| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-02-28 | EDIT | EDIT240419P00010000 | 10.00 | 14.0 | 3.000 | 0.732 | 0.370 | 1.3 | 0.1 | -0.020 | 1.670 | 0.550 | 0.75 | 11.07 | 2024-04-19 | PUT | Long | 0.302 | 0.380 | 0.252 |
| 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 | EDIT | 0.818 | 0.123 | 0.345 | 0.216 | 0.345 | 0.087 | 1.52 | -1.961 | 0.0000 | 1.44 | 11.07 | 21 | 1y | 3.12 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| EDIT240419P00010000 | EDIT | PUT | Long | 10.00 | None | $3.25 | 4.33 | $5.52 | 0.50 | 9.32 | 0.75 | 4.00 | 11.07 | 5.55 | 3.25 | $325.00 | 75.00 | 50 | 1.0 | 0.000 | 5.52 | 2024-04-18 |
| EDIT240419P00010000 | EDIT | PUT | Long | 10.00 | None | $3.25 | 4.33 | $5.46 | 0.49 | 7.13 | 0.75 | 4.00 | 11.07 | 5.61 | 3.25 | $325.00 | 75.00 | 49 | 1.0 | 0.000 | 5.46 | 2024-04-17 |
| EDIT240419P00010000 | EDIT | PUT | Long | 10.00 | None | $3.25 | 4.33 | $5.22 | 0.47 | 2.85 | 0.75 | 4.00 | 11.07 | 5.85 | 3.25 | $325.00 | 75.00 | 48 | 1.0 | 0.000 | 5.22 | 2024-04-16 |
| EDIT240419P00010000 | EDIT | PUT | Long | 10.00 | None | $3.25 | 4.33 | $4.99 | 0.45 | 4.20 | 0.75 | 4.00 | 11.07 | 6.08 | 3.25 | $325.00 | 75.00 | 47 | 1.0 | 0.000 | 4.99 | 2024-04-15 |
| EDIT240419P00010000 | EDIT | PUT | Long | 10.00 | None | $3.25 | 4.33 | $4.86 | 0.44 | 3.14 | 0.75 | 4.00 | 11.07 | 6.21 | 3.25 | $325.00 | 75.00 | 44 | 1.0 | 0.000 | 4.86 | 2024-04-12 |
| EDIT240419P00010000 | EDIT | PUT | Long | 10.00 | None | $3.25 | 4.33 | $4.49 | 0.41 | 1.56 | 0.75 | 4.00 | 11.07 | 6.58 | 3.25 | $325.00 | 75.00 | 43 | 1.0 | 0.000 | 4.49 | 2024-04-11 |
| EDIT240419P00010000 | EDIT | PUT | Long | 10.00 | None | $3.25 | 4.33 | $4.44 | 0.40 | 1.58 | 0.75 | 4.00 | 11.07 | 6.63 | 3.25 | $325.00 | 75.00 | 42 | 1.0 | 49.000 | 4.44 | 2024-04-10 |
| EDIT240419P00010000 | EDIT | PUT | Long | 10.00 | None | $2.30 | 3.07 | $4.06 | 0.37 | 1.18 | 0.75 | 3.05 | 11.07 | 7.01 | 2.30 | $230.00 | 75.00 | 41 | 3.0 | 49.000 | 4.06 | 2024-04-09 |
| EDIT240419P00010000 | EDIT | PUT | Long | 10.00 | None | $2.30 | 3.07 | $4.35 | 0.39 | 1.58 | 0.75 | 3.05 | 11.07 | 6.72 | 2.30 | $230.00 | 75.00 | 40 | 3.0 | 49.000 | 4.35 | 2024-04-08 |
| EDIT240419P00010000 | EDIT | PUT | Long | 10.00 | None | $2.30 | 3.07 | $4.35 | 0.39 | 1.01 | 0.75 | 3.05 | 11.07 | 6.72 | 2.30 | $230.00 | 75.00 | 37 | 3.0 | 49.000 | 4.35 | 2024-04-05 |
| EDIT240419P00010000 | EDIT | PUT | Long | 10.00 | None | $2.30 | 3.07 | $4.26 | 0.38 | 2.01 | 0.75 | 3.05 | 11.07 | 6.81 | 2.30 | $230.00 | 75.00 | 36 | 3.0 | 51.000 | 4.26 | 2024-04-04 |
| EDIT240419P00010000 | EDIT | PUT | Long | 10.00 | None | $1.18 | 1.57 | $4.21 | 0.38 | 1.06 | 0.75 | 1.93 | 11.07 | 6.86 | 1.18 | $118.00 | 75.00 | 35 | 1.0 | 52.000 | 4.21 | 2024-04-03 |
| EDIT240419P00010000 | EDIT | PUT | Long | 10.00 | None | $1.18 | 1.57 | $4.20 | 0.38 | 0.97 | 0.75 | 1.93 | 11.07 | 6.87 | 1.18 | $118.00 | 75.00 | 34 | 1.0 | 53.000 | 4.20 | 2024-04-02 |
| EDIT240419P00010000 | EDIT | PUT | Long | 10.00 | None | $1.18 | 1.57 | $3.79 | 0.34 | 0.38 | 0.75 | 1.93 | 11.07 | 7.28 | 1.18 | $118.00 | 75.00 | 33 | 1.0 | 53.000 | 3.79 | 2024-04-01 |
| EDIT240419P00010000 | EDIT | PUT | Long | 10.00 | None | $1.18 | 1.57 | $3.65 | 0.33 | -0.76 | 0.75 | 1.93 | 11.07 | 7.42 | 1.18 | $118.00 | 75.00 | 32 | 1.0 | 53.000 | 3.65 | 2024-03-31 |
| EDIT240419P00010000 | EDIT | PUT | Long | 10.00 | None | $1.18 | 1.57 | $3.65 | 0.33 | 0.28 | 0.75 | 1.93 | 11.07 | 7.42 | 1.18 | $118.00 | 75.00 | 31 | 1.0 | 53.000 | 3.65 | 2024-03-30 |
| EDIT240419P00010000 | EDIT | PUT | Long | 10.00 | None | $1.18 | 1.57 | $3.65 | 0.33 | 0.26 | 0.75 | 1.93 | 11.07 | 7.42 | 1.18 | $118.00 | 75.00 | 30 | 1.0 | 53.000 | 3.65 | 2024-03-29 |
| EDIT240419P00010000 | EDIT | PUT | Long | 10.00 | None | $1.18 | 1.57 | $3.65 | 0.33 | 0.24 | 0.75 | 1.93 | 11.07 | 7.42 | 1.18 | $118.00 | 75.00 | 29 | 1.0 | 53.000 | 3.65 | 2024-03-28 |
| EDIT240419P00010000 | EDIT | PUT | Long | 10.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $1.18 | 1.57 | $3.63 | 0.33 | 0.62 | 0.75 | 1.93 | 11.07 | 7.44 | 1.18 | $118.00 | 75.00 | 28 | 1.0 | 53.000 | 3.63 | 2024-03-27 |
| EDIT240419P00010000 | EDIT | PUT | Long | 10.00 | None | $1.18 | 1.57 | $3.85 | 0.35 | 1.11 | 0.75 | 1.93 | 11.07 | 7.22 | 1.18 | $118.00 | 75.00 | 27 | 1.0 | 53.000 | 3.85 | 2024-03-26 |
| EDIT240419P00010000 | EDIT | PUT | Long | 10.00 | None | $1.18 | 1.57 | $3.71 | 0.34 | 1.30 | 0.75 | 1.93 | 11.07 | 7.36 | 1.18 | $118.00 | 75.00 | 26 | 1.0 | 53.000 | 3.71 | 2024-03-25 |
| EDIT240419P00010000 | EDIT | PUT | Long | 10.00 | None | $1.18 | 1.57 | $3.60 | 0.33 | 0.84 | 0.75 | 1.93 | 11.07 | 7.47 | 1.18 | $118.00 | 75.00 | 23 | 1.0 | 53.000 | 3.60 | 2024-03-22 |
| EDIT240419P00010000 | EDIT | PUT | Long | 10.00 | None | $1.18 | 1.57 | $3.24 | 0.29 | 0.96 | 0.75 | 1.93 | 11.07 | 7.83 | 1.18 | $118.00 | 75.00 | 22 | 1.0 | 53.000 | 3.24 | 2024-03-21 |
| EDIT240419P00010000 | EDIT | PUT | Long | 10.00 | None | $1.54 | 2.05 | $3.15 | 0.28 | 0.08 | 0.75 | 2.29 | 11.07 | 7.92 | 1.54 | $154.00 | 75.00 | 21 | 1.0 | 53.000 | 3.15 | 2024-03-20 |
| EDIT240419P00010000 | EDIT | PUT | Long | 10.00 | None | $1.54 | 2.05 | $3.32 | 0.30 | 0.13 | 0.75 | 2.29 | 11.07 | 7.75 | 1.54 | $154.00 | 75.00 | 20 | 1.0 | 53.000 | 3.32 | 2024-03-19 |
| EDIT240419P00010000 | EDIT | PUT | Long | 10.00 | None | $1.54 | 2.05 | $3.35 | 0.30 | -0.18 | 0.75 | 2.29 | 11.07 | 7.72 | 1.54 | $154.00 | 75.00 | 19 | 1.0 | 52.000 | 3.35 | 2024-03-18 |
| EDIT240419P00010000 | EDIT | PUT | Long | 10.00 | None | $1.27 | 1.69 | $2.94 | 0.27 | 0.51 | 0.75 | 2.02 | 11.07 | 8.13 | 1.27 | $127.00 | 75.00 | 16 | 6.0 | 46.000 | 2.94 | 2024-03-15 |
| EDIT240419P00010000 | EDIT | PUT | Long | 10.00 | None | $0.90 | 1.20 | $2.92 | 0.26 | 0.27 | 0.75 | 1.65 | 11.07 | 8.15 | 0.90 | $90.00 | 75.00 | 15 | 15.0 | 46.000 | 2.92 | 2024-03-14 |
| EDIT240419P00010000 | EDIT | PUT | Long | 10.00 | None | $0.90 | 1.20 | $2.48 | 0.22 | -0.13 | 0.75 | 1.65 | 11.07 | 8.59 | 0.90 | $90.00 | 75.00 | 14 | 15.0 | 46.000 | 2.48 | 2024-03-13 |
| EDIT240419P00010000 | EDIT | PUT | Long | 10.00 | None | $0.90 | 1.20 | $2.46 | 0.22 | 0.03 | 0.75 | 1.65 | 11.07 | 8.61 | 0.90 | $90.00 | 75.00 | 13 | 15.0 | 41.000 | 2.46 | 2024-03-12 |
| EDIT240419P00010000 | EDIT | PUT | Long | 10.00 | None | $0.55 | 0.73 | $2.07 | 0.19 | -0.00 | 0.75 | 1.30 | 11.07 | 9.00 | 0.55 | $55.00 | 75.00 | 12 | 12.0 | 53.000 | 2.07 | 2024-03-11 |
| EDIT240419P00010000 | EDIT | PUT | Long | 10.00 | None | $0.75 | 1.00 | $1.91 | 0.17 | -0.05 | 0.75 | 1.50 | 11.07 | 9.16 | 0.75 | $75.00 | 75.00 | 9 | 4.0 | 53.000 | 1.91 | 2024-03-08 |
| EDIT240419P00010000 | EDIT | PUT | Long | 10.00 | None | $0.79 | 1.05 | $2.22 | 0.20 | -0.12 | 0.75 | 1.54 | 11.07 | 8.85 | 0.79 | $79.00 | 75.00 | 8 | 2.0 | 53.000 | 2.22 | 2024-03-07 |
| EDIT240419P00010000 | EDIT | PUT | Long | 10.00 | None | $0.67 | 0.89 | $1.99 | 0.18 | 0.09 | 0.75 | 1.42 | 11.07 | 9.08 | 0.67 | $67.00 | 75.00 | 7 | 44.0 | 53.000 | 1.99 | 2024-03-06 |
| EDIT240419P00010000 | EDIT | PUT | Long | 10.00 | None | $0.25 | 0.33 | $1.88 | 0.17 | -0.04 | 0.75 | 1.00 | 11.07 | 9.19 | 0.25 | $25.00 | 75.00 | 6 | 18.0 | 37.000 | 1.88 | 2024-03-05 |
| EDIT240419P00010000 | EDIT | PUT | Long | 10.00 | None | $0.25 | 0.33 | $1.15 | 0.10 | -0.76 | 0.75 | 1.00 | 11.07 | 9.92 | 0.25 | $25.00 | 75.00 | 5 | 18.0 | 0.000 | 1.15 | 2024-03-04 |
| EDIT240419P00010000 | EDIT | PUT | Long | 10.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.05 | 0.07 | $0.54 | 0.05 | 0.00 | 0.75 | 0.80 | 11.07 | 10.53 | 0.05 | $5.00 | 75.00 | 4 | 2.0 | 19.000 | 0.54 | 2024-03-03 |
| EDIT240419P00010000 | EDIT | PUT | Long | 10.00 | None | $0.05 | 0.07 | $0.16 | 0.01 | 0.06 | 0.75 | 0.80 | 11.07 | 10.91 | 0.05 | $5.00 | 75.00 | 2 | 2.0 | 19.000 | 0.16 | 2024-03-01 |
| EDIT240419P00010000 | EDIT | PUT | Long | 10.00 | None | $0.10 | 0.13 | $1.01 | 0.09 | -0.12 | 0.75 | 0.85 | 11.07 | 10.06 | 0.10 | $10.00 | 75.00 | 1 | 3.0 | 17.000 | 1.01 | 2024-02-29 |
| EDIT240419P00010000 | EDIT | PUT | Long | 10.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.75 | 0.75 | 11.07 | 11.07 | 0.00 | $0.00 | 75.00 | 0 | 15.0 | 3.000 | -0.00 | 2024-02-28 |