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 | HOUS | HOUS240920P00005000 | 5.00 | 2.0 | 1305.000 | 0.535 | 0.379 | 0.0 | 1.1 | -0.010 | 0.070 | 1.120 | 1.50 | 3.90 | 2024-09-20 | PUT | Long | 0.242 | 0.306 | 0.194 |
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 | HOUS | 0.727 | 0.124 | 0.210 | 0.174 | 0.160 | -0.007 | 4.18 | -0.017 | 0.0000 | 3.14 | 8.35 | 21 | 1y | 3.99 |
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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $-1.45 | -0.97 | $-1.90 | -0.49 | 0.96 | 1.50 | 0.05 | 3.90 | 5.80 | -1.45 | $-145.00 | 150.00 | 70 | 101.0 | 4450.000 | -1.90 | 2024-09-19 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $-1.45 | -0.97 | $-1.66 | -0.43 | 0.43 | 1.50 | 0.05 | 3.90 | 5.56 | -1.45 | $-145.00 | 150.00 | 69 | 101.0 | 4450.000 | -1.66 | 2024-09-18 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $-1.45 | -0.97 | $-1.53 | -0.39 | 0.15 | 1.50 | 0.05 | 3.90 | 5.43 | -1.45 | $-145.00 | 150.00 | 68 | 101.0 | 4450.000 | -1.53 | 2024-09-17 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $-1.45 | -0.97 | $-1.45 | -0.37 | 0.17 | 1.50 | 0.05 | 3.90 | 5.35 | -1.45 | $-145.00 | 150.00 | 67 | 61.0 | 4448.000 | -1.45 | 2024-09-16 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $-1.43 | -0.95 | $-1.56 | -0.40 | 0.22 | 1.50 | 0.07 | 3.90 | 5.46 | -1.43 | $-143.00 | 150.00 | 65 | 100.0 | 4448.000 | -1.56 | 2024-09-14 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $-1.43 | -0.95 | $-1.56 | -0.40 | 0.12 | 1.50 | 0.07 | 3.90 | 5.46 | -1.43 | $-143.00 | 150.00 | 64 | 100.0 | 4448.000 | -1.56 | 2024-09-13 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $-1.18 | -0.79 | $-0.99 | -0.25 | 0.25 | 1.50 | 0.32 | 3.90 | 4.89 | -1.18 | $-118.00 | 150.00 | 63 | 20.0 | 4448.000 | -0.99 | 2024-09-12 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $-1.18 | -0.79 | $-0.89 | -0.23 | 0.01 | 1.50 | 0.32 | 3.90 | 4.79 | -1.18 | $-118.00 | 150.00 | 62 | 20.0 | 4448.000 | -0.89 | 2024-09-11 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $-1.18 | -0.79 | $-0.91 | -0.23 | 0.03 | 1.50 | 0.32 | 3.90 | 4.81 | -1.18 | $-118.00 | 150.00 | 61 | 20.0 | 4448.000 | -0.91 | 2024-09-10 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $-1.18 | -0.79 | $-1.06 | -0.27 | 0.04 | 1.50 | 0.32 | 3.90 | 4.96 | -1.18 | $-118.00 | 150.00 | 60 | 20.0 | 4448.000 | -1.06 | 2024-09-09 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $-1.18 | -0.79 | $-0.84 | -0.22 | 0.10 | 1.50 | 0.32 | 3.90 | 4.74 | -1.18 | $-118.00 | 150.00 | 57 | 20.0 | 4448.000 | -0.84 | 2024-09-06 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $-1.18 | -0.79 | $-0.75 | -0.19 | -0.03 | 1.50 | 0.32 | 3.90 | 4.65 | -1.18 | $-118.00 | 150.00 | 56 | 20.0 | 4448.000 | -0.75 | 2024-09-05 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $-1.18 | -0.79 | $-0.83 | -0.21 | 0.04 | 1.50 | 0.32 | 3.90 | 4.73 | -1.18 | $-118.00 | 150.00 | 55 | 20.0 | 4448.000 | -0.83 | 2024-09-04 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $-1.18 | -0.79 | $-0.99 | -0.25 | -0.01 | 1.50 | 0.32 | 3.90 | 4.89 | -1.18 | $-118.00 | 150.00 | 51 | 20.0 | 4468.000 | -0.99 | 2024-08-31 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $-1.18 | -0.79 | $-1.00 | -0.26 | 0.03 | 1.50 | 0.32 | 3.90 | 4.90 | -1.18 | $-118.00 | 150.00 | 50 | 20.0 | 4468.000 | -1.00 | 2024-08-30 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $-1.25 | -0.83 | $-1.11 | -0.28 | -0.03 | 1.50 | 0.25 | 3.90 | 5.01 | -1.25 | $-125.00 | 150.00 | 49 | 14.0 | 4468.000 | -1.11 | 2024-08-29 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $-1.25 | -0.83 | $-1.28 | -0.33 | 0.00 | 1.50 | 0.25 | 3.90 | 5.18 | -1.25 | $-125.00 | 150.00 | 48 | 14.0 | 4468.000 | -1.28 | 2024-08-28 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $-1.25 | -0.83 | $-1.51 | -0.39 | -0.41 | 1.50 | 0.25 | 3.90 | 5.41 | -1.25 | $-125.00 | 150.00 | 47 | 14.0 | 4468.000 | -1.51 | 2024-08-27 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $-1.25 | -0.83 | $-1.59 | -0.41 | 0.07 | 1.50 | 0.25 | 3.90 | 5.49 | -1.25 | $-125.00 | 150.00 | 46 | 14.0 | 4468.000 | -1.59 | 2024-08-26 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $-1.25 | -0.83 | $-1.22 | -0.31 | 0.02 | 1.50 | 0.25 | 3.90 | 5.12 | -1.25 | $-125.00 | 150.00 | 45 | 14.0 | 4464.000 | -1.22 | 2024-08-25 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $-1.25 | -0.83 | $-1.22 | -0.31 | 0.01 | 1.50 | 0.25 | 3.90 | 5.12 | -1.25 | $-125.00 | 150.00 | 44 | 14.0 | 4464.000 | -1.22 | 2024-08-24 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $-1.25 | -0.83 | $-1.21 | -0.31 | 0.00 | 1.50 | 0.25 | 3.90 | 5.11 | -1.25 | $-125.00 | 150.00 | 43 | 14.0 | 4464.000 | -1.21 | 2024-08-23 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $-1.10 | -0.73 | $-0.88 | -0.23 | -0.04 | 1.50 | 0.40 | 3.90 | 4.78 | -1.10 | $-110.00 | 150.00 | 42 | 1000.0 | 3592.000 | -0.88 | 2024-08-22 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $-1.10 | -0.73 | $-0.94 | -0.24 | 0.01 | 1.50 | 0.40 | 3.90 | 4.84 | -1.10 | $-110.00 | 150.00 | 41 | 1649.0 | 2124.000 | -0.94 | 2024-08-21 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $-1.10 | -0.73 | $-1.08 | -0.28 | 0.00 | 1.50 | 0.40 | 3.90 | 4.98 | -1.10 | $-110.00 | 150.00 | 40 | 474.0 | 1657.000 | -1.08 | 2024-08-20 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $-1.10 | -0.73 | $-1.03 | -0.26 | -0.01 | 1.50 | 0.40 | 3.90 | 4.93 | -1.10 | $-110.00 | 150.00 | 39 | 1002.0 | 1315.000 | -1.03 | 2024-08-19 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $-0.60 | -0.40 | $-0.83 | -0.21 | 0.06 | 1.50 | 0.90 | 3.90 | 4.73 | -0.60 | $-60.00 | 150.00 | 38 | 10.0 | 1315.000 | -0.83 | 2024-08-18 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $-0.60 | -0.40 | $-0.83 | -0.21 | 0.05 | 1.50 | 0.90 | 3.90 | 4.73 | -0.60 | $-60.00 | 150.00 | 37 | 10.0 | 1315.000 | -0.83 | 2024-08-17 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $-0.60 | -0.40 | $-0.82 | -0.21 | 0.03 | 1.50 | 0.90 | 3.90 | 4.72 | -0.60 | $-60.00 | 150.00 | 36 | 10.0 | 1315.000 | -0.82 | 2024-08-16 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $-0.60 | -0.40 | $-0.87 | -0.22 | 0.07 | 1.50 | 0.90 | 3.90 | 4.77 | -0.60 | $-60.00 | 150.00 | 35 | 10.0 | 1315.000 | -0.87 | 2024-08-15 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $-0.60 | -0.40 | $-0.59 | -0.15 | 0.48 | 1.50 | 0.90 | 3.90 | 4.49 | -0.60 | $-60.00 | 150.00 | 34 | 10.0 | 1315.000 | -0.59 | 2024-08-14 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $-0.60 | -0.40 | $-0.49 | -0.13 | 0.07 | 1.50 | 0.90 | 3.90 | 4.39 | -0.60 | $-60.00 | 150.00 | 33 | 10.0 | 1315.000 | -0.49 | 2024-08-13 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $-0.60 | -0.40 | $-0.25 | -0.06 | 0.11 | 1.50 | 0.90 | 3.90 | 4.15 | -0.60 | $-60.00 | 150.00 | 32 | 10.0 | 1315.000 | -0.25 | 2024-08-12 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $-0.69 | -0.46 | $-0.34 | -0.09 | 0.07 | 1.50 | 0.81 | 3.90 | 4.24 | -0.69 | $-69.00 | 150.00 | 29 | 25.0 | 1315.000 | -0.34 | 2024-08-09 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $-0.69 | -0.46 | $-0.30 | -0.08 | 0.26 | 1.50 | 0.81 | 3.90 | 4.20 | -0.69 | $-69.00 | 150.00 | 28 | 25.0 | 1315.000 | -0.30 | 2024-08-08 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $-0.69 | -0.46 | $-0.28 | -0.07 | 0.22 | 1.50 | 0.81 | 3.90 | 4.18 | -0.69 | $-69.00 | 150.00 | 27 | 25.0 | 1315.000 | -0.28 | 2024-08-07 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $-0.69 | -0.46 | $-0.59 | -0.15 | 0.14 | 1.50 | 0.81 | 3.90 | 4.49 | -0.69 | $-69.00 | 150.00 | 26 | 25.0 | 1315.000 | -0.59 | 2024-08-06 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $-0.69 | -0.46 | $-0.86 | -0.22 | 0.19 | 1.50 | 0.81 | 3.90 | 4.76 | -0.69 | $-69.00 | 150.00 | 18 | 25.0 | 1315.000 | -0.86 | 2024-07-29 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $-0.69 | -0.46 | $-0.86 | -0.22 | 0.14 | 1.50 | 0.81 | 3.90 | 4.76 | -0.69 | $-69.00 | 150.00 | 15 | 25.0 | 1315.000 | -0.86 | 2024-07-26 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $-0.69 | -0.46 | $-0.64 | -0.16 | 0.04 | 1.50 | 0.81 | 3.90 | 4.54 | -0.69 | $-69.00 | 150.00 | 14 | 25.0 | 1315.000 | -0.64 | 2024-07-25 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $-1.05 | -0.70 | $-0.51 | -0.13 | 0.32 | 1.50 | 0.45 | 3.90 | 4.41 | -1.05 | $-105.00 | 150.00 | 13 | 10.0 | 1315.000 | -0.51 | 2024-07-24 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $-1.05 | -0.70 | $-0.71 | -0.18 | 0.15 | 1.50 | 0.45 | 3.90 | 4.61 | -1.05 | $-105.00 | 150.00 | 12 | 10.0 | 1315.000 | -0.71 | 2024-07-23 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $-1.05 | -0.70 | $-0.60 | -0.15 | 0.06 | 1.50 | 0.45 | 3.90 | 4.50 | -1.05 | $-105.00 | 150.00 | 11 | 10.0 | 1315.000 | -0.60 | 2024-07-22 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $-1.05 | -0.70 | $-0.68 | -0.17 | 0.31 | 1.50 | 0.45 | 3.90 | 4.58 | -1.05 | $-105.00 | 150.00 | 8 | 10.0 | 1315.000 | -0.68 | 2024-07-19 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $-1.05 | -0.70 | $-0.63 | -0.16 | 0.10 | 1.50 | 0.45 | 3.90 | 4.53 | -1.05 | $-105.00 | 150.00 | 7 | 10.0 | 1315.000 | -0.63 | 2024-07-18 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $-1.05 | -0.70 | $-0.74 | -0.19 | 0.14 | 1.50 | 0.45 | 3.90 | 4.64 | -1.05 | $-105.00 | 150.00 | 6 | 10.0 | 1315.000 | -0.74 | 2024-07-17 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $-0.70 | -0.47 | $-0.64 | -0.16 | 0.13 | 1.50 | 0.80 | 3.90 | 4.54 | -0.70 | $-70.00 | 150.00 | 5 | 10.0 | 1305.000 | -0.64 | 2024-07-16 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $0.00 | 0.00 | $-0.33 | -0.08 | 0.39 | 1.50 | 1.50 | 3.90 | 4.23 | 0.00 | $0.00 | 150.00 | 4 | 2.0 | 1305.000 | -0.33 | 2024-07-15 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position. | $0.00 | 0.00 | $-0.06 | -0.02 | 0.39 | 1.50 | 1.50 | 3.90 | 3.96 | 0.00 | $0.00 | 150.00 | 2 | 2.0 | 1305.000 | -0.06 | 2024-07-13 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $0.00 | 0.00 | $-0.06 | -0.02 | -0.01 | 1.50 | 1.50 | 3.90 | 3.96 | 0.00 | $0.00 | 150.00 | 1 | 2.0 | 1305.000 | -0.06 | 2024-07-12 |
HOUS240920P00005000 | HOUS | PUT | Long | 5.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 1.50 | 1.50 | 3.90 | 3.90 | 0.00 | $0.00 | 150.00 | 0 | 2.0 | 1305.000 | -0.00 | 2024-07-11 |