| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-22 | DQ | DQ240621P00022500 | 22.50 | 148.0 | 854.000 | 0.604 | 0.275 | 0.6 | 0.7 | -0.010 | 1.400 | 1.470 | 1.70 | 22.35 | 2024-06-21 | PUT | Long | 0.307 | 0.345 | 0.170 |
| 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 | DQ | 0.818 | 0.142 | 0.385 | 0.220 | 0.233 | -0.152 | 17.96 | 0.186 | 0.0000 | 14.04 | 29.41 | 21 | 1y | 22.13 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| DQ240621P00022500 | DQ | PUT | Long | 22.50 | None | $2.30 | 1.35 | $3.94 | 0.18 | 0.27 | 1.70 | 4.00 | 22.35 | 18.41 | 2.30 | $230.00 | 170.00 | 27 | 10.0 | 617.000 | 3.94 | 2024-06-18 |
| DQ240621P00022500 | DQ | PUT | Long | 22.50 | None | $2.10 | 1.24 | $3.49 | 0.16 | 0.15 | 1.70 | 3.80 | 22.35 | 18.86 | 2.10 | $210.00 | 170.00 | 26 | 5.0 | 1084.000 | 3.49 | 2024-06-17 |
| DQ240621P00022500 | DQ | PUT | Long | 22.50 | None | $1.40 | 0.82 | $3.44 | 0.15 | 0.27 | 1.70 | 3.10 | 22.35 | 18.91 | 1.40 | $140.00 | 170.00 | 23 | 3.0 | 1083.000 | 3.44 | 2024-06-14 |
| DQ240621P00022500 | DQ | PUT | Long | 22.50 | None | $0.93 | 0.55 | $2.35 | 0.11 | 0.20 | 1.70 | 2.63 | 22.35 | 20.00 | 0.93 | $93.00 | 170.00 | 22 | 1.0 | 1083.000 | 2.35 | 2024-06-13 |
| DQ240621P00022500 | DQ | PUT | Long | 22.50 | None | $-0.05 | -0.03 | $1.95 | 0.09 | -0.07 | 1.70 | 1.65 | 22.35 | 20.40 | -0.05 | $-5.00 | 170.00 | 21 | 2.0 | 1085.000 | 1.95 | 2024-06-12 |
| DQ240621P00022500 | DQ | PUT | Long | 22.50 | None | $0.79 | 0.46 | $1.72 | 0.08 | 0.02 | 1.70 | 2.49 | 22.35 | 20.63 | 0.79 | $79.00 | 170.00 | 20 | 5.0 | 1085.000 | 1.72 | 2024-06-11 |
| DQ240621P00022500 | DQ | PUT | Long | 22.50 | None | $0.79 | 0.46 | $2.18 | 0.10 | 0.00 | 1.70 | 2.49 | 22.35 | 20.17 | 0.79 | $79.00 | 170.00 | 19 | 5.0 | 1088.000 | 2.18 | 2024-06-10 |
| DQ240621P00022500 | DQ | PUT | Long | 22.50 | None | $0.97 | 0.57 | $2.33 | 0.10 | 0.24 | 1.70 | 2.67 | 22.35 | 20.02 | 0.97 | $97.00 | 170.00 | 18 | 5.0 | 1093.000 | 2.33 | 2024-06-09 |
| DQ240621P00022500 | DQ | PUT | Long | 22.50 | None | $0.97 | 0.57 | $2.32 | 0.10 | 0.12 | 1.70 | 2.67 | 22.35 | 20.03 | 0.97 | $97.00 | 170.00 | 16 | 5.0 | 1093.000 | 2.32 | 2024-06-07 |
| DQ240621P00022500 | DQ | PUT | Long | 22.50 | None | $0.00 | 0.00 | $1.15 | 0.05 | 0.05 | 1.70 | 1.70 | 22.35 | 21.20 | 0.00 | $0.00 | 170.00 | 15 | 10.0 | 1091.000 | 1.15 | 2024-06-06 |
| DQ240621P00022500 | DQ | PUT | Long | 22.50 | None | $-0.85 | -0.50 | $-1.01 | -0.05 | 0.05 | 1.70 | 0.85 | 22.35 | 23.36 | -0.85 | $-85.00 | 170.00 | 14 | 1.0 | 1092.000 | -1.01 | 2024-06-05 |
| DQ240621P00022500 | DQ | PUT | Long | 22.50 | None | $-0.14 | -0.08 | $0.43 | 0.02 | -0.01 | 1.70 | 1.56 | 22.35 | 21.92 | -0.14 | $-14.00 | 170.00 | 13 | 1.0 | 1093.000 | 0.43 | 2024-06-04 |
| DQ240621P00022500 | DQ | PUT | Long | 22.50 | None | $-0.25 | -0.15 | $-0.29 | -0.01 | 0.08 | 1.70 | 1.45 | 22.35 | 22.64 | -0.25 | $-25.00 | 170.00 | 12 | 4.0 | 1093.000 | -0.29 | 2024-06-03 |
| DQ240621P00022500 | DQ | PUT | Long | 22.50 | None | $-0.10 | -0.06 | $-0.16 | -0.01 | 0.03 | 1.70 | 1.60 | 22.35 | 22.51 | -0.10 | $-10.00 | 170.00 | 9 | 72.0 | 1039.000 | -0.16 | 2024-05-31 |
| DQ240621P00022500 | DQ | PUT | Long | 22.50 | Exit OP PnL: $-0.40;Exit EQ PnL: -0.57; Position is Long and position continued to lose. Latest OP price is: $1.30 (EQ: $22.92). Initial OP price was: $1.70 (EQ: $22.35). Surpassed Stop Loss Percentage: -0.2352941176470588235294117647 < -0.16. | $-0.35 | -0.21 | $-0.50 | -0.02 | 0.05 | 1.70 | 1.35 | 22.35 | 22.85 | -0.35 | $-35.00 | 170.00 | 8 | 13.0 | 1035.000 | -0.50 | 2024-05-30 |
| DQ240621P00022500 | DQ | PUT | Long | 22.50 | None | $0.26 | 0.15 | $1.07 | 0.05 | 0.04 | 1.70 | 1.96 | 22.35 | 21.28 | 0.26 | $26.00 | 170.00 | 7 | 1.0 | 1035.000 | 1.07 | 2024-05-29 |
| DQ240621P00022500 | DQ | PUT | Long | 22.50 | None | $1.30 | 0.76 | $2.42 | 0.11 | 0.03 | 1.70 | 3.00 | 22.35 | 19.93 | 1.30 | $130.00 | 170.00 | 6 | 2.0 | 1035.000 | 2.42 | 2024-05-28 |
| DQ240621P00022500 | DQ | PUT | Long | 22.50 | None | $1.07 | 0.63 | $1.96 | 0.09 | -0.00 | 1.70 | 2.77 | 22.35 | 20.39 | 1.07 | $107.00 | 170.00 | 5 | 20.0 | 1021.000 | 1.96 | 2024-05-27 |
| DQ240621P00022500 | DQ | PUT | Long | 22.50 | None | $1.07 | 0.63 | $1.97 | 0.09 | -0.04 | 1.70 | 2.77 | 22.35 | 20.38 | 1.07 | $107.00 | 170.00 | 2 | 20.0 | 1021.000 | 1.97 | 2024-05-24 |
| DQ240621P00022500 | DQ | PUT | Long | 22.50 | None | $0.90 | 0.53 | $2.14 | 0.10 | 0.04 | 1.70 | 2.60 | 22.35 | 20.21 | 0.90 | $90.00 | 170.00 | 1 | 75.0 | 975.000 | 2.14 | 2024-05-23 |
| DQ240621P00022500 | DQ | PUT | Long | 22.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 1.70 | 1.70 | 22.35 | 22.35 | 0.00 | $0.00 | 170.00 | 0 | 148.0 | 854.000 | -0.00 | 2024-05-22 |