| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-08-15 | BLND | BLND240920P00004000 | 4.00 | 6.0 | 59.000 | 0.734 | 0.409 | 0.3 | 0.1 | 0.000 | 0.470 | 0.280 | 0.65 | 4.18 | 2024-09-20 | PUT | Long | 0.413 | 0.430 | 0.129 |
| 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 | BLND | 0.727 | 0.140 | 0.413 | 0.229 | 0.140 | -0.078 | 5.04 | -1.182 | 0.0000 | 2.12 | 5.35 | 21 | 1y | 3.86 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BLND240920P00004000 | BLND | PUT | Long | 4.00 | None | $-0.49 | -0.75 | $0.05 | 0.01 | -0.12 | 0.65 | 0.16 | 4.03 | 3.98 | -0.49 | $-49.00 | 65.00 | 35 | 2.0 | 161.000 | 0.05 | 2024-09-19 |
| BLND240920P00004000 | BLND | PUT | Long | 4.00 | None | $-0.49 | -0.75 | $0.13 | 0.03 | 0.18 | 0.65 | 0.16 | 4.03 | 3.90 | -0.49 | $-49.00 | 65.00 | 34 | 2.0 | 161.000 | 0.13 | 2024-09-18 |
| BLND240920P00004000 | BLND | PUT | Long | 4.00 | None | $-0.49 | -0.75 | $0.04 | 0.01 | -0.10 | 0.65 | 0.16 | 4.03 | 3.99 | -0.49 | $-49.00 | 65.00 | 33 | 2.0 | 161.000 | 0.04 | 2024-09-17 |
| BLND240920P00004000 | BLND | PUT | Long | 4.00 | None | $-0.49 | -0.75 | $0.29 | 0.07 | 0.71 | 0.65 | 0.16 | 4.03 | 3.74 | -0.49 | $-49.00 | 65.00 | 32 | 2.0 | 161.000 | 0.29 | 2024-09-16 |
| BLND240920P00004000 | BLND | PUT | Long | 4.00 | None | $-0.49 | -0.75 | $0.12 | 0.03 | 0.33 | 0.65 | 0.16 | 4.03 | 3.91 | -0.49 | $-49.00 | 65.00 | 30 | 2.0 | 161.000 | 0.12 | 2024-09-14 |
| BLND240920P00004000 | BLND | PUT | Long | 4.00 | None | $-0.35 | -0.54 | $0.12 | 0.03 | 0.31 | 0.65 | 0.30 | 4.03 | 3.91 | -0.35 | $-35.00 | 65.00 | 29 | 1.0 | 161.000 | 0.12 | 2024-09-13 |
| BLND240920P00004000 | BLND | PUT | Long | 4.00 | None | $0.00 | 0.00 | $0.63 | 0.16 | 0.36 | 0.65 | 0.65 | 4.03 | 3.40 | 0.00 | $0.00 | 65.00 | 28 | 2.0 | 161.000 | 0.63 | 2024-09-12 |
| BLND240920P00004000 | BLND | PUT | Long | 4.00 | None | $0.00 | 0.00 | $0.71 | 0.18 | 0.55 | 0.65 | 0.65 | 4.03 | 3.32 | 0.00 | $0.00 | 65.00 | 27 | 2.0 | 161.000 | 0.71 | 2024-09-11 |
| BLND240920P00004000 | BLND | PUT | Long | 4.00 | None | $0.00 | 0.00 | $0.65 | 0.16 | -0.14 | 0.65 | 0.65 | 4.03 | 3.38 | 0.00 | $0.00 | 65.00 | 26 | 2.0 | 163.000 | 0.65 | 2024-09-10 |
| BLND240920P00004000 | BLND | PUT | Long | 4.00 | None | $0.10 | 0.15 | $0.53 | 0.13 | -0.04 | 0.65 | 0.75 | 4.03 | 3.50 | 0.10 | $10.00 | 65.00 | 25 | 4.0 | 161.000 | 0.53 | 2024-09-09 |
| BLND240920P00004000 | BLND | PUT | Long | 4.00 | None | $0.10 | 0.15 | $0.67 | 0.17 | -0.06 | 0.65 | 0.75 | 4.03 | 3.36 | 0.10 | $10.00 | 65.00 | 24 | 4.0 | 161.000 | 0.67 | 2024-09-08 |
| BLND240920P00004000 | BLND | PUT | Long | 4.00 | None | $0.10 | 0.15 | $0.66 | 0.16 | 0.50 | 0.65 | 0.75 | 4.03 | 3.37 | 0.10 | $10.00 | 65.00 | 22 | 4.0 | 161.000 | 0.66 | 2024-09-06 |
| BLND240920P00004000 | BLND | PUT | Long | 4.00 | None | $0.10 | 0.15 | $0.75 | 0.19 | 0.10 | 0.65 | 0.75 | 4.03 | 3.28 | 0.10 | $10.00 | 65.00 | 21 | 4.0 | 165.000 | 0.75 | 2024-09-05 |
| BLND240920P00004000 | BLND | PUT | Long | 4.00 | None | $-0.19 | -0.29 | $0.64 | 0.16 | 0.17 | 0.65 | 0.46 | 4.03 | 3.39 | -0.19 | $-19.00 | 65.00 | 20 | 1.0 | 165.000 | 0.64 | 2024-09-04 |
| BLND240920P00004000 | BLND | PUT | Long | 4.00 | None | $-0.19 | -0.29 | $0.36 | 0.09 | 0.64 | 0.65 | 0.46 | 4.03 | 3.67 | -0.19 | $-19.00 | 65.00 | 16 | 1.0 | 165.000 | 0.36 | 2024-08-31 |
| BLND240920P00004000 | BLND | PUT | Long | 4.00 | None | $-0.19 | -0.29 | $0.35 | 0.09 | 0.46 | 0.65 | 0.46 | 4.03 | 3.68 | -0.19 | $-19.00 | 65.00 | 15 | 1.0 | 165.000 | 0.35 | 2024-08-30 |
| BLND240920P00004000 | BLND | PUT | Long | 4.00 | None | $-0.19 | -0.29 | $0.29 | 0.07 | 0.52 | 0.65 | 0.46 | 4.03 | 3.74 | -0.19 | $-19.00 | 65.00 | 14 | 1.0 | 165.000 | 0.29 | 2024-08-29 |
| BLND240920P00004000 | BLND | PUT | Long | 4.00 | None | $-0.19 | -0.29 | $0.25 | 0.06 | 0.29 | 0.65 | 0.46 | 4.03 | 3.78 | -0.19 | $-19.00 | 65.00 | 13 | 1.0 | 165.000 | 0.25 | 2024-08-28 |
| BLND240920P00004000 | BLND | PUT | Long | 4.00 | None | $-0.05 | -0.08 | $0.31 | 0.08 | -0.67 | 0.65 | 0.60 | 4.03 | 3.72 | -0.05 | $-5.00 | 65.00 | 12 | 292.0 | 166.000 | 0.31 | 2024-08-27 |
| BLND240920P00004000 | BLND | PUT | Long | 4.00 | None | $-0.05 | -0.08 | $0.33 | 0.08 | 0.14 | 0.65 | 0.60 | 4.03 | 3.70 | -0.05 | $-5.00 | 65.00 | 11 | 292.0 | 166.000 | 0.33 | 2024-08-26 |
| BLND240920P00004000 | BLND | PUT | Long | 4.00 | None | $-0.05 | -0.08 | $0.29 | 0.07 | 0.55 | 0.65 | 0.60 | 4.03 | 3.74 | -0.05 | $-5.00 | 65.00 | 10 | 292.0 | 166.000 | 0.29 | 2024-08-25 |
| BLND240920P00004000 | BLND | PUT | Long | 4.00 | None | $-0.05 | -0.08 | $0.29 | 0.07 | 0.53 | 0.65 | 0.60 | 4.03 | 3.74 | -0.05 | $-5.00 | 65.00 | 9 | 292.0 | 166.000 | 0.29 | 2024-08-24 |
| BLND240920P00004000 | BLND | PUT | Long | 4.00 | None | $-0.05 | -0.08 | $0.30 | 0.07 | 0.26 | 0.65 | 0.60 | 4.03 | 3.73 | -0.05 | $-5.00 | 65.00 | 8 | 292.0 | 166.000 | 0.30 | 2024-08-23 |
| BLND240920P00004000 | BLND | PUT | Long | 4.00 | None | $-0.05 | -0.08 | $0.55 | 0.14 | 0.51 | 0.65 | 0.60 | 4.03 | 3.48 | -0.05 | $-5.00 | 65.00 | 7 | 292.0 | 220.000 | 0.55 | 2024-08-22 |
| BLND240920P00004000 | BLND | PUT | Long | 4.00 | None | $-0.40 | -0.62 | $-0.07 | -0.02 | 0.12 | 0.65 | 0.25 | 4.03 | 4.10 | -0.40 | $-40.00 | 65.00 | 6 | 50.0 | 270.000 | -0.07 | 2024-08-21 |
| BLND240920P00004000 | BLND | PUT | Long | 4.00 | None | $-0.20 | -0.31 | $0.12 | 0.03 | -0.13 | 0.65 | 0.45 | 4.03 | 3.91 | -0.20 | $-20.00 | 65.00 | 5 | 7.0 | 270.000 | 0.12 | 2024-08-20 |
| BLND240920P00004000 | BLND | PUT | Long | 4.00 | None | $-0.20 | -0.31 | $0.05 | 0.01 | 0.20 | 0.65 | 0.45 | 4.03 | 3.98 | -0.20 | $-20.00 | 65.00 | 4 | 7.0 | 263.000 | 0.05 | 2024-08-19 |
| BLND240920P00004000 | BLND | PUT | Long | 4.00 | None | $-0.20 | -0.31 | $0.08 | 0.02 | 0.00 | 0.65 | 0.45 | 4.03 | 3.95 | -0.20 | $-20.00 | 65.00 | 3 | 205.0 | 59.000 | 0.08 | 2024-08-18 |
| BLND240920P00004000 | BLND | PUT | Long | 4.00 | None | $-0.20 | -0.31 | $0.08 | 0.02 | -0.01 | 0.65 | 0.45 | 4.03 | 3.95 | -0.20 | $-20.00 | 65.00 | 2 | 205.0 | 59.000 | 0.08 | 2024-08-17 |
| BLND240920P00004000 | BLND | PUT | Long | 4.00 | Exit OP PnL: $-0.20;Exit EQ PnL: 0.10; Position is Long and position continued to lose. Latest OP price is: $0.45 (EQ: $3.93). Initial OP price was: $0.65 (EQ: $4.03). Surpassed Stop Loss Percentage: -0.3076923076923076923076923077 < -0.16. | $-0.20 | -0.31 | $0.08 | 0.02 | -0.06 | 0.65 | 0.45 | 4.03 | 3.95 | -0.20 | $-20.00 | 65.00 | 1 | 205.0 | 59.000 | 0.08 | 2024-08-16 |
| BLND240920P00004000 | BLND | PUT | Long | 4.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.65 | 0.65 | 4.03 | 4.03 | 0.00 | $0.00 | 65.00 | 0 | 6.0 | 59.000 | -0.00 | 2024-08-15 |