| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-12-19 | CDMO | CDMO240119P00007500 | 7.50 | 3.0 | 292.000 | 0.637 | 0.347 | 0.1 | 0.5 | 0.000 | 0.290 | 0.720 | 2.32 | 7.05 | 2024-01-19 | PUT | Long | 0.398 | 0.426 | 0.154 |
| 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 | CDMO | 0.909 | 0.014 | 0.438 | 0.202 | 0.014 | -0.122 | 12.36 | -1.006 | 0.0000 | 5.86 | 12.45 | 21 | 1y | 10.90 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CDMO240119P00007500 | CDMO | PUT | Long | 7.50 | None | $-1.02 | -0.44 | $0.94 | 0.13 | 2.08 | 2.32 | 1.30 | 7.05 | 6.11 | -1.02 | $-102.00 | 232.00 | 30 | 269.0 | 0.000 | 0.94 | 2024-01-18 |
| CDMO240119P00007500 | CDMO | PUT | Long | 7.50 | None | $-1.02 | -0.44 | $0.79 | 0.11 | 1.43 | 2.32 | 1.30 | 7.05 | 6.26 | -1.02 | $-102.00 | 232.00 | 29 | 269.0 | 291.000 | 0.79 | 2024-01-17 |
| CDMO240119P00007500 | CDMO | PUT | Long | 7.50 | None | $-1.07 | -0.46 | $1.04 | 0.15 | 1.39 | 2.32 | 1.25 | 7.05 | 6.01 | -1.07 | $-107.00 | 232.00 | 28 | 240.0 | 292.000 | 1.04 | 2024-01-16 |
| CDMO240119P00007500 | CDMO | PUT | Long | 7.50 | None | $-1.27 | -0.55 | $0.76 | 0.11 | 2.34 | 2.32 | 1.05 | 7.05 | 6.29 | -1.27 | $-127.00 | 232.00 | 24 | 22.0 | 292.000 | 0.76 | 2024-01-12 |
| CDMO240119P00007500 | CDMO | PUT | Long | 7.50 | None | $0.00 | 0.00 | $0.29 | 0.04 | 1.58 | 2.32 | 2.32 | 7.05 | 6.76 | 0.00 | $0.00 | 232.00 | 23 | 3.0 | 292.000 | 0.29 | 2024-01-11 |
| CDMO240119P00007500 | CDMO | PUT | Long | 7.50 | None | $0.00 | 0.00 | $0.58 | 0.08 | 1.06 | 2.32 | 2.32 | 7.05 | 6.47 | 0.00 | $0.00 | 232.00 | 22 | 3.0 | 292.000 | 0.58 | 2024-01-10 |
| CDMO240119P00007500 | CDMO | PUT | Long | 7.50 | None | $0.00 | 0.00 | $0.76 | 0.11 | 0.66 | 2.32 | 2.32 | 7.05 | 6.29 | 0.00 | $0.00 | 232.00 | 21 | 3.0 | 292.000 | 0.76 | 2024-01-09 |
| CDMO240119P00007500 | CDMO | PUT | Long | 7.50 | None | $0.00 | 0.00 | $0.42 | 0.06 | 1.21 | 2.32 | 2.32 | 7.05 | 6.63 | 0.00 | $0.00 | 232.00 | 20 | 3.0 | 292.000 | 0.42 | 2024-01-08 |
| CDMO240119P00007500 | CDMO | PUT | Long | 7.50 | None | $0.00 | 0.00 | $1.05 | 0.15 | 2.10 | 2.32 | 2.32 | 7.05 | 6.00 | 0.00 | $0.00 | 232.00 | 19 | 3.0 | 292.000 | 1.05 | 2024-01-07 |
| CDMO240119P00007500 | CDMO | PUT | Long | 7.50 | None | $0.00 | 0.00 | $1.05 | 0.15 | 1.81 | 2.32 | 2.32 | 7.05 | 6.00 | 0.00 | $0.00 | 232.00 | 17 | 3.0 | 292.000 | 1.05 | 2024-01-05 |
| CDMO240119P00007500 | CDMO | PUT | Long | 7.50 | None | $0.00 | 0.00 | $0.91 | 0.13 | -0.64 | 2.32 | 2.32 | 7.05 | 6.14 | 0.00 | $0.00 | 232.00 | 16 | 3.0 | 292.000 | 0.91 | 2024-01-04 |
| CDMO240119P00007500 | CDMO | PUT | Long | 7.50 | None | $0.00 | 0.00 | $1.19 | 0.17 | -0.64 | 2.32 | 2.32 | 7.05 | 5.86 | 0.00 | $0.00 | 232.00 | 15 | 3.0 | 292.000 | 1.19 | 2024-01-03 |
| CDMO240119P00007500 | CDMO | PUT | Long | 7.50 | None | $0.00 | 0.00 | $0.69 | 0.10 | -0.64 | 2.32 | 2.32 | 7.05 | 6.36 | 0.00 | $0.00 | 232.00 | 14 | 3.0 | 292.000 | 0.69 | 2024-01-02 |
| CDMO240119P00007500 | CDMO | PUT | Long | 7.50 | None | $0.00 | 0.00 | $0.55 | 0.08 | 1.42 | 2.32 | 2.32 | 7.05 | 6.50 | 0.00 | $0.00 | 232.00 | 13 | 3.0 | 292.000 | 0.55 | 2024-01-01 |
| CDMO240119P00007500 | CDMO | PUT | Long | 7.50 | None | $0.00 | 0.00 | $0.55 | 0.08 | 1.32 | 2.32 | 2.32 | 7.05 | 6.50 | 0.00 | $0.00 | 232.00 | 11 | 3.0 | 292.000 | 0.55 | 2023-12-30 |
| CDMO240119P00007500 | CDMO | PUT | Long | 7.50 | None | $0.00 | 0.00 | $0.55 | 0.08 | 1.22 | 2.32 | 2.32 | 7.05 | 6.50 | 0.00 | $0.00 | 232.00 | 10 | 3.0 | 292.000 | 0.55 | 2023-12-29 |
| CDMO240119P00007500 | CDMO | PUT | Long | 7.50 | None | $0.00 | 0.00 | $0.26 | 0.04 | 0.07 | 2.32 | 2.32 | 7.05 | 6.79 | 0.00 | $0.00 | 232.00 | 9 | 3.0 | 292.000 | 0.26 | 2023-12-28 |
| CDMO240119P00007500 | CDMO | PUT | Long | 7.50 | None | $0.00 | 0.00 | $0.31 | 0.04 | -0.02 | 2.32 | 2.32 | 7.05 | 6.74 | 0.00 | $0.00 | 232.00 | 8 | 3.0 | 292.000 | 0.31 | 2023-12-27 |
| CDMO240119P00007500 | CDMO | PUT | Long | 7.50 | None | $0.00 | 0.00 | $0.41 | 0.06 | 0.22 | 2.32 | 2.32 | 7.05 | 6.64 | 0.00 | $0.00 | 232.00 | 7 | 3.0 | 292.000 | 0.41 | 2023-12-26 |
| CDMO240119P00007500 | CDMO | PUT | Long | 7.50 | None | $0.00 | 0.00 | $0.54 | 0.08 | 0.09 | 2.32 | 2.32 | 7.05 | 6.51 | 0.00 | $0.00 | 232.00 | 6 | 3.0 | 292.000 | 0.54 | 2023-12-25 |
| CDMO240119P00007500 | CDMO | PUT | Long | 7.50 | None | $0.00 | 0.00 | $0.54 | 0.08 | 0.07 | 2.32 | 2.32 | 7.05 | 6.51 | 0.00 | $0.00 | 232.00 | 4 | 3.0 | 292.000 | 0.54 | 2023-12-23 |
| CDMO240119P00007500 | CDMO | PUT | Long | 7.50 | None | $0.00 | 0.00 | $0.54 | 0.08 | 0.05 | 2.32 | 2.32 | 7.05 | 6.51 | 0.00 | $0.00 | 232.00 | 3 | 3.0 | 292.000 | 0.54 | 2023-12-22 |
| CDMO240119P00007500 | CDMO | PUT | Long | 7.50 | OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position. | $0.00 | 0.00 | $0.64 | 0.09 | -0.10 | 2.32 | 2.32 | 7.05 | 6.41 | 0.00 | $0.00 | 232.00 | 2 | 3.0 | 292.000 | 0.64 | 2023-12-21 |
| CDMO240119P00007500 | CDMO | PUT | Long | 7.50 | None | $0.00 | 0.00 | $0.52 | 0.07 | 0.02 | 2.32 | 2.32 | 7.05 | 6.53 | 0.00 | $0.00 | 232.00 | 1 | 3.0 | 292.000 | 0.52 | 2023-12-20 |
| CDMO240119P00007500 | CDMO | PUT | Long | 7.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 2.32 | 2.32 | 7.05 | 7.05 | 0.00 | $0.00 | 232.00 | 0 | 3.0 | 292.000 | -0.00 | 2023-12-19 |