| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-10-07 | CRNC | CRNC241115P00004000 | 4.00 | 39.0 | 2.000 | 1.012 | 0.583 | 0.2 | 0.4 | -0.050 | 0.410 | 0.590 | 0.60 | 3.80 | 2024-11-15 | PUT | Long | 0.484 | 0.600 | 0.418 |
| 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 | CRNC | 1.000 | 0.118 | 0.819 | 0.313 | 0.819 | 0.615 | 8.17 | -1.774 | 0.0000 | 2.37 | 21.07 | 21 | 1y | 3.10 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CRNC241115P00004000 | CRNC | PUT | Long | 4.00 | None | $0.10 | 0.17 | $0.66 | 0.17 | 1.71 | 0.60 | 0.70 | 3.80 | 3.14 | 0.10 | $10.00 | 60.00 | 38 | 1000.0 | 603.000 | 0.66 | 2024-11-14 |
| CRNC241115P00004000 | CRNC | PUT | Long | 4.00 | None | $0.10 | 0.17 | $0.62 | 0.16 | 0.36 | 0.60 | 0.70 | 3.80 | 3.18 | 0.10 | $10.00 | 60.00 | 37 | 1000.0 | 603.000 | 0.62 | 2024-11-13 |
| CRNC241115P00004000 | CRNC | PUT | Long | 4.00 | None | $0.10 | 0.17 | $0.43 | 0.11 | 0.55 | 0.60 | 0.70 | 3.80 | 3.37 | 0.10 | $10.00 | 60.00 | 36 | 1000.0 | 603.000 | 0.43 | 2024-11-12 |
| CRNC241115P00004000 | CRNC | PUT | Long | 4.00 | None | $0.10 | 0.17 | $0.36 | 0.09 | 0.44 | 0.60 | 0.70 | 3.80 | 3.44 | 0.10 | $10.00 | 60.00 | 35 | 1000.0 | 1035.000 | 0.36 | 2024-11-11 |
| CRNC241115P00004000 | CRNC | PUT | Long | 4.00 | None | $0.30 | 0.50 | $0.68 | 0.18 | 0.33 | 0.60 | 0.90 | 3.80 | 3.12 | 0.30 | $30.00 | 60.00 | 34 | 3.0 | 1032.000 | 0.68 | 2024-11-10 |
| CRNC241115P00004000 | CRNC | PUT | Long | 4.00 | None | $0.30 | 0.50 | $0.68 | 0.18 | 0.24 | 0.60 | 0.90 | 3.80 | 3.12 | 0.30 | $30.00 | 60.00 | 33 | 3.0 | 1032.000 | 0.68 | 2024-11-09 |
| CRNC241115P00004000 | CRNC | PUT | Long | 4.00 | None | $0.30 | 0.50 | $0.72 | 0.19 | 0.27 | 0.60 | 0.90 | 3.80 | 3.08 | 0.30 | $30.00 | 60.00 | 32 | 3.0 | 1032.000 | 0.72 | 2024-11-08 |
| CRNC241115P00004000 | CRNC | PUT | Long | 4.00 | None | $0.40 | 0.67 | $0.60 | 0.16 | 0.64 | 0.60 | 1.00 | 3.80 | 3.20 | 0.40 | $40.00 | 60.00 | 31 | 10.0 | 1032.000 | 0.60 | 2024-11-07 |
| CRNC241115P00004000 | CRNC | PUT | Long | 4.00 | None | $0.40 | 0.67 | $0.62 | 0.16 | 0.07 | 0.60 | 1.00 | 3.80 | 3.18 | 0.40 | $40.00 | 60.00 | 30 | 10.0 | 1032.000 | 0.62 | 2024-11-06 |
| CRNC241115P00004000 | CRNC | PUT | Long | 4.00 | None | $0.40 | 0.67 | $0.68 | 0.18 | 0.39 | 0.60 | 1.00 | 3.80 | 3.12 | 0.40 | $40.00 | 60.00 | 29 | 10.0 | 1032.000 | 0.68 | 2024-11-05 |
| CRNC241115P00004000 | CRNC | PUT | Long | 4.00 | None | $0.40 | 0.67 | $0.74 | 0.19 | -0.14 | 0.60 | 1.00 | 3.80 | 3.06 | 0.40 | $40.00 | 60.00 | 28 | 10.0 | 1042.000 | 0.74 | 2024-11-04 |
| CRNC241115P00004000 | CRNC | PUT | Long | 4.00 | None | $0.60 | 1.00 | $0.74 | 0.19 | -0.23 | 0.60 | 1.20 | 3.80 | 3.06 | 0.60 | $60.00 | 60.00 | 25 | 1.0 | 1043.000 | 0.74 | 2024-11-01 |
| CRNC241115P00004000 | CRNC | PUT | Long | 4.00 | None | $0.60 | 1.00 | $0.75 | 0.20 | 0.08 | 0.60 | 1.20 | 3.80 | 3.05 | 0.60 | $60.00 | 60.00 | 24 | 1.0 | 1043.000 | 0.75 | 2024-10-31 |
| CRNC241115P00004000 | CRNC | PUT | Long | 4.00 | None | $0.60 | 1.00 | $0.68 | 0.18 | -0.03 | 0.60 | 1.20 | 3.80 | 3.12 | 0.60 | $60.00 | 60.00 | 23 | 1.0 | 1043.000 | 0.68 | 2024-10-30 |
| CRNC241115P00004000 | CRNC | PUT | Long | 4.00 | None | $0.60 | 1.00 | $0.49 | 0.13 | 0.11 | 0.60 | 1.20 | 3.80 | 3.31 | 0.60 | $60.00 | 60.00 | 22 | 1.0 | 1043.000 | 0.49 | 2024-10-29 |
| CRNC241115P00004000 | CRNC | PUT | Long | 4.00 | None | $0.60 | 1.00 | $0.56 | 0.15 | 0.04 | 0.60 | 1.20 | 3.80 | 3.24 | 0.60 | $60.00 | 60.00 | 21 | 1.0 | 1043.000 | 0.56 | 2024-10-28 |
| CRNC241115P00004000 | CRNC | PUT | Long | 4.00 | None | $0.60 | 1.00 | $0.88 | 0.23 | -0.12 | 0.60 | 1.20 | 3.80 | 2.92 | 0.60 | $60.00 | 60.00 | 20 | 1.0 | 1043.000 | 0.88 | 2024-10-27 |
| CRNC241115P00004000 | CRNC | PUT | Long | 4.00 | None | $0.60 | 1.00 | $0.88 | 0.23 | -0.14 | 0.60 | 1.20 | 3.80 | 2.92 | 0.60 | $60.00 | 60.00 | 19 | 1.0 | 1043.000 | 0.88 | 2024-10-26 |
| CRNC241115P00004000 | CRNC | PUT | Long | 4.00 | None | $0.60 | 1.00 | $1.03 | 0.27 | -0.04 | 0.60 | 1.20 | 3.80 | 2.77 | 0.60 | $60.00 | 60.00 | 17 | 1.0 | 1043.000 | 1.03 | 2024-10-24 |
| CRNC241115P00004000 | CRNC | PUT | Long | 4.00 | None | $0.60 | 1.00 | $0.95 | 0.25 | 0.07 | 0.60 | 1.20 | 3.80 | 2.85 | 0.60 | $60.00 | 60.00 | 16 | 1.0 | 1043.000 | 0.95 | 2024-10-23 |
| CRNC241115P00004000 | CRNC | PUT | Long | 4.00 | None | $0.40 | 0.67 | $0.80 | 0.21 | -0.06 | 0.60 | 1.00 | 3.80 | 3.00 | 0.40 | $40.00 | 60.00 | 15 | 1.0 | 1043.000 | 0.80 | 2024-10-22 |
| CRNC241115P00004000 | CRNC | PUT | Long | 4.00 | None | $0.40 | 0.67 | $0.81 | 0.21 | 0.10 | 0.60 | 1.00 | 3.80 | 2.99 | 0.40 | $40.00 | 60.00 | 14 | 1.0 | 1043.000 | 0.81 | 2024-10-21 |
| CRNC241115P00004000 | CRNC | PUT | Long | 4.00 | None | $0.40 | 0.67 | $0.84 | 0.22 | -0.04 | 0.60 | 1.00 | 3.80 | 2.96 | 0.40 | $40.00 | 60.00 | 12 | 1.0 | 1043.000 | 0.84 | 2024-10-19 |
| CRNC241115P00004000 | CRNC | PUT | Long | 4.00 | None | $0.40 | 0.67 | $0.64 | 0.17 | -0.00 | 0.60 | 1.00 | 3.80 | 3.16 | 0.40 | $40.00 | 60.00 | 11 | 1.0 | 1043.000 | 0.64 | 2024-10-18 |
| CRNC241115P00004000 | CRNC | PUT | Long | 4.00 | None | $0.40 | 0.67 | $0.49 | 0.13 | -0.02 | 0.60 | 1.00 | 3.80 | 3.31 | 0.40 | $40.00 | 60.00 | 9 | 1.0 | 1043.000 | 0.49 | 2024-10-16 |
| CRNC241115P00004000 | CRNC | PUT | Long | 4.00 | None | $0.25 | 0.42 | $0.53 | 0.14 | 0.01 | 0.60 | 0.85 | 3.80 | 3.27 | 0.25 | $25.00 | 60.00 | 7 | 20.0 | 1043.000 | 0.53 | 2024-10-14 |
| CRNC241115P00004000 | CRNC | PUT | Long | 4.00 | None | $0.25 | 0.42 | $0.43 | 0.11 | -0.05 | 0.60 | 0.85 | 3.80 | 3.37 | 0.25 | $25.00 | 60.00 | 4 | 20.0 | 1043.000 | 0.43 | 2024-10-11 |
| CRNC241115P00004000 | CRNC | PUT | Long | 4.00 | None | $0.25 | 0.42 | $0.54 | 0.14 | 0.07 | 0.60 | 0.85 | 3.80 | 3.26 | 0.25 | $25.00 | 60.00 | 3 | 20.0 | 1033.000 | 0.54 | 2024-10-10 |
| CRNC241115P00004000 | CRNC | PUT | Long | 4.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.16; Exit EQ PnL: -0.12 | $0.16 | 0.27 | $0.13 | 0.03 | -0.01 | 0.60 | 0.76 | 3.80 | 3.67 | 0.16 | $16.00 | 60.00 | 2 | 1.0 | 1032.000 | 0.13 | 2024-10-09 |
| CRNC241115P00004000 | CRNC | PUT | Long | 4.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.60 | 0.60 | 3.80 | 3.80 | 0.00 | $0.00 | 60.00 | 0 | 39.0 | 2.000 | -0.00 | 2024-10-07 |