| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-02-01 | CTVA | CTVA240315P00050000 | 50.00 | 20.0 | 415.000 | 0.304 | 0.179 | 3.4 | 0.2 | -0.010 | 4.000 | 0.780 | 0.85 | 52.97 | 2024-03-15 | PUT | Long | 0.141 | 0.225 | 0.189 |
| 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 | CTVA | 0.909 | 0.031 | 0.191 | 0.075 | 0.076 | -0.006 | 58.57 | 0.043 | 0.0000 | 44.41 | 64.13 | 21 | 1y | 59.65 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CTVA240315P00050000 | CTVA | PUT | Long | 50.00 | None | $-0.57 | -0.95 | $-1.14 | -0.02 | 0.39 | 0.60 | 0.03 | 54.06 | 55.20 | -0.57 | $-57.00 | 60.00 | 42 | 1.0 | 1227.000 | -1.14 | 2024-03-14 |
| CTVA240315P00050000 | CTVA | PUT | Long | 50.00 | None | $-0.58 | -0.97 | $-1.24 | -0.02 | 0.41 | 0.60 | 0.02 | 54.06 | 55.30 | -0.58 | $-58.00 | 60.00 | 41 | 1.0 | 1227.000 | -1.24 | 2024-03-13 |
| CTVA240315P00050000 | CTVA | PUT | Long | 50.00 | None | $-0.58 | -0.97 | $-1.06 | -0.02 | 0.25 | 0.60 | 0.02 | 54.06 | 55.12 | -0.58 | $-58.00 | 60.00 | 40 | 1.0 | 1228.000 | -1.06 | 2024-03-12 |
| CTVA240315P00050000 | CTVA | PUT | Long | 50.00 | None | $-0.55 | -0.92 | $-1.02 | -0.02 | 0.19 | 0.60 | 0.05 | 54.06 | 55.08 | -0.55 | $-55.00 | 60.00 | 39 | 1.0 | 1228.000 | -1.02 | 2024-03-11 |
| CTVA240315P00050000 | CTVA | PUT | Long | 50.00 | None | $-0.55 | -0.92 | $-0.62 | -0.01 | 0.07 | 0.60 | 0.05 | 54.06 | 54.68 | -0.55 | $-55.00 | 60.00 | 36 | 1.0 | 1228.000 | -0.62 | 2024-03-08 |
| CTVA240315P00050000 | CTVA | PUT | Long | 50.00 | None | $-0.56 | -0.93 | $-0.43 | -0.01 | 0.04 | 0.60 | 0.04 | 54.06 | 54.49 | -0.56 | $-56.00 | 60.00 | 35 | 60.0 | 1228.000 | -0.43 | 2024-03-07 |
| CTVA240315P00050000 | CTVA | PUT | Long | 50.00 | None | $-0.54 | -0.90 | $0.02 | 0.00 | -0.00 | 0.60 | 0.06 | 54.06 | 54.04 | -0.54 | $-54.00 | 60.00 | 34 | 7.0 | 1168.000 | 0.02 | 2024-03-06 |
| CTVA240315P00050000 | CTVA | PUT | Long | 50.00 | None | $-0.50 | -0.83 | $0.19 | 0.00 | 0.02 | 0.60 | 0.10 | 54.06 | 53.87 | -0.50 | $-50.00 | 60.00 | 33 | 6.0 | 1163.000 | 0.19 | 2024-03-05 |
| CTVA240315P00050000 | CTVA | PUT | Long | 50.00 | None | $-0.52 | -0.87 | $0.45 | 0.01 | -0.16 | 0.60 | 0.08 | 54.06 | 53.61 | -0.52 | $-52.00 | 60.00 | 32 | 101.0 | 0.000 | 0.45 | 2024-03-04 |
| CTVA240315P00050000 | CTVA | PUT | Long | 50.00 | None | $-0.53 | -0.88 | $0.40 | 0.01 | -0.02 | 0.60 | 0.07 | 54.06 | 53.66 | -0.53 | $-53.00 | 60.00 | 31 | 111.0 | 1142.000 | 0.40 | 2024-03-03 |
| CTVA240315P00050000 | CTVA | PUT | Long | 50.00 | None | $-0.53 | -0.88 | $0.40 | 0.01 | -0.02 | 0.60 | 0.07 | 54.06 | 53.66 | -0.53 | $-53.00 | 60.00 | 30 | 111.0 | 1142.000 | 0.40 | 2024-03-02 |
| CTVA240315P00050000 | CTVA | PUT | Long | 50.00 | None | $-0.45 | -0.75 | $-0.22 | -0.00 | -0.05 | 0.60 | 0.15 | 54.06 | 54.28 | -0.45 | $-45.00 | 60.00 | 29 | 1.0 | 1142.000 | -0.22 | 2024-03-01 |
| CTVA240315P00050000 | CTVA | PUT | Long | 50.00 | None | $-0.52 | -0.87 | $0.58 | 0.01 | -0.00 | 0.60 | 0.08 | 54.06 | 53.48 | -0.52 | $-52.00 | 60.00 | 28 | 8.0 | 1149.000 | 0.58 | 2024-02-29 |
| CTVA240315P00050000 | CTVA | PUT | Long | 50.00 | None | $-0.55 | -0.92 | $-0.48 | -0.01 | -0.00 | 0.60 | 0.05 | 54.06 | 54.54 | -0.55 | $-55.00 | 60.00 | 27 | 3.0 | 1151.000 | -0.48 | 2024-02-28 |
| CTVA240315P00050000 | CTVA | PUT | Long | 50.00 | None | $-0.55 | -0.92 | $-1.08 | -0.02 | 0.00 | 0.60 | 0.05 | 54.06 | 55.14 | -0.55 | $-55.00 | 60.00 | 26 | 2.0 | 1151.000 | -1.08 | 2024-02-27 |
| CTVA240315P00050000 | CTVA | PUT | Long | 50.00 | None | $-0.50 | -0.83 | $-0.76 | -0.01 | -0.02 | 0.60 | 0.10 | 54.06 | 54.82 | -0.50 | $-50.00 | 60.00 | 25 | 6.0 | 1151.000 | -0.76 | 2024-02-26 |
| CTVA240315P00050000 | CTVA | PUT | Long | 50.00 | None | $-0.50 | -0.83 | $-0.84 | -0.02 | 0.02 | 0.60 | 0.10 | 54.06 | 54.90 | -0.50 | $-50.00 | 60.00 | 24 | 6.0 | 1150.000 | -0.84 | 2024-02-25 |
| CTVA240315P00050000 | CTVA | PUT | Long | 50.00 | None | $-0.50 | -0.83 | $-0.84 | -0.02 | -0.01 | 0.60 | 0.10 | 54.06 | 54.90 | -0.50 | $-50.00 | 60.00 | 22 | 6.0 | 1150.000 | -0.84 | 2024-02-23 |
| CTVA240315P00050000 | CTVA | PUT | Long | 50.00 | None | $-0.45 | -0.75 | $-0.65 | -0.01 | -0.02 | 0.60 | 0.15 | 54.06 | 54.71 | -0.45 | $-45.00 | 60.00 | 21 | 79.0 | 1131.000 | -0.65 | 2024-02-22 |
| CTVA240315P00050000 | CTVA | PUT | Long | 50.00 | None | $-0.40 | -0.67 | $-0.16 | -0.00 | -0.01 | 0.60 | 0.20 | 54.06 | 54.22 | -0.40 | $-40.00 | 60.00 | 20 | 139.0 | 1131.000 | -0.16 | 2024-02-21 |
| CTVA240315P00050000 | CTVA | PUT | Long | 50.00 | None | $-0.40 | -0.67 | $-0.30 | -0.01 | -0.01 | 0.60 | 0.20 | 54.06 | 54.36 | -0.40 | $-40.00 | 60.00 | 19 | 139.0 | 1030.000 | -0.30 | 2024-02-20 |
| CTVA240315P00050000 | CTVA | PUT | Long | 50.00 | None | $-0.40 | -0.67 | $-0.74 | -0.01 | 0.01 | 0.60 | 0.20 | 54.06 | 54.80 | -0.40 | $-40.00 | 60.00 | 18 | 3.0 | 1027.000 | -0.74 | 2024-02-19 |
| CTVA240315P00050000 | CTVA | PUT | Long | 50.00 | None | $-0.20 | -0.33 | $0.47 | 0.01 | -0.03 | 0.60 | 0.40 | 54.06 | 53.59 | -0.20 | $-20.00 | 60.00 | 8 | 14.0 | 997.000 | 0.47 | 2024-02-09 |
| CTVA240315P00050000 | CTVA | PUT | Long | 50.00 | None | $-0.05 | -0.08 | $0.80 | 0.01 | -0.04 | 0.60 | 0.55 | 54.06 | 53.26 | -0.05 | $-5.00 | 60.00 | 7 | 100.0 | 954.000 | 0.80 | 2024-02-08 |
| CTVA240315P00050000 | CTVA | PUT | Long | 50.00 | None | $-0.25 | -0.42 | $0.01 | 0.00 | -0.02 | 0.60 | 0.35 | 54.06 | 54.05 | -0.25 | $-25.00 | 60.00 | 6 | 33.0 | 947.000 | 0.01 | 2024-02-07 |
| CTVA240315P00050000 | CTVA | PUT | Long | 50.00 | None | $0.06 | 0.10 | $1.98 | 0.04 | -0.05 | 0.60 | 0.66 | 54.06 | 52.08 | 0.06 | $6.00 | 60.00 | 5 | 136.0 | 939.000 | 1.98 | 2024-02-06 |
| CTVA240315P00050000 | CTVA | PUT | Long | 50.00 | None | $0.25 | 0.42 | $2.26 | 0.04 | -0.26 | 0.60 | 0.85 | 54.06 | 51.80 | 0.25 | $25.00 | 60.00 | 4 | 365.0 | 939.000 | 2.26 | 2024-02-05 |
| CTVA240315P00050000 | CTVA | PUT | Long | 50.00 | None | $-0.05 | -0.08 | $1.02 | 0.02 | -0.23 | 0.60 | 0.55 | 54.06 | 53.04 | -0.05 | $-5.00 | 60.00 | 3 | 418.0 | 682.000 | 1.02 | 2024-02-04 |
| CTVA240315P00050000 | CTVA | PUT | Long | 50.00 | Exit OP PnL: $-0.10;Exit EQ PnL: 0.76; Position is Long and position continued to lose. Latest OP price is: $0.50 (EQ: $53.30). Initial OP price was: $0.60 (EQ: $54.06). Surpassed Stop Loss Percentage: -0.1666666666666666666666666667 < -0.16. | $-0.05 | -0.08 | $1.02 | 0.02 | -0.05 | 0.60 | 0.55 | 54.06 | 53.04 | -0.05 | $-5.00 | 60.00 | 1 | 418.0 | 461.000 | 1.02 | 2024-02-02 |
| CTVA240315P00050000 | CTVA | PUT | Long | 50.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.60 | 0.60 | 54.06 | 54.06 | 0.00 | $0.00 | 60.00 | 0 | 379.0 | 415.000 | -0.00 | 2024-02-01 |