| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-08 | GLW | GLW240809P00038000 | 38.00 | 6.0 | 1.000 | 0.352 | 0.148 | 5.2 | 0.0 | -0.010 | 5.430 | 0.220 | 0.20 | 43.05 | 2024-08-09 | PUT | Long | 0.118 | 0.162 | 0.120 |
| 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 | GLW | 0.909 | 0.050 | 0.136 | 0.074 | 0.051 | -0.027 | 47.76 | 0.046 | 0.0000 | 29.75 | 49.76 | 21 | 1y | 47.54 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GLW240809P00038000 | GLW | PUT | Long | 38.00 | None | $-0.10 | -0.50 | $4.44 | 0.10 | -0.02 | 0.20 | 0.10 | 43.05 | 38.61 | -0.10 | $-10.00 | 20.00 | 31 | 15.0 | 242.000 | 4.44 | 2024-08-08 |
| GLW240809P00038000 | GLW | PUT | Long | 38.00 | None | $0.17 | 0.85 | $5.20 | 0.12 | -0.08 | 0.20 | 0.37 | 43.05 | 37.85 | 0.17 | $17.00 | 20.00 | 30 | 15.0 | 240.000 | 5.20 | 2024-08-07 |
| GLW240809P00038000 | GLW | PUT | Long | 38.00 | None | $0.10 | 0.50 | $4.72 | 0.11 | -0.01 | 0.20 | 0.30 | 43.05 | 38.33 | 0.10 | $10.00 | 20.00 | 29 | 124.0 | 151.000 | 4.72 | 2024-08-06 |
| GLW240809P00038000 | GLW | PUT | Long | 38.00 | None | $-0.12 | -0.60 | $0.42 | 0.01 | 0.20 | 0.20 | 0.08 | 43.05 | 42.63 | -0.12 | $-12.00 | 20.00 | 21 | 6.0 | 12.000 | 0.42 | 2024-07-29 |
| GLW240809P00038000 | GLW | PUT | Long | 38.00 | None | $-0.12 | -0.60 | $0.19 | 0.00 | 0.13 | 0.20 | 0.08 | 43.05 | 42.86 | -0.12 | $-12.00 | 20.00 | 18 | 6.0 | 12.000 | 0.19 | 2024-07-26 |
| GLW240809P00038000 | GLW | PUT | Long | 38.00 | None | $-0.12 | -0.60 | $0.24 | 0.01 | 0.11 | 0.20 | 0.08 | 43.05 | 42.81 | -0.12 | $-12.00 | 20.00 | 17 | 6.0 | 12.000 | 0.24 | 2024-07-25 |
| GLW240809P00038000 | GLW | PUT | Long | 38.00 | None | $-0.12 | -0.60 | $-0.89 | -0.02 | 0.58 | 0.20 | 0.08 | 43.05 | 43.94 | -0.12 | $-12.00 | 20.00 | 16 | 6.0 | 12.000 | -0.89 | 2024-07-24 |
| GLW240809P00038000 | GLW | PUT | Long | 38.00 | None | $-0.12 | -0.60 | $-1.01 | -0.02 | 0.21 | 0.20 | 0.08 | 43.05 | 44.06 | -0.12 | $-12.00 | 20.00 | 15 | 6.0 | 12.000 | -1.01 | 2024-07-23 |
| GLW240809P00038000 | GLW | PUT | Long | 38.00 | None | $-0.12 | -0.60 | $-1.26 | -0.03 | 0.21 | 0.20 | 0.08 | 43.05 | 44.31 | -0.12 | $-12.00 | 20.00 | 14 | 6.0 | 12.000 | -1.26 | 2024-07-22 |
| GLW240809P00038000 | GLW | PUT | Long | 38.00 | None | $-0.12 | -0.60 | $-1.28 | -0.03 | 0.17 | 0.20 | 0.08 | 43.05 | 44.33 | -0.12 | $-12.00 | 20.00 | 11 | 6.0 | 12.000 | -1.28 | 2024-07-19 |
| GLW240809P00038000 | GLW | PUT | Long | 38.00 | None | $-0.12 | -0.60 | $-1.94 | -0.05 | 0.20 | 0.20 | 0.08 | 43.05 | 44.99 | -0.12 | $-12.00 | 20.00 | 10 | 6.0 | 12.000 | -1.94 | 2024-07-18 |
| GLW240809P00038000 | GLW | PUT | Long | 38.00 | None | $-0.12 | -0.60 | $-2.80 | -0.07 | 0.20 | 0.20 | 0.08 | 43.05 | 45.85 | -0.12 | $-12.00 | 20.00 | 9 | 6.0 | 12.000 | -2.80 | 2024-07-17 |
| GLW240809P00038000 | GLW | PUT | Long | 38.00 | None | $-0.12 | -0.60 | $-3.15 | -0.07 | 0.20 | 0.20 | 0.08 | 43.05 | 46.20 | -0.12 | $-12.00 | 20.00 | 8 | 6.0 | 12.000 | -3.15 | 2024-07-16 |
| GLW240809P00038000 | GLW | PUT | Long | 38.00 | None | $-0.12 | -0.60 | $-2.71 | -0.06 | 0.20 | 0.20 | 0.08 | 43.05 | 45.76 | -0.12 | $-12.00 | 20.00 | 7 | 6.0 | 12.000 | -2.71 | 2024-07-15 |
| GLW240809P00038000 | GLW | PUT | Long | 38.00 | None | $-0.12 | -0.60 | $-2.56 | -0.06 | 0.45 | 0.20 | 0.08 | 43.05 | 45.61 | -0.12 | $-12.00 | 20.00 | 4 | 6.0 | 6.000 | -2.56 | 2024-07-12 |
| GLW240809P00038000 | GLW | PUT | Long | 38.00 | None | $-0.06 | -0.30 | $-2.01 | -0.05 | 0.15 | 0.20 | 0.14 | 43.05 | 45.06 | -0.06 | $-6.00 | 20.00 | 3 | 1.0 | 6.000 | -2.01 | 2024-07-11 |
| GLW240809P00038000 | GLW | PUT | Long | 38.00 | None | $-0.06 | -0.30 | $-2.44 | -0.06 | 0.16 | 0.20 | 0.14 | 43.05 | 45.49 | -0.06 | $-6.00 | 20.00 | 2 | 1.0 | 6.000 | -2.44 | 2024-07-10 |
| GLW240809P00038000 | GLW | PUT | Long | 38.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -1.44 | $-0.06 | -0.30 | $-1.62 | -0.04 | 0.05 | 0.20 | 0.14 | 43.05 | 44.67 | -0.06 | $-6.00 | 20.00 | 1 | 1.0 | 7.000 | -1.62 | 2024-07-09 |
| GLW240809P00038000 | GLW | PUT | Long | 38.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.20 | 0.20 | 43.05 | 43.05 | 0.00 | $0.00 | 20.00 | 0 | 6.0 | 1.000 | -0.00 | 2024-07-08 |