| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-06-18 | CHWY | CHWY240719P00027500 | 27.50 | 122.0 | 552.000 | 0.536 | 0.325 | 0.3 | 1.8 | -0.010 | 0.840 | 2.320 | 2.50 | 25.93 | 2024-07-19 | PUT | Long | 0.379 | 0.399 | 0.140 |
| 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 | CHWY | 0.818 | 0.106 | 0.294 | 0.165 | 0.134 | -0.005 | 33.61 | 0.004 | 0.0000 | 14.99 | 35.87 | 21 | 1y | 29.19 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CHWY240719P00027500 | CHWY | PUT | Long | 27.50 | None | $-1.10 | -0.39 | $0.12 | 0.00 | -0.56 | 2.80 | 1.70 | 26.01 | 25.89 | -1.10 | $-110.00 | 280.00 | 30 | 143.0 | 1776.000 | 0.12 | 2024-07-18 |
| CHWY240719P00027500 | CHWY | PUT | Long | 27.50 | None | $-1.64 | -0.59 | $-0.81 | -0.03 | 0.23 | 2.80 | 1.16 | 26.01 | 26.82 | -1.64 | $-164.00 | 280.00 | 29 | 163.0 | 1780.000 | -0.81 | 2024-07-17 |
| CHWY240719P00027500 | CHWY | PUT | Long | 27.50 | None | $-1.98 | -0.71 | $-1.56 | -0.06 | 0.18 | 2.80 | 0.82 | 26.01 | 27.57 | -1.98 | $-198.00 | 280.00 | 28 | 395.0 | 1727.000 | -1.56 | 2024-07-16 |
| CHWY240719P00027500 | CHWY | PUT | Long | 27.50 | None | $-1.50 | -0.54 | $-0.81 | -0.03 | 0.25 | 2.80 | 1.30 | 26.01 | 26.82 | -1.50 | $-150.00 | 280.00 | 27 | 110.0 | 1725.000 | -0.81 | 2024-07-15 |
| CHWY240719P00027500 | CHWY | PUT | Long | 27.50 | None | $-0.89 | -0.32 | $-0.49 | -0.02 | 0.25 | 2.80 | 1.91 | 26.01 | 26.50 | -0.89 | $-89.00 | 280.00 | 24 | 42.0 | 1693.000 | -0.49 | 2024-07-12 |
| CHWY240719P00027500 | CHWY | PUT | Long | 27.50 | None | $-0.71 | -0.25 | $-0.47 | -0.02 | 0.38 | 2.80 | 2.09 | 26.01 | 26.48 | -0.71 | $-71.00 | 280.00 | 23 | 86.0 | 1732.000 | -0.47 | 2024-07-11 |
| CHWY240719P00027500 | CHWY | PUT | Long | 27.50 | None | $0.20 | 0.07 | $0.61 | 0.02 | 0.43 | 2.80 | 3.00 | 26.01 | 25.40 | 0.20 | $20.00 | 280.00 | 22 | 74.0 | 1718.000 | 0.61 | 2024-07-10 |
| CHWY240719P00027500 | CHWY | PUT | Long | 27.50 | None | $0.76 | 0.27 | $1.20 | 0.05 | 0.43 | 2.80 | 3.56 | 26.01 | 24.81 | 0.76 | $76.00 | 280.00 | 21 | 2.0 | 1719.000 | 1.20 | 2024-07-09 |
| CHWY240719P00027500 | CHWY | PUT | Long | 27.50 | None | $0.47 | 0.17 | $1.21 | 0.05 | 0.15 | 2.80 | 3.27 | 26.01 | 24.80 | 0.47 | $47.00 | 280.00 | 20 | 5.0 | 1722.000 | 1.21 | 2024-07-08 |
| CHWY240719P00027500 | CHWY | PUT | Long | 27.50 | None | $0.56 | 0.20 | $1.02 | 0.04 | 0.24 | 2.80 | 3.36 | 26.01 | 24.99 | 0.56 | $56.00 | 280.00 | 17 | 15.0 | 1733.000 | 1.02 | 2024-07-05 |
| CHWY240719P00027500 | CHWY | PUT | Long | 27.50 | None | $0.67 | 0.24 | $1.91 | 0.07 | 0.41 | 2.80 | 3.47 | 26.01 | 24.10 | 0.67 | $67.00 | 280.00 | 16 | 1.0 | 0.000 | 1.91 | 2024-07-04 |
| CHWY240719P00027500 | CHWY | PUT | Long | 27.50 | None | $0.67 | 0.24 | $1.91 | 0.07 | 0.38 | 2.80 | 3.47 | 26.01 | 24.10 | 0.67 | $67.00 | 280.00 | 15 | 1.0 | 0.000 | 1.91 | 2024-07-03 |
| CHWY240719P00027500 | CHWY | PUT | Long | 27.50 | None | $1.70 | 0.61 | $1.14 | 0.04 | 0.45 | 2.80 | 4.50 | 26.01 | 24.87 | 1.70 | $170.00 | 280.00 | 14 | 1.0 | 1735.000 | 1.14 | 2024-07-02 |
| CHWY240719P00027500 | CHWY | PUT | Long | 27.50 | None | $0.85 | 0.30 | $0.58 | 0.02 | 0.56 | 2.80 | 3.65 | 26.01 | 25.43 | 0.85 | $85.00 | 280.00 | 13 | 34.0 | 1714.000 | 0.58 | 2024-07-01 |
| CHWY240719P00027500 | CHWY | PUT | Long | 27.50 | None | $-0.02 | -0.01 | $-1.24 | -0.05 | 0.42 | 2.80 | 2.78 | 26.01 | 27.25 | -0.02 | $-2.00 | 280.00 | 10 | 190.0 | 1830.000 | -1.24 | 2024-06-28 |
| CHWY240719P00027500 | CHWY | PUT | Long | 27.50 | None | $-0.10 | -0.04 | $-3.04 | -0.12 | 0.66 | 2.80 | 2.70 | 26.01 | 29.05 | -0.10 | $-10.00 | 280.00 | 9 | 805.0 | 1657.000 | -3.04 | 2024-06-27 |
| CHWY240719P00027500 | CHWY | PUT | Long | 27.50 | None | $-1.10 | -0.39 | $-2.78 | -0.11 | 0.18 | 2.80 | 1.70 | 26.01 | 28.79 | -1.10 | $-110.00 | 280.00 | 7 | 441.0 | 962.000 | -2.78 | 2024-06-25 |
| CHWY240719P00027500 | CHWY | PUT | Long | 27.50 | None | $-0.92 | -0.33 | $-0.96 | -0.04 | 0.05 | 2.80 | 1.88 | 26.01 | 26.97 | -0.92 | $-92.00 | 280.00 | 6 | 349.0 | 1016.000 | -0.96 | 2024-06-24 |
| CHWY240719P00027500 | CHWY | PUT | Long | 27.50 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 2.80 | 2.80 | 26.01 | 26.01 | 0.00 | $0.00 | 280.00 | 0 | 169.0 | 552.000 | -0.00 | 2024-06-18 |