| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-20 | DYN | DYN240621P00030000 | 30.00 | 486.0 | 700.000 | 0.657 | 0.311 | 5.5 | 0.0 | -0.020 | 6.000 | 0.510 | 0.95 | 35.38 | 2024-06-21 | PUT | Long | 0.301 | 0.388 | 0.278 |
| 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 | DYN | 0.818 | 0.114 | 0.392 | 0.211 | 0.162 | -0.074 | 26.16 | 0.000 | 0.0000 | 11.71 | 47.04 | 21 | 1y | 30.45 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| DYN240621P00030000 | DYN | PUT | Long | 30.00 | None | $-0.85 | -0.89 | $2.23 | 0.06 | 0.63 | 0.95 | 0.10 | 35.38 | 33.15 | -0.85 | $-85.00 | 95.00 | 29 | 5.0 | 1054.000 | 2.23 | 2024-06-18 |
| DYN240621P00030000 | DYN | PUT | Long | 30.00 | None | $-0.49 | -0.52 | $3.59 | 0.10 | 0.59 | 0.95 | 0.46 | 35.38 | 31.79 | -0.49 | $-49.00 | 95.00 | 28 | 15.0 | 1054.000 | 3.59 | 2024-06-17 |
| DYN240621P00030000 | DYN | PUT | Long | 30.00 | None | $-0.49 | -0.52 | $2.31 | 0.07 | 0.55 | 0.95 | 0.46 | 35.38 | 33.07 | -0.49 | $-49.00 | 95.00 | 25 | 15.0 | 1054.000 | 2.31 | 2024-06-14 |
| DYN240621P00030000 | DYN | PUT | Long | 30.00 | None | $-0.49 | -0.52 | $1.69 | 0.05 | 0.56 | 0.95 | 0.46 | 35.38 | 33.69 | -0.49 | $-49.00 | 95.00 | 24 | 15.0 | 1054.000 | 1.69 | 2024-06-13 |
| DYN240621P00030000 | DYN | PUT | Long | 30.00 | None | $-0.49 | -0.52 | $2.37 | 0.07 | 0.53 | 0.95 | 0.46 | 35.38 | 33.01 | -0.49 | $-49.00 | 95.00 | 23 | 15.0 | 1069.000 | 2.37 | 2024-06-12 |
| DYN240621P00030000 | DYN | PUT | Long | 30.00 | None | $-0.30 | -0.32 | $4.42 | 0.12 | 0.39 | 0.95 | 0.65 | 35.38 | 30.96 | -0.30 | $-30.00 | 95.00 | 22 | 1.0 | 1068.000 | 4.42 | 2024-06-11 |
| DYN240621P00030000 | DYN | PUT | Long | 30.00 | None | $-0.05 | -0.05 | $3.88 | 0.11 | 0.38 | 0.95 | 0.90 | 35.38 | 31.50 | -0.05 | $-5.00 | 95.00 | 21 | 4.0 | 1066.000 | 3.88 | 2024-06-10 |
| DYN240621P00030000 | DYN | PUT | Long | 30.00 | None | $-0.05 | -0.05 | $4.44 | 0.13 | 0.48 | 0.95 | 0.90 | 35.38 | 30.94 | -0.05 | $-5.00 | 95.00 | 20 | 14.0 | 1066.000 | 4.44 | 2024-06-09 |
| DYN240621P00030000 | DYN | PUT | Long | 30.00 | None | $-0.05 | -0.05 | $4.44 | 0.13 | 0.32 | 0.95 | 0.90 | 35.38 | 30.94 | -0.05 | $-5.00 | 95.00 | 18 | 14.0 | 1066.000 | 4.44 | 2024-06-07 |
| DYN240621P00030000 | DYN | PUT | Long | 30.00 | None | $-0.05 | -0.05 | $2.87 | 0.08 | 0.45 | 0.95 | 0.90 | 35.38 | 32.51 | -0.05 | $-5.00 | 95.00 | 17 | 14.0 | 1066.000 | 2.87 | 2024-06-06 |
| DYN240621P00030000 | DYN | PUT | Long | 30.00 | None | $-0.05 | -0.05 | $2.49 | 0.07 | 0.51 | 0.95 | 0.90 | 35.38 | 32.89 | -0.05 | $-5.00 | 95.00 | 16 | 14.0 | 1066.000 | 2.49 | 2024-06-05 |
| DYN240621P00030000 | DYN | PUT | Long | 30.00 | None | $-0.05 | -0.05 | $3.97 | 0.11 | 0.45 | 0.95 | 0.90 | 35.38 | 31.41 | -0.05 | $-5.00 | 95.00 | 15 | 14.0 | 1052.000 | 3.97 | 2024-06-04 |
| DYN240621P00030000 | DYN | PUT | Long | 30.00 | None | $0.15 | 0.16 | $3.97 | 0.11 | 0.45 | 0.95 | 1.10 | 35.38 | 31.41 | 0.15 | $15.00 | 95.00 | 14 | 65.0 | 990.000 | 3.97 | 2024-06-03 |
| DYN240621P00030000 | DYN | PUT | Long | 30.00 | None | $0.10 | 0.11 | $3.50 | 0.10 | 0.39 | 0.95 | 1.05 | 35.38 | 31.88 | 0.10 | $10.00 | 95.00 | 11 | 1.0 | 990.000 | 3.50 | 2024-05-31 |
| DYN240621P00030000 | DYN | PUT | Long | 30.00 | None | $0.10 | 0.11 | $4.18 | 0.12 | 0.38 | 0.95 | 1.05 | 35.38 | 31.20 | 0.10 | $10.00 | 95.00 | 10 | 1.0 | 989.000 | 4.18 | 2024-05-30 |
| DYN240621P00030000 | DYN | PUT | Long | 30.00 | None | $0.35 | 0.37 | $4.30 | 0.12 | 0.48 | 0.95 | 1.30 | 35.38 | 31.08 | 0.35 | $35.00 | 95.00 | 9 | 2.0 | 987.000 | 4.30 | 2024-05-29 |
| DYN240621P00030000 | DYN | PUT | Long | 30.00 | None | $0.65 | 0.68 | $5.37 | 0.15 | 0.46 | 0.95 | 1.60 | 35.38 | 30.01 | 0.65 | $65.00 | 95.00 | 8 | 2.0 | 987.000 | 5.37 | 2024-05-28 |
| DYN240621P00030000 | DYN | PUT | Long | 30.00 | None | $0.05 | 0.05 | $4.16 | 0.12 | 0.49 | 0.95 | 1.00 | 35.38 | 31.22 | 0.05 | $5.00 | 95.00 | 7 | 1.0 | 986.000 | 4.16 | 2024-05-27 |
| DYN240621P00030000 | DYN | PUT | Long | 30.00 | None | $0.05 | 0.05 | $4.16 | 0.12 | 0.40 | 0.95 | 1.00 | 35.38 | 31.22 | 0.05 | $5.00 | 95.00 | 4 | 1.0 | 986.000 | 4.16 | 2024-05-24 |
| DYN240621P00030000 | DYN | PUT | Long | 30.00 | None | $0.35 | 0.37 | $4.13 | 0.12 | 0.48 | 0.95 | 1.30 | 35.38 | 31.25 | 0.35 | $35.00 | 95.00 | 3 | 52.0 | 989.000 | 4.13 | 2024-05-23 |
| DYN240621P00030000 | DYN | PUT | Long | 30.00 | None | $0.60 | 0.63 | $3.85 | 0.11 | 0.48 | 0.95 | 1.55 | 35.38 | 31.53 | 0.60 | $60.00 | 95.00 | 2 | 102.0 | 947.000 | 3.85 | 2024-05-22 |
| DYN240621P00030000 | DYN | PUT | Long | 30.00 | Exit OP PnL: $-0.16;Exit EQ PnL: 0.14; Position is Long and position continued to lose. Latest OP price is: $0.79 (EQ: $35.24). Initial OP price was: $0.95 (EQ: $35.38). Surpassed Stop Loss Percentage: -0.1684210526315789473684210526 < -0.16. | $0.10 | 0.11 | $2.75 | 0.08 | 0.50 | 0.95 | 1.05 | 35.38 | 32.63 | 0.10 | $10.00 | 95.00 | 1 | 103.0 | 942.000 | 2.75 | 2024-05-21 |
| DYN240621P00030000 | DYN | PUT | Long | 30.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.95 | 0.95 | 35.38 | 35.38 | 0.00 | $0.00 | 95.00 | 0 | 486.0 | 0.000 | -0.00 | 2024-05-20 |