| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-08 | DNLI | DNLI240621P00020000 | 20.00 | 50.0 | 364.000 | 0.999 | 0.250 | 0.4 | 0.9 | 0.000 | 2.140 | 2.640 | 4.75 | 19.41 | 2024-06-21 | PUT | Long | 0.439 | 0.455 | 0.122 |
| 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 | DNLI | 1.000 | 0.120 | 0.386 | 0.174 | 0.120 | -0.085 | 23.22 | -0.439 | 0.0000 | 14.96 | 31.58 | 21 | 1y | 27.81 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| DNLI240621P00020000 | DNLI | PUT | Long | 20.00 | None | $-4.12 | -0.87 | $-1.72 | -0.09 | 0.83 | 4.75 | 0.63 | 18.90 | 20.62 | -4.12 | $-412.00 | 475.00 | 41 | 1.0 | 371.000 | -1.72 | 2024-06-18 |
| DNLI240621P00020000 | DNLI | PUT | Long | 20.00 | None | $-4.12 | -0.87 | $-1.58 | -0.08 | 0.96 | 4.75 | 0.63 | 18.90 | 20.48 | -4.12 | $-412.00 | 475.00 | 40 | 1.0 | 371.000 | -1.58 | 2024-06-17 |
| DNLI240621P00020000 | DNLI | PUT | Long | 20.00 | None | $-4.12 | -0.87 | $-1.83 | -0.10 | -0.01 | 4.75 | 0.63 | 18.90 | 20.73 | -4.12 | $-412.00 | 475.00 | 37 | 1.0 | 371.000 | -1.83 | 2024-06-14 |
| DNLI240621P00020000 | DNLI | PUT | Long | 20.00 | None | $-4.12 | -0.87 | $-3.22 | -0.17 | 0.74 | 4.75 | 0.63 | 18.90 | 22.12 | -4.12 | $-412.00 | 475.00 | 36 | 1.0 | 371.000 | -3.22 | 2024-06-13 |
| DNLI240621P00020000 | DNLI | PUT | Long | 20.00 | None | $-4.12 | -0.87 | $-2.64 | -0.14 | 0.27 | 4.75 | 0.63 | 18.90 | 21.54 | -4.12 | $-412.00 | 475.00 | 35 | 1.0 | 371.000 | -2.64 | 2024-06-12 |
| DNLI240621P00020000 | DNLI | PUT | Long | 20.00 | None | $-4.12 | -0.87 | $-2.70 | -0.14 | 0.02 | 4.75 | 0.63 | 18.90 | 21.60 | -4.12 | $-412.00 | 475.00 | 34 | 1.0 | 371.000 | -2.70 | 2024-06-11 |
| DNLI240621P00020000 | DNLI | PUT | Long | 20.00 | None | $-4.12 | -0.87 | $-2.12 | -0.11 | 0.23 | 4.75 | 0.63 | 18.90 | 21.02 | -4.12 | $-412.00 | 475.00 | 33 | 1.0 | 370.000 | -2.12 | 2024-06-10 |
| DNLI240621P00020000 | DNLI | PUT | Long | 20.00 | None | $-3.45 | -0.73 | $-1.87 | -0.10 | 0.13 | 4.75 | 1.30 | 18.90 | 20.77 | -3.45 | $-345.00 | 475.00 | 32 | 2.0 | 370.000 | -1.87 | 2024-06-09 |
| DNLI240621P00020000 | DNLI | PUT | Long | 20.00 | None | $-3.45 | -0.73 | $-1.87 | -0.10 | 0.14 | 4.75 | 1.30 | 18.90 | 20.77 | -3.45 | $-345.00 | 475.00 | 30 | 2.0 | 370.000 | -1.87 | 2024-06-07 |
| DNLI240621P00020000 | DNLI | PUT | Long | 20.00 | None | $-3.45 | -0.73 | $-2.38 | -0.13 | -0.16 | 4.75 | 1.30 | 18.90 | 21.28 | -3.45 | $-345.00 | 475.00 | 29 | 2.0 | 370.000 | -2.38 | 2024-06-06 |
| DNLI240621P00020000 | DNLI | PUT | Long | 20.00 | None | $-3.45 | -0.73 | $-2.95 | -0.16 | -0.13 | 4.75 | 1.30 | 18.90 | 21.85 | -3.45 | $-345.00 | 475.00 | 28 | 2.0 | 370.000 | -2.95 | 2024-06-05 |
| DNLI240621P00020000 | DNLI | PUT | Long | 20.00 | None | $-3.45 | -0.73 | $-1.77 | -0.09 | -0.06 | 4.75 | 1.30 | 18.90 | 20.67 | -3.45 | $-345.00 | 475.00 | 27 | 2.0 | 370.000 | -1.77 | 2024-06-04 |
| DNLI240621P00020000 | DNLI | PUT | Long | 20.00 | None | $-3.45 | -0.73 | $-1.48 | -0.08 | -0.05 | 4.75 | 1.30 | 18.90 | 20.38 | -3.45 | $-345.00 | 475.00 | 26 | 2.0 | 370.000 | -1.48 | 2024-06-03 |
| DNLI240621P00020000 | DNLI | PUT | Long | 20.00 | None | $-3.45 | -0.73 | $0.31 | 0.02 | -0.09 | 4.75 | 1.30 | 18.90 | 18.59 | -3.45 | $-345.00 | 475.00 | 23 | 2.0 | 370.000 | 0.31 | 2024-05-31 |
| DNLI240621P00020000 | DNLI | PUT | Long | 20.00 | None | $-3.45 | -0.73 | $0.44 | 0.02 | 0.05 | 4.75 | 1.30 | 18.90 | 18.46 | -3.45 | $-345.00 | 475.00 | 22 | 2.0 | 370.000 | 0.44 | 2024-05-30 |
| DNLI240621P00020000 | DNLI | PUT | Long | 20.00 | None | $-3.45 | -0.73 | $0.86 | 0.05 | -0.06 | 4.75 | 1.30 | 18.90 | 18.04 | -3.45 | $-345.00 | 475.00 | 21 | 2.0 | 370.000 | 0.86 | 2024-05-29 |
| DNLI240621P00020000 | DNLI | PUT | Long | 20.00 | None | $-3.45 | -0.73 | $-0.00 | -0.00 | 0.06 | 4.75 | 1.30 | 18.90 | 18.90 | -3.45 | $-345.00 | 475.00 | 20 | 2.0 | 370.000 | -0.00 | 2024-05-28 |
| DNLI240621P00020000 | DNLI | PUT | Long | 20.00 | None | $-3.45 | -0.73 | $-0.31 | -0.02 | -0.05 | 4.75 | 1.30 | 18.90 | 19.21 | -3.45 | $-345.00 | 475.00 | 19 | 2.0 | 370.000 | -0.31 | 2024-05-27 |
| DNLI240621P00020000 | DNLI | PUT | Long | 20.00 | None | $-3.45 | -0.73 | $-0.31 | -0.02 | -0.02 | 4.75 | 1.30 | 18.90 | 19.21 | -3.45 | $-345.00 | 475.00 | 16 | 2.0 | 370.000 | -0.31 | 2024-05-24 |
| DNLI240621P00020000 | DNLI | PUT | Long | 20.00 | None | $-3.45 | -0.73 | $-0.36 | -0.02 | -0.02 | 4.75 | 1.30 | 18.90 | 19.26 | -3.45 | $-345.00 | 475.00 | 15 | 2.0 | 370.000 | -0.36 | 2024-05-23 |
| DNLI240621P00020000 | DNLI | PUT | Long | 20.00 | None | $-3.45 | -0.73 | $-1.16 | -0.06 | -0.09 | 4.75 | 1.30 | 18.90 | 20.06 | -3.45 | $-345.00 | 475.00 | 14 | 2.0 | 370.000 | -1.16 | 2024-05-22 |
| DNLI240621P00020000 | DNLI | PUT | Long | 20.00 | None | $-3.45 | -0.73 | $-1.08 | -0.06 | -0.09 | 4.75 | 1.30 | 18.90 | 19.98 | -3.45 | $-345.00 | 475.00 | 13 | 2.0 | 368.000 | -1.08 | 2024-05-21 |
| DNLI240621P00020000 | DNLI | PUT | Long | 20.00 | None | $-3.50 | -0.74 | $-1.23 | -0.07 | -0.65 | 4.75 | 1.25 | 18.90 | 20.13 | -3.50 | $-350.00 | 475.00 | 12 | 4.0 | 0.000 | -1.23 | 2024-05-20 |
| DNLI240621P00020000 | DNLI | PUT | Long | 20.00 | None | $-3.22 | -0.68 | $-1.61 | -0.09 | -0.06 | 4.75 | 1.53 | 18.90 | 20.51 | -3.22 | $-322.00 | 475.00 | 11 | 4.0 | 364.000 | -1.61 | 2024-05-19 |
| DNLI240621P00020000 | DNLI | PUT | Long | 20.00 | None | $-3.22 | -0.68 | $-1.61 | -0.09 | -0.06 | 4.75 | 1.53 | 18.90 | 20.51 | -3.22 | $-322.00 | 475.00 | 10 | 4.0 | 364.000 | -1.61 | 2024-05-18 |
| DNLI240621P00020000 | DNLI | PUT | Long | 20.00 | None | $-3.22 | -0.68 | $-1.61 | -0.09 | -0.07 | 4.75 | 1.53 | 18.90 | 20.51 | -3.22 | $-322.00 | 475.00 | 9 | 4.0 | 364.000 | -1.61 | 2024-05-17 |
| DNLI240621P00020000 | DNLI | PUT | Long | 20.00 | None | $-3.22 | -0.68 | $-1.96 | -0.10 | -0.06 | 4.75 | 1.53 | 18.90 | 20.86 | -3.22 | $-322.00 | 475.00 | 7 | 4.0 | 364.000 | -1.96 | 2024-05-15 |
| DNLI240621P00020000 | DNLI | PUT | Long | 20.00 | None | $0.00 | 0.00 | $-0.85 | -0.04 | -0.07 | 4.75 | 4.75 | 18.90 | 19.75 | 0.00 | $0.00 | 475.00 | 6 | 50.0 | 364.000 | -0.85 | 2024-05-14 |
| DNLI240621P00020000 | DNLI | PUT | Long | 20.00 | OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position. | $0.00 | 0.00 | $-0.40 | -0.02 | -0.02 | 4.75 | 4.75 | 18.90 | 19.30 | 0.00 | $0.00 | 475.00 | 5 | 50.0 | 364.000 | -0.40 | 2024-05-13 |
| DNLI240621P00020000 | DNLI | PUT | Long | 20.00 | None | $0.00 | 0.00 | $0.59 | 0.03 | -0.66 | 4.75 | 4.75 | 18.90 | 18.31 | 0.00 | $0.00 | 475.00 | 4 | 50.0 | 364.000 | 0.59 | 2024-05-12 |
| DNLI240621P00020000 | DNLI | PUT | Long | 20.00 | None | $0.00 | 0.00 | $0.17 | 0.01 | 0.13 | 4.75 | 4.75 | 18.90 | 18.73 | 0.00 | $0.00 | 475.00 | 2 | 50.0 | 364.000 | 0.17 | 2024-05-10 |
| DNLI240621P00020000 | DNLI | PUT | Long | 20.00 | None | $0.00 | 0.00 | $0.23 | 0.01 | 0.01 | 4.75 | 4.75 | 18.90 | 18.67 | 0.00 | $0.00 | 475.00 | 1 | 50.0 | 364.000 | 0.23 | 2024-05-09 |
| DNLI240621P00020000 | DNLI | PUT | Long | 20.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 4.75 | 4.75 | 18.90 | 18.90 | 0.00 | $0.00 | 475.00 | 0 | 50.0 | 364.000 | -0.00 | 2024-05-08 |