| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-06-27 | CHWY | CHWY240802P00027500 | 27.50 | 195.0 | 4.000 | 1.477 | 0.426 | 10.8 | 0.0 | -0.030 | 12.260 | 1.470 | 2.21 | 38.19 | 2024-08-02 | PUT | Long | 0.384 | 0.384 | -0.003 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CHWY240802P00027500 | CHWY | PUT | Long | 27.50 | None | $0.86 | 0.55 | $4.55 | 0.16 | -0.57 | 1.55 | 2.41 | 29.05 | 24.50 | 0.86 | $86.00 | 155.00 | 32 | 7.0 | 291.000 | 4.55 | 2024-07-29 |
| CHWY240802P00027500 | CHWY | PUT | Long | 27.50 | None | $0.86 | 0.55 | $4.01 | 0.14 | -0.47 | 1.55 | 2.41 | 29.05 | 25.04 | 0.86 | $86.00 | 155.00 | 29 | 7.0 | 290.000 | 4.01 | 2024-07-26 |
| CHWY240802P00027500 | CHWY | PUT | Long | 27.50 | None | $0.96 | 0.62 | $3.76 | 0.13 | -0.46 | 1.55 | 2.51 | 29.05 | 25.29 | 0.96 | $96.00 | 155.00 | 28 | 22.0 | 268.000 | 3.76 | 2024-07-25 |
| CHWY240802P00027500 | CHWY | PUT | Long | 27.50 | None | $1.49 | 0.96 | $4.90 | 0.17 | -0.27 | 1.55 | 3.04 | 29.05 | 24.15 | 1.49 | $149.00 | 155.00 | 27 | 10.0 | 270.000 | 4.90 | 2024-07-24 |
| CHWY240802P00027500 | CHWY | PUT | Long | 27.50 | None | $1.22 | 0.79 | $4.19 | 0.14 | -0.48 | 1.55 | 2.77 | 29.05 | 24.86 | 1.22 | $122.00 | 155.00 | 26 | 2.0 | 268.000 | 4.19 | 2024-07-23 |
| CHWY240802P00027500 | CHWY | PUT | Long | 27.50 | None | $1.08 | 0.70 | $3.98 | 0.14 | -0.44 | 1.55 | 2.63 | 29.05 | 25.07 | 1.08 | $108.00 | 155.00 | 25 | 4.0 | 268.000 | 3.98 | 2024-07-22 |
| CHWY240802P00027500 | CHWY | PUT | Long | 27.50 | None | $1.06 | 0.68 | $3.54 | 0.12 | -0.37 | 1.55 | 2.61 | 29.05 | 25.51 | 1.06 | $106.00 | 155.00 | 22 | 15.0 | 255.000 | 3.54 | 2024-07-19 |
| CHWY240802P00027500 | CHWY | PUT | Long | 27.50 | None | $0.20 | 0.13 | $3.16 | 0.11 | -0.44 | 1.55 | 1.75 | 29.05 | 25.89 | 0.20 | $20.00 | 155.00 | 21 | 4.0 | 257.000 | 3.16 | 2024-07-18 |
| CHWY240802P00027500 | CHWY | PUT | Long | 27.50 | None | $0.33 | 0.21 | $2.23 | 0.08 | -0.36 | 1.55 | 1.88 | 29.05 | 26.82 | 0.33 | $33.00 | 155.00 | 20 | 2.0 | 257.000 | 2.23 | 2024-07-17 |
| CHWY240802P00027500 | CHWY | PUT | Long | 27.50 | None | $0.20 | 0.13 | $1.48 | 0.05 | -0.37 | 1.55 | 1.75 | 29.05 | 27.57 | 0.20 | $20.00 | 155.00 | 19 | 5.0 | 0.000 | 1.48 | 2024-07-16 |
| CHWY240802P00027500 | CHWY | PUT | Long | 27.50 | None | $2.87 | 1.85 | $2.23 | 0.08 | -0.34 | 1.55 | 4.42 | 29.05 | 26.82 | 2.87 | $287.00 | 155.00 | 18 | 10.0 | 255.000 | 2.23 | 2024-07-15 |
| CHWY240802P00027500 | CHWY | PUT | Long | 27.50 | None | $2.87 | 1.85 | $2.55 | 0.09 | -0.37 | 1.55 | 4.42 | 29.05 | 26.50 | 2.87 | $287.00 | 155.00 | 15 | 10.0 | 255.000 | 2.55 | 2024-07-12 |
| CHWY240802P00027500 | CHWY | PUT | Long | 27.50 | None | $2.87 | 1.85 | $2.57 | 0.09 | -0.37 | 1.55 | 4.42 | 29.05 | 26.48 | 2.87 | $287.00 | 155.00 | 14 | 10.0 | 255.000 | 2.57 | 2024-07-11 |
| CHWY240802P00027500 | CHWY | PUT | Long | 27.50 | None | $2.87 | 1.85 | $3.65 | 0.13 | -0.00 | 1.55 | 4.42 | 29.05 | 25.40 | 2.87 | $287.00 | 155.00 | 13 | 10.0 | 255.000 | 3.65 | 2024-07-10 |
| CHWY240802P00027500 | CHWY | PUT | Long | 27.50 | None | $2.87 | 1.85 | $4.24 | 0.15 | -0.18 | 1.55 | 4.42 | 29.05 | 24.81 | 2.87 | $287.00 | 155.00 | 12 | 10.0 | 255.000 | 4.24 | 2024-07-09 |
| CHWY240802P00027500 | CHWY | PUT | Long | 27.50 | None | $2.87 | 1.85 | $4.25 | 0.15 | -0.18 | 1.55 | 4.42 | 29.05 | 24.80 | 2.87 | $287.00 | 155.00 | 11 | 10.0 | 255.000 | 4.25 | 2024-07-08 |
| CHWY240802P00027500 | CHWY | PUT | Long | 27.50 | None | $2.87 | 1.85 | $4.06 | 0.14 | -0.28 | 1.55 | 4.42 | 29.05 | 24.99 | 2.87 | $287.00 | 155.00 | 8 | 10.0 | 255.000 | 4.06 | 2024-07-05 |
| CHWY240802P00027500 | CHWY | PUT | Long | 27.50 | None | $2.87 | 1.85 | $4.95 | 0.17 | -0.22 | 1.55 | 4.42 | 29.05 | 24.10 | 2.87 | $287.00 | 155.00 | 7 | 10.0 | 0.000 | 4.95 | 2024-07-04 |
| CHWY240802P00027500 | CHWY | PUT | Long | 27.50 | None | $2.87 | 1.85 | $4.95 | 0.17 | -0.24 | 1.55 | 4.42 | 29.05 | 24.10 | 2.87 | $287.00 | 155.00 | 6 | 10.0 | 0.000 | 4.95 | 2024-07-03 |
| CHWY240802P00027500 | CHWY | PUT | Long | 27.50 | None | $3.35 | 2.16 | $4.18 | 0.14 | -0.18 | 1.55 | 4.90 | 29.05 | 24.87 | 3.35 | $335.00 | 155.00 | 5 | 5.0 | 245.000 | 4.18 | 2024-07-02 |
| CHWY240802P00027500 | CHWY | PUT | Long | 27.50 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $2.55 | 1.65 | $3.62 | 0.12 | -0.09 | 1.55 | 4.10 | 29.05 | 25.43 | 2.55 | $255.00 | 155.00 | 4 | 12.0 | 245.000 | 3.62 | 2024-07-01 |
| CHWY240802P00027500 | CHWY | PUT | Long | 27.50 | None | $2.25 | 1.45 | $1.80 | 0.06 | -0.20 | 1.55 | 3.80 | 29.05 | 27.25 | 2.25 | $225.00 | 155.00 | 1 | 5.0 | 243.000 | 1.80 | 2024-06-28 |
| CHWY240802P00027500 | CHWY | PUT | Long | 27.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 1.55 | 1.55 | 29.05 | 29.05 | 0.00 | $0.00 | 155.00 | 0 | 242.0 | 4.000 | -0.00 | 2024-06-27 |