| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-16 | FATE | FATE240816P00005000 | 5.00 | 54.0 | 161.000 | 1.301 | 0.333 | 0.1 | 0.5 | -0.010 | 0.590 | 1.010 | 1.05 | 4.55 | 2024-08-16 | PUT | Long | 0.336 | 0.371 | 0.163 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FATE240816P00005000 | FATE | PUT | Long | 5.00 | None | $-0.29 | -0.28 | $1.16 | 0.25 | 2.42 | 1.05 | 0.76 | 4.55 | 3.39 | -0.29 | $-29.00 | 105.00 | 30 | 1.0 | 85.000 | 1.16 | 2024-08-15 |
| FATE240816P00005000 | FATE | PUT | Long | 5.00 | None | $-0.29 | -0.28 | $1.28 | 0.28 | 6.53 | 1.05 | 0.76 | 4.55 | 3.27 | -0.29 | $-29.00 | 105.00 | 29 | 1.0 | 120.000 | 1.28 | 2024-08-14 |
| FATE240816P00005000 | FATE | PUT | Long | 5.00 | None | $-0.29 | -0.28 | $1.21 | 0.27 | 5.05 | 1.05 | 0.76 | 4.55 | 3.34 | -0.29 | $-29.00 | 105.00 | 28 | 1.0 | 120.000 | 1.21 | 2024-08-13 |
| FATE240816P00005000 | FATE | PUT | Long | 5.00 | None | $-0.29 | -0.28 | $1.22 | 0.27 | 1.89 | 1.05 | 0.76 | 4.55 | 3.33 | -0.29 | $-29.00 | 105.00 | 27 | 1.0 | 120.000 | 1.22 | 2024-08-12 |
| FATE240816P00005000 | FATE | PUT | Long | 5.00 | None | $-0.29 | -0.28 | $1.18 | 0.26 | 0.32 | 1.05 | 0.76 | 4.55 | 3.37 | -0.29 | $-29.00 | 105.00 | 24 | 1.0 | 120.000 | 1.18 | 2024-08-09 |
| FATE240816P00005000 | FATE | PUT | Long | 5.00 | None | $-0.29 | -0.28 | $0.93 | 0.20 | 2.77 | 1.05 | 0.76 | 4.55 | 3.62 | -0.29 | $-29.00 | 105.00 | 23 | 1.0 | 120.000 | 0.93 | 2024-08-08 |
| FATE240816P00005000 | FATE | PUT | Long | 5.00 | None | $-0.29 | -0.28 | $0.57 | 0.13 | 5.06 | 1.05 | 0.76 | 4.55 | 3.98 | -0.29 | $-29.00 | 105.00 | 22 | 1.0 | 120.000 | 0.57 | 2024-08-07 |
| FATE240816P00005000 | FATE | PUT | Long | 5.00 | None | $-0.29 | -0.28 | $0.26 | 0.06 | 2.12 | 1.05 | 0.76 | 4.55 | 4.29 | -0.29 | $-29.00 | 105.00 | 21 | 1.0 | 120.000 | 0.26 | 2024-08-06 |
| FATE240816P00005000 | FATE | PUT | Long | 5.00 | None | $-1.00 | -0.95 | $-0.92 | -0.20 | -0.07 | 1.05 | 0.05 | 4.55 | 5.47 | -1.00 | $-100.00 | 105.00 | 13 | 1.0 | 108.000 | -0.92 | 2024-07-29 |
| FATE240816P00005000 | FATE | PUT | Long | 5.00 | None | $-1.00 | -0.95 | $-0.89 | -0.20 | -0.24 | 1.05 | 0.05 | 4.55 | 5.44 | -1.00 | $-100.00 | 105.00 | 10 | 1.0 | 108.000 | -0.89 | 2024-07-26 |
| FATE240816P00005000 | FATE | PUT | Long | 5.00 | None | $-0.65 | -0.62 | $-0.85 | -0.19 | -0.39 | 1.05 | 0.40 | 4.55 | 5.40 | -0.65 | $-65.00 | 105.00 | 9 | 4.0 | 108.000 | -0.85 | 2024-07-25 |
| FATE240816P00005000 | FATE | PUT | Long | 5.00 | None | $-0.65 | -0.62 | $-0.63 | -0.14 | -0.46 | 1.05 | 0.40 | 4.55 | 5.18 | -0.65 | $-65.00 | 105.00 | 8 | 45.0 | 152.000 | -0.63 | 2024-07-24 |
| FATE240816P00005000 | FATE | PUT | Long | 5.00 | None | $-0.62 | -0.59 | $-1.02 | -0.22 | -0.03 | 1.05 | 0.43 | 4.55 | 5.57 | -0.62 | $-62.00 | 105.00 | 7 | 11.0 | 151.000 | -1.02 | 2024-07-23 |
| FATE240816P00005000 | FATE | PUT | Long | 5.00 | None | $-0.30 | -0.29 | $-0.01 | -0.00 | -0.32 | 1.05 | 0.75 | 4.55 | 4.56 | -0.30 | $-30.00 | 105.00 | 6 | 3.0 | 151.000 | -0.01 | 2024-07-22 |
| FATE240816P00005000 | FATE | PUT | Long | 5.00 | None | $-0.30 | -0.29 | $0.28 | 0.06 | 0.42 | 1.05 | 0.75 | 4.55 | 4.27 | -0.30 | $-30.00 | 105.00 | 3 | 3.0 | 151.000 | 0.28 | 2024-07-19 |
| FATE240816P00005000 | FATE | PUT | Long | 5.00 | None | $0.00 | 0.00 | $0.24 | 0.05 | -0.40 | 1.05 | 1.05 | 4.55 | 4.31 | 0.00 | $0.00 | 105.00 | 2 | 54.0 | 151.000 | 0.24 | 2024-07-18 |
| FATE240816P00005000 | FATE | PUT | Long | 5.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.18 | $0.00 | 0.00 | $0.09 | 0.02 | -0.42 | 1.05 | 1.05 | 4.55 | 4.46 | 0.00 | $0.00 | 105.00 | 1 | 54.0 | 151.000 | 0.09 | 2024-07-17 |
| FATE240816P00005000 | FATE | PUT | Long | 5.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 1.05 | 1.05 | 4.55 | 4.55 | 0.00 | $0.00 | 105.00 | 0 | 54.0 | 161.000 | -0.00 | 2024-07-16 |