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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024-03-18 | CGC | CGC240419P00004000 | 4.00 | 37.0 | 611.000 | 1.332 | 0.360 | 0.1 | 0.3 | -0.010 | 0.490 | 0.660 | 0.71 | 3.82 | 2024-04-19 | PUT | Long | 0.393 | 0.440 | 0.205 |
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 | CGC | 0.909 | 0.153 | 0.817 | 0.312 | 0.153 | -0.220 | 3.05 | -2.212 | 0.0000 | 2.77 | 14.88 | 21 | 1y | 4.66 |
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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CGC240419P00004000 | CGC | PUT | Long | 4.00 | None | $-0.70 | -0.99 | $-4.12 | -1.11 | 2.72 | 0.71 | 0.01 | 3.71 | 7.83 | -0.70 | $-70.00 | 71.00 | 31 | 1301.0 | 2449.000 | -4.12 | 2024-04-18 |
CGC240419P00004000 | CGC | PUT | Long | 4.00 | None | $-0.70 | -0.99 | $-2.78 | -0.75 | 1.22 | 0.71 | 0.01 | 3.71 | 6.49 | -0.70 | $-70.00 | 71.00 | 30 | 1301.0 | 1802.000 | -2.78 | 2024-04-17 |
CGC240419P00004000 | CGC | PUT | Long | 4.00 | None | $-0.69 | -0.97 | $-2.99 | -0.81 | 1.03 | 0.71 | 0.02 | 3.71 | 6.70 | -0.69 | $-69.00 | 71.00 | 29 | 12.0 | 1802.000 | -2.99 | 2024-04-16 |
CGC240419P00004000 | CGC | PUT | Long | 4.00 | None | $-0.69 | -0.97 | $-3.27 | -0.88 | 1.16 | 0.71 | 0.02 | 3.71 | 6.98 | -0.69 | $-69.00 | 71.00 | 28 | 12.0 | 1805.000 | -3.27 | 2024-04-15 |
CGC240419P00004000 | CGC | PUT | Long | 4.00 | None | $-0.70 | -0.99 | $-4.09 | -1.10 | 0.97 | 0.71 | 0.01 | 3.71 | 7.80 | -0.70 | $-70.00 | 71.00 | 25 | 1.0 | 1804.000 | -4.09 | 2024-04-12 |
CGC240419P00004000 | CGC | PUT | Long | 4.00 | None | $-0.69 | -0.97 | $-4.44 | -1.20 | 0.91 | 0.71 | 0.02 | 3.71 | 8.15 | -0.69 | $-69.00 | 71.00 | 24 | 11.0 | 1814.000 | -4.44 | 2024-04-11 |
CGC240419P00004000 | CGC | PUT | Long | 4.00 | None | $-0.70 | -0.99 | $-5.41 | -1.46 | 1.09 | 0.71 | 0.01 | 3.71 | 9.12 | -0.70 | $-70.00 | 71.00 | 23 | 4.0 | 1810.000 | -5.41 | 2024-04-10 |
CGC240419P00004000 | CGC | PUT | Long | 4.00 | None | $-0.70 | -0.99 | $-5.45 | -1.47 | 0.78 | 0.71 | 0.01 | 3.71 | 9.16 | -0.70 | $-70.00 | 71.00 | 22 | 14.0 | 1809.000 | -5.45 | 2024-04-09 |
CGC240419P00004000 | CGC | PUT | Long | 4.00 | None | $-0.69 | -0.97 | $-6.42 | -1.73 | 0.91 | 0.71 | 0.02 | 3.71 | 10.13 | -0.69 | $-69.00 | 71.00 | 21 | 1.0 | 1810.000 | -6.42 | 2024-04-08 |
CGC240419P00004000 | CGC | PUT | Long | 4.00 | None | $-0.69 | -0.97 | $-6.47 | -1.74 | 0.97 | 0.71 | 0.02 | 3.71 | 10.18 | -0.69 | $-69.00 | 71.00 | 18 | 348.0 | 1595.000 | -6.47 | 2024-04-05 |
CGC240419P00004000 | CGC | PUT | Long | 4.00 | None | $-0.68 | -0.96 | $-6.07 | -1.64 | 1.12 | 0.71 | 0.03 | 3.71 | 9.78 | -0.68 | $-68.00 | 71.00 | 17 | 4.0 | 1595.000 | -6.07 | 2024-04-04 |
CGC240419P00004000 | CGC | PUT | Long | 4.00 | None | $-0.69 | -0.97 | $-7.18 | -1.94 | 1.12 | 0.71 | 0.02 | 3.71 | 10.89 | -0.69 | $-69.00 | 71.00 | 16 | 84.0 | 1617.000 | -7.18 | 2024-04-03 |
CGC240419P00004000 | CGC | PUT | Long | 4.00 | None | $-0.61 | -0.86 | $-4.64 | -1.25 | 0.91 | 0.71 | 0.10 | 3.71 | 8.35 | -0.61 | $-61.00 | 71.00 | 15 | 30.0 | 1629.000 | -4.64 | 2024-04-02 |
CGC240419P00004000 | CGC | PUT | Long | 4.00 | None | $-0.58 | -0.82 | $-3.82 | -1.03 | -0.66 | 0.71 | 0.13 | 3.71 | 7.53 | -0.58 | $-58.00 | 71.00 | 14 | 88.0 | 1629.000 | -3.82 | 2024-04-01 |
CGC240419P00004000 | CGC | PUT | Long | 4.00 | None | $-0.62 | -0.87 | $-4.92 | -1.33 | 1.33 | 0.71 | 0.09 | 3.71 | 8.63 | -0.62 | $-62.00 | 71.00 | 13 | 120.0 | 1594.000 | -4.92 | 2024-03-31 |
CGC240419P00004000 | CGC | PUT | Long | 4.00 | None | $-0.62 | -0.87 | $-4.92 | -1.33 | 1.20 | 0.71 | 0.09 | 3.71 | 8.63 | -0.62 | $-62.00 | 71.00 | 12 | 120.0 | 1594.000 | -4.92 | 2024-03-30 |
CGC240419P00004000 | CGC | PUT | Long | 4.00 | None | $-0.62 | -0.87 | $-4.92 | -1.33 | 1.15 | 0.71 | 0.09 | 3.71 | 8.63 | -0.62 | $-62.00 | 71.00 | 11 | 120.0 | 1594.000 | -4.92 | 2024-03-29 |
CGC240419P00004000 | CGC | PUT | Long | 4.00 | None | $-0.63 | -0.89 | $-4.92 | -1.33 | 1.10 | 0.71 | 0.08 | 3.71 | 8.63 | -0.63 | $-63.00 | 71.00 | 10 | 110.0 | 1594.000 | -4.92 | 2024-03-28 |
CGC240419P00004000 | CGC | PUT | Long | 4.00 | None | $-0.63 | -0.89 | $-5.84 | -1.57 | 1.02 | 0.71 | 0.08 | 3.71 | 9.55 | -0.63 | $-63.00 | 71.00 | 9 | 60.0 | 1589.000 | -5.84 | 2024-03-27 |
CGC240419P00004000 | CGC | PUT | Long | 4.00 | None | $-0.56 | -0.79 | $-3.52 | -0.95 | 0.78 | 0.71 | 0.15 | 3.71 | 7.23 | -0.56 | $-56.00 | 71.00 | 8 | 1184.0 | 1076.000 | -3.52 | 2024-03-26 |
CGC240419P00004000 | CGC | PUT | Long | 4.00 | None | $-0.37 | -0.52 | $-2.49 | -0.67 | 0.91 | 0.71 | 0.34 | 3.71 | 6.20 | -0.37 | $-37.00 | 71.00 | 7 | 515.0 | 1294.000 | -2.49 | 2024-03-25 |
CGC240419P00004000 | CGC | PUT | Long | 4.00 | None | $-0.54 | -0.76 | $-3.98 | -1.07 | 0.81 | 0.71 | 0.17 | 3.71 | 7.69 | -0.54 | $-54.00 | 71.00 | 4 | 1666.0 | 692.000 | -3.98 | 2024-03-22 |
CGC240419P00004000 | CGC | PUT | Long | 4.00 | None | $-0.32 | -0.45 | $-0.85 | -0.23 | 0.09 | 0.71 | 0.39 | 3.71 | 4.56 | -0.32 | $-32.00 | 71.00 | 3 | 8.0 | 692.000 | -0.85 | 2024-03-21 |
CGC240419P00004000 | CGC | PUT | Long | 4.00 | None | $-0.31 | -0.44 | $-0.83 | -0.22 | 0.10 | 0.71 | 0.40 | 3.71 | 4.54 | -0.31 | $-31.00 | 71.00 | 2 | 101.0 | 600.000 | -0.83 | 2024-03-20 |
CGC240419P00004000 | CGC | PUT | Long | 4.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.09; Exit EQ PnL: -0.15 | $-0.02 | -0.03 | $-0.12 | -0.03 | 0.36 | 0.71 | 0.69 | 3.71 | 3.83 | -0.02 | $-2.00 | 71.00 | 1 | 6.0 | 603.000 | -0.12 | 2024-03-19 |
CGC240419P00004000 | CGC | PUT | Long | 4.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.71 | 0.71 | 3.71 | 3.71 | 0.00 | $0.00 | 71.00 | 0 | 37.0 | 611.000 | -0.00 | 2024-03-18 |