| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-15 | CCCC | CCCC240816P00005000 | 5.00 | 5.0 | 2.000 | 1.984 | 0.341 | 1.5 | 0.0 | 0.000 | 2.290 | 0.780 | 0.50 | 6.49 | 2024-08-16 | PUT | Long | 0.327 | 0.357 | 0.149 |
| 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 | CCCC | 0.727 | 0.143 | 0.380 | 0.248 | 0.259 | 0.021 | 4.05 | -6.383 | 0.0000 | 3.90 | 11.00 | 21 | 1y | 5.77 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CCCC240816P00005000 | CCCC | PUT | Long | 5.00 | None | $-0.35 | -0.70 | $0.63 | 0.10 | 1.47 | 0.50 | 0.15 | 6.49 | 5.86 | -0.35 | $-35.00 | 50.00 | 31 | 15.0 | 13.000 | 0.63 | 2024-08-15 |
| CCCC240816P00005000 | CCCC | PUT | Long | 5.00 | None | $-0.35 | -0.70 | $0.82 | 0.13 | 3.11 | 0.50 | 0.15 | 6.49 | 5.67 | -0.35 | $-35.00 | 50.00 | 30 | 15.0 | 13.000 | 0.82 | 2024-08-14 |
| CCCC240816P00005000 | CCCC | PUT | Long | 5.00 | None | $-0.35 | -0.70 | $0.79 | 0.12 | 1.63 | 0.50 | 0.15 | 6.49 | 5.70 | -0.35 | $-35.00 | 50.00 | 29 | 15.0 | 13.000 | 0.79 | 2024-08-13 |
| CCCC240816P00005000 | CCCC | PUT | Long | 5.00 | None | $-0.35 | -0.70 | $0.77 | 0.12 | 0.50 | 0.50 | 0.15 | 6.49 | 5.72 | -0.35 | $-35.00 | 50.00 | 28 | 15.0 | 13.000 | 0.77 | 2024-08-12 |
| CCCC240816P00005000 | CCCC | PUT | Long | 5.00 | None | $-0.35 | -0.70 | $1.09 | 0.17 | -1.07 | 0.50 | 0.15 | 6.49 | 5.40 | -0.35 | $-35.00 | 50.00 | 25 | 15.0 | 13.000 | 1.09 | 2024-08-09 |
| CCCC240816P00005000 | CCCC | PUT | Long | 5.00 | None | $-0.35 | -0.70 | $0.70 | 0.11 | 0.91 | 0.50 | 0.15 | 6.49 | 5.79 | -0.35 | $-35.00 | 50.00 | 24 | 15.0 | 13.000 | 0.70 | 2024-08-08 |
| CCCC240816P00005000 | CCCC | PUT | Long | 5.00 | None | $-0.35 | -0.70 | $0.70 | 0.11 | 0.38 | 0.50 | 0.15 | 6.49 | 5.79 | -0.35 | $-35.00 | 50.00 | 23 | 15.0 | 13.000 | 0.70 | 2024-08-07 |
| CCCC240816P00005000 | CCCC | PUT | Long | 5.00 | None | $-0.35 | -0.70 | $0.50 | 0.08 | 0.36 | 0.50 | 0.15 | 6.49 | 5.99 | -0.35 | $-35.00 | 50.00 | 22 | 15.0 | 13.000 | 0.50 | 2024-08-06 |
| CCCC240816P00005000 | CCCC | PUT | Long | 5.00 | None | $-0.15 | -0.30 | $0.06 | 0.01 | -0.71 | 0.50 | 0.35 | 6.49 | 6.43 | -0.15 | $-15.00 | 50.00 | 14 | 5.0 | 20.000 | 0.06 | 2024-07-29 |
| CCCC240816P00005000 | CCCC | PUT | Long | 5.00 | None | $-0.15 | -0.30 | $-0.01 | -0.00 | -0.84 | 0.50 | 0.35 | 6.49 | 6.50 | -0.15 | $-15.00 | 50.00 | 11 | 5.0 | 20.000 | -0.01 | 2024-07-26 |
| CCCC240816P00005000 | CCCC | PUT | Long | 5.00 | None | $-0.15 | -0.30 | $0.05 | 0.01 | -0.82 | 0.50 | 0.35 | 6.49 | 6.44 | -0.15 | $-15.00 | 50.00 | 10 | 5.0 | 20.000 | 0.05 | 2024-07-25 |
| CCCC240816P00005000 | CCCC | PUT | Long | 5.00 | None | $-0.15 | -0.30 | $0.55 | 0.08 | -0.78 | 0.50 | 0.35 | 6.49 | 5.94 | -0.15 | $-15.00 | 50.00 | 9 | 5.0 | 15.000 | 0.55 | 2024-07-24 |
| CCCC240816P00005000 | CCCC | PUT | Long | 5.00 | None | $-0.15 | -0.30 | $0.01 | 0.00 | -0.73 | 0.50 | 0.35 | 6.49 | 6.48 | -0.15 | $-15.00 | 50.00 | 8 | 15.0 | 15.000 | 0.01 | 2024-07-23 |
| CCCC240816P00005000 | CCCC | PUT | Long | 5.00 | None | $-0.15 | -0.30 | $0.33 | 0.05 | -0.73 | 0.50 | 0.35 | 6.49 | 6.16 | -0.15 | $-15.00 | 50.00 | 7 | 15.0 | 15.000 | 0.33 | 2024-07-22 |
| CCCC240816P00005000 | CCCC | PUT | Long | 5.00 | None | $-0.15 | -0.30 | $0.46 | 0.07 | -0.48 | 0.50 | 0.35 | 6.49 | 6.03 | -0.15 | $-15.00 | 50.00 | 4 | 15.0 | 15.000 | 0.46 | 2024-07-19 |
| CCCC240816P00005000 | CCCC | PUT | Long | 5.00 | None | $-0.15 | -0.30 | $0.24 | 0.04 | 0.65 | 0.50 | 0.35 | 6.49 | 6.25 | -0.15 | $-15.00 | 50.00 | 3 | 15.0 | 15.000 | 0.24 | 2024-07-18 |
| CCCC240816P00005000 | CCCC | PUT | Long | 5.00 | None | $-0.15 | -0.30 | $-0.37 | -0.06 | -0.10 | 0.50 | 0.35 | 6.49 | 6.86 | -0.15 | $-15.00 | 50.00 | 2 | 15.0 | 2.000 | -0.37 | 2024-07-17 |
| CCCC240816P00005000 | CCCC | PUT | Long | 5.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.23 | $0.00 | 0.00 | $-0.89 | -0.14 | -0.78 | 0.50 | 0.50 | 6.49 | 7.38 | 0.00 | $0.00 | 50.00 | 1 | 5.0 | 2.000 | -0.89 | 2024-07-16 |
| CCCC240816P00005000 | CCCC | PUT | Long | 5.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.50 | 0.50 | 6.49 | 6.49 | 0.00 | $0.00 | 50.00 | 0 | 5.0 | 2.000 | -0.00 | 2024-07-15 |