14 | 0.06 | 0.06 | 1.62 | 1.61 | 0.00 | $0.00 | 6.00 | 3 | 11.0 | 15.000 | 0.01 | 2024-12-08 |
| BLDP250117P00001500 | BLDP | PUT | Long | 1.50 | None | $0.00 | 0.00 | $0.01 | 0.01 | 0.12 | 0.06 | 0.06 | 1.62 | 1.61 | 0.00 | $0.00 | 6.00 | 1 | 11.0 | 15.000 | 0.01 | 2024-12-06 |
| BLDP250117P00001500 | BLDP | PUT | Long | 1.50 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.06 | 0.06 | 1.62 | 1.62 | 0.00 | $0.00 | 6.00 | 0 | 11.0 | 0.000 | -0.00 | 2024-12-05 |