| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-03-20 | CGC | CGC240419P00004500 | 4.50 | 88.0 | 3567.000 | 1.281 | 0.382 | 0.2 | 0.2 | -0.010 | 0.660 | 0.610 | 0.65 | 4.54 | 2024-04-19 | PUT | Long | 0.430 | 0.464 | 0.185 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CGC240419P00004500 | CGC | PUT | Long | 4.50 | None | $-0.64 | -0.98 | $-3.29 | -0.72 | 1.97 | 0.65 | 0.01 | 4.54 | 7.83 | -0.64 | $-64.00 | 65.00 | 29 | 754.0 | 3104.000 | -3.29 | 2024-04-18 |
| CGC240419P00004500 | CGC | PUT | Long | 4.50 | None | $-0.64 | -0.98 | $-1.95 | -0.43 | 0.97 | 0.65 | 0.01 | 4.54 | 6.49 | -0.64 | $-64.00 | 65.00 | 28 | 464.0 | 2950.000 | -1.95 | 2024-04-17 |
| CGC240419P00004500 | CGC | PUT | Long | 4.50 | None | $-0.64 | -0.98 | $-2.16 | -0.48 | 0.78 | 0.65 | 0.01 | 4.54 | 6.70 | -0.64 | $-64.00 | 65.00 | 27 | 399.0 | 2657.000 | -2.16 | 2024-04-16 |
| CGC240419P00004500 | CGC | PUT | Long | 4.50 | None | $-0.63 | -0.97 | $-2.44 | -0.54 | 0.81 | 0.65 | 0.02 | 4.54 | 6.98 | -0.63 | $-63.00 | 65.00 | 26 | 585.0 | 2760.000 | -2.44 | 2024-04-15 |
| CGC240419P00004500 | CGC | PUT | Long | 4.50 | None | $-0.64 | -0.98 | $-3.26 | -0.72 | 0.69 | 0.65 | 0.01 | 4.54 | 7.80 | -0.64 | $-64.00 | 65.00 | 23 | 2.0 | 2758.000 | -3.26 | 2024-04-12 |
| CGC240419P00004500 | CGC | PUT | Long | 4.50 | None | $-0.63 | -0.97 | $-3.61 | -0.80 | 0.78 | 0.65 | 0.02 | 4.54 | 8.15 | -0.63 | $-63.00 | 65.00 | 22 | 1.0 | 2757.000 | -3.61 | 2024-04-11 |
| CGC240419P00004500 | CGC | PUT | Long | 4.50 | None | $-0.63 | -0.97 | $-4.58 | -1.01 | 0.88 | 0.65 | 0.02 | 4.54 | 9.12 | -0.63 | $-63.00 | 65.00 | 21 | 33.0 | 2743.000 | -4.58 | 2024-04-10 |
| CGC240419P00004500 | CGC | PUT | Long | 4.50 | None | $-0.63 | -0.97 | $-4.62 | -1.02 | 0.69 | 0.65 | 0.02 | 4.54 | 9.16 | -0.63 | $-63.00 | 65.00 | 20 | 12.0 | 2755.000 | -4.62 | 2024-04-09 |
| CGC240419P00004500 | CGC | PUT | Long | 4.50 | None | $-0.63 | -0.97 | $-5.59 | -1.23 | 0.81 | 0.65 | 0.02 | 4.54 | 10.13 | -0.63 | $-63.00 | 65.00 | 19 | 11.0 | 2764.000 | -5.59 | 2024-04-08 |
| CGC240419P00004500 | CGC | PUT | Long | 4.50 | None | $-0.62 | -0.95 | $-5.64 | -1.24 | 0.88 | 0.65 | 0.03 | 4.54 | 10.18 | -0.62 | $-62.00 | 65.00 | 16 | 5.0 | 2765.000 | -5.64 | 2024-04-05 |
| CGC240419P00004500 | CGC | PUT | Long | 4.50 | None | $-0.60 | -0.92 | $-5.24 | -1.15 | 1.11 | 0.65 | 0.05 | 4.54 | 9.78 | -0.60 | $-60.00 | 65.00 | 15 | 20.0 | 2781.000 | -5.24 | 2024-04-04 |
| CGC240419P00004500 | CGC | PUT | Long | 4.50 | None | $-0.61 | -0.94 | $-6.35 | -1.40 | 0.88 | 0.65 | 0.04 | 4.54 | 10.89 | -0.61 | $-61.00 | 65.00 | 14 | 39.0 | 2781.000 | -6.35 | 2024-04-03 |
| CGC240419P00004500 | CGC | PUT | Long | 4.50 | None | $-0.52 | -0.80 | $-3.81 | -0.84 | 0.74 | 0.65 | 0.13 | 4.54 | 8.35 | -0.52 | $-52.00 | 65.00 | 13 | 27.0 | 2773.000 | -3.81 | 2024-04-02 |
| CGC240419P00004500 | CGC | PUT | Long | 4.50 | None | $-0.46 | -0.71 | $-2.99 | -0.66 | 0.77 | 0.65 | 0.19 | 4.54 | 7.53 | -0.46 | $-46.00 | 65.00 | 12 | 164.0 | 2733.000 | -2.99 | 2024-04-01 |
| CGC240419P00004500 | CGC | PUT | Long | 4.50 | None | $-0.54 | -0.83 | $-4.09 | -0.90 | 1.00 | 0.65 | 0.11 | 4.54 | 8.63 | -0.54 | $-54.00 | 65.00 | 11 | 590.0 | 2747.000 | -4.09 | 2024-03-31 |
| CGC240419P00004500 | CGC | PUT | Long | 4.50 | None | $-0.54 | -0.83 | $-4.09 | -0.90 | 0.89 | 0.65 | 0.11 | 4.54 | 8.63 | -0.54 | $-54.00 | 65.00 | 10 | 590.0 | 2747.000 | -4.09 | 2024-03-30 |
| CGC240419P00004500 | CGC | PUT | Long | 4.50 | None | $-0.54 | -0.83 | $-4.09 | -0.90 | 0.84 | 0.65 | 0.11 | 4.54 | 8.63 | -0.54 | $-54.00 | 65.00 | 9 | 590.0 | 2747.000 | -4.09 | 2024-03-29 |
| CGC240419P00004500 | CGC | PUT | Long | 4.50 | None | $-0.54 | -0.83 | $-4.09 | -0.90 | 0.79 | 0.65 | 0.11 | 4.54 | 8.63 | -0.54 | $-54.00 | 65.00 | 8 | 590.0 | 2747.000 | -4.09 | 2024-03-28 |
| CGC240419P00004500 | CGC | PUT | Long | 4.50 | None | $-0.53 | -0.82 | $-5.01 | -1.10 | 0.77 | 0.65 | 0.12 | 4.54 | 9.55 | -0.53 | $-53.00 | 65.00 | 7 | 325.0 | 2640.000 | -5.01 | 2024-03-27 |
| CGC240419P00004500 | CGC | PUT | Long | 4.50 | None | $-0.36 | -0.55 | $-2.69 | -0.59 | 0.70 | 0.65 | 0.29 | 4.54 | 7.23 | -0.36 | $-36.00 | 65.00 | 6 | 14.0 | 2632.000 | -2.69 | 2024-03-26 |
| CGC240419P00004500 | CGC | PUT | Long | 4.50 | None | $-0.17 | -0.26 | $-1.66 | -0.37 | 0.79 | 0.65 | 0.48 | 4.54 | 6.20 | -0.17 | $-17.00 | 65.00 | 5 | 134.0 | 2707.000 | -1.66 | 2024-03-25 |
| CGC240419P00004500 | CGC | PUT | Long | 4.50 | None | $-0.35 | -0.54 | $-3.15 | -0.69 | 0.68 | 0.65 | 0.30 | 4.54 | 7.69 | -0.35 | $-35.00 | 65.00 | 2 | 1029.0 | 3511.000 | -3.15 | 2024-03-22 |
| CGC240419P00004500 | CGC | PUT | Long | 4.50 | Exit OP PnL: $-0.15;Exit EQ PnL: 0.02; Position is Long and position continued to lose. Latest OP price is: $0.50 (EQ: $4.52). Initial OP price was: $0.65 (EQ: $4.54). Surpassed Stop Loss Percentage: -0.2307692307692307692307692308 < -0.16. | $0.00 | 0.00 | $-0.02 | -0.00 | 0.11 | 0.65 | 0.65 | 4.54 | 4.56 | 0.00 | $0.00 | 65.00 | 1 | 180.0 | 3621.000 | -0.02 | 2024-03-21 |
| CGC240419P00004500 | CGC | PUT | Long | 4.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.65 | 0.65 | 4.54 | 4.54 | 0.00 | $0.00 | 65.00 | 0 | 88.0 | 3567.000 | -0.00 | 2024-03-20 |