| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-02-26 | COIN | COIN240405P00190000 | 190.00 | 20.0 | 4.000 | 0.825 | 0.362 | 10.5 | 5.8 | 0.000 | 20.500 | 15.780 | 18.65 | 193.94 | 2024-04-05 | PUT | Long | 0.391 | 0.419 | 0.168 |
| 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 | COIN | 1.000 | 0.173 | 0.431 | 0.236 | 0.215 | -0.215 | 311.64 | 0.031 | 0.0000 | 117.30 | 343.62 | 21 | 1y | 235.29 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| COIN240405P00190000 | COIN | PUT | Long | 190.00 | None | $-18.62 | -1.00 | $-55.67 | -0.29 | 0.58 | 18.65 | 0.03 | 193.94 | 249.61 | -18.62 | $-1862.00 | 1865.00 | 38 | 20.0 | 757.000 | -55.67 | 2024-04-04 |
| COIN240405P00190000 | COIN | PUT | Long | 190.00 | None | $-18.61 | -1.00 | $-57.64 | -0.30 | 0.37 | 18.65 | 0.04 | 193.94 | 251.58 | -18.61 | $-1861.00 | 1865.00 | 37 | 36.0 | 787.000 | -57.64 | 2024-04-03 |
| COIN240405P00190000 | COIN | PUT | Long | 190.00 | None | $-18.58 | -1.00 | $-51.90 | -0.27 | 0.22 | 18.65 | 0.07 | 193.94 | 245.84 | -18.58 | $-1858.00 | 1865.00 | 36 | 45.0 | 784.000 | -51.90 | 2024-04-02 |
| COIN240405P00190000 | COIN | PUT | Long | 190.00 | None | $-18.55 | -0.99 | $-58.17 | -0.30 | -0.32 | 18.65 | 0.10 | 193.94 | 252.11 | -18.55 | $-1855.00 | 1865.00 | 35 | 60.0 | 784.000 | -58.17 | 2024-04-01 |
| COIN240405P00190000 | COIN | PUT | Long | 190.00 | None | $-18.46 | -0.99 | $-71.18 | -0.37 | 0.47 | 18.65 | 0.19 | 193.94 | 265.12 | -18.46 | $-1846.00 | 1865.00 | 34 | 87.0 | 743.000 | -71.18 | 2024-03-31 |
| COIN240405P00190000 | COIN | PUT | Long | 190.00 | None | $-18.46 | -0.99 | $-71.18 | -0.37 | 0.27 | 18.65 | 0.19 | 193.94 | 265.12 | -18.46 | $-1846.00 | 1865.00 | 33 | 87.0 | 743.000 | -71.18 | 2024-03-30 |
| COIN240405P00190000 | COIN | PUT | Long | 190.00 | None | $-18.46 | -0.99 | $-71.18 | -0.37 | 0.20 | 18.65 | 0.19 | 193.94 | 265.12 | -18.46 | $-1846.00 | 1865.00 | 32 | 87.0 | 743.000 | -71.18 | 2024-03-29 |
| COIN240405P00190000 | COIN | PUT | Long | 190.00 | None | $-18.51 | -0.99 | $-71.18 | -0.37 | 0.14 | 18.65 | 0.14 | 193.94 | 265.12 | -18.51 | $-1851.00 | 1865.00 | 31 | 82.0 | 743.000 | -71.18 | 2024-03-28 |
| COIN240405P00190000 | COIN | PUT | Long | 190.00 | None | $-18.41 | -0.99 | $-62.76 | -0.32 | 0.08 | 18.65 | 0.24 | 193.94 | 256.70 | -18.41 | $-1841.00 | 1865.00 | 30 | 114.0 | 717.000 | -62.76 | 2024-03-27 |
| COIN240405P00190000 | COIN | PUT | Long | 190.00 | None | $-18.46 | -0.99 | $-72.87 | -0.38 | 0.10 | 18.65 | 0.19 | 193.94 | 266.81 | -18.46 | $-1846.00 | 1865.00 | 29 | 34.0 | 691.000 | -72.87 | 2024-03-26 |
| COIN240405P00190000 | COIN | PUT | Long | 190.00 | None | $-18.32 | -0.98 | $-85.77 | -0.44 | 0.21 | 18.65 | 0.33 | 193.94 | 279.71 | -18.32 | $-1832.00 | 1865.00 | 28 | 80.0 | 692.000 | -85.77 | 2024-03-25 |
| COIN240405P00190000 | COIN | PUT | Long | 190.00 | None | $-17.80 | -0.95 | $-61.57 | -0.32 | 0.06 | 18.65 | 0.85 | 193.94 | 255.51 | -17.80 | $-1780.00 | 1865.00 | 25 | 63.0 | 707.000 | -61.57 | 2024-03-22 |
| COIN240405P00190000 | COIN | PUT | Long | 190.00 | None | $-17.96 | -0.96 | $-68.06 | -0.35 | 0.06 | 18.65 | 0.69 | 193.94 | 262.00 | -17.96 | $-1796.00 | 1865.00 | 24 | 68.0 | 698.000 | -68.06 | 2024-03-21 |
| COIN240405P00190000 | COIN | PUT | Long | 190.00 | None | $-17.66 | -0.95 | $-62.94 | -0.32 | 0.05 | 18.65 | 0.99 | 193.94 | 256.88 | -17.66 | $-1766.00 | 1865.00 | 23 | 115.0 | 669.000 | -62.94 | 2024-03-20 |
| COIN240405P00190000 | COIN | PUT | Long | 190.00 | None | $-16.09 | -0.86 | $-36.18 | -0.19 | -0.04 | 18.65 | 2.56 | 193.94 | 230.12 | -16.09 | $-1609.00 | 1865.00 | 22 | 76.0 | 644.000 | -36.18 | 2024-03-19 |
| COIN240405P00190000 | COIN | PUT | Long | 190.00 | None | $-16.34 | -0.88 | $-45.68 | -0.24 | 0.03 | 18.65 | 2.31 | 193.94 | 239.62 | -16.34 | $-1634.00 | 1865.00 | 21 | 1074.0 | 1093.000 | -45.68 | 2024-03-18 |
| COIN240405P00190000 | COIN | PUT | Long | 190.00 | None | $-15.80 | -0.85 | $-48.42 | -0.25 | 0.05 | 18.65 | 2.85 | 193.94 | 242.36 | -15.80 | $-1580.00 | 1865.00 | 18 | 69.0 | 1092.000 | -48.42 | 2024-03-15 |
| COIN240405P00190000 | COIN | PUT | Long | 190.00 | None | $-14.55 | -0.78 | $-39.73 | -0.20 | 0.05 | 18.65 | 4.10 | 193.94 | 233.67 | -14.55 | $-1455.00 | 1865.00 | 17 | 39.0 | 1088.000 | -39.73 | 2024-03-14 |
| COIN240405P00190000 | COIN | PUT | Long | 190.00 | None | $-16.52 | -0.89 | $-57.79 | -0.30 | 0.04 | 18.65 | 2.13 | 193.94 | 251.73 | -16.52 | $-1652.00 | 1865.00 | 16 | 26.0 | 1077.000 | -57.79 | 2024-03-13 |
| COIN240405P00190000 | COIN | PUT | Long | 190.00 | None | $-16.15 | -0.87 | $-62.20 | -0.32 | 0.08 | 18.65 | 2.50 | 193.94 | 256.14 | -16.15 | $-1615.00 | 1865.00 | 15 | 43.0 | 1070.000 | -62.20 | 2024-03-12 |
| COIN240405P00190000 | COIN | PUT | Long | 190.00 | None | $-15.20 | -0.82 | $-60.23 | -0.31 | 0.13 | 18.65 | 3.45 | 193.94 | 254.17 | -15.20 | $-1520.00 | 1865.00 | 14 | 39.0 | 1061.000 | -60.23 | 2024-03-11 |
| COIN240405P00190000 | COIN | PUT | Long | 190.00 | None | $-14.75 | -0.79 | $-62.68 | -0.32 | 0.12 | 18.65 | 3.90 | 193.94 | 256.62 | -14.75 | $-1475.00 | 1865.00 | 11 | 41.0 | 1073.000 | -62.68 | 2024-03-08 |
| COIN240405P00190000 | COIN | PUT | Long | 190.00 | None | $-13.19 | -0.71 | $-48.68 | -0.25 | 0.09 | 18.65 | 5.46 | 193.94 | 242.62 | -13.19 | $-1319.00 | 1865.00 | 10 | 34.0 | 1069.000 | -48.68 | 2024-03-07 |
| COIN240405P00190000 | COIN | PUT | Long | 190.00 | None | $-11.60 | -0.62 | $-44.61 | -0.23 | 0.13 | 18.65 | 7.05 | 193.94 | 238.55 | -11.60 | $-1160.00 | 1865.00 | 9 | 46.0 | 1067.000 | -44.61 | 2024-03-06 |
| COIN240405P00190000 | COIN | PUT | Long | 190.00 | None | $-11.08 | -0.59 | $-23.69 | -0.12 | -0.02 | 18.65 | 7.57 | 193.94 | 217.63 | -11.08 | $-1108.00 | 1865.00 | 8 | 11.0 | 1067.000 | -23.69 | 2024-03-05 |
| COIN240405P00190000 | COIN | PUT | Long | 190.00 | None | $-9.75 | -0.52 | $-35.21 | -0.18 | -0.70 | 18.65 | 8.90 | 193.94 | 229.15 | -9.75 | $-975.00 | 1865.00 | 7 | 45.0 | 0.000 | -35.21 | 2024-03-04 |
| COIN240405P00190000 | COIN | PUT | Long | 190.00 | None | $-4.74 | -0.25 | $-11.83 | -0.06 | 0.03 | 18.65 | 13.91 | 193.94 | 205.77 | -4.74 | $-474.00 | 1865.00 | 6 | 1003.0 | 58.000 | -11.83 | 2024-03-03 |
| COIN240405P00190000 | COIN | PUT | Long | 190.00 | None | $-4.74 | -0.25 | $-11.83 | -0.06 | 0.03 | 18.65 | 13.91 | 193.94 | 205.77 | -4.74 | $-474.00 | 1865.00 | 5 | 1003.0 | 58.000 | -11.83 | 2024-03-02 |
| COIN240405P00190000 | COIN | PUT | Long | 190.00 | None | $-4.90 | -0.26 | $-10.52 | -0.05 | -0.01 | 18.65 | 13.75 | 193.94 | 204.46 | -4.90 | $-490.00 | 1865.00 | 4 | 1.0 | 58.000 | -10.52 | 2024-03-01 |
| COIN240405P00190000 | COIN | PUT | Long | 190.00 | None | $-3.88 | -0.21 | $-9.62 | -0.05 | 0.01 | 18.65 | 14.77 | 193.94 | 203.56 | -3.88 | $-388.00 | 1865.00 | 3 | 12.0 | 49.000 | -9.62 | 2024-02-29 |
| COIN240405P00190000 | COIN | PUT | Long | 190.00 | None | $-1.56 | -0.08 | $-6.86 | -0.04 | 0.08 | 18.65 | 17.09 | 193.94 | 200.80 | -1.56 | $-156.00 | 1865.00 | 2 | 15.0 | 36.000 | -6.86 | 2024-02-28 |
| COIN240405P00190000 | COIN | PUT | Long | 190.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -13.88 | $-0.05 | -0.00 | $-5.28 | -0.03 | 0.00 | 18.65 | 18.60 | 193.94 | 199.22 | -0.05 | $-5.00 | 1865.00 | 1 | 22.0 | 22.000 | -5.28 | 2024-02-27 |
| COIN240405P00190000 | COIN | PUT | Long | 190.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 18.65 | 18.65 | 193.94 | 193.94 | 0.00 | $0.00 | 1865.00 | 0 | 20.0 | 4.000 | -0.00 | 2024-02-26 |