| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-02-07 | EMR | EMR240308P00090000 | 90.00 | 5.0 | 18.000 | 0.325 | 0.121 | 14.3 | 0.0 | 0.000 | 14.460 | 0.120 | 0.25 | 104.04 | 2024-03-08 | PUT | Long | 0.096 | 0.137 | 0.104 |
| 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 | EMR | 0.636 | 0.025 | 0.123 | 0.068 | 0.044 | -0.064 | 128.09 | 0.113 | 0.0000 | 91.73 | 134.33 | 21 | 1y | 116.71 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| EMR240308P00090000 | EMR | PUT | Long | 90.00 | None | $0.07 | 0.28 | $-6.23 | -0.06 | 1.43 | 0.25 | 0.32 | 104.04 | 110.27 | 0.07 | $7.00 | 25.00 | 29 | 1.0 | 20.000 | -6.23 | 2024-03-07 |
| EMR240308P00090000 | EMR | PUT | Long | 90.00 | None | $0.07 | 0.28 | $-5.76 | -0.06 | 1.06 | 0.25 | 0.32 | 104.04 | 109.80 | 0.07 | $7.00 | 25.00 | 28 | 1.0 | 20.000 | -5.76 | 2024-03-06 |
| EMR240308P00090000 | EMR | PUT | Long | 90.00 | None | $0.07 | 0.28 | $-5.08 | -0.05 | 0.63 | 0.25 | 0.32 | 104.04 | 109.12 | 0.07 | $7.00 | 25.00 | 27 | 1.0 | 20.000 | -5.08 | 2024-03-05 |
| EMR240308P00090000 | EMR | PUT | Long | 90.00 | None | $0.07 | 0.28 | $-5.47 | -0.05 | 0.18 | 0.25 | 0.32 | 104.04 | 109.51 | 0.07 | $7.00 | 25.00 | 26 | 1.0 | 0.000 | -5.47 | 2024-03-04 |
| EMR240308P00090000 | EMR | PUT | Long | 90.00 | None | $0.07 | 0.28 | $-4.10 | -0.04 | 0.52 | 0.25 | 0.32 | 104.04 | 108.14 | 0.07 | $7.00 | 25.00 | 25 | 1.0 | 20.000 | -4.10 | 2024-03-03 |
| EMR240308P00090000 | EMR | PUT | Long | 90.00 | None | $0.07 | 0.28 | $-4.10 | -0.04 | 0.52 | 0.25 | 0.32 | 104.04 | 108.14 | 0.07 | $7.00 | 25.00 | 24 | 1.0 | 20.000 | -4.10 | 2024-03-02 |
| EMR240308P00090000 | EMR | PUT | Long | 90.00 | None | $0.07 | 0.28 | $-4.13 | -0.04 | -0.08 | 0.25 | 0.32 | 104.04 | 108.17 | 0.07 | $7.00 | 25.00 | 23 | 1.0 | 20.000 | -4.13 | 2024-03-01 |
| EMR240308P00090000 | EMR | PUT | Long | 90.00 | None | $0.07 | 0.28 | $-2.71 | -0.03 | 0.33 | 0.25 | 0.32 | 104.04 | 106.75 | 0.07 | $7.00 | 25.00 | 22 | 1.0 | 20.000 | -2.71 | 2024-02-29 |
| EMR240308P00090000 | EMR | PUT | Long | 90.00 | None | $0.07 | 0.28 | $-1.52 | -0.01 | 0.29 | 0.25 | 0.32 | 104.04 | 105.56 | 0.07 | $7.00 | 25.00 | 21 | 1.0 | 20.000 | -1.52 | 2024-02-28 |
| EMR240308P00090000 | EMR | PUT | Long | 90.00 | None | $0.07 | 0.28 | $-2.09 | -0.02 | 0.25 | 0.25 | 0.32 | 104.04 | 106.13 | 0.07 | $7.00 | 25.00 | 20 | 1.0 | 20.000 | -2.09 | 2024-02-27 |
| EMR240308P00090000 | EMR | PUT | Long | 90.00 | None | $0.07 | 0.28 | $-2.14 | -0.02 | 0.23 | 0.25 | 0.32 | 104.04 | 106.18 | 0.07 | $7.00 | 25.00 | 19 | 1.0 | 20.000 | -2.14 | 2024-02-26 |
| EMR240308P00090000 | EMR | PUT | Long | 90.00 | None | $0.07 | 0.28 | $-1.87 | -0.02 | 0.30 | 0.25 | 0.32 | 104.04 | 105.91 | 0.07 | $7.00 | 25.00 | 18 | 1.0 | 20.000 | -1.87 | 2024-02-25 |
| EMR240308P00090000 | EMR | PUT | Long | 90.00 | None | $0.07 | 0.28 | $-1.87 | -0.02 | 0.24 | 0.25 | 0.32 | 104.04 | 105.91 | 0.07 | $7.00 | 25.00 | 16 | 1.0 | 20.000 | -1.87 | 2024-02-23 |
| EMR240308P00090000 | EMR | PUT | Long | 90.00 | None | $0.07 | 0.28 | $-1.26 | -0.01 | 0.13 | 0.25 | 0.32 | 104.04 | 105.30 | 0.07 | $7.00 | 25.00 | 15 | 1.0 | 20.000 | -1.26 | 2024-02-22 |
| EMR240308P00090000 | EMR | PUT | Long | 90.00 | None | $0.07 | 0.28 | $-0.92 | -0.01 | 0.18 | 0.25 | 0.32 | 104.04 | 104.96 | 0.07 | $7.00 | 25.00 | 14 | 1.0 | 20.000 | -0.92 | 2024-02-21 |
| EMR240308P00090000 | EMR | PUT | Long | 90.00 | None | $0.07 | 0.28 | $-0.76 | -0.01 | 0.15 | 0.25 | 0.32 | 104.04 | 104.80 | 0.07 | $7.00 | 25.00 | 13 | 1.0 | 21.000 | -0.76 | 2024-02-20 |
| EMR240308P00090000 | EMR | PUT | Long | 90.00 | OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position. | $0.00 | 0.00 | $-2.11 | -0.02 | 0.23 | 0.25 | 0.25 | 104.04 | 106.15 | 0.00 | $0.00 | 25.00 | 12 | 5.0 | 21.000 | -2.11 | 2024-02-19 |
| EMR240308P00090000 | EMR | PUT | Long | 90.00 | OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position. | $0.00 | 0.00 | $0.85 | 0.01 | 0.10 | 0.25 | 0.25 | 104.04 | 103.19 | 0.00 | $0.00 | 25.00 | 2 | 5.0 | 21.000 | 0.85 | 2024-02-09 |
| EMR240308P00090000 | EMR | PUT | Long | 90.00 | None | $0.00 | 0.00 | $1.64 | 0.02 | -0.01 | 0.25 | 0.25 | 104.04 | 102.40 | 0.00 | $0.00 | 25.00 | 1 | 5.0 | 21.000 | 1.64 | 2024-02-08 |
| EMR240308P00090000 | EMR | PUT | Long | 90.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.25 | 0.25 | 104.04 | 104.04 | 0.00 | $0.00 | 25.00 | 0 | 5.0 | 18.000 | -0.00 | 2024-02-07 |