| 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 | ENPH240308P00118000 | 118.00 | 25.0 | 2.000 | 0.571 | 0.233 | 3.7 | 2.1 | -0.010 | 7.760 | 6.120 | 6.60 | 119.25 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ENPH240308P00118000 | ENPH | PUT | Long | 118.00 | None | $-7.94 | -0.99 | $-12.18 | -0.10 | 0.12 | 8.00 | 0.06 | 117.51 | 129.69 | -7.94 | $-794.00 | 800.00 | 29 | 150.0 | 322.000 | -12.18 | 2024-03-07 |
| ENPH240308P00118000 | ENPH | PUT | Long | 118.00 | None | $-7.59 | -0.95 | $-7.85 | -0.07 | 0.03 | 8.00 | 0.41 | 117.51 | 125.36 | -7.59 | $-759.00 | 800.00 | 28 | 141.0 | 269.000 | -7.85 | 2024-03-06 |
| ENPH240308P00118000 | ENPH | PUT | Long | 118.00 | None | $-7.00 | -0.88 | $-7.16 | -0.06 | 0.10 | 8.00 | 1.00 | 117.51 | 124.67 | -7.00 | $-700.00 | 800.00 | 27 | 34.0 | 246.000 | -7.16 | 2024-03-05 |
| ENPH240308P00118000 | ENPH | PUT | Long | 118.00 | None | $-6.89 | -0.86 | $-6.46 | -0.05 | -0.44 | 8.00 | 1.11 | 117.51 | 123.97 | -6.89 | $-689.00 | 800.00 | 26 | 153.0 | 0.000 | -6.46 | 2024-03-04 |
| ENPH240308P00118000 | ENPH | PUT | Long | 118.00 | None | $-7.49 | -0.94 | $-12.15 | -0.10 | 0.03 | 8.00 | 0.51 | 117.51 | 129.66 | -7.49 | $-749.00 | 800.00 | 25 | 77.0 | 159.000 | -12.15 | 2024-03-03 |
| ENPH240308P00118000 | ENPH | PUT | Long | 118.00 | None | $-7.49 | -0.94 | $-12.15 | -0.10 | 0.03 | 8.00 | 0.51 | 117.51 | 129.66 | -7.49 | $-749.00 | 800.00 | 24 | 77.0 | 159.000 | -12.15 | 2024-03-02 |
| ENPH240308P00118000 | ENPH | PUT | Long | 118.00 | None | $-7.30 | -0.91 | $-12.25 | -0.10 | -0.01 | 8.00 | 0.70 | 117.51 | 129.76 | -7.30 | $-730.00 | 800.00 | 23 | 49.0 | 159.000 | -12.25 | 2024-03-01 |
| ENPH240308P00118000 | ENPH | PUT | Long | 118.00 | None | $-6.94 | -0.87 | $-9.50 | -0.08 | -0.02 | 8.00 | 1.06 | 117.51 | 127.01 | -6.94 | $-694.00 | 800.00 | 22 | 212.0 | 236.000 | -9.50 | 2024-02-29 |
| ENPH240308P00118000 | ENPH | PUT | Long | 118.00 | None | $-4.39 | -0.55 | $-1.59 | -0.01 | 0.00 | 8.00 | 3.61 | 117.51 | 119.10 | -4.39 | $-439.00 | 800.00 | 21 | 201.0 | 198.000 | -1.59 | 2024-02-28 |
| ENPH240308P00118000 | ENPH | PUT | Long | 118.00 | None | $-5.10 | -0.64 | $-3.60 | -0.03 | -0.04 | 8.00 | 2.90 | 117.51 | 121.11 | -5.10 | $-510.00 | 800.00 | 20 | 65.0 | 190.000 | -3.60 | 2024-02-27 |
| ENPH240308P00118000 | ENPH | PUT | Long | 118.00 | None | $-3.63 | -0.45 | $-2.33 | -0.02 | -0.03 | 8.00 | 4.37 | 117.51 | 119.84 | -3.63 | $-363.00 | 800.00 | 19 | 87.0 | 137.000 | -2.33 | 2024-02-26 |
| ENPH240308P00118000 | ENPH | PUT | Long | 118.00 | None | $-3.15 | -0.39 | $-0.68 | -0.01 | 0.02 | 8.00 | 4.85 | 117.51 | 118.19 | -3.15 | $-315.00 | 800.00 | 18 | 78.0 | 133.000 | -0.68 | 2024-02-25 |
| ENPH240308P00118000 | ENPH | PUT | Long | 118.00 | None | $-3.20 | -0.40 | $-0.68 | -0.01 | -0.04 | 8.00 | 4.80 | 117.51 | 118.19 | -3.20 | $-320.00 | 800.00 | 16 | 72.0 | 133.000 | -0.68 | 2024-02-23 |
| ENPH240308P00118000 | ENPH | PUT | Long | 118.00 | None | $-5.27 | -0.66 | $-5.93 | -0.05 | -0.01 | 8.00 | 2.73 | 117.51 | 123.44 | -5.27 | $-527.00 | 800.00 | 15 | 42.0 | 111.000 | -5.93 | 2024-02-22 |
| ENPH240308P00118000 | ENPH | PUT | Long | 118.00 | None | $-4.44 | -0.56 | $-8.73 | -0.07 | 0.02 | 8.00 | 3.56 | 117.51 | 126.24 | -4.44 | $-444.00 | 800.00 | 14 | 11.0 | 100.000 | -8.73 | 2024-02-21 |
| ENPH240308P00118000 | ENPH | PUT | Long | 118.00 | None | $-4.78 | -0.60 | $-10.04 | -0.09 | 0.05 | 8.00 | 3.22 | 117.51 | 127.55 | -4.78 | $-478.00 | 800.00 | 13 | 91.0 | 16.000 | -10.04 | 2024-02-20 |
| ENPH240308P00118000 | ENPH | PUT | Long | 118.00 | None | $-5.87 | -0.73 | $-14.36 | -0.12 | 0.10 | 8.00 | 2.13 | 117.51 | 131.87 | -5.87 | $-587.00 | 800.00 | 12 | 1.0 | 17.000 | -14.36 | 2024-02-19 |
| ENPH240308P00118000 | ENPH | PUT | Long | 118.00 | None | $-2.75 | -0.34 | $-4.96 | -0.04 | -0.01 | 8.00 | 5.25 | 117.51 | 122.47 | -2.75 | $-275.00 | 800.00 | 2 | 3.0 | 7.000 | -4.96 | 2024-02-09 |
| ENPH240308P00118000 | ENPH | PUT | Long | 118.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $-0.70 | -0.09 | $0.63 | 0.01 | -0.02 | 8.00 | 7.30 | 117.51 | 116.88 | -0.70 | $-70.00 | 800.00 | 1 | 6.0 | 11.000 | 0.63 | 2024-02-08 |
| ENPH240308P00118000 | ENPH | PUT | Long | 118.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 8.00 | 8.00 | 117.51 | 117.51 | 0.00 | $0.00 | 800.00 | 0 | 35.0 | 2.000 | -0.00 | 2024-02-07 |