| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-02-08 | DIS | DIS240315P00110000 | 110.00 | 4421.0 | 285.000 | 0.236 | 0.137 | 2.2 | 1.3 | -0.010 | 3.430 | 2.470 | 3.07 | 110.53 | 2024-03-15 | PUT | Long | 0.106 | 0.152 | 0.115 |
| 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 | DIS | 0.818 | 0.041 | 0.121 | 0.070 | 0.042 | -0.045 | 113.02 | 0.054 | 0.0000 | 85.60 | 122.82 | 21 | 1y | 98.80 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| DIS240315P00110000 | DIS | PUT | Long | 110.00 | None | $-2.90 | -0.94 | $-1.56 | -0.01 | 0.00 | 3.07 | 0.17 | 110.53 | 112.09 | -2.90 | $-290.00 | 307.00 | 35 | 2231.0 | 8125.000 | -1.56 | 2024-03-14 |
| DIS240315P00110000 | DIS | PUT | Long | 110.00 | None | $-2.94 | -0.96 | $-1.97 | -0.02 | 0.02 | 3.07 | 0.13 | 110.53 | 112.50 | -2.94 | $-294.00 | 307.00 | 34 | 1720.0 | 8379.000 | -1.97 | 2024-03-13 |
| DIS240315P00110000 | DIS | PUT | Long | 110.00 | None | $-2.88 | -0.94 | $-1.92 | -0.02 | -0.02 | 3.07 | 0.19 | 110.53 | 112.45 | -2.88 | $-288.00 | 307.00 | 33 | 3453.0 | 9647.000 | -1.92 | 2024-03-12 |
| DIS240315P00110000 | DIS | PUT | Long | 110.00 | None | $-2.71 | -0.88 | $-1.79 | -0.02 | -0.01 | 3.07 | 0.36 | 110.53 | 112.32 | -2.71 | $-271.00 | 307.00 | 32 | 2527.0 | 8930.000 | -1.79 | 2024-03-11 |
| DIS240315P00110000 | DIS | PUT | Long | 110.00 | None | $-1.89 | -0.62 | $0.21 | 0.00 | -0.03 | 3.07 | 1.18 | 110.53 | 110.32 | -1.89 | $-189.00 | 307.00 | 29 | 1475.0 | 8887.000 | 0.21 | 2024-03-08 |
| DIS240315P00110000 | DIS | PUT | Long | 110.00 | None | $-1.69 | -0.55 | $0.36 | 0.00 | -0.02 | 3.07 | 1.38 | 110.53 | 110.17 | -1.69 | $-169.00 | 307.00 | 28 | 1012.0 | 8645.000 | 0.36 | 2024-03-07 |
| DIS240315P00110000 | DIS | PUT | Long | 110.00 | None | $-1.84 | -0.60 | $0.46 | 0.00 | -0.06 | 3.07 | 1.23 | 110.53 | 110.07 | -1.84 | $-184.00 | 307.00 | 27 | 608.0 | 8404.000 | 0.46 | 2024-03-06 |
| DIS240315P00110000 | DIS | PUT | Long | 110.00 | None | $-2.53 | -0.82 | $-1.87 | -0.02 | -0.05 | 3.07 | 0.54 | 110.53 | 112.40 | -2.53 | $-253.00 | 307.00 | 26 | 144.0 | 8489.000 | -1.87 | 2024-03-05 |
| DIS240315P00110000 | DIS | PUT | Long | 110.00 | None | $-2.54 | -0.83 | $-3.16 | -0.03 | -0.17 | 3.07 | 0.53 | 110.53 | 113.69 | -2.54 | $-254.00 | 307.00 | 25 | 770.0 | 0.000 | -3.16 | 2024-03-04 |
| DIS240315P00110000 | DIS | PUT | Long | 110.00 | None | $-2.16 | -0.70 | $-1.42 | -0.01 | -0.02 | 3.07 | 0.91 | 110.53 | 111.95 | -2.16 | $-216.00 | 307.00 | 24 | 741.0 | 8580.000 | -1.42 | 2024-03-03 |
| DIS240315P00110000 | DIS | PUT | Long | 110.00 | None | $-2.16 | -0.70 | $-1.42 | -0.01 | -0.02 | 3.07 | 0.91 | 110.53 | 111.95 | -2.16 | $-216.00 | 307.00 | 23 | 741.0 | 8580.000 | -1.42 | 2024-03-02 |
| DIS240315P00110000 | DIS | PUT | Long | 110.00 | None | $-2.06 | -0.67 | $-1.36 | -0.01 | -0.03 | 3.07 | 1.01 | 110.53 | 111.89 | -2.06 | $-206.00 | 307.00 | 22 | 485.0 | 8580.000 | -1.36 | 2024-03-01 |
| DIS240315P00110000 | DIS | PUT | Long | 110.00 | None | $-1.89 | -0.62 | $-1.02 | -0.01 | -0.04 | 3.07 | 1.18 | 110.53 | 111.55 | -1.89 | $-189.00 | 307.00 | 21 | 293.0 | 8614.000 | -1.02 | 2024-02-29 |
| DIS240315P00110000 | DIS | PUT | Long | 110.00 | None | $-1.54 | -0.50 | $-0.27 | -0.00 | -0.03 | 3.07 | 1.53 | 110.53 | 110.80 | -1.54 | $-154.00 | 307.00 | 20 | 1526.0 | 8775.000 | -0.27 | 2024-02-28 |
| DIS240315P00110000 | DIS | PUT | Long | 110.00 | None | $-0.78 | -0.25 | $1.10 | 0.01 | -0.03 | 3.07 | 2.29 | 110.53 | 109.43 | -0.78 | $-78.00 | 307.00 | 19 | 362.0 | 8626.000 | 1.10 | 2024-02-27 |
| DIS240315P00110000 | DIS | PUT | Long | 110.00 | None | $0.13 | 0.04 | $2.84 | 0.03 | -0.04 | 3.07 | 3.20 | 110.53 | 107.69 | 0.13 | $13.00 | 307.00 | 18 | 58.0 | 8660.000 | 2.84 | 2024-02-26 |
| DIS240315P00110000 | DIS | PUT | Long | 110.00 | None | $0.30 | 0.10 | $2.79 | 0.03 | -0.03 | 3.07 | 3.37 | 110.53 | 107.74 | 0.30 | $30.00 | 307.00 | 17 | 164.0 | 8735.000 | 2.79 | 2024-02-25 |
| DIS240315P00110000 | DIS | PUT | Long | 110.00 | None | $0.23 | 0.07 | $2.79 | 0.03 | -0.05 | 3.07 | 3.30 | 110.53 | 107.74 | 0.23 | $23.00 | 307.00 | 15 | 161.0 | 8735.000 | 2.79 | 2024-02-23 |
| DIS240315P00110000 | DIS | PUT | Long | 110.00 | None | $0.53 | 0.17 | $2.90 | 0.03 | -0.03 | 3.07 | 3.60 | 110.53 | 107.63 | 0.53 | $53.00 | 307.00 | 14 | 69.0 | 8716.000 | 2.90 | 2024-02-22 |
| DIS240315P00110000 | DIS | PUT | Long | 110.00 | None | $0.50 | 0.16 | $2.86 | 0.03 | -0.04 | 3.07 | 3.57 | 110.53 | 107.67 | 0.50 | $50.00 | 307.00 | 13 | 635.0 | 8870.000 | 2.86 | 2024-02-21 |
| DIS240315P00110000 | DIS | PUT | Long | 110.00 | None | $-0.48 | -0.16 | $1.09 | 0.01 | -0.03 | 3.07 | 2.59 | 110.53 | 109.44 | -0.48 | $-48.00 | 307.00 | 12 | 2060.0 | 8120.000 | 1.09 | 2024-02-20 |
| DIS240315P00110000 | DIS | PUT | Long | 110.00 | None | $-1.07 | -0.35 | $-1.07 | -0.01 | -0.01 | 3.07 | 2.00 | 110.53 | 111.60 | -1.07 | $-107.00 | 307.00 | 11 | 1294.0 | 7650.000 | -1.07 | 2024-02-19 |
| DIS240315P00110000 | DIS | PUT | Long | 110.00 | None | $0.73 | 0.24 | $2.16 | 0.02 | -0.02 | 3.07 | 3.80 | 110.53 | 108.37 | 0.73 | $73.00 | 307.00 | 1 | 1843.0 | 3830.000 | 2.16 | 2024-02-09 |
| DIS240315P00110000 | DIS | PUT | Long | 110.00 | OUTLIERSPNLMANUALTRIGGER - this likely will be sustained, avoiding disney | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 3.07 | 3.07 | 110.53 | 110.53 | 0.00 | $0.00 | 307.00 | 0 | 4421.0 | 285.000 | -0.00 | 2024-02-08 |