| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-11 | GOSS | GOSS240816P00001500 | 1.50 | 4.0 | 5.000 | 4.859 | 0.459 | 0.0 | 0.2 | 0.000 | 0.730 | 0.870 | 0.50 | 1.35 | 2024-08-16 | PUT | Long | 0.459 | 0.461 | 0.051 |
| 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 | GOSS | 0.818 | 0.110 | 0.410 | 0.213 | 0.297 | 0.187 | 0.87 | 0.000 | 0.0000 | 0.51 | 1.51 | 21 | 1y | 0.88 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GOSS240816P00001500 | GOSS | PUT | Long | 1.50 | None | $0.25 | 0.50 | $0.41 | 0.33 | 8.81 | 0.50 | 0.75 | 1.23 | 0.82 | 0.25 | $25.00 | 50.00 | 35 | 1.0 | 1.000 | 0.41 | 2024-08-15 |
| GOSS240816P00001500 | GOSS | PUT | Long | 1.50 | None | $0.25 | 0.50 | $0.40 | 0.33 | -1.62 | 0.50 | 0.75 | 1.23 | 0.83 | 0.25 | $25.00 | 50.00 | 34 | 1.0 | 1.000 | 0.40 | 2024-08-14 |
| GOSS240816P00001500 | GOSS | PUT | Long | 1.50 | None | $0.25 | 0.50 | $0.40 | 0.33 | 2.62 | 0.50 | 0.75 | 1.23 | 0.83 | 0.25 | $25.00 | 50.00 | 33 | 1.0 | 1.000 | 0.40 | 2024-08-13 |
| GOSS240816P00001500 | GOSS | PUT | Long | 1.50 | None | $0.25 | 0.50 | $0.43 | 0.35 | 3.44 | 0.50 | 0.75 | 1.23 | 0.80 | 0.25 | $25.00 | 50.00 | 32 | 1.0 | 5.000 | 0.43 | 2024-08-12 |
| GOSS240816P00001500 | GOSS | PUT | Long | 1.50 | None | $0.00 | 0.00 | $0.44 | 0.36 | 2.25 | 0.50 | 0.50 | 1.23 | 0.79 | 0.00 | $0.00 | 50.00 | 29 | 4.0 | 5.000 | 0.44 | 2024-08-09 |
| GOSS240816P00001500 | GOSS | PUT | Long | 1.50 | None | $0.00 | 0.00 | $0.41 | 0.33 | 2.12 | 0.50 | 0.50 | 1.23 | 0.82 | 0.00 | $0.00 | 50.00 | 28 | 4.0 | 5.000 | 0.41 | 2024-08-08 |
| GOSS240816P00001500 | GOSS | PUT | Long | 1.50 | None | $0.00 | 0.00 | $0.42 | 0.34 | 1.75 | 0.50 | 0.50 | 1.23 | 0.81 | 0.00 | $0.00 | 50.00 | 27 | 4.0 | 5.000 | 0.42 | 2024-08-07 |
| GOSS240816P00001500 | GOSS | PUT | Long | 1.50 | None | $0.00 | 0.00 | $0.40 | 0.33 | 1.62 | 0.50 | 0.50 | 1.23 | 0.83 | 0.00 | $0.00 | 50.00 | 26 | 4.0 | 5.000 | 0.40 | 2024-08-06 |
| GOSS240816P00001500 | GOSS | PUT | Long | 1.50 | None | $0.00 | 0.00 | $0.12 | 0.10 | 1.44 | 0.50 | 0.50 | 1.23 | 1.11 | 0.00 | $0.00 | 50.00 | 18 | 4.0 | 5.000 | 0.12 | 2024-07-29 |
| GOSS240816P00001500 | GOSS | PUT | Long | 1.50 | None | $0.00 | 0.00 | $0.11 | 0.09 | 1.05 | 0.50 | 0.50 | 1.23 | 1.12 | 0.00 | $0.00 | 50.00 | 15 | 4.0 | 5.000 | 0.11 | 2024-07-26 |
| GOSS240816P00001500 | GOSS | PUT | Long | 1.50 | None | $0.00 | 0.00 | $0.14 | 0.11 | 0.81 | 0.50 | 0.50 | 1.23 | 1.09 | 0.00 | $0.00 | 50.00 | 14 | 4.0 | 5.000 | 0.14 | 2024-07-25 |
| GOSS240816P00001500 | GOSS | PUT | Long | 1.50 | None | $0.00 | 0.00 | $0.16 | 0.13 | 0.64 | 0.50 | 0.50 | 1.23 | 1.07 | 0.00 | $0.00 | 50.00 | 13 | 4.0 | 5.000 | 0.16 | 2024-07-24 |
| GOSS240816P00001500 | GOSS | PUT | Long | 1.50 | None | $0.00 | 0.00 | $0.16 | 0.13 | 0.53 | 0.50 | 0.50 | 1.23 | 1.07 | 0.00 | $0.00 | 50.00 | 12 | 4.0 | 5.000 | 0.16 | 2024-07-23 |
| GOSS240816P00001500 | GOSS | PUT | Long | 1.50 | None | $0.00 | 0.00 | $0.17 | 0.14 | 0.41 | 0.50 | 0.50 | 1.23 | 1.06 | 0.00 | $0.00 | 50.00 | 11 | 4.0 | 5.000 | 0.17 | 2024-07-22 |
| GOSS240816P00001500 | GOSS | PUT | Long | 1.50 | None | $0.00 | 0.00 | $0.20 | 0.16 | 0.03 | 0.50 | 0.50 | 1.23 | 1.03 | 0.00 | $0.00 | 50.00 | 8 | 4.0 | 5.000 | 0.20 | 2024-07-19 |
| GOSS240816P00001500 | GOSS | PUT | Long | 1.50 | None | $0.00 | 0.00 | $0.18 | 0.15 | 0.03 | 0.50 | 0.50 | 1.23 | 1.05 | 0.00 | $0.00 | 50.00 | 7 | 4.0 | 5.000 | 0.18 | 2024-07-18 |
| GOSS240816P00001500 | GOSS | PUT | Long | 1.50 | None | $0.00 | 0.00 | $0.14 | 0.11 | 0.06 | 0.50 | 0.50 | 1.23 | 1.09 | 0.00 | $0.00 | 50.00 | 6 | 4.0 | 5.000 | 0.14 | 2024-07-17 |
| GOSS240816P00001500 | GOSS | PUT | Long | 1.50 | None | $0.00 | 0.00 | $-0.02 | -0.02 | 0.39 | 0.50 | 0.50 | 1.23 | 1.25 | 0.00 | $0.00 | 50.00 | 5 | 4.0 | 5.000 | -0.02 | 2024-07-16 |
| GOSS240816P00001500 | GOSS | PUT | Long | 1.50 | None | $0.00 | 0.00 | $0.05 | 0.04 | 0.16 | 0.50 | 0.50 | 1.23 | 1.18 | 0.00 | $0.00 | 50.00 | 4 | 4.0 | 5.000 | 0.05 | 2024-07-15 |
| GOSS240816P00001500 | GOSS | PUT | Long | 1.50 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.07 | $0.00 | 0.00 | $0.06 | 0.05 | -0.08 | 0.50 | 0.50 | 1.23 | 1.17 | 0.00 | $0.00 | 50.00 | 1 | 4.0 | 5.000 | 0.06 | 2024-07-12 |
| GOSS240816P00001500 | GOSS | PUT | Long | 1.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.50 | 0.50 | 1.23 | 1.23 | 0.00 | $0.00 | 50.00 | 0 | 4.0 | 5.000 | -0.00 | 2024-07-11 |