| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-16 | HMY | HMY240816P00011000 | 11.00 | 70.0 | 116.000 | 0.490 | 0.250 | 0.4 | 0.3 | -0.010 | 0.690 | 0.670 | 0.62 | 10.97 | 2024-08-16 | PUT | Long | 0.229 | 0.273 | 0.160 |
| 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 | HMY | 0.636 | 0.090 | 0.203 | 0.151 | 0.125 | -0.021 | 8.69 | 0.140 | 0.0000 | 5.47 | 12.23 | 21 | 1y | 10.62 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| HMY240816P00011000 | HMY | PUT | Long | 11.00 | None | $0.33 | 0.53 | $0.83 | 0.08 | 0.82 | 0.62 | 0.95 | 10.97 | 10.14 | 0.33 | $33.00 | 62.00 | 30 | 15.0 | 83.000 | 0.83 | 2024-08-15 |
| HMY240816P00011000 | HMY | PUT | Long | 11.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.33 | 0.53 | $0.96 | 0.09 | 1.17 | 0.62 | 0.95 | 10.97 | 10.01 | 0.33 | $33.00 | 62.00 | 29 | 15.0 | 83.000 | 0.96 | 2024-08-14 |
| HMY240816P00011000 | HMY | PUT | Long | 11.00 | None | $0.33 | 0.53 | $0.96 | 0.09 | 0.04 | 0.62 | 0.95 | 10.97 | 10.01 | 0.33 | $33.00 | 62.00 | 28 | 15.0 | 78.000 | 0.96 | 2024-08-13 |
| HMY240816P00011000 | HMY | PUT | Long | 11.00 | None | $1.19 | 1.92 | $1.32 | 0.12 | 0.83 | 0.62 | 1.81 | 10.97 | 9.65 | 1.19 | $119.00 | 62.00 | 27 | 9.0 | 78.000 | 1.32 | 2024-08-12 |
| HMY240816P00011000 | HMY | PUT | Long | 11.00 | None | $1.19 | 1.92 | $1.47 | 0.13 | 0.50 | 0.62 | 1.81 | 10.97 | 9.50 | 1.19 | $119.00 | 62.00 | 24 | 9.0 | 78.000 | 1.47 | 2024-08-09 |
| HMY240816P00011000 | HMY | PUT | Long | 11.00 | None | $1.19 | 1.92 | $1.54 | 0.14 | 0.16 | 0.62 | 1.81 | 10.97 | 9.43 | 1.19 | $119.00 | 62.00 | 23 | 9.0 | 78.000 | 1.54 | 2024-08-08 |
| HMY240816P00011000 | HMY | PUT | Long | 11.00 | None | $1.19 | 1.92 | $1.93 | 0.18 | 0.57 | 0.62 | 1.81 | 10.97 | 9.04 | 1.19 | $119.00 | 62.00 | 22 | 9.0 | 78.000 | 1.93 | 2024-08-07 |
| HMY240816P00011000 | HMY | PUT | Long | 11.00 | None | $1.19 | 1.92 | $1.73 | 0.16 | 1.39 | 0.62 | 1.81 | 10.97 | 9.24 | 1.19 | $119.00 | 62.00 | 21 | 9.0 | 78.000 | 1.73 | 2024-08-06 |
| HMY240816P00011000 | HMY | PUT | Long | 11.00 | None | $1.19 | 1.92 | $1.77 | 0.16 | 0.46 | 0.62 | 1.81 | 10.97 | 9.20 | 1.19 | $119.00 | 62.00 | 19 | 9.0 | 86.000 | 1.77 | 2024-08-04 |
| HMY240816P00011000 | HMY | PUT | Long | 11.00 | None | $0.68 | 1.10 | $1.25 | 0.11 | -0.49 | 0.62 | 1.30 | 10.97 | 9.72 | 0.68 | $68.00 | 62.00 | 15 | 10.0 | 86.000 | 1.25 | 2024-07-31 |
| HMY240816P00011000 | HMY | PUT | Long | 11.00 | None | $1.33 | 2.15 | $2.04 | 0.19 | -0.49 | 0.62 | 1.95 | 10.97 | 8.93 | 1.33 | $133.00 | 62.00 | 13 | 1.0 | 79.000 | 2.04 | 2024-07-29 |
| HMY240816P00011000 | HMY | PUT | Long | 11.00 | None | $1.33 | 2.15 | $2.14 | 0.20 | 0.14 | 0.62 | 1.95 | 10.97 | 8.83 | 1.33 | $133.00 | 62.00 | 10 | 1.0 | 79.000 | 2.14 | 2024-07-26 |
| HMY240816P00011000 | HMY | PUT | Long | 11.00 | None | $1.33 | 2.15 | $2.49 | 0.23 | 0.45 | 0.62 | 1.95 | 10.97 | 8.48 | 1.33 | $133.00 | 62.00 | 9 | 1.0 | 159.000 | 2.49 | 2024-07-25 |
| HMY240816P00011000 | HMY | PUT | Long | 11.00 | None | $1.33 | 2.15 | $2.03 | 0.19 | 0.27 | 0.62 | 1.95 | 10.97 | 8.94 | 1.33 | $133.00 | 62.00 | 8 | 1.0 | 159.000 | 2.03 | 2024-07-24 |
| HMY240816P00011000 | HMY | PUT | Long | 11.00 | None | $1.33 | 2.15 | $1.88 | 0.17 | 0.12 | 0.62 | 1.95 | 10.97 | 9.09 | 1.33 | $133.00 | 62.00 | 7 | 1.0 | 159.000 | 1.88 | 2024-07-23 |
| HMY240816P00011000 | HMY | PUT | Long | 11.00 | None | $1.33 | 2.15 | $1.93 | 0.18 | 0.67 | 0.62 | 1.95 | 10.97 | 9.04 | 1.33 | $133.00 | 62.00 | 6 | 1.0 | 159.000 | 1.93 | 2024-07-22 |
| HMY240816P00011000 | HMY | PUT | Long | 11.00 | None | $1.08 | 1.74 | $1.61 | 0.15 | 0.04 | 0.62 | 1.70 | 10.97 | 9.36 | 1.08 | $108.00 | 62.00 | 3 | 4.0 | 158.000 | 1.61 | 2024-07-19 |
| HMY240816P00011000 | HMY | PUT | Long | 11.00 | None | $0.48 | 0.77 | $0.85 | 0.08 | 0.02 | 0.62 | 1.10 | 10.97 | 10.12 | 0.48 | $48.00 | 62.00 | 2 | 8.0 | 157.000 | 0.85 | 2024-07-18 |
| HMY240816P00011000 | HMY | PUT | Long | 11.00 | None | $0.23 | 0.37 | $0.44 | 0.04 | -0.06 | 0.62 | 0.85 | 10.97 | 10.53 | 0.23 | $23.00 | 62.00 | 1 | 30.0 | 155.000 | 0.44 | 2024-07-17 |
| HMY240816P00011000 | HMY | PUT | Long | 11.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.62 | 0.62 | 10.97 | 10.97 | 0.00 | $0.00 | 62.00 | 0 | 70.0 | 116.000 | -0.00 | 2024-07-16 |