| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-03-22 | FDX | FDX240426P00280000 | 280.00 | 7.0 | 5.000 | 0.200 | 0.107 | 9.1 | 0.9 | 0.000 | 11.620 | 3.490 | 4.35 | 286.87 | 2024-04-26 | PUT | Long | 0.082 | 0.108 | 0.074 |
| 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 | FDX | 0.818 | 0.042 | 0.184 | 0.084 | 0.073 | 0.025 | 277.43 | 0.049 | 0.0000 | 236.39 | 313.52 | 21 | 1y | 278.60 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FDX240426P00280000 | FDX | PUT | Long | 280.00 | None | $10.87 | 2.55 | $18.80 | 0.07 | 0.61 | 4.27 | 15.14 | 284.32 | 265.52 | 10.87 | $1087.00 | 427.00 | 34 | 33.0 | 10.000 | 18.80 | 2024-04-25 |
| FDX240426P00280000 | FDX | PUT | Long | 280.00 | None | $10.87 | 2.55 | $18.25 | 0.06 | 0.23 | 4.27 | 15.14 | 284.32 | 266.07 | 10.87 | $1087.00 | 427.00 | 33 | 33.0 | 11.000 | 18.25 | 2024-04-24 |
| FDX240426P00280000 | FDX | PUT | Long | 280.00 | None | $11.69 | 2.74 | $12.57 | 0.04 | 0.09 | 4.27 | 15.96 | 284.32 | 271.75 | 11.69 | $1169.00 | 427.00 | 32 | 1.0 | 11.000 | 12.57 | 2024-04-23 |
| FDX240426P00280000 | FDX | PUT | Long | 280.00 | None | $11.69 | 2.74 | $14.17 | 0.05 | 0.17 | 4.27 | 15.96 | 284.32 | 270.15 | 11.69 | $1169.00 | 427.00 | 31 | 1.0 | 11.000 | 14.17 | 2024-04-22 |
| FDX240426P00280000 | FDX | PUT | Long | 280.00 | None | $11.69 | 2.74 | $17.33 | 0.06 | 0.06 | 4.27 | 15.96 | 284.32 | 266.99 | 11.69 | $1169.00 | 427.00 | 28 | 1.0 | 11.000 | 17.33 | 2024-04-19 |
| FDX240426P00280000 | FDX | PUT | Long | 280.00 | None | $11.69 | 2.74 | $21.17 | 0.07 | 0.04 | 4.27 | 15.96 | 284.32 | 263.15 | 11.69 | $1169.00 | 427.00 | 27 | 1.0 | 11.000 | 21.17 | 2024-04-18 |
| FDX240426P00280000 | FDX | PUT | Long | 280.00 | None | $13.24 | 3.10 | $21.25 | 0.07 | 0.18 | 4.27 | 17.51 | 284.32 | 263.07 | 13.24 | $1324.00 | 427.00 | 26 | 2.0 | 79.000 | 21.25 | 2024-04-17 |
| FDX240426P00280000 | FDX | PUT | Long | 280.00 | None | $11.17 | 2.62 | $19.38 | 0.07 | 0.14 | 4.27 | 15.44 | 284.32 | 264.94 | 11.17 | $1117.00 | 427.00 | 25 | 3.0 | 82.000 | 19.38 | 2024-04-16 |
| FDX240426P00280000 | FDX | PUT | Long | 280.00 | None | $9.58 | 2.24 | $17.58 | 0.06 | 0.06 | 4.27 | 13.85 | 284.32 | 266.74 | 9.58 | $958.00 | 427.00 | 24 | 9.0 | 82.000 | 17.58 | 2024-04-15 |
| FDX240426P00280000 | FDX | PUT | Long | 280.00 | None | $9.58 | 2.24 | $16.52 | 0.06 | 0.03 | 4.27 | 13.85 | 284.32 | 267.80 | 9.58 | $958.00 | 427.00 | 21 | 9.0 | 82.000 | 16.52 | 2024-04-12 |
| FDX240426P00280000 | FDX | PUT | Long | 280.00 | None | $7.34 | 1.72 | $12.14 | 0.04 | 0.01 | 4.27 | 11.61 | 284.32 | 272.18 | 7.34 | $734.00 | 427.00 | 20 | 6.0 | 82.000 | 12.14 | 2024-04-11 |
| FDX240426P00280000 | FDX | PUT | Long | 280.00 | None | $7.34 | 1.72 | $14.02 | 0.05 | 0.02 | 4.27 | 11.61 | 284.32 | 270.30 | 7.34 | $734.00 | 427.00 | 19 | 6.0 | 84.000 | 14.02 | 2024-04-10 |
| FDX240426P00280000 | FDX | PUT | Long | 280.00 | None | $4.30 | 1.01 | $7.96 | 0.03 | 0.02 | 4.27 | 8.57 | 284.32 | 276.36 | 4.30 | $430.00 | 427.00 | 18 | 5.0 | 87.000 | 7.96 | 2024-04-09 |
| FDX240426P00280000 | FDX | PUT | Long | 280.00 | None | $2.43 | 0.57 | $8.87 | 0.03 | -0.01 | 4.27 | 6.70 | 284.32 | 275.45 | 2.43 | $243.00 | 427.00 | 17 | 24.0 | 91.000 | 8.87 | 2024-04-08 |
| FDX240426P00280000 | FDX | PUT | Long | 280.00 | None | $5.03 | 1.18 | $10.80 | 0.04 | 0.02 | 4.27 | 9.30 | 284.32 | 273.52 | 5.03 | $503.00 | 427.00 | 14 | 14.0 | 96.000 | 10.80 | 2024-04-05 |
| FDX240426P00280000 | FDX | PUT | Long | 280.00 | None | $3.53 | 0.83 | $8.83 | 0.03 | 0.03 | 4.27 | 7.80 | 284.32 | 275.49 | 3.53 | $353.00 | 427.00 | 13 | 15.0 | 95.000 | 8.83 | 2024-04-04 |
| FDX240426P00280000 | FDX | PUT | Long | 280.00 | None | $3.63 | 0.85 | $5.76 | 0.02 | 0.00 | 4.27 | 7.90 | 284.32 | 278.56 | 3.63 | $363.00 | 427.00 | 12 | 18.0 | 95.000 | 5.76 | 2024-04-03 |
| FDX240426P00280000 | FDX | PUT | Long | 280.00 | None | $3.63 | 0.85 | $8.92 | 0.03 | 0.02 | 4.27 | 7.90 | 284.32 | 275.40 | 3.63 | $363.00 | 427.00 | 11 | 18.0 | 88.000 | 8.92 | 2024-04-02 |
| FDX240426P00280000 | FDX | PUT | Long | 280.00 | None | $0.88 | 0.21 | $4.19 | 0.01 | -0.17 | 4.27 | 5.15 | 284.32 | 280.13 | 0.88 | $88.00 | 427.00 | 10 | 35.0 | 88.000 | 4.19 | 2024-04-01 |
| FDX240426P00280000 | FDX | PUT | Long | 280.00 | None | $-2.45 | -0.57 | $-5.42 | -0.02 | -0.14 | 4.27 | 1.82 | 284.32 | 289.74 | -2.45 | $-245.00 | 427.00 | 9 | 36.0 | 87.000 | -5.42 | 2024-03-31 |
| FDX240426P00280000 | FDX | PUT | Long | 280.00 | None | $-2.45 | -0.57 | $-5.42 | -0.02 | 0.02 | 4.27 | 1.82 | 284.32 | 289.74 | -2.45 | $-245.00 | 427.00 | 8 | 36.0 | 62.000 | -5.42 | 2024-03-30 |
| FDX240426P00280000 | FDX | PUT | Long | 280.00 | None | $-2.45 | -0.57 | $-5.42 | -0.02 | 0.02 | 4.27 | 1.82 | 284.32 | 289.74 | -2.45 | $-245.00 | 427.00 | 7 | 36.0 | 62.000 | -5.42 | 2024-03-29 |
| FDX240426P00280000 | FDX | PUT | Long | 280.00 | None | $-2.45 | -0.57 | $-5.42 | -0.02 | 0.00 | 4.27 | 1.82 | 284.32 | 289.74 | -2.45 | $-245.00 | 427.00 | 6 | 36.0 | 62.000 | -5.42 | 2024-03-28 |
| FDX240426P00280000 | FDX | PUT | Long | 280.00 | None | $-0.82 | -0.19 | $-3.58 | -0.01 | 0.01 | 4.27 | 3.45 | 284.32 | 287.90 | -0.82 | $-82.00 | 427.00 | 5 | 5.0 | 63.000 | -3.58 | 2024-03-27 |
| FDX240426P00280000 | FDX | PUT | Long | 280.00 | Exit OP PnL: $-1.47;Exit EQ PnL: -2.71; Position is Long and position continued to lose. Latest OP price is: $2.80 (EQ: $287.03). Initial OP price was: $4.27 (EQ: $284.32). Surpassed Stop Loss Percentage: -0.3442622950819672131147540984 < -0.16. | $-1.70 | -0.40 | $-4.73 | -0.02 | 0.02 | 4.27 | 2.57 | 284.32 | 289.05 | -1.70 | $-170.00 | 427.00 | 4 | 41.0 | 59.000 | -4.73 | 2024-03-26 |
| FDX240426P00280000 | FDX | PUT | Long | 280.00 | None | $0.33 | 0.08 | $1.62 | 0.01 | 0.01 | 4.27 | 4.60 | 284.32 | 282.70 | 0.33 | $33.00 | 427.00 | 3 | 42.0 | 29.000 | 1.62 | 2024-03-25 |
| FDX240426P00280000 | FDX | PUT | Long | 280.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 4.27 | 4.27 | 284.32 | 284.32 | 0.00 | $0.00 | 427.00 | 0 | 30.0 | 5.000 | -0.00 | 2024-03-22 |