| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-03-26 | DNUT | DNUT240517P00015000 | 15.00 | 691.0 | 211.000 | 0.693 | 0.367 | 2.5 | 0.1 | -0.090 | 3.000 | 0.560 | 0.79 | 17.35 | 2024-05-17 | PUT | Long | 0.151 | 0.370 | 0.394 |
| 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 | DNUT | 1.000 | 0.054 | 0.392 | 0.130 | 0.054 | -0.058 | 9.73 | -0.022 | 0.0000 | 9.20 | 17.35 | 21 | 1y | 11.53 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| DNUT240517P00015000 | DNUT | PUT | Long | 15.00 | None | $2.45 | 3.10 | $5.53 | 0.32 | 1.10 | 0.79 | 3.24 | 17.35 | 11.82 | 2.45 | $245.00 | 79.00 | 50 | 18.0 | 968.000 | 5.53 | 2024-05-15 |
| DNUT240517P00015000 | DNUT | PUT | Long | 15.00 | None | $2.09 | 2.65 | $5.44 | 0.31 | 1.67 | 0.79 | 2.88 | 17.35 | 11.91 | 2.09 | $209.00 | 79.00 | 49 | 5.0 | 968.000 | 5.44 | 2024-05-14 |
| DNUT240517P00015000 | DNUT | PUT | Long | 15.00 | None | $1.88 | 2.38 | $5.03 | 0.29 | 1.29 | 0.79 | 2.67 | 17.35 | 12.32 | 1.88 | $188.00 | 79.00 | 48 | 112.0 | 958.000 | 5.03 | 2024-05-13 |
| DNUT240517P00015000 | DNUT | PUT | Long | 15.00 | None | $1.28 | 1.62 | $4.34 | 0.25 | -0.69 | 0.79 | 2.07 | 17.35 | 13.01 | 1.28 | $128.00 | 79.00 | 47 | 4.0 | 958.000 | 4.34 | 2024-05-12 |
| DNUT240517P00015000 | DNUT | PUT | Long | 15.00 | None | $1.46 | 1.85 | $4.41 | 0.25 | 0.37 | 0.79 | 2.25 | 17.35 | 12.94 | 1.46 | $146.00 | 79.00 | 44 | 22.0 | 1066.000 | 4.41 | 2024-05-09 |
| DNUT240517P00015000 | DNUT | PUT | Long | 15.00 | None | $1.48 | 1.87 | $4.64 | 0.27 | -0.19 | 0.79 | 2.27 | 17.35 | 12.71 | 1.48 | $148.00 | 79.00 | 43 | 13.0 | 1065.000 | 4.64 | 2024-05-08 |
| DNUT240517P00015000 | DNUT | PUT | Long | 15.00 | None | $1.51 | 1.91 | $4.53 | 0.26 | -0.01 | 0.79 | 2.30 | 17.35 | 12.82 | 1.51 | $151.00 | 79.00 | 42 | 272.0 | 1065.000 | 4.53 | 2024-05-07 |
| DNUT240517P00015000 | DNUT | PUT | Long | 15.00 | None | $1.58 | 2.00 | $4.66 | 0.27 | -0.69 | 0.79 | 2.37 | 17.35 | 12.69 | 1.58 | $158.00 | 79.00 | 38 | 28.0 | 1065.000 | 4.66 | 2024-05-03 |
| DNUT240517P00015000 | DNUT | PUT | Long | 15.00 | None | $1.58 | 2.00 | $4.70 | 0.27 | -0.01 | 0.79 | 2.37 | 17.35 | 12.65 | 1.58 | $158.00 | 79.00 | 37 | 28.0 | 1085.000 | 4.70 | 2024-05-02 |
| DNUT240517P00015000 | DNUT | PUT | Long | 15.00 | None | $1.31 | 1.66 | $4.37 | 0.25 | -0.11 | 0.79 | 2.10 | 17.35 | 12.98 | 1.31 | $131.00 | 79.00 | 34 | 3.0 | 1127.000 | 4.37 | 2024-04-29 |
| DNUT240517P00015000 | DNUT | PUT | Long | 15.00 | None | $1.31 | 1.66 | $4.36 | 0.25 | -0.14 | 0.79 | 2.10 | 17.35 | 12.99 | 1.31 | $131.00 | 79.00 | 31 | 46.0 | 1133.000 | 4.36 | 2024-04-26 |
| DNUT240517P00015000 | DNUT | PUT | Long | 15.00 | None | $1.21 | 1.53 | $4.25 | 0.24 | -0.16 | 0.79 | 2.00 | 17.35 | 13.10 | 1.21 | $121.00 | 79.00 | 30 | 19.0 | 1142.000 | 4.25 | 2024-04-25 |
| DNUT240517P00015000 | DNUT | PUT | Long | 15.00 | None | $1.32 | 1.67 | $4.33 | 0.25 | -0.13 | 0.79 | 2.11 | 17.35 | 13.02 | 1.32 | $132.00 | 79.00 | 29 | 108.0 | 1111.000 | 4.33 | 2024-04-24 |
| DNUT240517P00015000 | DNUT | PUT | Long | 15.00 | None | $1.16 | 1.47 | $4.18 | 0.24 | -0.18 | 0.79 | 1.95 | 17.35 | 13.17 | 1.16 | $116.00 | 79.00 | 28 | 17.0 | 1110.000 | 4.18 | 2024-04-23 |
| DNUT240517P00015000 | DNUT | PUT | Long | 15.00 | None | $1.01 | 1.28 | $3.95 | 0.23 | -0.16 | 0.79 | 1.80 | 17.35 | 13.40 | 1.01 | $101.00 | 79.00 | 27 | 28.0 | 1110.000 | 3.95 | 2024-04-22 |
| DNUT240517P00015000 | DNUT | PUT | Long | 15.00 | None | $0.81 | 1.03 | $3.71 | 0.21 | -0.18 | 0.79 | 1.60 | 17.35 | 13.64 | 0.81 | $81.00 | 79.00 | 24 | 14.0 | 1107.000 | 3.71 | 2024-04-19 |
| DNUT240517P00015000 | DNUT | PUT | Long | 15.00 | None | $0.90 | 1.14 | $3.67 | 0.21 | -0.19 | 0.79 | 1.69 | 17.35 | 13.68 | 0.90 | $90.00 | 79.00 | 23 | 38.0 | 1097.000 | 3.67 | 2024-04-18 |
| DNUT240517P00015000 | DNUT | PUT | Long | 15.00 | None | $0.66 | 0.84 | $3.58 | 0.21 | -0.19 | 0.79 | 1.45 | 17.35 | 13.77 | 0.66 | $66.00 | 79.00 | 22 | 29.0 | 1088.000 | 3.58 | 2024-04-17 |
| DNUT240517P00015000 | DNUT | PUT | Long | 15.00 | None | $0.53 | 0.67 | $3.29 | 0.19 | -0.17 | 0.79 | 1.32 | 17.35 | 14.06 | 0.53 | $53.00 | 79.00 | 21 | 138.0 | 973.000 | 3.29 | 2024-04-16 |
| DNUT240517P00015000 | DNUT | PUT | Long | 15.00 | None | $0.46 | 0.58 | $3.04 | 0.18 | -0.19 | 0.79 | 1.25 | 17.35 | 14.31 | 0.46 | $46.00 | 79.00 | 20 | 62.0 | 940.000 | 3.04 | 2024-04-15 |
| DNUT240517P00015000 | DNUT | PUT | Long | 15.00 | None | $0.26 | 0.33 | $2.55 | 0.15 | -0.18 | 0.79 | 1.05 | 17.35 | 14.80 | 0.26 | $26.00 | 79.00 | 17 | 52.0 | 913.000 | 2.55 | 2024-04-12 |
| DNUT240517P00015000 | DNUT | PUT | Long | 15.00 | None | $0.21 | 0.27 | $2.36 | 0.14 | -0.17 | 0.79 | 1.00 | 17.35 | 14.99 | 0.21 | $21.00 | 79.00 | 16 | 17.0 | 909.000 | 2.36 | 2024-04-11 |
| DNUT240517P00015000 | DNUT | PUT | Long | 15.00 | None | $0.13 | 0.16 | $2.42 | 0.14 | -0.19 | 0.79 | 0.92 | 17.35 | 14.93 | 0.13 | $13.00 | 79.00 | 15 | 21.0 | 909.000 | 2.42 | 2024-04-10 |
| DNUT240517P00015000 | DNUT | PUT | Long | 15.00 | None | $0.43 | 0.54 | $2.93 | 0.17 | -0.18 | 0.79 | 1.22 | 17.35 | 14.42 | 0.43 | $43.00 | 79.00 | 14 | 77.0 | 900.000 | 2.93 | 2024-04-09 |
| DNUT240517P00015000 | DNUT | PUT | Long | 15.00 | None | $0.50 | 0.63 | $3.03 | 0.17 | -0.19 | 0.79 | 1.29 | 17.35 | 14.32 | 0.50 | $50.00 | 79.00 | 13 | 207.0 | 891.000 | 3.03 | 2024-04-08 |
| DNUT240517P00015000 | DNUT | PUT | Long | 15.00 | None | $-0.04 | -0.05 | $2.02 | 0.12 | -0.21 | 0.79 | 0.75 | 17.35 | 15.33 | -0.04 | $-4.00 | 79.00 | 10 | 144.0 | 838.000 | 2.02 | 2024-04-05 |
| DNUT240517P00015000 | DNUT | PUT | Long | 15.00 | None | $0.61 | 0.77 | $3.06 | 0.18 | -0.20 | 0.79 | 1.40 | 17.35 | 14.29 | 0.61 | $61.00 | 79.00 | 9 | 41.0 | 868.000 | 3.06 | 2024-04-04 |
| DNUT240517P00015000 | DNUT | PUT | Long | 15.00 | None | $0.31 | 0.39 | $2.72 | 0.16 | -0.21 | 0.79 | 1.10 | 17.35 | 14.63 | 0.31 | $31.00 | 79.00 | 8 | 39.0 | 866.000 | 2.72 | 2024-04-03 |
| DNUT240517P00015000 | DNUT | PUT | Long | 15.00 | None | $0.21 | 0.27 | $2.44 | 0.14 | -0.24 | 0.79 | 1.00 | 17.35 | 14.91 | 0.21 | $21.00 | 79.00 | 7 | 228.0 | 855.000 | 2.44 | 2024-04-02 |
| DNUT240517P00015000 | DNUT | PUT | Long | 15.00 | None | $0.16 | 0.20 | $2.17 | 0.13 | -0.23 | 0.79 | 0.95 | 17.35 | 15.18 | 0.16 | $16.00 | 79.00 | 6 | 45.0 | 850.000 | 2.17 | 2024-04-01 |
| DNUT240517P00015000 | DNUT | PUT | Long | 15.00 | None | $0.21 | 0.27 | $2.12 | 0.12 | -0.17 | 0.79 | 1.00 | 17.35 | 15.23 | 0.21 | $21.00 | 79.00 | 5 | 204.0 | 716.000 | 2.12 | 2024-03-31 |
| DNUT240517P00015000 | DNUT | PUT | Long | 15.00 | None | $0.21 | 0.27 | $2.12 | 0.12 | -0.18 | 0.79 | 1.00 | 17.35 | 15.23 | 0.21 | $21.00 | 79.00 | 4 | 204.0 | 716.000 | 2.12 | 2024-03-30 |
| DNUT240517P00015000 | DNUT | PUT | Long | 15.00 | None | $0.21 | 0.27 | $2.12 | 0.12 | -0.18 | 0.79 | 1.00 | 17.35 | 15.23 | 0.21 | $21.00 | 79.00 | 3 | 204.0 | 716.000 | 2.12 | 2024-03-29 |
| DNUT240517P00015000 | DNUT | PUT | Long | 15.00 | None | $0.21 | 0.27 | $2.12 | 0.12 | -0.19 | 0.79 | 1.00 | 17.35 | 15.23 | 0.21 | $21.00 | 79.00 | 2 | 204.0 | 716.000 | 2.12 | 2024-03-28 |
| DNUT240517P00015000 | DNUT | PUT | Long | 15.00 | Underlying has moved in favorable position (0.08357348703170028818443804035) however, position is suffering from IV crush;Exit OP PnL: $-0.09;Exit EQ PnL: 1.45 | $0.26 | 0.33 | $2.00 | 0.12 | -0.15 | 0.79 | 1.05 | 17.35 | 15.35 | 0.26 | $26.00 | 79.00 | 1 | 677.0 | 597.000 | 2.00 | 2024-03-27 |
| DNUT240517P00015000 | DNUT | PUT | Long | 15.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.79 | 0.79 | 17.35 | 17.35 | 0.00 | $0.00 | 79.00 | 0 | 691.0 | 211.000 | -0.00 | 2024-03-26 |