| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-14 | GME | GME240614P00034000 | 34.00 | 5.0 | 10.000 | 3.368 | 0.857 | 19.2 | 0.1 | -0.150 | 26.040 | 6.960 | 7.76 | 52.97 | 2024-06-14 | PUT | Long | 0.722 | 0.865 | 0.624 |
| 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 | GME | 0.909 | 0.105 | 0.965 | 0.294 | 0.192 | 0.019 | 31.27 | 0.001 | 0.0000 | 10.01 | 48.75 | 21 | 1y | 23.29 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GME240614P00034000 | GME | PUT | Long | 34.00 | None | $-2.85 | -0.34 | $20.38 | 0.41 | -0.82 | 8.50 | 5.65 | 49.45 | 29.07 | -2.85 | $-285.00 | 850.00 | 30 | 23.0 | 1042.000 | 20.38 | 2024-06-13 |
| GME240614P00034000 | GME | PUT | Long | 34.00 | None | $1.00 | 0.12 | $23.99 | 0.49 | 0.13 | 8.50 | 9.50 | 49.45 | 25.46 | 1.00 | $100.00 | 850.00 | 29 | 388.0 | 983.000 | 23.99 | 2024-06-12 |
| GME240614P00034000 | GME | PUT | Long | 34.00 | None | $-1.06 | -0.12 | $18.97 | 0.38 | 0.35 | 8.50 | 7.44 | 49.45 | 30.48 | -1.06 | $-106.00 | 850.00 | 28 | 78.0 | 983.000 | 18.97 | 2024-06-11 |
| GME240614P00034000 | GME | PUT | Long | 34.00 | None | $3.00 | 0.35 | $24.63 | 0.50 | 0.63 | 8.50 | 11.50 | 49.45 | 24.82 | 3.00 | $300.00 | 850.00 | 27 | 144.0 | 1021.000 | 24.63 | 2024-06-10 |
| GME240614P00034000 | GME | PUT | Long | 34.00 | None | $1.35 | 0.16 | $21.23 | 0.43 | 1.14 | 8.50 | 9.85 | 49.45 | 28.22 | 1.35 | $135.00 | 850.00 | 26 | 1406.0 | 549.000 | 21.23 | 2024-06-09 |
| GME240614P00034000 | GME | PUT | Long | 34.00 | None | $1.50 | 0.18 | $21.22 | 0.43 | 0.22 | 8.50 | 10.00 | 49.45 | 28.23 | 1.50 | $150.00 | 850.00 | 24 | 1398.0 | 549.000 | 21.22 | 2024-06-07 |
| GME240614P00034000 | GME | PUT | Long | 34.00 | None | $-3.75 | -0.44 | $2.99 | 0.06 | 0.59 | 8.50 | 4.75 | 49.45 | 46.46 | -3.75 | $-375.00 | 850.00 | 23 | 419.0 | 416.000 | 2.99 | 2024-06-06 |
| GME240614P00034000 | GME | PUT | Long | 34.00 | None | $-0.49 | -0.06 | $18.02 | 0.36 | -0.37 | 8.50 | 8.01 | 49.45 | 31.43 | -0.49 | $-49.00 | 850.00 | 22 | 21.0 | 424.000 | 18.02 | 2024-06-05 |
| GME240614P00034000 | GME | PUT | Long | 34.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $1.45 | 0.17 | $22.95 | 0.46 | -0.69 | 8.50 | 9.95 | 49.45 | 26.50 | 1.45 | $145.00 | 850.00 | 21 | 15.0 | 426.000 | 22.95 | 2024-06-04 |
| GME240614P00034000 | GME | PUT | Long | 34.00 | None | $2.49 | 0.29 | $21.45 | 0.43 | 0.18 | 8.50 | 10.99 | 49.45 | 28.00 | 2.49 | $249.00 | 850.00 | 20 | 483.0 | 113.000 | 21.45 | 2024-06-03 |
| GME240614P00034000 | GME | PUT | Long | 34.00 | None | $4.15 | 0.49 | $26.31 | 0.53 | -3.41 | 8.50 | 12.65 | 49.45 | 23.14 | 4.15 | $415.00 | 850.00 | 19 | 5.0 | 113.000 | 26.31 | 2024-06-02 |
| GME240614P00034000 | GME | PUT | Long | 34.00 | None | $4.15 | 0.49 | $26.33 | 0.53 | -0.97 | 8.50 | 12.65 | 49.45 | 23.12 | 4.15 | $415.00 | 850.00 | 17 | 5.0 | 0.000 | 26.33 | 2024-05-31 |
| GME240614P00034000 | GME | PUT | Long | 34.00 | None | $4.09 | 0.48 | $26.85 | 0.54 | -0.81 | 8.50 | 12.59 | 49.45 | 22.60 | 4.09 | $409.00 | 850.00 | 16 | 2.0 | 114.000 | 26.85 | 2024-05-30 |
| GME240614P00034000 | GME | PUT | Long | 34.00 | None | $4.09 | 0.48 | $28.21 | 0.57 | -0.98 | 8.50 | 12.59 | 49.45 | 21.24 | 4.09 | $409.00 | 850.00 | 15 | 2.0 | 114.000 | 28.21 | 2024-05-29 |
| GME240614P00034000 | GME | PUT | Long | 34.00 | None | $4.09 | 0.48 | $25.67 | 0.52 | -0.37 | 8.50 | 12.59 | 49.45 | 23.78 | 4.09 | $409.00 | 850.00 | 14 | 2.0 | 113.000 | 25.67 | 2024-05-28 |
| GME240614P00034000 | GME | PUT | Long | 34.00 | None | $8.62 | 1.01 | $30.45 | 0.62 | -0.36 | 8.50 | 17.12 | 49.45 | 19.00 | 8.62 | $862.00 | 850.00 | 13 | 4.0 | 109.000 | 30.45 | 2024-05-27 |
| GME240614P00034000 | GME | PUT | Long | 34.00 | None | $8.62 | 1.01 | $30.44 | 0.62 | -0.57 | 8.50 | 17.12 | 49.45 | 19.01 | 8.62 | $862.00 | 850.00 | 10 | 4.0 | 109.000 | 30.44 | 2024-05-24 |
| GME240614P00034000 | GME | PUT | Long | 34.00 | None | $6.20 | 0.73 | $31.05 | 0.63 | -0.60 | 8.50 | 14.70 | 49.45 | 18.40 | 6.20 | $620.00 | 850.00 | 9 | 40.0 | 109.000 | 31.05 | 2024-05-23 |
| GME240614P00034000 | GME | PUT | Long | 34.00 | None | $6.20 | 0.73 | $28.34 | 0.57 | -0.44 | 8.50 | 14.70 | 49.45 | 21.11 | 6.20 | $620.00 | 850.00 | 8 | 40.0 | 109.000 | 28.34 | 2024-05-22 |
| GME240614P00034000 | GME | PUT | Long | 34.00 | None | $6.20 | 0.73 | $27.33 | 0.55 | -0.72 | 8.50 | 14.70 | 49.45 | 22.12 | 6.20 | $620.00 | 850.00 | 7 | 40.0 | 110.000 | 27.33 | 2024-05-21 |
| GME240614P00034000 | GME | PUT | Long | 34.00 | None | $7.15 | 0.84 | $26.31 | 0.53 | -3.41 | 8.50 | 15.65 | 49.45 | 23.14 | 7.15 | $715.00 | 850.00 | 6 | 2.0 | 0.000 | 26.31 | 2024-05-20 |
| GME240614P00034000 | GME | PUT | Long | 34.00 | None | $7.05 | 0.83 | $27.24 | 0.55 | -0.50 | 8.50 | 15.55 | 49.45 | 22.21 | 7.05 | $705.00 | 850.00 | 5 | 10.0 | 91.000 | 27.24 | 2024-05-19 |
| GME240614P00034000 | GME | PUT | Long | 34.00 | None | $7.05 | 0.83 | $27.24 | 0.55 | -0.55 | 8.50 | 15.55 | 49.45 | 22.21 | 7.05 | $705.00 | 850.00 | 4 | 10.0 | 91.000 | 27.24 | 2024-05-18 |
| GME240614P00034000 | GME | PUT | Long | 34.00 | None | $7.05 | 0.83 | $27.23 | 0.55 | -0.60 | 8.50 | 15.55 | 49.45 | 22.22 | 7.05 | $705.00 | 850.00 | 3 | 10.0 | 91.000 | 27.23 | 2024-05-17 |
| GME240614P00034000 | GME | PUT | Long | 34.00 | None | $2.20 | 0.26 | $9.90 | 0.20 | -0.32 | 8.50 | 10.70 | 49.45 | 39.55 | 2.20 | $220.00 | 850.00 | 1 | 88.0 | 20.000 | 9.90 | 2024-05-15 |
| GME240614P00034000 | GME | PUT | Long | 34.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 8.50 | 8.50 | 49.45 | 49.45 | 0.00 | $0.00 | 850.00 | 0 | 15.0 | 10.000 | -0.00 | 2024-05-14 |