| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-03-14 | DKS | DKS240419P00210000 | 210.00 | 207.0 | 2.000 | 0.326 | 0.158 | 8.8 | 1.1 | -0.010 | 12.120 | 4.420 | 5.50 | 216.90 | 2024-04-19 | PUT | Long | 0.117 | 0.180 | 0.151 |
| 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 | DKS | 0.636 | 0.061 | 0.178 | 0.104 | 0.110 | 0.044 | 225.97 | 0.081 | 0.0000 | 138.52 | 239.18 | 21 | 1y | 201.78 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| DKS240419P00210000 | DKS | PUT | Long | 210.00 | None | $7.46 | 1.36 | $21.72 | 0.10 | 0.78 | 5.50 | 12.96 | 216.90 | 195.18 | 7.46 | $746.00 | 550.00 | 35 | 1.0 | 6.000 | 21.72 | 2024-04-18 |
| DKS240419P00210000 | DKS | PUT | Long | 210.00 | None | $7.46 | 1.36 | $19.97 | 0.09 | 0.48 | 5.50 | 12.96 | 216.90 | 196.93 | 7.46 | $746.00 | 550.00 | 34 | 1.0 | 659.000 | 19.97 | 2024-04-17 |
| DKS240419P00210000 | DKS | PUT | Long | 210.00 | None | $4.62 | 0.84 | $18.20 | 0.08 | 0.08 | 5.50 | 10.12 | 216.90 | 198.70 | 4.62 | $462.00 | 550.00 | 33 | 8.0 | 667.000 | 18.20 | 2024-04-16 |
| DKS240419P00210000 | DKS | PUT | Long | 210.00 | None | $5.70 | 1.04 | $18.41 | 0.08 | 0.30 | 5.50 | 11.20 | 216.90 | 198.49 | 5.70 | $570.00 | 550.00 | 32 | 3.0 | 668.000 | 18.41 | 2024-04-15 |
| DKS240419P00210000 | DKS | PUT | Long | 210.00 | None | $1.70 | 0.31 | $13.77 | 0.06 | -0.03 | 5.50 | 7.20 | 216.90 | 203.13 | 1.70 | $170.00 | 550.00 | 29 | 32.0 | 649.000 | 13.77 | 2024-04-12 |
| DKS240419P00210000 | DKS | PUT | Long | 210.00 | None | $-1.26 | -0.23 | $9.46 | 0.04 | -0.09 | 5.50 | 4.24 | 216.90 | 207.44 | -1.26 | $-126.00 | 550.00 | 28 | 1.0 | 649.000 | 9.46 | 2024-04-11 |
| DKS240419P00210000 | DKS | PUT | Long | 210.00 | None | $0.20 | 0.04 | $10.49 | 0.05 | -0.08 | 5.50 | 5.70 | 216.90 | 206.41 | 0.20 | $20.00 | 550.00 | 27 | 23.0 | 653.000 | 10.49 | 2024-04-10 |
| DKS240419P00210000 | DKS | PUT | Long | 210.00 | None | $0.15 | 0.03 | $10.02 | 0.05 | -0.04 | 5.50 | 5.65 | 216.90 | 206.88 | 0.15 | $15.00 | 550.00 | 26 | 47.0 | 659.000 | 10.02 | 2024-04-09 |
| DKS240419P00210000 | DKS | PUT | Long | 210.00 | None | $-0.90 | -0.16 | $9.36 | 0.04 | -0.05 | 5.50 | 4.60 | 216.90 | 207.54 | -0.90 | $-90.00 | 550.00 | 25 | 72.0 | 682.000 | 9.36 | 2024-04-08 |
| DKS240419P00210000 | DKS | PUT | Long | 210.00 | None | $-1.00 | -0.18 | $8.21 | 0.04 | -0.08 | 5.50 | 4.50 | 216.90 | 208.69 | -1.00 | $-100.00 | 550.00 | 22 | 14.0 | 685.000 | 8.21 | 2024-04-05 |
| DKS240419P00210000 | DKS | PUT | Long | 210.00 | None | $-0.31 | -0.06 | $8.19 | 0.04 | -0.06 | 5.50 | 5.19 | 216.90 | 208.71 | -0.31 | $-31.00 | 550.00 | 21 | 137.0 | 687.000 | 8.19 | 2024-04-04 |
| DKS240419P00210000 | DKS | PUT | Long | 210.00 | None | $-1.57 | -0.29 | $5.72 | 0.03 | -0.07 | 5.50 | 3.93 | 216.90 | 211.18 | -1.57 | $-157.00 | 550.00 | 20 | 186.0 | 599.000 | 5.72 | 2024-04-03 |
| DKS240419P00210000 | DKS | PUT | Long | 210.00 | None | $-3.50 | -0.64 | $-0.12 | -0.00 | -0.07 | 5.50 | 2.00 | 216.90 | 217.02 | -3.50 | $-350.00 | 550.00 | 19 | 120.0 | 613.000 | -0.12 | 2024-04-02 |
| DKS240419P00210000 | DKS | PUT | Long | 210.00 | None | $-4.50 | -0.82 | $-4.95 | -0.02 | -0.26 | 5.50 | 1.00 | 216.90 | 221.85 | -4.50 | $-450.00 | 550.00 | 18 | 16.0 | 613.000 | -4.95 | 2024-04-01 |
| DKS240419P00210000 | DKS | PUT | Long | 210.00 | None | $-4.48 | -0.81 | $-7.96 | -0.04 | -0.04 | 5.50 | 1.02 | 216.90 | 224.86 | -4.48 | $-448.00 | 550.00 | 17 | 95.0 | 609.000 | -7.96 | 2024-03-31 |
| DKS240419P00210000 | DKS | PUT | Long | 210.00 | None | $-4.48 | -0.81 | $-7.96 | -0.04 | -0.06 | 5.50 | 1.02 | 216.90 | 224.86 | -4.48 | $-448.00 | 550.00 | 16 | 95.0 | 609.000 | -7.96 | 2024-03-30 |
| DKS240419P00210000 | DKS | PUT | Long | 210.00 | None | $-4.48 | -0.81 | $-7.96 | -0.04 | -0.06 | 5.50 | 1.02 | 216.90 | 224.86 | -4.48 | $-448.00 | 550.00 | 15 | 95.0 | 609.000 | -7.96 | 2024-03-29 |
| DKS240419P00210000 | DKS | PUT | Long | 210.00 | None | $-4.48 | -0.81 | $-7.96 | -0.04 | -0.07 | 5.50 | 1.02 | 216.90 | 224.86 | -4.48 | $-448.00 | 550.00 | 14 | 95.0 | 609.000 | -7.96 | 2024-03-28 |
| DKS240419P00210000 | DKS | PUT | Long | 210.00 | None | $-4.15 | -0.75 | $-5.74 | -0.03 | -0.01 | 5.50 | 1.35 | 216.90 | 222.64 | -4.15 | $-415.00 | 550.00 | 13 | 31.0 | 580.000 | -5.74 | 2024-03-27 |
| DKS240419P00210000 | DKS | PUT | Long | 210.00 | None | $-3.30 | -0.60 | $-1.60 | -0.01 | -0.08 | 5.50 | 2.20 | 216.90 | 218.50 | -3.30 | $-330.00 | 550.00 | 12 | 806.0 | 243.000 | -1.60 | 2024-03-26 |
| DKS240419P00210000 | DKS | PUT | Long | 210.00 | None | $-3.40 | -0.62 | $-3.28 | -0.02 | -0.07 | 5.50 | 2.10 | 216.90 | 220.18 | -3.40 | $-340.00 | 550.00 | 11 | 39.0 | 227.000 | -3.28 | 2024-03-25 |
| DKS240419P00210000 | DKS | PUT | Long | 210.00 | None | $-3.20 | -0.58 | $-4.21 | -0.02 | -0.06 | 5.50 | 2.30 | 216.90 | 221.11 | -3.20 | $-320.00 | 550.00 | 8 | 11.0 | 227.000 | -4.21 | 2024-03-22 |
| DKS240419P00210000 | DKS | PUT | Long | 210.00 | None | $-3.71 | -0.67 | $-7.82 | -0.04 | -0.05 | 5.50 | 1.79 | 216.90 | 224.72 | -3.71 | $-371.00 | 550.00 | 7 | 33.0 | 215.000 | -7.82 | 2024-03-21 |
| DKS240419P00210000 | DKS | PUT | Long | 210.00 | None | $-2.15 | -0.39 | $-2.52 | -0.01 | -0.05 | 5.50 | 3.35 | 216.90 | 219.42 | -2.15 | $-215.00 | 550.00 | 6 | 77.0 | 146.000 | -2.52 | 2024-03-20 |
| DKS240419P00210000 | DKS | PUT | Long | 210.00 | Exit OP PnL: $-0.90;Exit EQ PnL: 1.05; Position is Long and position continued to lose. Latest OP price is: $4.60 (EQ: $215.85). Initial OP price was: $5.50 (EQ: $216.90). Surpassed Stop Loss Percentage: -0.1636363636363636363636363636 < -0.16. | $-1.31 | -0.24 | $1.93 | 0.01 | -0.05 | 5.50 | 4.19 | 216.90 | 214.97 | -1.31 | $-131.00 | 550.00 | 5 | 63.0 | 130.000 | 1.93 | 2024-03-19 |
| DKS240419P00210000 | DKS | PUT | Long | 210.00 | None | $0.20 | 0.04 | $3.87 | 0.02 | -0.05 | 5.50 | 5.70 | 216.90 | 213.03 | 0.20 | $20.00 | 550.00 | 4 | 68.0 | 132.000 | 3.87 | 2024-03-18 |
| DKS240419P00210000 | DKS | PUT | Long | 210.00 | None | $1.80 | 0.33 | $5.35 | 0.02 | -0.02 | 5.50 | 7.30 | 216.90 | 211.55 | 1.80 | $180.00 | 550.00 | 1 | 194.0 | 110.000 | 5.35 | 2024-03-15 |
| DKS240419P00210000 | DKS | PUT | Long | 210.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 5.50 | 5.50 | 216.90 | 216.90 | 0.00 | $0.00 | 550.00 | 0 | 207.0 | 2.000 | -0.00 | 2024-03-14 |