| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-10-09 | GD | GD231110P00230000 | 230.00 | 4.0 | 1.000 | 0.286 | 0.100 | 9.4 | 0.2 | 0.000 | 12.580 | 3.310 | 3.70 | 238.48 | 2023-11-10 | PUT | Long | 0.074 | 0.110 | 0.084 |
| 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 | GD | 0.909 | 0.022 | 0.097 | 0.050 | 0.044 | -0.053 | 265.22 | 0.078 | 0.0000 | 249.34 | 314.03 | 21 | 1y | 302.71 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GD231110P00230000 | GD | PUT | Long | 230.00 | None | $-3.60 | -0.97 | $-1.62 | -0.01 | 0.23 | 3.70 | 0.10 | 238.48 | 240.10 | -3.60 | $-360.00 | 370.00 | 31 | 0.0 | 46.000 | -1.62 | 2023-11-09 |
| GD231110P00230000 | GD | PUT | Long | 230.00 | None | $-3.60 | -0.97 | $-1.62 | -0.01 | 0.23 | 3.70 | 0.10 | 238.48 | 240.10 | -3.60 | $-360.00 | 370.00 | 30 | 0.0 | 46.000 | -1.62 | 2023-11-08 |
| GD231110P00230000 | GD | PUT | Long | 230.00 | None | $-3.60 | -0.97 | $-3.54 | -0.01 | 0.10 | 3.70 | 0.10 | 238.48 | 242.02 | -3.60 | $-360.00 | 370.00 | 29 | 0.0 | 46.000 | -3.54 | 2023-11-07 |
| GD231110P00230000 | GD | PUT | Long | 230.00 | None | $-3.60 | -0.97 | $-5.45 | -0.02 | 0.04 | 3.70 | 0.10 | 238.48 | 243.93 | -3.60 | $-360.00 | 370.00 | 28 | 0.0 | 46.000 | -5.45 | 2023-11-06 |
| GD231110P00230000 | GD | PUT | Long | 230.00 | None | $-3.60 | -0.97 | $-5.45 | -0.02 | 0.04 | 3.70 | 0.10 | 238.48 | 243.93 | -3.60 | $-360.00 | 370.00 | 27 | 0.0 | 46.000 | -5.45 | 2023-11-05 |
| GD231110P00230000 | GD | PUT | Long | 230.00 | None | $-3.59 | -0.97 | $-5.53 | -0.02 | -0.04 | 3.70 | 0.11 | 238.48 | 244.01 | -3.59 | $-359.00 | 370.00 | 24 | 0.0 | 46.000 | -5.53 | 2023-11-02 |
| GD231110P00230000 | GD | PUT | Long | 230.00 | None | $-3.50 | -0.95 | $-4.22 | -0.02 | -0.07 | 3.70 | 0.20 | 238.48 | 242.70 | -3.50 | $-350.00 | 370.00 | 23 | 0.0 | 46.000 | -4.22 | 2023-11-01 |
| GD231110P00230000 | GD | PUT | Long | 230.00 | None | $-2.95 | -0.80 | $-2.83 | -0.01 | -0.06 | 3.70 | 0.75 | 238.48 | 241.31 | -2.95 | $-295.00 | 370.00 | 22 | 0.0 | 46.000 | -2.83 | 2023-10-31 |
| GD231110P00230000 | GD | PUT | Long | 230.00 | None | $-2.95 | -0.80 | $-0.50 | -0.00 | -0.07 | 3.70 | 0.75 | 238.48 | 238.98 | -2.95 | $-295.00 | 370.00 | 21 | 0.0 | 45.000 | -0.50 | 2023-10-30 |
| GD231110P00230000 | GD | PUT | Long | 230.00 | None | $-2.60 | -0.70 | $0.23 | 0.00 | -0.06 | 3.70 | 1.10 | 238.48 | 238.25 | -2.60 | $-260.00 | 370.00 | 18 | 0.0 | 28.000 | 0.23 | 2023-10-27 |
| GD231110P00230000 | GD | PUT | Long | 230.00 | None | $-1.07 | -0.29 | $-0.40 | -0.00 | -0.26 | 3.70 | 2.63 | 238.48 | 238.88 | -1.07 | $-107.00 | 370.00 | 17 | 0.0 | 28.000 | -0.40 | 2023-10-26 |
| GD231110P00230000 | GD | PUT | Long | 230.00 | None | $-1.07 | -0.29 | $-3.92 | -0.02 | -0.05 | 3.70 | 2.63 | 238.48 | 242.40 | -1.07 | $-107.00 | 370.00 | 16 | 0.0 | 28.000 | -3.92 | 2023-10-25 |
| GD231110P00230000 | GD | PUT | Long | 230.00 | None | $-1.07 | -0.29 | $5.48 | 0.02 | -0.05 | 3.70 | 2.63 | 238.48 | 233.00 | -1.07 | $-107.00 | 370.00 | 15 | 0.0 | 28.000 | 5.48 | 2023-10-24 |
| GD231110P00230000 | GD | PUT | Long | 230.00 | None | $-1.10 | -0.30 | $5.27 | 0.02 | -0.04 | 3.70 | 2.60 | 238.48 | 233.21 | -1.10 | $-110.00 | 370.00 | 14 | 0.0 | 28.000 | 5.27 | 2023-10-23 |
| GD231110P00230000 | GD | PUT | Long | 230.00 | None | $-2.05 | -0.55 | $0.53 | 0.00 | -0.04 | 3.70 | 1.65 | 238.48 | 237.95 | -2.05 | $-205.00 | 370.00 | 10 | 0.0 | 13.000 | 0.53 | 2023-10-19 |
| GD231110P00230000 | GD | PUT | Long | 230.00 | None | $-2.15 | -0.58 | $-1.33 | -0.01 | -0.04 | 3.70 | 1.55 | 238.48 | 239.81 | -2.15 | $-215.00 | 370.00 | 9 | 0.0 | 13.000 | -1.33 | 2023-10-18 |
| GD231110P00230000 | GD | PUT | Long | 230.00 | None | $-2.15 | -0.58 | $-2.79 | -0.01 | -0.06 | 3.70 | 1.55 | 238.48 | 241.27 | -2.15 | $-215.00 | 370.00 | 8 | 0.0 | 13.000 | -2.79 | 2023-10-17 |
| GD231110P00230000 | GD | PUT | Long | 230.00 | None | $-0.90 | -0.24 | $-4.39 | -0.02 | -0.05 | 3.70 | 2.80 | 238.48 | 242.87 | -0.90 | $-90.00 | 370.00 | 7 | 0.0 | 13.000 | -4.39 | 2023-10-16 |
| GD231110P00230000 | GD | PUT | Long | 230.00 | None | $-0.90 | -0.24 | $-4.56 | -0.02 | 0.06 | 3.70 | 2.80 | 238.48 | 243.04 | -0.90 | $-90.00 | 370.00 | 5 | 0.0 | 13.000 | -4.56 | 2023-10-14 |
| GD231110P00230000 | GD | PUT | Long | 230.00 | None | $-0.90 | -0.24 | $-4.56 | -0.02 | 0.06 | 3.70 | 2.80 | 238.48 | 243.04 | -0.90 | $-90.00 | 370.00 | 4 | 0.0 | 13.000 | -4.56 | 2023-10-13 |
| GD231110P00230000 | GD | PUT | Long | 230.00 | Manually triggered. Moving in unfavorable direction. | $-0.90 | -0.24 | $0.70 | 0.00 | -0.04 | 3.70 | 2.80 | 238.48 | 237.78 | -0.90 | $-90.00 | 370.00 | 2 | 0.0 | 13.000 | 0.70 | 2023-10-11 |
| GD231110P00230000 | GD | PUT | Long | 230.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 3.70 | 3.70 | 238.48 | 238.48 | 0.00 | $0.00 | 370.00 | 0 | 4.0 | 1.000 | -0.00 | 2023-10-09 |