| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-30 | FL | FL240705P00027000 | 27.00 | 2.0 | 12.000 | 0.423 | 0.225 | 0.3 | 1.2 | 0.000 | 0.840 | 1.780 | 1.50 | 26.01 | 2024-07-05 | PUT | Long | 0.415 | 0.440 | 0.149 |
| 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 | FL | 0.909 | 0.091 | 0.370 | 0.167 | 0.152 | 0.061 | 22.26 | -0.040 | 0.0000 | 20.59 | 35.15 | 21 | 1y | 24.04 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FL240705P00027000 | FL | PUT | Long | 27.00 | None | $3.30 | 2.20 | $2.80 | 0.11 | 1.77 | 1.50 | 4.80 | 25.87 | 23.07 | 3.30 | $330.00 | 150.00 | 35 | 1.0 | 0.000 | 2.80 | 2024-07-04 |
| FL240705P00027000 | FL | PUT | Long | 27.00 | None | $3.30 | 2.20 | $2.80 | 0.11 | 1.36 | 1.50 | 4.80 | 25.87 | 23.07 | 3.30 | $330.00 | 150.00 | 34 | 1.0 | 0.000 | 2.80 | 2024-07-03 |
| FL240705P00027000 | FL | PUT | Long | 27.00 | None | $1.84 | 1.23 | $2.71 | 0.10 | 0.24 | 1.50 | 3.34 | 25.87 | 23.16 | 1.84 | $184.00 | 150.00 | 33 | 1.0 | 1.000 | 2.71 | 2024-07-02 |
| FL240705P00027000 | FL | PUT | Long | 27.00 | None | $1.84 | 1.23 | $2.74 | 0.11 | -0.45 | 1.50 | 3.34 | 25.87 | 23.13 | 1.84 | $184.00 | 150.00 | 32 | 1.0 | 15.000 | 2.74 | 2024-07-01 |
| FL240705P00027000 | FL | PUT | Long | 27.00 | None | $0.06 | 0.04 | $0.95 | 0.04 | 0.06 | 1.50 | 1.56 | 25.87 | 24.92 | 0.06 | $6.00 | 150.00 | 29 | 1.0 | 15.000 | 0.95 | 2024-06-28 |
| FL240705P00027000 | FL | PUT | Long | 27.00 | None | $0.06 | 0.04 | $0.35 | 0.01 | -0.01 | 1.50 | 1.56 | 25.87 | 25.52 | 0.06 | $6.00 | 150.00 | 28 | 1.0 | 15.000 | 0.35 | 2024-06-27 |
| FL240705P00027000 | FL | PUT | Long | 27.00 | None | $-0.50 | -0.33 | $-0.51 | -0.02 | -0.08 | 1.50 | 1.00 | 25.87 | 26.38 | -0.50 | $-50.00 | 150.00 | 26 | 1.0 | 16.000 | -0.51 | 2024-06-25 |
| FL240705P00027000 | FL | PUT | Long | 27.00 | None | $-0.60 | -0.40 | $-0.77 | -0.03 | -0.06 | 1.50 | 0.90 | 25.87 | 26.64 | -0.60 | $-60.00 | 150.00 | 25 | 4.0 | 12.000 | -0.77 | 2024-06-24 |
| FL240705P00027000 | FL | PUT | Long | 27.00 | None | $1.09 | 0.73 | $0.76 | 0.03 | 0.00 | 1.50 | 2.59 | 25.87 | 25.11 | 1.09 | $109.00 | 150.00 | 19 | 1.0 | 16.000 | 0.76 | 2024-06-18 |
| FL240705P00027000 | FL | PUT | Long | 27.00 | None | $1.53 | 1.02 | $1.55 | 0.06 | 0.07 | 1.50 | 3.03 | 25.87 | 24.32 | 1.53 | $153.00 | 150.00 | 18 | 2.0 | 18.000 | 1.55 | 2024-06-17 |
| FL240705P00027000 | FL | PUT | Long | 27.00 | None | $0.44 | 0.29 | $1.76 | 0.07 | 0.08 | 1.50 | 1.94 | 25.87 | 24.11 | 0.44 | $44.00 | 150.00 | 15 | 1.0 | 18.000 | 1.76 | 2024-06-14 |
| FL240705P00027000 | FL | PUT | Long | 27.00 | None | $0.44 | 0.29 | $0.80 | 0.03 | 0.10 | 1.50 | 1.94 | 25.87 | 25.07 | 0.44 | $44.00 | 150.00 | 14 | 1.0 | 17.000 | 0.80 | 2024-06-13 |
| FL240705P00027000 | FL | PUT | Long | 27.00 | None | $0.88 | 0.59 | $0.36 | 0.01 | -0.06 | 1.50 | 2.38 | 25.87 | 25.51 | 0.88 | $88.00 | 150.00 | 13 | 4.0 | 17.000 | 0.36 | 2024-06-12 |
| FL240705P00027000 | FL | PUT | Long | 27.00 | None | $0.88 | 0.59 | $0.67 | 0.03 | -0.06 | 1.50 | 2.38 | 25.87 | 25.20 | 0.88 | $88.00 | 150.00 | 12 | 4.0 | 17.000 | 0.67 | 2024-06-11 |
| FL240705P00027000 | FL | PUT | Long | 27.00 | None | $0.88 | 0.59 | $0.92 | 0.04 | 0.03 | 1.50 | 2.38 | 25.87 | 24.95 | 0.88 | $88.00 | 150.00 | 11 | 4.0 | 13.000 | 0.92 | 2024-06-10 |
| FL240705P00027000 | FL | PUT | Long | 27.00 | None | $0.22 | 0.15 | $0.19 | 0.01 | -0.03 | 1.50 | 1.72 | 25.87 | 25.68 | 0.22 | $22.00 | 150.00 | 10 | 1.0 | 12.000 | 0.19 | 2024-06-09 |
| FL240705P00027000 | FL | PUT | Long | 27.00 | None | $0.22 | 0.15 | $0.19 | 0.01 | -0.02 | 1.50 | 1.72 | 25.87 | 25.68 | 0.22 | $22.00 | 150.00 | 8 | 1.0 | 12.000 | 0.19 | 2024-06-07 |
| FL240705P00027000 | FL | PUT | Long | 27.00 | None | $0.25 | 0.17 | $-0.00 | -0.00 | -0.04 | 1.50 | 1.75 | 25.87 | 25.87 | 0.25 | $25.00 | 150.00 | 7 | 5.0 | 7.000 | -0.00 | 2024-06-06 |
| FL240705P00027000 | FL | PUT | Long | 27.00 | None | $-0.30 | -0.20 | $-1.08 | -0.04 | -0.05 | 1.50 | 1.20 | 25.87 | 26.95 | -0.30 | $-30.00 | 150.00 | 6 | 6.0 | 7.000 | -1.08 | 2024-06-05 |
| FL240705P00027000 | FL | PUT | Long | 27.00 | None | $-0.30 | -0.20 | $-1.33 | -0.05 | 0.08 | 1.50 | 1.20 | 25.87 | 27.20 | -0.30 | $-30.00 | 150.00 | 5 | 6.0 | 7.000 | -1.33 | 2024-06-04 |
| FL240705P00027000 | FL | PUT | Long | 27.00 | None | $-0.63 | -0.42 | $-2.09 | -0.08 | -0.02 | 1.50 | 0.87 | 25.87 | 27.96 | -0.63 | $-63.00 | 150.00 | 4 | 6.0 | 2.000 | -2.09 | 2024-06-03 |
| FL240705P00027000 | FL | PUT | Long | 27.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.85 | $0.00 | 0.00 | $-1.87 | -0.07 | 0.01 | 1.50 | 1.50 | 25.87 | 27.74 | 0.00 | $0.00 | 150.00 | 1 | 10.0 | 2.000 | -1.87 | 2024-05-31 |
| FL240705P00027000 | FL | PUT | Long | 27.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 1.50 | 1.50 | 25.87 | 25.87 | 0.00 | $0.00 | 150.00 | 0 | 2.0 | 12.000 | -0.00 | 2024-05-30 |