| 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 | CTVA240315P00055000 | 55.00 | 107.0 | 77.000 | 0.258 | 0.196 | 1.0 | 1.7 | -0.020 | 1.390 | 2.070 | 2.60 | 54.06 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CTVA240315P00055000 | CTVA | PUT | Long | 55.00 | None | $-2.35 | -0.90 | $-1.14 | -0.02 | -0.02 | 2.60 | 0.25 | 54.06 | 55.20 | -2.35 | $-235.00 | 260.00 | 42 | 512.0 | 1273.000 | -1.14 | 2024-03-14 |
| CTVA240315P00055000 | CTVA | PUT | Long | 55.00 | None | $-2.30 | -0.88 | $-1.24 | -0.02 | 0.01 | 2.60 | 0.30 | 54.06 | 55.30 | -2.30 | $-230.00 | 260.00 | 41 | 36.0 | 1286.000 | -1.24 | 2024-03-13 |
| CTVA240315P00055000 | CTVA | PUT | Long | 55.00 | None | $-1.80 | -0.69 | $-1.06 | -0.02 | -0.04 | 2.60 | 0.80 | 54.06 | 55.12 | -1.80 | $-180.00 | 260.00 | 40 | 5.0 | 1291.000 | -1.06 | 2024-03-12 |
| CTVA240315P00055000 | CTVA | PUT | Long | 55.00 | None | $-2.05 | -0.79 | $-1.02 | -0.02 | 0.01 | 2.60 | 0.55 | 54.06 | 55.08 | -2.05 | $-205.00 | 260.00 | 39 | 59.0 | 1292.000 | -1.02 | 2024-03-11 |
| CTVA240315P00055000 | CTVA | PUT | Long | 55.00 | None | $-1.85 | -0.71 | $-0.62 | -0.01 | -0.03 | 2.60 | 0.75 | 54.06 | 54.68 | -1.85 | $-185.00 | 260.00 | 36 | 1.0 | 1292.000 | -0.62 | 2024-03-08 |
| CTVA240315P00055000 | CTVA | PUT | Long | 55.00 | None | $-1.80 | -0.69 | $-0.43 | -0.01 | -0.05 | 2.60 | 0.80 | 54.06 | 54.49 | -1.80 | $-180.00 | 260.00 | 35 | 11.0 | 1303.000 | -0.43 | 2024-03-07 |
| CTVA240315P00055000 | CTVA | PUT | Long | 55.00 | None | $-1.10 | -0.42 | $0.02 | 0.00 | -0.03 | 2.60 | 1.50 | 54.06 | 54.04 | -1.10 | $-110.00 | 260.00 | 34 | 5.0 | 1303.000 | 0.02 | 2024-03-06 |
| CTVA240315P00055000 | CTVA | PUT | Long | 55.00 | None | $-0.95 | -0.37 | $0.18 | 0.00 | 0.05 | 2.60 | 1.65 | 54.06 | 53.88 | -0.95 | $-95.00 | 260.00 | 33 | 20.0 | 1305.000 | 0.18 | 2024-03-05 |
| CTVA240315P00055000 | CTVA | PUT | Long | 55.00 | None | $-0.95 | -0.37 | $0.45 | 0.01 | -0.26 | 2.60 | 1.65 | 54.06 | 53.61 | -0.95 | $-95.00 | 260.00 | 32 | 20.0 | 0.000 | 0.45 | 2024-03-04 |
| CTVA240315P00055000 | CTVA | PUT | Long | 55.00 | None | $-1.35 | -0.52 | $0.40 | 0.01 | 0.16 | 2.60 | 1.25 | 54.06 | 53.66 | -1.35 | $-135.00 | 260.00 | 31 | 24.0 | 1307.000 | 0.40 | 2024-03-03 |
| CTVA240315P00055000 | CTVA | PUT | Long | 55.00 | None | $-1.35 | -0.52 | $0.40 | 0.01 | 0.16 | 2.60 | 1.25 | 54.06 | 53.66 | -1.35 | $-135.00 | 260.00 | 30 | 24.0 | 1307.000 | 0.40 | 2024-03-02 |
| CTVA240315P00055000 | CTVA | PUT | Long | 55.00 | None | $-1.10 | -0.42 | $-0.23 | -0.00 | -0.04 | 2.60 | 1.50 | 54.06 | 54.29 | -1.10 | $-110.00 | 260.00 | 29 | 2.0 | 1307.000 | -0.23 | 2024-03-01 |
| CTVA240315P00055000 | CTVA | PUT | Long | 55.00 | None | $-0.67 | -0.26 | $0.58 | 0.01 | -0.01 | 2.60 | 1.93 | 54.06 | 53.48 | -0.67 | $-67.00 | 260.00 | 28 | 3.0 | 1310.000 | 0.58 | 2024-02-29 |
| CTVA240315P00055000 | CTVA | PUT | Long | 55.00 | None | $-1.55 | -0.60 | $-0.48 | -0.01 | 0.02 | 2.60 | 1.05 | 54.06 | 54.54 | -1.55 | $-155.00 | 260.00 | 27 | 2.0 | 1309.000 | -0.48 | 2024-02-28 |
| CTVA240315P00055000 | CTVA | PUT | Long | 55.00 | None | $-1.60 | -0.62 | $-1.08 | -0.02 | -0.05 | 2.60 | 1.00 | 54.06 | 55.14 | -1.60 | $-160.00 | 260.00 | 26 | 12.0 | 1318.000 | -1.08 | 2024-02-27 |
| CTVA240315P00055000 | CTVA | PUT | Long | 55.00 | None | $-1.55 | -0.60 | $-0.76 | -0.01 | -0.07 | 2.60 | 1.05 | 54.06 | 54.82 | -1.55 | $-155.00 | 260.00 | 25 | 10.0 | 1318.000 | -0.76 | 2024-02-26 |
| CTVA240315P00055000 | CTVA | PUT | Long | 55.00 | None | $-1.40 | -0.54 | $-0.84 | -0.02 | -0.02 | 2.60 | 1.20 | 54.06 | 54.90 | -1.40 | $-140.00 | 260.00 | 24 | 25.0 | 1319.000 | -0.84 | 2024-02-25 |
| CTVA240315P00055000 | CTVA | PUT | Long | 55.00 | None | $-1.40 | -0.54 | $-0.84 | -0.02 | -0.04 | 2.60 | 1.20 | 54.06 | 54.90 | -1.40 | $-140.00 | 260.00 | 22 | 25.0 | 1319.000 | -0.84 | 2024-02-23 |
| CTVA240315P00055000 | CTVA | PUT | Long | 55.00 | None | $-1.30 | -0.50 | $-0.65 | -0.01 | -0.05 | 2.60 | 1.30 | 54.06 | 54.71 | -1.30 | $-130.00 | 260.00 | 21 | 66.0 | 1272.000 | -0.65 | 2024-02-22 |
| CTVA240315P00055000 | CTVA | PUT | Long | 55.00 | None | $-1.05 | -0.40 | $-0.16 | -0.00 | -0.02 | 2.60 | 1.55 | 54.06 | 54.22 | -1.05 | $-105.00 | 260.00 | 20 | 119.0 | 1188.000 | -0.16 | 2024-02-21 |
| CTVA240315P00055000 | CTVA | PUT | Long | 55.00 | None | $-0.95 | -0.37 | $-0.30 | -0.01 | -0.03 | 2.60 | 1.65 | 54.06 | 54.36 | -0.95 | $-95.00 | 260.00 | 19 | 42.0 | 1164.000 | -0.30 | 2024-02-20 |
| CTVA240315P00055000 | CTVA | PUT | Long | 55.00 | None | $-1.10 | -0.42 | $-0.74 | -0.01 | -0.01 | 2.60 | 1.50 | 54.06 | 54.80 | -1.10 | $-110.00 | 260.00 | 18 | 25.0 | 1162.000 | -0.74 | 2024-02-19 |
| CTVA240315P00055000 | CTVA | PUT | Long | 55.00 | None | $-0.40 | -0.15 | $0.47 | 0.01 | -0.03 | 2.60 | 2.20 | 54.06 | 53.59 | -0.40 | $-40.00 | 260.00 | 8 | 116.0 | 723.000 | 0.47 | 2024-02-09 |
| CTVA240315P00055000 | CTVA | PUT | Long | 55.00 | None | $0.12 | 0.05 | $0.80 | 0.01 | -0.03 | 2.60 | 2.72 | 54.06 | 53.26 | 0.12 | $12.00 | 260.00 | 7 | 155.0 | 574.000 | 0.80 | 2024-02-08 |
| CTVA240315P00055000 | CTVA | PUT | Long | 55.00 | Exit OP PnL: $-0.55;Exit EQ PnL: 0.01; Position is Long and position continued to lose. Latest OP price is: $2.05 (EQ: $54.05). Initial OP price was: $2.60 (EQ: $54.06). Surpassed Stop Loss Percentage: -0.2115384615384615384615384615 < -0.16. | $-0.55 | -0.21 | $0.01 | 0.00 | -0.03 | 2.60 | 2.05 | 54.06 | 54.05 | -0.55 | $-55.00 | 260.00 | 6 | 101.0 | 511.000 | 0.01 | 2024-02-07 |
| CTVA240315P00055000 | CTVA | PUT | Long | 55.00 | None | $0.76 | 0.29 | $1.98 | 0.04 | -0.04 | 2.60 | 3.36 | 54.06 | 52.08 | 0.76 | $76.00 | 260.00 | 5 | 1.0 | 511.000 | 1.98 | 2024-02-06 |
| CTVA240315P00055000 | CTVA | PUT | Long | 55.00 | None | $0.90 | 0.35 | $2.26 | 0.04 | -0.26 | 2.60 | 3.50 | 54.06 | 51.80 | 0.90 | $90.00 | 260.00 | 4 | 68.0 | 511.000 | 2.26 | 2024-02-05 |
| CTVA240315P00055000 | CTVA | PUT | Long | 55.00 | None | $-0.20 | -0.08 | $1.02 | 0.02 | -0.26 | 2.60 | 2.40 | 54.06 | 53.04 | -0.20 | $-20.00 | 260.00 | 3 | 464.0 | 512.000 | 1.02 | 2024-02-04 |
| CTVA240315P00055000 | CTVA | PUT | Long | 55.00 | None | $-0.20 | -0.08 | $1.02 | 0.02 | -0.03 | 2.60 | 2.40 | 54.06 | 53.04 | -0.20 | $-20.00 | 260.00 | 1 | 464.0 | 120.000 | 1.02 | 2024-02-02 |
| CTVA240315P00055000 | CTVA | PUT | Long | 55.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 2.60 | 2.60 | 54.06 | 54.06 | 0.00 | $0.00 | 260.00 | 0 | 107.0 | 77.000 | -0.00 | 2024-02-01 |