| 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 | FWRD | FWRD240719P00017500 | 17.50 | 5.0 | 0.000 | 0.886 | 0.468 | 0.7 | 1.4 | -0.010 | 1.650 | 2.320 | 6.00 | 16.74 | 2024-07-19 | PUT | Long | 0.463 | 0.494 | 0.168 |
| 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 | FWRD | 0.727 | 0.089 | 0.315 | 0.190 | 0.089 | -0.057 | 32.09 | 0.122 | 0.0000 | 12.25 | 65.78 | 21 | 1y | 36.42 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FWRD240719P00017500 | FWRD | PUT | Long | 17.50 | None | $-5.95 | -0.99 | $-7.76 | -0.46 | 1.33 | 6.00 | 0.05 | 16.74 | 24.50 | -5.95 | $-595.00 | 600.00 | 49 | 6.0 | 593.000 | -7.76 | 2024-07-18 |
| FWRD240719P00017500 | FWRD | PUT | Long | 17.50 | None | $-5.95 | -0.99 | $-8.23 | -0.49 | 1.00 | 6.00 | 0.05 | 16.74 | 24.97 | -5.95 | $-595.00 | 600.00 | 48 | 6.0 | 593.000 | -8.23 | 2024-07-17 |
| FWRD240719P00017500 | FWRD | PUT | Long | 17.50 | None | $-5.95 | -0.99 | $-8.46 | -0.51 | 0.79 | 6.00 | 0.05 | 16.74 | 25.20 | -5.95 | $-595.00 | 600.00 | 47 | 6.0 | 595.000 | -8.46 | 2024-07-16 |
| FWRD240719P00017500 | FWRD | PUT | Long | 17.50 | None | $-5.95 | -0.99 | $-8.10 | -0.48 | 0.86 | 6.00 | 0.05 | 16.74 | 24.84 | -5.95 | $-595.00 | 600.00 | 46 | 25.0 | 580.000 | -8.10 | 2024-07-15 |
| FWRD240719P00017500 | FWRD | PUT | Long | 17.50 | None | $-5.00 | -0.83 | $-6.88 | -0.41 | 0.65 | 6.00 | 1.00 | 16.74 | 23.62 | -5.00 | $-500.00 | 600.00 | 43 | 20.0 | 580.000 | -6.88 | 2024-07-12 |
| FWRD240719P00017500 | FWRD | PUT | Long | 17.50 | None | $-5.00 | -0.83 | $-4.69 | -0.28 | 0.93 | 6.00 | 1.00 | 16.74 | 21.43 | -5.00 | $-500.00 | 600.00 | 42 | 20.0 | 580.000 | -4.69 | 2024-07-11 |
| FWRD240719P00017500 | FWRD | PUT | Long | 17.50 | None | $-5.00 | -0.83 | $-2.62 | -0.16 | 0.69 | 6.00 | 1.00 | 16.74 | 19.36 | -5.00 | $-500.00 | 600.00 | 41 | 20.0 | 580.000 | -2.62 | 2024-07-10 |
| FWRD240719P00017500 | FWRD | PUT | Long | 17.50 | None | $-5.00 | -0.83 | $-1.91 | -0.11 | -0.02 | 6.00 | 1.00 | 16.74 | 18.65 | -5.00 | $-500.00 | 600.00 | 40 | 20.0 | 560.000 | -1.91 | 2024-07-09 |
| FWRD240719P00017500 | FWRD | PUT | Long | 17.50 | None | $-5.52 | -0.92 | $-2.59 | -0.15 | -0.01 | 6.00 | 0.48 | 16.74 | 19.33 | -5.52 | $-552.00 | 600.00 | 39 | 6.0 | 554.000 | -2.59 | 2024-07-08 |
| FWRD240719P00017500 | FWRD | PUT | Long | 17.50 | None | $-5.19 | -0.86 | $-2.05 | -0.12 | -0.13 | 6.00 | 0.81 | 16.74 | 18.79 | -5.19 | $-519.00 | 600.00 | 36 | 7.0 | 554.000 | -2.05 | 2024-07-05 |
| FWRD240719P00017500 | FWRD | PUT | Long | 17.50 | None | $-5.19 | -0.86 | $-2.71 | -0.16 | -0.16 | 6.00 | 0.81 | 16.74 | 19.45 | -5.19 | $-519.00 | 600.00 | 35 | 7.0 | 0.000 | -2.71 | 2024-07-04 |
| FWRD240719P00017500 | FWRD | PUT | Long | 17.50 | None | $-5.19 | -0.86 | $-2.71 | -0.16 | -0.18 | 6.00 | 0.81 | 16.74 | 19.45 | -5.19 | $-519.00 | 600.00 | 34 | 7.0 | 0.000 | -2.71 | 2024-07-03 |
| FWRD240719P00017500 | FWRD | PUT | Long | 17.50 | None | $-5.19 | -0.86 | $-2.60 | -0.16 | -0.00 | 6.00 | 0.81 | 16.74 | 19.34 | -5.19 | $-519.00 | 600.00 | 33 | 7.0 | 547.000 | -2.60 | 2024-07-02 |
| FWRD240719P00017500 | FWRD | PUT | Long | 17.50 | None | $-5.25 | -0.88 | $-2.35 | -0.14 | -0.11 | 6.00 | 0.75 | 16.74 | 19.09 | -5.25 | $-525.00 | 600.00 | 32 | 1.0 | 546.000 | -2.35 | 2024-07-01 |
| FWRD240719P00017500 | FWRD | PUT | Long | 17.50 | None | $-5.15 | -0.86 | $-2.30 | -0.14 | -0.05 | 6.00 | 0.85 | 16.74 | 19.04 | -5.15 | $-515.00 | 600.00 | 29 | 4.0 | 542.000 | -2.30 | 2024-06-28 |
| FWRD240719P00017500 | FWRD | PUT | Long | 17.50 | None | $-5.30 | -0.88 | $-3.14 | -0.19 | -0.05 | 6.00 | 0.70 | 16.74 | 19.88 | -5.30 | $-530.00 | 600.00 | 28 | 1.0 | 541.000 | -3.14 | 2024-06-27 |
| FWRD240719P00017500 | FWRD | PUT | Long | 17.50 | None | $-4.90 | -0.82 | $-2.28 | -0.14 | -0.00 | 6.00 | 1.10 | 16.74 | 19.02 | -4.90 | $-490.00 | 600.00 | 26 | 26.0 | 528.000 | -2.28 | 2024-06-25 |
| FWRD240719P00017500 | FWRD | PUT | Long | 17.50 | None | $-4.98 | -0.83 | $-2.06 | -0.12 | -0.03 | 6.00 | 1.02 | 16.74 | 18.80 | -4.98 | $-498.00 | 600.00 | 25 | 29.0 | 520.000 | -2.06 | 2024-06-24 |
| FWRD240719P00017500 | FWRD | PUT | Long | 17.50 | None | $-5.45 | -0.91 | $-4.24 | -0.25 | 0.04 | 6.00 | 0.55 | 16.74 | 20.98 | -5.45 | $-545.00 | 600.00 | 19 | 5.0 | 518.000 | -4.24 | 2024-06-18 |
| FWRD240719P00017500 | FWRD | PUT | Long | 17.50 | None | $-4.55 | -0.76 | $-4.76 | -0.28 | 0.06 | 6.00 | 1.45 | 16.74 | 21.50 | -4.55 | $-455.00 | 600.00 | 18 | 4.0 | 518.000 | -4.76 | 2024-06-17 |
| FWRD240719P00017500 | FWRD | PUT | Long | 17.50 | None | $-4.55 | -0.76 | $-4.14 | -0.25 | -0.16 | 6.00 | 1.45 | 16.74 | 20.88 | -4.55 | $-455.00 | 600.00 | 15 | 4.0 | 518.000 | -4.14 | 2024-06-14 |
| FWRD240719P00017500 | FWRD | PUT | Long | 17.50 | None | $-5.00 | -0.83 | $-3.48 | -0.21 | -0.16 | 6.00 | 1.00 | 16.74 | 20.22 | -5.00 | $-500.00 | 600.00 | 14 | 6.0 | 512.000 | -3.48 | 2024-06-13 |
| FWRD240719P00017500 | FWRD | PUT | Long | 17.50 | None | $-4.87 | -0.81 | $-4.26 | -0.25 | -0.10 | 6.00 | 1.13 | 16.74 | 21.00 | -4.87 | $-487.00 | 600.00 | 13 | 507.0 | 10.000 | -4.26 | 2024-06-12 |
| FWRD240719P00017500 | FWRD | PUT | Long | 17.50 | None | $-4.79 | -0.80 | $-4.23 | -0.25 | 0.60 | 6.00 | 1.21 | 16.74 | 20.97 | -4.79 | $-479.00 | 600.00 | 12 | 20.0 | 10.000 | -4.23 | 2024-06-11 |
| FWRD240719P00017500 | FWRD | PUT | Long | 17.50 | None | $-4.79 | -0.80 | $-4.97 | -0.30 | -0.05 | 6.00 | 1.21 | 16.74 | 21.71 | -4.79 | $-479.00 | 600.00 | 11 | 20.0 | 10.000 | -4.97 | 2024-06-10 |
| FWRD240719P00017500 | FWRD | PUT | Long | 17.50 | None | $-4.79 | -0.80 | $-3.93 | -0.23 | -0.15 | 6.00 | 1.21 | 16.74 | 20.67 | -4.79 | $-479.00 | 600.00 | 10 | 20.0 | 0.000 | -3.93 | 2024-06-09 |
| FWRD240719P00017500 | FWRD | PUT | Long | 17.50 | None | $-4.79 | -0.80 | $-3.93 | -0.23 | -0.18 | 6.00 | 1.21 | 16.74 | 20.67 | -4.79 | $-479.00 | 600.00 | 8 | 20.0 | 0.000 | -3.93 | 2024-06-07 |
| FWRD240719P00017500 | FWRD | PUT | Long | 17.50 | None | $0.00 | 0.00 | $-2.61 | -0.16 | 0.32 | 6.00 | 6.00 | 16.74 | 19.35 | 0.00 | $0.00 | 600.00 | 7 | 5.0 | 0.000 | -2.61 | 2024-06-06 |
| FWRD240719P00017500 | FWRD | PUT | Long | 17.50 | None | $0.00 | 0.00 | $-2.50 | -0.15 | 0.37 | 6.00 | 6.00 | 16.74 | 19.24 | 0.00 | $0.00 | 600.00 | 6 | 5.0 | 0.000 | -2.50 | 2024-06-05 |
| FWRD240719P00017500 | FWRD | PUT | Long | 17.50 | None | $0.00 | 0.00 | $-1.93 | -0.12 | 0.12 | 6.00 | 6.00 | 16.74 | 18.67 | 0.00 | $0.00 | 600.00 | 5 | 5.0 | 0.000 | -1.93 | 2024-06-04 |
| FWRD240719P00017500 | FWRD | PUT | Long | 17.50 | None | $0.00 | 0.00 | $-0.49 | -0.03 | 0.10 | 6.00 | 6.00 | 16.74 | 17.23 | 0.00 | $0.00 | 600.00 | 4 | 5.0 | 0.000 | -0.49 | 2024-06-03 |
| FWRD240719P00017500 | FWRD | PUT | Long | 17.50 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.57 | $0.00 | 0.00 | $-0.06 | -0.00 | -0.08 | 6.00 | 6.00 | 16.74 | 16.80 | 0.00 | $0.00 | 600.00 | 1 | 5.0 | 0.000 | -0.06 | 2024-05-31 |
| FWRD240719P00017500 | FWRD | PUT | Long | 17.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 6.00 | 6.00 | 16.74 | 16.74 | 0.00 | $0.00 | 600.00 | 0 | 5.0 | 0.000 | -0.00 | 2024-05-30 |