| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-06-03 | GOLD | GOLD240705P00014500 | 14.50 | 200.0 | 0.000 | 0.000 | 4.282 | 0.0 | 14.2 | 4.050 | 0.000 | 14.190 | 0.04 | 0.25 | 2024-07-05 | PUT | Short | 0.149 | 0.150 | 0.020 |
| 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 | GOLD | 0.727 | 0.072 | 0.133 | 0.095 | 0.086 | 0.000 | 16.24 | 0.112 | 0.0000 | 14.06 | 21.19 | 21 | 1y | 19.06 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GOLD240705P00014500 | GOLD | PUT | Short | 14.50 | None | $0.01 | 0.25 | $-0.13 | -0.01 | 0.14 | 0.04 | 0.03 | 17.43 | 17.30 | 0.01 | $1.00 | 1450.00 | 31 | 1.0 | 1011.000 | -0.13 | 2024-07-04 |
| GOLD240705P00014500 | GOLD | PUT | Short | 14.50 | None | $0.01 | 0.25 | $-0.13 | -0.01 | -0.05 | 0.04 | 0.03 | 17.43 | 17.30 | 0.01 | $1.00 | 1450.00 | 30 | 1.0 | 1011.000 | -0.13 | 2024-07-03 |
| GOLD240705P00014500 | GOLD | PUT | Short | 14.50 | None | $0.01 | 0.25 | $-0.81 | -0.05 | -0.33 | 0.04 | 0.03 | 17.43 | 16.62 | 0.01 | $1.00 | 1450.00 | 29 | 1.0 | 1010.000 | -0.81 | 2024-07-02 |
| GOLD240705P00014500 | GOLD | PUT | Short | 14.50 | None | $0.01 | 0.25 | $-0.86 | -0.05 | 0.60 | 0.04 | 0.03 | 17.43 | 16.57 | 0.01 | $1.00 | 1450.00 | 28 | 1010.0 | 1010.000 | -0.86 | 2024-07-01 |
| GOLD240705P00014500 | GOLD | PUT | Short | 14.50 | None | $0.01 | 0.25 | $-0.75 | -0.04 | 0.30 | 0.04 | 0.03 | 17.43 | 16.68 | 0.01 | $1.00 | 1450.00 | 25 | 1.0 | 1010.000 | -0.75 | 2024-06-28 |
| GOLD240705P00014500 | GOLD | PUT | Short | 14.50 | None | $0.01 | 0.25 | $-0.59 | -0.03 | -0.14 | 0.04 | 0.03 | 17.43 | 16.84 | 0.01 | $1.00 | 1450.00 | 24 | 1.0 | 1010.000 | -0.59 | 2024-06-27 |
| GOLD240705P00014500 | GOLD | PUT | Short | 14.50 | None | $0.01 | 0.25 | $-0.77 | -0.04 | -0.47 | 0.04 | 0.03 | 17.43 | 16.66 | 0.01 | $1.00 | 1450.00 | 22 | 1010.0 | 1010.000 | -0.77 | 2024-06-25 |
| GOLD240705P00014500 | GOLD | PUT | Short | 14.50 | None | $0.01 | 0.25 | $-0.71 | -0.04 | -0.48 | 0.04 | 0.03 | 17.43 | 16.72 | 0.01 | $1.00 | 1450.00 | 21 | 1010.0 | 1010.000 | -0.71 | 2024-06-24 |
| GOLD240705P00014500 | GOLD | PUT | Short | 14.50 | None | $-0.02 | -0.50 | $-1.02 | -0.06 | -0.57 | 0.04 | 0.06 | 17.43 | 16.41 | -0.02 | $-2.00 | 1450.00 | 15 | 1.0 | 16.000 | -1.02 | 2024-06-18 |
| GOLD240705P00014500 | GOLD | PUT | Short | 14.50 | None | $-0.02 | -0.50 | $-1.29 | -0.07 | -0.48 | 0.04 | 0.06 | 17.43 | 16.14 | -0.02 | $-2.00 | 1450.00 | 14 | 1.0 | 16.000 | -1.29 | 2024-06-17 |
| GOLD240705P00014500 | GOLD | PUT | Short | 14.50 | None | $-0.02 | -0.50 | $-1.41 | -0.08 | -0.60 | 0.04 | 0.06 | 17.43 | 16.02 | -0.02 | $-2.00 | 1450.00 | 11 | 1.0 | 15.000 | -1.41 | 2024-06-14 |
| GOLD240705P00014500 | GOLD | PUT | Short | 14.50 | None | $0.01 | 0.25 | $-1.35 | -0.08 | -0.60 | 0.04 | 0.03 | 17.43 | 16.08 | 0.01 | $1.00 | 1450.00 | 10 | 2.0 | 15.000 | -1.35 | 2024-06-13 |
| GOLD240705P00014500 | GOLD | PUT | Short | 14.50 | None | $0.01 | 0.25 | $-1.03 | -0.06 | 0.03 | 0.04 | 0.03 | 17.43 | 16.40 | 0.01 | $1.00 | 1450.00 | 9 | 2.0 | 13.000 | -1.03 | 2024-06-12 |
| GOLD240705P00014500 | GOLD | PUT | Short | 14.50 | None | $-0.01 | -0.25 | $-1.26 | -0.07 | -0.31 | 0.04 | 0.05 | 17.43 | 16.17 | -0.01 | $-1.00 | 1450.00 | 8 | 2.0 | 13.000 | -1.26 | 2024-06-11 |
| GOLD240705P00014500 | GOLD | PUT | Short | 14.50 | None | $-0.01 | -0.25 | $-0.98 | -0.06 | -0.56 | 0.04 | 0.05 | 17.43 | 16.45 | -0.01 | $-1.00 | 1450.00 | 7 | 2.0 | 13.000 | -0.98 | 2024-06-10 |
| GOLD240705P00014500 | GOLD | PUT | Short | 14.50 | None | $-0.01 | -0.25 | $-1.28 | -0.07 | -0.46 | 0.04 | 0.05 | 17.43 | 16.15 | -0.01 | $-1.00 | 1450.00 | 6 | 2.0 | 11.000 | -1.28 | 2024-06-09 |
| GOLD240705P00014500 | GOLD | PUT | Short | 14.50 | None | $-0.01 | -0.25 | $-1.27 | -0.07 | -0.26 | 0.04 | 0.05 | 17.43 | 16.16 | -0.01 | $-1.00 | 1450.00 | 4 | 2.0 | 11.000 | -1.27 | 2024-06-07 |
| GOLD240705P00014500 | GOLD | PUT | Short | 14.50 | None | $0.01 | 0.25 | $-0.10 | -0.01 | -0.34 | 0.04 | 0.03 | 17.43 | 17.33 | 0.01 | $1.00 | 1450.00 | 3 | 1.0 | 10.000 | -0.10 | 2024-06-06 |
| GOLD240705P00014500 | GOLD | PUT | Short | 14.50 | None | $-0.02 | -0.50 | $-0.73 | -0.04 | -0.58 | 0.04 | 0.06 | 17.43 | 16.70 | -0.02 | $-2.00 | 1450.00 | 2 | 10.0 | 10.000 | -0.73 | 2024-06-05 |
| GOLD240705P00014500 | GOLD | PUT | Short | 14.50 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.81 | $-0.02 | -0.50 | $-0.95 | -0.05 | -0.58 | 0.04 | 0.06 | 17.43 | 16.48 | -0.02 | $-2.00 | 1450.00 | 1 | 10.0 | 0.000 | -0.95 | 2024-06-04 |
| GOLD240705P00014500 | GOLD | PUT | Short | 14.50 | None | $-0.00 | -0.00 | $0.00 | 0.00 | 0.00 | 0.04 | 0.04 | 17.43 | 17.43 | -0.00 | $-0.00 | 1450.00 | 0 | 200.0 | 0.000 | 0.00 | 2024-06-03 |