| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-11-14 | DIS | DIS241220P00110000 | 110.00 | 172.0 | 265.000 | 0.205 | 0.112 | 3.1 | 0.5 | 0.000 | 4.090 | 1.510 | 1.84 | 112.00 | 2024-12-20 | PUT | Long | 0.086 | 0.104 | 0.062 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| DIS241220P00110000 | DIS | PUT | Long | 110.00 | None | $-3.34 | -0.95 | $-2.23 | -0.02 | -0.02 | 3.50 | 0.16 | 109.13 | 111.36 | -3.34 | $-334.00 | 350.00 | 35 | 2728.0 | 5039.000 | -2.23 | 2024-12-19 |
| DIS241220P00110000 | DIS | PUT | Long | 110.00 | None | $-3.28 | -0.94 | $-2.18 | -0.02 | -0.04 | 3.50 | 0.22 | 109.13 | 111.31 | -3.28 | $-328.00 | 350.00 | 34 | 1461.0 | 5513.000 | -2.18 | 2024-12-18 |
| DIS241220P00110000 | DIS | PUT | Long | 110.00 | None | $-3.33 | -0.95 | $-3.90 | -0.04 | 0.00 | 3.50 | 0.17 | 109.13 | 113.03 | -3.33 | $-333.00 | 350.00 | 33 | 850.0 | 5463.000 | -3.90 | 2024-12-17 |
| DIS241220P00110000 | DIS | PUT | Long | 110.00 | None | $-3.24 | -0.93 | $-3.00 | -0.03 | -0.04 | 3.50 | 0.26 | 109.13 | 112.13 | -3.24 | $-324.00 | 350.00 | 32 | 3419.0 | 4633.000 | -3.00 | 2024-12-16 |
| DIS241220P00110000 | DIS | PUT | Long | 110.00 | None | $-3.27 | -0.93 | $-4.19 | -0.04 | -0.04 | 3.50 | 0.23 | 109.13 | 113.32 | -3.27 | $-327.00 | 350.00 | 29 | 438.0 | 4649.000 | -4.19 | 2024-12-13 |
| DIS241220P00110000 | DIS | PUT | Long | 110.00 | None | $-3.33 | -0.95 | $-5.79 | -0.05 | -0.01 | 3.50 | 0.17 | 109.13 | 114.92 | -3.33 | $-333.00 | 350.00 | 28 | 65.0 | 4639.000 | -5.79 | 2024-12-12 |
| DIS241220P00110000 | DIS | PUT | Long | 110.00 | None | $-3.27 | -0.93 | $-5.48 | -0.05 | -0.02 | 3.50 | 0.23 | 109.13 | 114.61 | -3.27 | $-327.00 | 350.00 | 27 | 141.0 | 4593.000 | -5.48 | 2024-12-11 |
| DIS241220P00110000 | DIS | PUT | Long | 110.00 | None | $-3.18 | -0.91 | $-5.60 | -0.05 | 0.00 | 3.50 | 0.32 | 109.13 | 114.73 | -3.18 | $-318.00 | 350.00 | 26 | 1265.0 | 4770.000 | -5.60 | 2024-12-10 |
| DIS241220P00110000 | DIS | PUT | Long | 110.00 | None | $-3.15 | -0.90 | $-5.46 | -0.05 | -0.00 | 3.50 | 0.35 | 109.13 | 114.59 | -3.15 | $-315.00 | 350.00 | 25 | 854.0 | 4549.000 | -5.46 | 2024-12-09 |
| DIS241220P00110000 | DIS | PUT | Long | 110.00 | None | $-3.37 | -0.96 | $-7.60 | -0.07 | 0.00 | 3.50 | 0.13 | 109.13 | 116.73 | -3.37 | $-337.00 | 350.00 | 24 | 156.0 | 4554.000 | -7.60 | 2024-12-08 |
| DIS241220P00110000 | DIS | PUT | Long | 110.00 | None | $-3.35 | -0.96 | $-7.58 | -0.07 | -0.02 | 3.50 | 0.15 | 109.13 | 116.71 | -3.35 | $-335.00 | 350.00 | 22 | 83.0 | 4554.000 | -7.58 | 2024-12-06 |
| DIS241220P00110000 | DIS | PUT | Long | 110.00 | None | $-3.32 | -0.95 | $-7.37 | -0.07 | -0.03 | 3.50 | 0.18 | 109.13 | 116.50 | -3.32 | $-332.00 | 350.00 | 21 | 159.0 | 4564.000 | -7.37 | 2024-12-05 |
| DIS241220P00110000 | DIS | PUT | Long | 110.00 | None | $-3.30 | -0.94 | $-7.89 | -0.07 | -0.02 | 3.50 | 0.20 | 109.13 | 117.02 | -3.30 | $-330.00 | 350.00 | 20 | 163.0 | 0.000 | -7.89 | 2024-12-04 |
| DIS241220P00110000 | DIS | PUT | Long | 110.00 | None | $-3.24 | -0.93 | $-7.32 | -0.07 | -0.02 | 3.50 | 0.26 | 109.13 | 116.45 | -3.24 | $-324.00 | 350.00 | 19 | 159.0 | 4537.000 | -7.32 | 2024-12-03 |
| DIS241220P00110000 | DIS | PUT | Long | 110.00 | None | $-3.23 | -0.92 | $-8.04 | -0.07 | -0.02 | 3.50 | 0.27 | 109.13 | 117.17 | -3.23 | $-323.00 | 350.00 | 18 | 83.0 | 4569.000 | -8.04 | 2024-12-02 |
| DIS241220P00110000 | DIS | PUT | Long | 110.00 | None | $-3.26 | -0.93 | $-8.34 | -0.08 | -0.17 | 3.50 | 0.24 | 109.13 | 117.47 | -3.26 | $-326.00 | 350.00 | 17 | 79.0 | 0.000 | -8.34 | 2024-12-01 |
| DIS241220P00110000 | DIS | PUT | Long | 110.00 | None | $-3.26 | -0.93 | $-8.34 | -0.08 | -0.02 | 3.50 | 0.24 | 109.13 | 117.47 | -3.26 | $-326.00 | 350.00 | 16 | 79.0 | 0.000 | -8.34 | 2024-11-30 |
| DIS241220P00110000 | DIS | PUT | Long | 110.00 | None | $-3.23 | -0.92 | $-8.47 | -0.08 | -0.02 | 3.50 | 0.27 | 109.13 | 117.60 | -3.23 | $-323.00 | 350.00 | 14 | 306.0 | 4568.000 | -8.47 | 2024-11-28 |
| DIS241220P00110000 | DIS | PUT | Long | 110.00 | None | $-3.16 | -0.90 | $-7.30 | -0.07 | -0.03 | 3.50 | 0.34 | 109.13 | 116.43 | -3.16 | $-316.00 | 350.00 | 13 | 36.0 | 4568.000 | -7.30 | 2024-11-27 |
| DIS241220P00110000 | DIS | PUT | Long | 110.00 | None | $-3.07 | -0.88 | $-6.33 | -0.06 | -0.04 | 3.50 | 0.43 | 109.13 | 115.46 | -3.07 | $-307.00 | 350.00 | 12 | 205.0 | 4534.000 | -6.33 | 2024-11-26 |
| DIS241220P00110000 | DIS | PUT | Long | 110.00 | None | $-2.95 | -0.84 | $-6.84 | -0.06 | -0.03 | 3.50 | 0.55 | 109.13 | 115.97 | -2.95 | $-295.00 | 350.00 | 11 | 877.0 | 4116.000 | -6.84 | 2024-11-25 |
| DIS241220P00110000 | DIS | PUT | Long | 110.00 | None | $-2.87 | -0.82 | $-6.52 | -0.06 | -0.02 | 3.50 | 0.63 | 109.13 | 115.65 | -2.87 | $-287.00 | 350.00 | 10 | 1491.0 | 3390.000 | -6.52 | 2024-11-24 |
| DIS241220P00110000 | DIS | PUT | Long | 110.00 | None | $-2.87 | -0.82 | $-6.52 | -0.06 | -0.02 | 3.50 | 0.63 | 109.13 | 115.65 | -2.87 | $-287.00 | 350.00 | 9 | 1491.0 | 3390.000 | -6.52 | 2024-11-23 |
| DIS241220P00110000 | DIS | PUT | Long | 110.00 | None | $-2.88 | -0.82 | $-6.54 | -0.06 | -0.03 | 3.50 | 0.62 | 109.13 | 115.67 | -2.88 | $-288.00 | 350.00 | 8 | 1486.0 | 3390.000 | -6.54 | 2024-11-22 |
| DIS241220P00110000 | DIS | PUT | Long | 110.00 | None | $-2.67 | -0.76 | $-5.57 | -0.05 | -0.03 | 3.50 | 0.83 | 109.13 | 114.70 | -2.67 | $-267.00 | 350.00 | 7 | 1721.0 | 2799.000 | -5.57 | 2024-11-21 |
| DIS241220P00110000 | DIS | PUT | Long | 110.00 | None | $-2.35 | -0.67 | $-5.13 | -0.05 | -0.01 | 3.50 | 1.15 | 109.13 | 114.26 | -2.35 | $-235.00 | 350.00 | 6 | 1249.0 | 2720.000 | -5.13 | 2024-11-20 |
| DIS241220P00110000 | DIS | PUT | Long | 110.00 | None | $-1.83 | -0.52 | $-3.29 | -0.03 | -0.02 | 3.50 | 1.67 | 109.13 | 112.42 | -1.83 | $-183.00 | 350.00 | 5 | 886.0 | 2971.000 | -3.29 | 2024-11-19 |
| DIS241220P00110000 | DIS | PUT | Long | 110.00 | None | $-2.10 | -0.60 | $-4.42 | -0.04 | -0.02 | 3.50 | 1.40 | 109.13 | 113.55 | -2.10 | $-210.00 | 350.00 | 4 | 1893.0 | 2937.000 | -4.42 | 2024-11-18 |
| DIS241220P00110000 | DIS | PUT | Long | 110.00 | None | $-2.18 | -0.62 | $-5.95 | -0.05 | 0.01 | 3.50 | 1.32 | 109.13 | 115.08 | -2.18 | $-218.00 | 350.00 | 3 | 4592.0 | 1333.000 | -5.95 | 2024-11-17 |
| DIS241220P00110000 | DIS | PUT | Long | 110.00 | None | $-2.18 | -0.62 | $-5.95 | -0.05 | 0.01 | 3.50 | 1.32 | 109.13 | 115.08 | -2.18 | $-218.00 | 350.00 | 2 | 4592.0 | 1333.000 | -5.95 | 2024-11-16 |
| DIS241220P00110000 | DIS | PUT | Long | 110.00 | None | $-2.15 | -0.61 | $-5.95 | -0.05 | 0.01 | 3.50 | 1.35 | 109.13 | 115.08 | -2.15 | $-215.00 | 350.00 | 1 | 4389.0 | 1333.000 | -5.95 | 2024-11-15 |
| DIS241220P00110000 | DIS | PUT | Long | 110.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 3.50 | 3.50 | 109.13 | 109.13 | 0.00 | $0.00 | 350.00 | 0 | 2891.0 | 265.000 | -0.00 | 2024-11-14 |