| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-03-06 | FATE | FATE240419P00007500 | 7.50 | 5.0 | 15.000 | 1.043 | 0.440 | 0.7 | 0.2 | 0.000 | 1.260 | 0.740 | 1.50 | 7.98 | 2024-04-19 | PUT | Long | 0.478 | 0.493 | 0.152 |
| 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 | FATE | 0.727 | 0.153 | 0.416 | 0.253 | 0.416 | 0.136 | 1.88 | -2.533 | 0.0000 | 1.83 | 8.35 | 21 | 1y | 2.64 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FATE240419P00007500 | FATE | PUT | Long | 7.50 | None | $0.80 | 0.53 | $2.94 | 0.37 | 2.40 | 1.50 | 2.30 | 7.98 | 5.04 | 0.80 | $80.00 | 150.00 | 43 | 2.0 | 58.000 | 2.94 | 2024-04-18 |
| FATE240419P00007500 | FATE | PUT | Long | 7.50 | None | $0.50 | 0.33 | $2.71 | 0.34 | 3.61 | 1.50 | 2.00 | 7.98 | 5.27 | 0.50 | $50.00 | 150.00 | 42 | 5.0 | 244.000 | 2.71 | 2024-04-17 |
| FATE240419P00007500 | FATE | PUT | Long | 7.50 | None | $0.50 | 0.33 | $2.60 | 0.33 | 6.06 | 1.50 | 2.00 | 7.98 | 5.38 | 0.50 | $50.00 | 150.00 | 41 | 5.0 | 244.000 | 2.60 | 2024-04-16 |
| FATE240419P00007500 | FATE | PUT | Long | 7.50 | None | $0.50 | 0.33 | $2.34 | 0.29 | 3.43 | 1.50 | 2.00 | 7.98 | 5.64 | 0.50 | $50.00 | 150.00 | 40 | 5.0 | 244.000 | 2.34 | 2024-04-15 |
| FATE240419P00007500 | FATE | PUT | Long | 7.50 | None | $-0.90 | -0.60 | $2.21 | 0.28 | 0.02 | 1.50 | 0.60 | 7.98 | 5.77 | -0.90 | $-90.00 | 150.00 | 37 | 100.0 | 244.000 | 2.21 | 2024-04-12 |
| FATE240419P00007500 | FATE | PUT | Long | 7.50 | None | $-0.90 | -0.60 | $2.03 | 0.25 | 1.61 | 1.50 | 0.60 | 7.98 | 5.95 | -0.90 | $-90.00 | 150.00 | 36 | 100.0 | 244.000 | 2.03 | 2024-04-11 |
| FATE240419P00007500 | FATE | PUT | Long | 7.50 | None | $-0.90 | -0.60 | $1.71 | 0.21 | 2.80 | 1.50 | 0.60 | 7.98 | 6.27 | -0.90 | $-90.00 | 150.00 | 35 | 100.0 | 244.000 | 1.71 | 2024-04-10 |
| FATE240419P00007500 | FATE | PUT | Long | 7.50 | None | $-0.90 | -0.60 | $1.22 | 0.15 | 1.29 | 1.50 | 0.60 | 7.98 | 6.76 | -0.90 | $-90.00 | 150.00 | 34 | 100.0 | 244.000 | 1.22 | 2024-04-09 |
| FATE240419P00007500 | FATE | PUT | Long | 7.50 | None | $-0.90 | -0.60 | $1.27 | 0.16 | 0.01 | 1.50 | 0.60 | 7.98 | 6.71 | -0.90 | $-90.00 | 150.00 | 33 | 100.0 | 244.000 | 1.27 | 2024-04-08 |
| FATE240419P00007500 | FATE | PUT | Long | 7.50 | None | $-0.90 | -0.60 | $1.06 | 0.13 | 1.01 | 1.50 | 0.60 | 7.98 | 6.92 | -0.90 | $-90.00 | 150.00 | 30 | 100.0 | 244.000 | 1.06 | 2024-04-05 |
| FATE240419P00007500 | FATE | PUT | Long | 7.50 | None | $-0.90 | -0.60 | $1.01 | 0.13 | -0.14 | 1.50 | 0.60 | 7.98 | 6.97 | -0.90 | $-90.00 | 150.00 | 29 | 100.0 | 144.000 | 1.01 | 2024-04-04 |
| FATE240419P00007500 | FATE | PUT | Long | 7.50 | None | $-0.60 | -0.40 | $0.97 | 0.12 | 0.17 | 1.50 | 0.90 | 7.98 | 7.01 | -0.60 | $-60.00 | 150.00 | 28 | 100.0 | 144.000 | 0.97 | 2024-04-03 |
| FATE240419P00007500 | FATE | PUT | Long | 7.50 | None | $-0.60 | -0.40 | $1.18 | 0.15 | 0.10 | 1.50 | 0.90 | 7.98 | 6.80 | -0.60 | $-60.00 | 150.00 | 27 | 100.0 | 225.000 | 1.18 | 2024-04-02 |
| FATE240419P00007500 | FATE | PUT | Long | 7.50 | None | $-0.47 | -0.31 | $0.90 | 0.11 | -0.00 | 1.50 | 1.03 | 7.98 | 7.08 | -0.47 | $-47.00 | 150.00 | 26 | 10.0 | 225.000 | 0.90 | 2024-04-01 |
| FATE240419P00007500 | FATE | PUT | Long | 7.50 | None | $-0.47 | -0.31 | $0.64 | 0.08 | -1.04 | 1.50 | 1.03 | 7.98 | 7.34 | -0.47 | $-47.00 | 150.00 | 25 | 10.0 | 225.000 | 0.64 | 2024-03-31 |
| FATE240419P00007500 | FATE | PUT | Long | 7.50 | None | $-0.47 | -0.31 | $0.64 | 0.08 | 0.11 | 1.50 | 1.03 | 7.98 | 7.34 | -0.47 | $-47.00 | 150.00 | 24 | 10.0 | 225.000 | 0.64 | 2024-03-30 |
| FATE240419P00007500 | FATE | PUT | Long | 7.50 | None | $-0.47 | -0.31 | $0.64 | 0.08 | 0.09 | 1.50 | 1.03 | 7.98 | 7.34 | -0.47 | $-47.00 | 150.00 | 23 | 10.0 | 225.000 | 0.64 | 2024-03-29 |
| FATE240419P00007500 | FATE | PUT | Long | 7.50 | None | $-0.47 | -0.31 | $0.64 | 0.08 | 0.09 | 1.50 | 1.03 | 7.98 | 7.34 | -0.47 | $-47.00 | 150.00 | 22 | 10.0 | 225.000 | 0.64 | 2024-03-28 |
| FATE240419P00007500 | FATE | PUT | Long | 7.50 | None | $-0.47 | -0.31 | $0.64 | 0.08 | 0.30 | 1.50 | 1.03 | 7.98 | 7.34 | -0.47 | $-47.00 | 150.00 | 21 | 10.0 | 225.000 | 0.64 | 2024-03-27 |
| FATE240419P00007500 | FATE | PUT | Long | 7.50 | None | $-0.47 | -0.31 | $1.12 | 0.14 | 0.16 | 1.50 | 1.03 | 7.98 | 6.86 | -0.47 | $-47.00 | 150.00 | 20 | 10.0 | 235.000 | 1.12 | 2024-03-26 |
| FATE240419P00007500 | FATE | PUT | Long | 7.50 | None | $-0.65 | -0.43 | $1.11 | 0.14 | 0.35 | 1.50 | 0.85 | 7.98 | 6.87 | -0.65 | $-65.00 | 150.00 | 19 | 83.0 | 235.000 | 1.11 | 2024-03-25 |
| FATE240419P00007500 | FATE | PUT | Long | 7.50 | None | $-0.65 | -0.43 | $1.37 | 0.17 | -0.03 | 1.50 | 0.85 | 7.98 | 6.61 | -0.65 | $-65.00 | 150.00 | 16 | 83.0 | 235.000 | 1.37 | 2024-03-22 |
| FATE240419P00007500 | FATE | PUT | Long | 7.50 | None | $-0.65 | -0.43 | $0.55 | 0.07 | 0.00 | 1.50 | 0.85 | 7.98 | 7.43 | -0.65 | $-65.00 | 150.00 | 15 | 83.0 | 235.000 | 0.55 | 2024-03-21 |
| FATE240419P00007500 | FATE | PUT | Long | 7.50 | None | $-0.45 | -0.30 | $0.55 | 0.07 | -0.10 | 1.50 | 1.05 | 7.98 | 7.43 | -0.45 | $-45.00 | 150.00 | 14 | 3.0 | 152.000 | 0.55 | 2024-03-20 |
| FATE240419P00007500 | FATE | PUT | Long | 7.50 | None | $-0.50 | -0.33 | $0.98 | 0.12 | 0.02 | 1.50 | 1.00 | 7.98 | 7.00 | -0.50 | $-50.00 | 150.00 | 13 | 125.0 | 27.000 | 0.98 | 2024-03-19 |
| FATE240419P00007500 | FATE | PUT | Long | 7.50 | None | $-0.37 | -0.25 | $0.94 | 0.12 | 0.14 | 1.50 | 1.13 | 7.98 | 7.04 | -0.37 | $-37.00 | 150.00 | 12 | 1.0 | 26.000 | 0.94 | 2024-03-18 |
| FATE240419P00007500 | FATE | PUT | Long | 7.50 | None | $-0.55 | -0.37 | $0.49 | 0.06 | 0.08 | 1.50 | 0.95 | 7.98 | 7.49 | -0.55 | $-55.00 | 150.00 | 9 | 1.0 | 26.000 | 0.49 | 2024-03-15 |
| FATE240419P00007500 | FATE | PUT | Long | 7.50 | None | $-0.55 | -0.37 | $0.75 | 0.09 | -0.45 | 1.50 | 0.95 | 7.98 | 7.23 | -0.55 | $-55.00 | 150.00 | 8 | 1.0 | 26.000 | 0.75 | 2024-03-14 |
| FATE240419P00007500 | FATE | PUT | Long | 7.50 | None | $-0.55 | -0.37 | $0.34 | 0.04 | 0.15 | 1.50 | 0.95 | 7.98 | 7.64 | -0.55 | $-55.00 | 150.00 | 7 | 1.0 | 26.000 | 0.34 | 2024-03-13 |
| FATE240419P00007500 | FATE | PUT | Long | 7.50 | None | $-0.67 | -0.45 | $0.32 | 0.04 | -0.10 | 1.50 | 0.83 | 7.98 | 7.66 | -0.67 | $-67.00 | 150.00 | 6 | 1.0 | 25.000 | 0.32 | 2024-03-12 |
| FATE240419P00007500 | FATE | PUT | Long | 7.50 | None | $-0.76 | -0.51 | $0.09 | 0.01 | 0.21 | 1.50 | 0.74 | 7.98 | 7.89 | -0.76 | $-76.00 | 150.00 | 5 | 11.0 | 25.000 | 0.09 | 2024-03-11 |
| FATE240419P00007500 | FATE | PUT | Long | 7.50 | None | $-0.76 | -0.51 | $-0.14 | -0.02 | -0.05 | 1.50 | 0.74 | 7.98 | 8.12 | -0.76 | $-76.00 | 150.00 | 2 | 11.0 | 25.000 | -0.14 | 2024-03-08 |
| FATE240419P00007500 | FATE | PUT | Long | 7.50 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.33 | $-0.76 | -0.51 | $-0.37 | -0.05 | -0.18 | 1.50 | 0.74 | 7.98 | 8.35 | -0.76 | $-76.00 | 150.00 | 1 | 11.0 | 15.000 | -0.37 | 2024-03-07 |
| FATE240419P00007500 | FATE | PUT | Long | 7.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 1.50 | 1.50 | 7.98 | 7.98 | 0.00 | $0.00 | 150.00 | 0 | 5.0 | 15.000 | -0.00 | 2024-03-06 |