| 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 | ENPH | ENPH240308P00116000 | 116.00 | 7.0 | 3.000 | 0.559 | 0.221 | 3.7 | 1.8 | -0.010 | 7.650 | 5.760 | 6.26 | 117.51 | 2024-03-08 | PUT | Long | 0.305 | 0.341 | 0.169 |
| 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 | ENPH | 0.909 | 0.128 | 0.290 | 0.179 | 0.155 | -0.136 | 73.40 | 0.192 | 0.0000 | 59.52 | 137.34 | 21 | 1y | 77.73 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ENPH240308P00116000 | ENPH | PUT | Long | 116.00 | None | $-6.23 | -1.00 | $-12.18 | -0.10 | 0.15 | 6.26 | 0.03 | 117.51 | 129.69 | -6.23 | $-623.00 | 626.00 | 29 | 85.0 | 411.000 | -12.18 | 2024-03-07 |
| ENPH240308P00116000 | ENPH | PUT | Long | 116.00 | None | $-6.05 | -0.97 | $-7.85 | -0.07 | 0.04 | 6.26 | 0.21 | 117.51 | 125.36 | -6.05 | $-605.00 | 626.00 | 28 | 25.0 | 406.000 | -7.85 | 2024-03-06 |
| ENPH240308P00116000 | ENPH | PUT | Long | 116.00 | None | $-5.65 | -0.90 | $-7.18 | -0.06 | 0.10 | 6.26 | 0.61 | 117.51 | 124.69 | -5.65 | $-565.00 | 626.00 | 27 | 140.0 | 263.000 | -7.18 | 2024-03-05 |
| ENPH240308P00116000 | ENPH | PUT | Long | 116.00 | None | $-5.59 | -0.89 | $-6.46 | -0.05 | -0.43 | 6.26 | 0.67 | 117.51 | 123.97 | -5.59 | $-559.00 | 626.00 | 26 | 186.0 | 0.000 | -6.46 | 2024-03-04 |
| ENPH240308P00116000 | ENPH | PUT | Long | 116.00 | None | $-5.92 | -0.95 | $-12.15 | -0.10 | 0.05 | 6.26 | 0.34 | 117.51 | 129.66 | -5.92 | $-592.00 | 626.00 | 25 | 67.0 | 162.000 | -12.15 | 2024-03-03 |
| ENPH240308P00116000 | ENPH | PUT | Long | 116.00 | None | $-5.92 | -0.95 | $-12.15 | -0.10 | 0.05 | 6.26 | 0.34 | 117.51 | 129.66 | -5.92 | $-592.00 | 626.00 | 24 | 67.0 | 162.000 | -12.15 | 2024-03-02 |
| ENPH240308P00116000 | ENPH | PUT | Long | 116.00 | None | $-5.82 | -0.93 | $-12.20 | -0.10 | -0.01 | 6.26 | 0.44 | 117.51 | 129.71 | -5.82 | $-582.00 | 626.00 | 23 | 49.0 | 162.000 | -12.20 | 2024-03-01 |
| ENPH240308P00116000 | ENPH | PUT | Long | 116.00 | None | $-5.46 | -0.87 | $-9.50 | -0.08 | -0.02 | 6.26 | 0.80 | 117.51 | 127.01 | -5.46 | $-546.00 | 626.00 | 22 | 122.0 | 93.000 | -9.50 | 2024-02-29 |
| ENPH240308P00116000 | ENPH | PUT | Long | 116.00 | None | $-3.45 | -0.55 | $-1.59 | -0.01 | 0.01 | 6.26 | 2.81 | 117.51 | 119.10 | -3.45 | $-345.00 | 626.00 | 21 | 39.0 | 90.000 | -1.59 | 2024-02-28 |
| ENPH240308P00116000 | ENPH | PUT | Long | 116.00 | None | $-4.08 | -0.65 | $-3.60 | -0.03 | -0.04 | 6.26 | 2.18 | 117.51 | 121.11 | -4.08 | $-408.00 | 626.00 | 20 | 68.0 | 62.000 | -3.60 | 2024-02-27 |
| ENPH240308P00116000 | ENPH | PUT | Long | 116.00 | None | $-3.36 | -0.54 | $-2.33 | -0.02 | -0.03 | 6.26 | 2.90 | 117.51 | 119.84 | -3.36 | $-336.00 | 626.00 | 19 | 59.0 | 46.000 | -2.33 | 2024-02-26 |
| ENPH240308P00116000 | ENPH | PUT | Long | 116.00 | None | $-2.36 | -0.38 | $-0.68 | -0.01 | 0.02 | 6.26 | 3.90 | 117.51 | 118.19 | -2.36 | $-236.00 | 626.00 | 18 | 19.0 | 40.000 | -0.68 | 2024-02-25 |
| ENPH240308P00116000 | ENPH | PUT | Long | 116.00 | None | $-2.46 | -0.39 | $-0.68 | -0.01 | -0.03 | 6.26 | 3.80 | 117.51 | 118.19 | -2.46 | $-246.00 | 626.00 | 16 | 18.0 | 40.000 | -0.68 | 2024-02-23 |
| ENPH240308P00116000 | ENPH | PUT | Long | 116.00 | None | $-3.84 | -0.61 | $-5.93 | -0.05 | -0.02 | 6.26 | 2.42 | 117.51 | 123.44 | -3.84 | $-384.00 | 626.00 | 15 | 22.0 | 38.000 | -5.93 | 2024-02-22 |
| ENPH240308P00116000 | ENPH | PUT | Long | 116.00 | None | $-3.39 | -0.54 | $-8.73 | -0.07 | 0.03 | 6.26 | 2.87 | 117.51 | 126.24 | -3.39 | $-339.00 | 626.00 | 14 | 26.0 | 18.000 | -8.73 | 2024-02-21 |
| ENPH240308P00116000 | ENPH | PUT | Long | 116.00 | None | $-3.90 | -0.62 | $-10.04 | -0.09 | 0.06 | 6.26 | 2.36 | 117.51 | 127.55 | -3.90 | $-390.00 | 626.00 | 13 | 1.0 | 18.000 | -10.04 | 2024-02-20 |
| ENPH240308P00116000 | ENPH | PUT | Long | 116.00 | None | $-4.51 | -0.72 | $-14.36 | -0.12 | 0.11 | 6.26 | 1.75 | 117.51 | 131.87 | -4.51 | $-451.00 | 626.00 | 12 | 2.0 | 19.000 | -14.36 | 2024-02-19 |
| ENPH240308P00116000 | ENPH | PUT | Long | 116.00 | None | $0.99 | 0.16 | $-4.96 | -0.04 | -0.01 | 6.26 | 7.25 | 117.51 | 122.47 | 0.99 | $99.00 | 626.00 | 2 | 10.0 | 14.000 | -4.96 | 2024-02-09 |
| ENPH240308P00116000 | ENPH | PUT | Long | 116.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.99 | 0.16 | $0.63 | 0.01 | -0.02 | 6.26 | 7.25 | 117.51 | 116.88 | 0.99 | $99.00 | 626.00 | 1 | 10.0 | 5.000 | 0.63 | 2024-02-08 |
| ENPH240308P00116000 | ENPH | PUT | Long | 116.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 6.26 | 6.26 | 117.51 | 117.51 | 0.00 | $0.00 | 626.00 | 0 | 7.0 | 3.000 | -0.00 | 2024-02-07 |