| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-11-16 | CMP | CMP241220P00015000 | 15.00 | 7.0 | 252.000 | 0.816 | 0.289 | 0.3 | 0.7 | -0.010 | 1.070 | 1.460 | 1.60 | 14.55 | 2024-12-20 | PUT | Long | 0.361 | 0.409 | 0.213 |
| 2024-11-15 | CMP | CMP241220P00015000 | 15.00 | 7.0 | 252.000 | 0.820 | 0.301 | 0.3 | 0.7 | -0.010 | 1.190 | 1.580 | 1.60 | 14.55 | 2024-12-20 | PUT | Long | 0.361 | 0.408 | 0.213 |
| 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 | CMP | 0.636 | 0.119 | 0.279 | 0.183 | 0.119 | -0.127 | 12.79 | -0.184 | 0.0000 | 7.77 | 26.69 | 21 | 1y | 13.06 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CMP241220P00015000 | CMP | PUT | Long | 15.00 | None | $2.20 | 1.38 | $3.23 | 0.22 | 0.85 | 1.60 | 3.80 | 14.55 | 11.32 | 2.20 | $220.00 | 160.00 | 34 | 5.0 | 193.000 | 3.23 | 2024-12-19 |
| CMP241220P00015000 | CMP | PUT | Long | 15.00 | None | $0.55 | 0.34 | $2.53 | 0.17 | 1.14 | 1.60 | 2.15 | 14.55 | 12.02 | 0.55 | $55.00 | 160.00 | 33 | 8.0 | 219.000 | 2.53 | 2024-12-18 |
| CMP241220P00015000 | CMP | PUT | Long | 15.00 | None | $0.75 | 0.47 | $1.74 | 0.12 | 0.07 | 1.60 | 2.35 | 14.55 | 12.81 | 0.75 | $75.00 | 160.00 | 32 | 6.0 | 223.000 | 1.74 | 2024-12-17 |
| CMP241220P00015000 | CMP | PUT | Long | 15.00 | None | $0.97 | 0.61 | $1.92 | 0.13 | 0.71 | 1.60 | 2.57 | 14.55 | 12.63 | 0.97 | $97.00 | 160.00 | 31 | 20.0 | 214.000 | 1.92 | 2024-12-16 |
| CMP241220P00015000 | CMP | PUT | Long | 15.00 | None | $0.12 | 0.08 | $1.44 | 0.10 | 0.14 | 1.60 | 1.72 | 14.55 | 13.11 | 0.12 | $12.00 | 160.00 | 28 | 1.0 | 214.000 | 1.44 | 2024-12-13 |
| CMP241220P00015000 | CMP | PUT | Long | 15.00 | None | $0.12 | 0.08 | $1.25 | 0.09 | -0.21 | 1.60 | 1.72 | 14.55 | 13.30 | 0.12 | $12.00 | 160.00 | 27 | 1.0 | 213.000 | 1.25 | 2024-12-12 |
| CMP241220P00015000 | CMP | PUT | Long | 15.00 | None | $0.49 | 0.31 | $0.96 | 0.07 | -0.10 | 1.60 | 2.09 | 14.55 | 13.59 | 0.49 | $49.00 | 160.00 | 26 | 6.0 | 213.000 | 0.96 | 2024-12-11 |
| CMP241220P00015000 | CMP | PUT | Long | 15.00 | None | $-0.15 | -0.09 | $0.43 | 0.03 | -0.43 | 1.60 | 1.45 | 14.55 | 14.12 | -0.15 | $-15.00 | 160.00 | 25 | 37.0 | 250.000 | 0.43 | 2024-12-10 |
| CMP241220P00015000 | CMP | PUT | Long | 15.00 | None | $-0.10 | -0.06 | $0.87 | 0.06 | -0.30 | 1.60 | 1.50 | 14.55 | 13.68 | -0.10 | $-10.00 | 160.00 | 24 | 1.0 | 250.000 | 0.87 | 2024-12-09 |
| CMP241220P00015000 | CMP | PUT | Long | 15.00 | None | $0.00 | 0.00 | $0.98 | 0.07 | -0.30 | 1.60 | 1.60 | 14.55 | 13.57 | 0.00 | $0.00 | 160.00 | 23 | 5.0 | 254.000 | 0.98 | 2024-12-08 |
| CMP241220P00015000 | CMP | PUT | Long | 15.00 | None | $0.00 | 0.00 | $1.00 | 0.07 | -0.52 | 1.60 | 1.60 | 14.55 | 13.55 | 0.00 | $0.00 | 160.00 | 21 | 5.0 | 254.000 | 1.00 | 2024-12-06 |
| CMP241220P00015000 | CMP | PUT | Long | 15.00 | None | $-0.35 | -0.22 | $0.74 | 0.05 | -0.46 | 1.60 | 1.25 | 14.55 | 13.81 | -0.35 | $-35.00 | 160.00 | 20 | 18.0 | 254.000 | 0.74 | 2024-12-05 |
| CMP241220P00015000 | CMP | PUT | Long | 15.00 | None | $-0.35 | -0.22 | $0.12 | 0.01 | -0.34 | 1.60 | 1.25 | 14.55 | 14.43 | -0.35 | $-35.00 | 160.00 | 19 | 8.0 | 263.000 | 0.12 | 2024-12-04 |
| CMP241220P00015000 | CMP | PUT | Long | 15.00 | None | $-0.65 | -0.41 | $-0.22 | -0.02 | -0.48 | 1.60 | 0.95 | 14.55 | 14.77 | -0.65 | $-65.00 | 160.00 | 18 | 2.0 | 263.000 | -0.22 | 2024-12-03 |
| CMP241220P00015000 | CMP | PUT | Long | 15.00 | None | $-0.60 | -0.38 | $-0.54 | -0.04 | -0.32 | 1.60 | 1.00 | 14.55 | 15.09 | -0.60 | $-60.00 | 160.00 | 17 | 1.0 | 263.000 | -0.54 | 2024-12-02 |
| CMP241220P00015000 | CMP | PUT | Long | 15.00 | None | $-0.90 | -0.56 | $-0.88 | -0.06 | -1.09 | 1.60 | 0.70 | 14.55 | 15.43 | -0.90 | $-90.00 | 160.00 | 16 | 4.0 | 0.000 | -0.88 | 2024-12-01 |
| CMP241220P00015000 | CMP | PUT | Long | 15.00 | None | $-0.90 | -0.56 | $-0.88 | -0.06 | -0.45 | 1.60 | 0.70 | 14.55 | 15.43 | -0.90 | $-90.00 | 160.00 | 15 | 4.0 | 263.000 | -0.88 | 2024-11-30 |
| CMP241220P00015000 | CMP | PUT | Long | 15.00 | None | $-0.82 | -0.51 | $-1.15 | -0.08 | -0.41 | 1.60 | 0.78 | 14.55 | 15.70 | -0.82 | $-82.00 | 160.00 | 13 | 2.0 | 264.000 | -1.15 | 2024-11-28 |
| CMP241220P00015000 | CMP | PUT | Long | 15.00 | None | $-0.45 | -0.28 | $-0.64 | -0.04 | -0.41 | 1.60 | 1.15 | 14.55 | 15.19 | -0.45 | $-45.00 | 160.00 | 12 | 8.0 | 264.000 | -0.64 | 2024-11-27 |
| CMP241220P00015000 | CMP | PUT | Long | 15.00 | None | $-0.45 | -0.28 | $-0.22 | -0.02 | -0.46 | 1.60 | 1.15 | 14.55 | 14.77 | -0.45 | $-45.00 | 160.00 | 11 | 8.0 | 264.000 | -0.22 | 2024-11-26 |
| CMP241220P00015000 | CMP | PUT | Long | 15.00 | None | $-0.30 | -0.19 | $-0.55 | -0.04 | -0.45 | 1.60 | 1.30 | 14.55 | 15.10 | -0.30 | $-30.00 | 160.00 | 10 | 13.0 | 265.000 | -0.55 | 2024-11-25 |
| CMP241220P00015000 | CMP | PUT | Long | 15.00 | None | $-0.26 | -0.16 | $-0.28 | -0.02 | -0.42 | 1.60 | 1.34 | 14.55 | 14.83 | -0.26 | $-26.00 | 160.00 | 9 | 17.0 | 264.000 | -0.28 | 2024-11-24 |
| CMP241220P00015000 | CMP | PUT | Long | 15.00 | None | $-0.26 | -0.16 | $-0.28 | -0.02 | -0.45 | 1.60 | 1.34 | 14.55 | 14.83 | -0.26 | $-26.00 | 160.00 | 8 | 17.0 | 264.000 | -0.28 | 2024-11-23 |
| CMP241220P00015000 | CMP | PUT | Long | 15.00 | None | $-0.26 | -0.16 | $-0.30 | -0.02 | -0.45 | 1.60 | 1.34 | 14.55 | 14.85 | -0.26 | $-26.00 | 160.00 | 7 | 17.0 | 264.000 | -0.30 | 2024-11-22 |
| CMP241220P00015000 | CMP | PUT | Long | 15.00 | None | $-0.31 | -0.19 | $-0.13 | -0.01 | -0.53 | 1.60 | 1.29 | 14.55 | 14.68 | -0.31 | $-31.00 | 160.00 | 6 | 31.0 | 259.000 | -0.13 | 2024-11-21 |
| CMP241220P00015000 | CMP | PUT | Long | 15.00 | None | $-0.06 | -0.04 | $-0.36 | -0.02 | -0.37 | 1.60 | 1.54 | 14.55 | 14.91 | -0.06 | $-6.00 | 160.00 | 5 | 2.0 | 259.000 | -0.36 | 2024-11-20 |
| CMP241220P00015000 | CMP | PUT | Long | 15.00 | None | $-0.06 | -0.04 | $-0.12 | -0.01 | -0.38 | 1.60 | 1.54 | 14.55 | 14.67 | -0.06 | $-6.00 | 160.00 | 4 | 2.0 | 261.000 | -0.12 | 2024-11-19 |
| CMP241220P00015000 | CMP | PUT | Long | 15.00 | None | $-0.40 | -0.25 | $-0.20 | -0.01 | -0.44 | 1.60 | 1.20 | 14.55 | 14.75 | -0.40 | $-40.00 | 160.00 | 3 | 4.0 | 259.000 | -0.20 | 2024-11-18 |
| CMP241220P00015000 | CMP | PUT | Long | 15.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | -0.30 | 1.60 | 1.60 | 14.55 | 14.55 | 0.00 | $0.00 | 160.00 | 2 | 7.0 | 252.000 | -0.00 | 2024-11-17 |
| CMP241220P00015000 | CMP | PUT | Long | 15.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | -0.31 | 1.60 | 1.60 | 14.55 | 14.55 | 0.00 | $0.00 | 160.00 | 1 | 7.0 | 252.000 | -0.00 | 2024-11-16 |
| CMP241220P00015000 | CMP | PUT | Long | 15.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 1.60 | 1.60 | 14.55 | 14.55 | 0.00 | $0.00 | 160.00 | 0 | 7.0 | 252.000 | -0.00 | 2024-11-15 |