| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-16 | CIFR | CIFR240816P00006000 | 6.00 | 6.0 | 7.000 | 1.168 | 0.503 | 0.7 | 0.2 | -0.040 | 1.220 | 0.670 | 0.85 | 6.49 | 2024-08-16 | PUT | Long | 0.524 | 0.537 | 0.134 |
| 2024-07-15 | CIFR | CIFR240816P00006000 | 6.00 | 6.0 | 2.000 | 0.789 | 0.456 | 0.4 | 0.3 | -0.020 | 0.600 | 0.590 | 0.85 | 5.98 | 2024-08-16 | PUT | Long | 0.465 | 0.524 | 0.278 |
| 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 | CIFR | 0.727 | 0.183 | 0.469 | 0.335 | 0.368 | 0.004 | 7.23 | -0.203 | 0.0000 | 2.29 | 7.43 | 21 | 1y | 5.93 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CIFR240816P00006000 | CIFR | PUT | Long | 6.00 | None | $1.37 | 1.61 | $2.12 | 0.35 | 3.02 | 0.85 | 2.22 | 5.98 | 3.86 | 1.37 | $137.00 | 85.00 | 31 | 2.0 | 42.000 | 2.12 | 2024-08-15 |
| CIFR240816P00006000 | CIFR | PUT | Long | 6.00 | None | $1.29 | 1.52 | $2.33 | 0.39 | 0.21 | 0.85 | 2.14 | 5.98 | 3.65 | 1.29 | $129.00 | 85.00 | 30 | 20.0 | 129.000 | 2.33 | 2024-08-14 |
| CIFR240816P00006000 | CIFR | PUT | Long | 6.00 | None | $1.29 | 1.52 | $2.06 | 0.34 | 4.23 | 0.85 | 2.14 | 5.98 | 3.92 | 1.29 | $129.00 | 85.00 | 29 | 20.0 | 179.000 | 2.06 | 2024-08-13 |
| CIFR240816P00006000 | CIFR | PUT | Long | 6.00 | None | $1.22 | 1.44 | $2.05 | 0.34 | 1.80 | 0.85 | 2.07 | 5.98 | 3.93 | 1.22 | $122.00 | 85.00 | 28 | 5.0 | 180.000 | 2.05 | 2024-08-12 |
| CIFR240816P00006000 | CIFR | PUT | Long | 6.00 | None | $0.98 | 1.15 | $1.91 | 0.32 | 2.17 | 0.85 | 1.83 | 5.98 | 4.07 | 0.98 | $98.00 | 85.00 | 25 | 7.0 | 180.000 | 1.91 | 2024-08-09 |
| CIFR240816P00006000 | CIFR | PUT | Long | 6.00 | None | $0.98 | 1.15 | $1.65 | 0.28 | 1.84 | 0.85 | 1.83 | 5.98 | 4.33 | 0.98 | $98.00 | 85.00 | 24 | 7.0 | 180.000 | 1.65 | 2024-08-08 |
| CIFR240816P00006000 | CIFR | PUT | Long | 6.00 | None | $0.98 | 1.15 | $2.10 | 0.35 | 1.10 | 0.85 | 1.83 | 5.98 | 3.88 | 0.98 | $98.00 | 85.00 | 23 | 7.0 | 180.000 | 2.10 | 2024-08-07 |
| CIFR240816P00006000 | CIFR | PUT | Long | 6.00 | None | $1.25 | 1.47 | $2.01 | 0.34 | 1.61 | 0.85 | 2.10 | 5.98 | 3.97 | 1.25 | $125.00 | 85.00 | 22 | 7.0 | 180.000 | 2.01 | 2024-08-06 |
| CIFR240816P00006000 | CIFR | PUT | Long | 6.00 | None | $0.21 | 0.25 | $-0.01 | -0.00 | 0.58 | 0.85 | 1.06 | 5.98 | 5.99 | 0.21 | $21.00 | 85.00 | 14 | 150.0 | 278.000 | -0.01 | 2024-07-29 |
| CIFR240816P00006000 | CIFR | PUT | Long | 6.00 | None | $0.21 | 0.25 | $0.16 | 0.03 | 0.39 | 0.85 | 1.06 | 5.98 | 5.82 | 0.21 | $21.00 | 85.00 | 11 | 150.0 | 278.000 | 0.16 | 2024-07-26 |
| CIFR240816P00006000 | CIFR | PUT | Long | 6.00 | None | $0.21 | 0.25 | $0.47 | 0.08 | 0.48 | 0.85 | 1.06 | 5.98 | 5.51 | 0.21 | $21.00 | 85.00 | 10 | 150.0 | 313.000 | 0.47 | 2024-07-25 |
| CIFR240816P00006000 | CIFR | PUT | Long | 6.00 | None | $-0.15 | -0.18 | $0.26 | 0.04 | 0.60 | 0.85 | 0.70 | 5.98 | 5.72 | -0.15 | $-15.00 | 85.00 | 9 | 124.0 | 313.000 | 0.26 | 2024-07-24 |
| CIFR240816P00006000 | CIFR | PUT | Long | 6.00 | None | $-0.15 | -0.18 | $-0.15 | -0.03 | 0.46 | 0.85 | 0.70 | 5.98 | 6.13 | -0.15 | $-15.00 | 85.00 | 8 | 124.0 | 308.000 | -0.15 | 2024-07-23 |
| CIFR240816P00006000 | CIFR | PUT | Long | 6.00 | None | $-0.17 | -0.20 | $-0.48 | -0.08 | 0.67 | 0.85 | 0.68 | 5.98 | 6.46 | -0.17 | $-17.00 | 85.00 | 7 | 201.0 | 254.000 | -0.48 | 2024-07-22 |
| CIFR240816P00006000 | CIFR | PUT | Long | 6.00 | None | $-0.10 | -0.12 | $-0.21 | -0.04 | 0.63 | 0.85 | 0.75 | 5.98 | 6.19 | -0.10 | $-10.00 | 85.00 | 4 | 6.0 | 250.000 | -0.21 | 2024-07-19 |
| CIFR240816P00006000 | CIFR | PUT | Long | 6.00 | None | $0.00 | 0.00 | $-0.02 | -0.00 | 0.38 | 0.85 | 0.85 | 5.98 | 6.00 | 0.00 | $0.00 | 85.00 | 3 | 215.0 | 122.000 | -0.02 | 2024-07-18 |
| CIFR240816P00006000 | CIFR | PUT | Long | 6.00 | None | $-0.05 | -0.06 | $-0.80 | -0.13 | 0.63 | 0.85 | 0.80 | 5.98 | 6.78 | -0.05 | $-5.00 | 85.00 | 2 | 44.0 | 87.000 | -0.80 | 2024-07-17 |
| CIFR240816P00006000 | CIFR | PUT | Long | 6.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.43 | $-0.30 | -0.35 | $-0.80 | -0.13 | 0.36 | 0.85 | 0.55 | 5.98 | 6.78 | -0.30 | $-30.00 | 85.00 | 1 | 82.0 | 7.000 | -0.80 | 2024-07-16 |
| CIFR240816P00006000 | CIFR | PUT | Long | 6.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.85 | 0.85 | 5.98 | 5.98 | 0.00 | $0.00 | 85.00 | 0 | 6.0 | 2.000 | -0.00 | 2024-07-15 |