| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-09 | COMP | COMP240621P00003000 | 3.00 | 257.0 | 607.000 | 0.820 | 0.373 | 1.1 | 0.0 | -0.010 | 1.110 | 0.050 | 0.09 | 4.05 | 2024-06-21 | PUT | Long | 0.351 | 0.411 | 0.235 |
| 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 | COMP | 0.636 | 0.099 | 0.257 | 0.188 | 0.099 | -0.100 | 6.70 | -0.066 | 0.0000 | 2.88 | 7.33 | 21 | 1y | 6.19 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| COMP240621P00003000 | COMP | PUT | Long | 3.00 | None | $-0.06 | -0.67 | $0.46 | 0.11 | 0.56 | 0.09 | 0.03 | 4.05 | 3.59 | -0.06 | $-6.00 | 9.00 | 40 | 1.0 | 622.000 | 0.46 | 2024-06-18 |
| COMP240621P00003000 | COMP | PUT | Long | 3.00 | None | $-0.06 | -0.67 | $0.47 | 0.12 | 0.40 | 0.09 | 0.03 | 4.05 | 3.58 | -0.06 | $-6.00 | 9.00 | 39 | 1.0 | 622.000 | 0.47 | 2024-06-17 |
| COMP240621P00003000 | COMP | PUT | Long | 3.00 | None | $-0.04 | -0.44 | $0.41 | 0.10 | 0.21 | 0.09 | 0.05 | 4.05 | 3.64 | -0.04 | $-4.00 | 9.00 | 36 | 7.0 | 622.000 | 0.41 | 2024-06-14 |
| COMP240621P00003000 | COMP | PUT | Long | 3.00 | None | $-0.04 | -0.44 | $0.40 | 0.10 | 0.16 | 0.09 | 0.05 | 4.05 | 3.65 | -0.04 | $-4.00 | 9.00 | 35 | 7.0 | 622.000 | 0.40 | 2024-06-13 |
| COMP240621P00003000 | COMP | PUT | Long | 3.00 | None | $-0.04 | -0.44 | $0.11 | 0.03 | 0.37 | 0.09 | 0.05 | 4.05 | 3.94 | -0.04 | $-4.00 | 9.00 | 34 | 7.0 | 622.000 | 0.11 | 2024-06-12 |
| COMP240621P00003000 | COMP | PUT | Long | 3.00 | None | $-0.04 | -0.44 | $0.41 | 0.10 | -0.57 | 0.09 | 0.05 | 4.05 | 3.64 | -0.04 | $-4.00 | 9.00 | 33 | 7.0 | 622.000 | 0.41 | 2024-06-11 |
| COMP240621P00003000 | COMP | PUT | Long | 3.00 | None | $-0.04 | -0.44 | $0.52 | 0.13 | -0.07 | 0.09 | 0.05 | 4.05 | 3.53 | -0.04 | $-4.00 | 9.00 | 32 | 7.0 | 622.000 | 0.52 | 2024-06-10 |
| COMP240621P00003000 | COMP | PUT | Long | 3.00 | None | $-0.04 | -0.44 | $0.45 | 0.11 | -0.01 | 0.09 | 0.05 | 4.05 | 3.60 | -0.04 | $-4.00 | 9.00 | 31 | 7.0 | 622.000 | 0.45 | 2024-06-09 |
| COMP240621P00003000 | COMP | PUT | Long | 3.00 | None | $-0.04 | -0.44 | $0.44 | 0.11 | -0.09 | 0.09 | 0.05 | 4.05 | 3.61 | -0.04 | $-4.00 | 9.00 | 29 | 7.0 | 622.000 | 0.44 | 2024-06-07 |
| COMP240621P00003000 | COMP | PUT | Long | 3.00 | None | $-0.04 | -0.44 | $0.33 | 0.08 | -0.04 | 0.09 | 0.05 | 4.05 | 3.72 | -0.04 | $-4.00 | 9.00 | 28 | 7.0 | 622.000 | 0.33 | 2024-06-06 |
| COMP240621P00003000 | COMP | PUT | Long | 3.00 | None | $-0.04 | -0.44 | $0.34 | 0.08 | -0.05 | 0.09 | 0.05 | 4.05 | 3.71 | -0.04 | $-4.00 | 9.00 | 27 | 7.0 | 622.000 | 0.34 | 2024-06-05 |
| COMP240621P00003000 | COMP | PUT | Long | 3.00 | None | $-0.04 | -0.44 | $0.43 | 0.11 | -0.15 | 0.09 | 0.05 | 4.05 | 3.62 | -0.04 | $-4.00 | 9.00 | 26 | 7.0 | 622.000 | 0.43 | 2024-06-04 |
| COMP240621P00003000 | COMP | PUT | Long | 3.00 | None | $-0.04 | -0.44 | $0.35 | 0.09 | -0.10 | 0.09 | 0.05 | 4.05 | 3.70 | -0.04 | $-4.00 | 9.00 | 25 | 7.0 | 622.000 | 0.35 | 2024-06-03 |
| COMP240621P00003000 | COMP | PUT | Long | 3.00 | None | $-0.04 | -0.44 | $0.29 | 0.07 | -0.57 | 0.09 | 0.05 | 4.05 | 3.76 | -0.04 | $-4.00 | 9.00 | 22 | 7.0 | 625.000 | 0.29 | 2024-05-31 |
| COMP240621P00003000 | COMP | PUT | Long | 3.00 | None | $-0.05 | -0.56 | $0.26 | 0.06 | -0.12 | 0.09 | 0.04 | 4.05 | 3.79 | -0.05 | $-5.00 | 9.00 | 21 | 100.0 | 525.000 | 0.26 | 2024-05-30 |
| COMP240621P00003000 | COMP | PUT | Long | 3.00 | None | $-0.04 | -0.44 | $0.26 | 0.06 | -0.13 | 0.09 | 0.05 | 4.05 | 3.79 | -0.04 | $-4.00 | 9.00 | 20 | 4.0 | 525.000 | 0.26 | 2024-05-29 |
| COMP240621P00003000 | COMP | PUT | Long | 3.00 | None | $-0.04 | -0.44 | $0.07 | 0.02 | -0.04 | 0.09 | 0.05 | 4.05 | 3.98 | -0.04 | $-4.00 | 9.00 | 19 | 4.0 | 525.000 | 0.07 | 2024-05-28 |
| COMP240621P00003000 | COMP | PUT | Long | 3.00 | None | $-0.04 | -0.44 | $-0.03 | -0.01 | -0.02 | 0.09 | 0.05 | 4.05 | 4.08 | -0.04 | $-4.00 | 9.00 | 18 | 4.0 | 522.000 | -0.03 | 2024-05-27 |
| COMP240621P00003000 | COMP | PUT | Long | 3.00 | None | $-0.04 | -0.44 | $-0.04 | -0.01 | -0.05 | 0.09 | 0.05 | 4.05 | 4.09 | -0.04 | $-4.00 | 9.00 | 15 | 4.0 | 522.000 | -0.04 | 2024-05-24 |
| COMP240621P00003000 | COMP | PUT | Long | 3.00 | None | $-0.04 | -0.44 | $-0.00 | -0.00 | -0.09 | 0.09 | 0.05 | 4.05 | 4.05 | -0.04 | $-4.00 | 9.00 | 14 | 100.0 | 522.000 | -0.00 | 2024-05-23 |
| COMP240621P00003000 | COMP | PUT | Long | 3.00 | None | $-0.04 | -0.44 | $-0.15 | -0.04 | -0.04 | 0.09 | 0.05 | 4.05 | 4.20 | -0.04 | $-4.00 | 9.00 | 13 | 100.0 | 522.000 | -0.15 | 2024-05-22 |
| COMP240621P00003000 | COMP | PUT | Long | 3.00 | None | $-0.04 | -0.44 | $-0.25 | -0.06 | -0.01 | 0.09 | 0.05 | 4.05 | 4.30 | -0.04 | $-4.00 | 9.00 | 12 | 100.0 | 522.000 | -0.25 | 2024-05-21 |
| COMP240621P00003000 | COMP | PUT | Long | 3.00 | None | $-0.04 | -0.44 | $-0.28 | -0.07 | -0.57 | 0.09 | 0.05 | 4.05 | 4.33 | -0.04 | $-4.00 | 9.00 | 11 | 300.0 | 0.000 | -0.28 | 2024-05-20 |
| COMP240621P00003000 | COMP | PUT | Long | 3.00 | None | $-0.04 | -0.44 | $-0.25 | -0.06 | -0.04 | 0.09 | 0.05 | 4.05 | 4.30 | -0.04 | $-4.00 | 9.00 | 10 | 300.0 | 522.000 | -0.25 | 2024-05-19 |
| COMP240621P00003000 | COMP | PUT | Long | 3.00 | None | $-0.04 | -0.44 | $-0.25 | -0.06 | -0.05 | 0.09 | 0.05 | 4.05 | 4.30 | -0.04 | $-4.00 | 9.00 | 9 | 300.0 | 522.000 | -0.25 | 2024-05-18 |
| COMP240621P00003000 | COMP | PUT | Long | 3.00 | None | $-0.04 | -0.44 | $-0.24 | -0.06 | -0.05 | 0.09 | 0.05 | 4.05 | 4.29 | -0.04 | $-4.00 | 9.00 | 8 | 300.0 | 522.000 | -0.24 | 2024-05-17 |
| COMP240621P00003000 | COMP | PUT | Long | 3.00 | None | $-0.04 | -0.44 | $-0.36 | -0.09 | -0.04 | 0.09 | 0.05 | 4.05 | 4.41 | -0.04 | $-4.00 | 9.00 | 6 | 300.0 | 522.000 | -0.36 | 2024-05-15 |
| COMP240621P00003000 | COMP | PUT | Long | 3.00 | None | $-0.04 | -0.44 | $-0.27 | -0.07 | -0.08 | 0.09 | 0.05 | 4.05 | 4.32 | -0.04 | $-4.00 | 9.00 | 5 | 175.0 | 644.000 | -0.27 | 2024-05-14 |
| COMP240621P00003000 | COMP | PUT | Long | 3.00 | Exit OP PnL: $-0.02;Exit EQ PnL: -0.10; Position is Long and position continued to lose. Latest OP price is: $0.07 (EQ: $4.15). Initial OP price was: $0.09 (EQ: $4.05). Surpassed Stop Loss Percentage: -0.2222222222222222222222222222 < -0.16. | $-0.02 | -0.22 | $-0.07 | -0.02 | -0.03 | 0.09 | 0.07 | 4.05 | 4.12 | -0.02 | $-2.00 | 9.00 | 4 | 175.0 | 629.000 | -0.07 | 2024-05-13 |
| COMP240621P00003000 | COMP | PUT | Long | 3.00 | None | $0.00 | 0.00 | $0.15 | 0.04 | -0.57 | 0.09 | 0.09 | 4.05 | 3.90 | 0.00 | $0.00 | 9.00 | 3 | 9.0 | 629.000 | 0.15 | 2024-05-12 |
| COMP240621P00003000 | COMP | PUT | Long | 3.00 | None | $0.00 | 0.00 | $0.06 | 0.01 | 0.07 | 0.09 | 0.09 | 4.05 | 3.99 | 0.00 | $0.00 | 9.00 | 1 | 257.0 | 629.000 | 0.06 | 2024-05-10 |
| COMP240621P00003000 | COMP | PUT | Long | 3.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.09 | 0.09 | 4.05 | 4.05 | 0.00 | $0.00 | 9.00 | 0 | 257.0 | 607.000 | -0.00 | 2024-05-09 |