| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-08-16 | HRB | HRB240920P00060000 | 60.00 | 609.0 | 53.000 | 0.273 | 0.155 | 5.4 | 0.0 | -0.010 | 5.730 | 0.410 | 0.47 | 65.04 | 2024-09-20 | PUT | Long | 0.126 | 0.168 | 0.119 |
| 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 | HRB | 0.909 | 0.032 | 0.135 | 0.079 | 0.105 | 0.009 | 54.65 | 0.165 | 0.0000 | 45.44 | 66.60 | 21 | 1y | 60.46 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| HRB240920P00060000 | HRB | PUT | Long | 60.00 | None | $-0.55 | -0.96 | $0.69 | 0.01 | 0.23 | 0.57 | 0.02 | 64.36 | 63.67 | -0.55 | $-55.00 | 57.00 | 34 | 30.0 | 521.000 | 0.69 | 2024-09-19 |
| HRB240920P00060000 | HRB | PUT | Long | 60.00 | None | $-0.55 | -0.96 | $1.58 | 0.02 | 0.06 | 0.57 | 0.02 | 64.36 | 62.78 | -0.55 | $-55.00 | 57.00 | 33 | 30.0 | 511.000 | 1.58 | 2024-09-18 |
| HRB240920P00060000 | HRB | PUT | Long | 60.00 | None | $-0.53 | -0.93 | $0.88 | 0.01 | 0.07 | 0.57 | 0.04 | 64.36 | 63.48 | -0.53 | $-53.00 | 57.00 | 32 | 3.0 | 513.000 | 0.88 | 2024-09-17 |
| HRB240920P00060000 | HRB | PUT | Long | 60.00 | None | $-0.50 | -0.88 | $-0.07 | -0.00 | 0.09 | 0.57 | 0.07 | 64.36 | 64.43 | -0.50 | $-50.00 | 57.00 | 31 | 21.0 | 513.000 | -0.07 | 2024-09-16 |
| HRB240920P00060000 | HRB | PUT | Long | 60.00 | None | $-0.47 | -0.82 | $1.16 | 0.02 | 0.07 | 0.57 | 0.10 | 64.36 | 63.20 | -0.47 | $-47.00 | 57.00 | 29 | 205.0 | 497.000 | 1.16 | 2024-09-14 |
| HRB240920P00060000 | HRB | PUT | Long | 60.00 | None | $-0.45 | -0.79 | $1.16 | 0.02 | 0.02 | 0.57 | 0.12 | 64.36 | 63.20 | -0.45 | $-45.00 | 57.00 | 28 | 3.0 | 497.000 | 1.16 | 2024-09-13 |
| HRB240920P00060000 | HRB | PUT | Long | 60.00 | None | $-0.37 | -0.65 | $1.59 | 0.02 | 0.00 | 0.57 | 0.20 | 64.36 | 62.77 | -0.37 | $-37.00 | 57.00 | 27 | 3.0 | 498.000 | 1.59 | 2024-09-12 |
| HRB240920P00060000 | HRB | PUT | Long | 60.00 | None | $-0.37 | -0.65 | $1.44 | 0.02 | 0.02 | 0.57 | 0.20 | 64.36 | 62.92 | -0.37 | $-37.00 | 57.00 | 26 | 54.0 | 548.000 | 1.44 | 2024-09-11 |
| HRB240920P00060000 | HRB | PUT | Long | 60.00 | None | $-0.36 | -0.63 | $1.26 | 0.02 | 0.04 | 0.57 | 0.21 | 64.36 | 63.10 | -0.36 | $-36.00 | 57.00 | 25 | 130.0 | 669.000 | 1.26 | 2024-09-10 |
| HRB240920P00060000 | HRB | PUT | Long | 60.00 | None | $-0.37 | -0.65 | $1.50 | 0.02 | 0.01 | 0.57 | 0.20 | 64.36 | 62.86 | -0.37 | $-37.00 | 57.00 | 24 | 4.0 | 671.000 | 1.50 | 2024-09-09 |
| HRB240920P00060000 | HRB | PUT | Long | 60.00 | None | $-0.22 | -0.39 | $1.44 | 0.02 | 0.04 | 0.57 | 0.35 | 64.36 | 62.92 | -0.22 | $-22.00 | 57.00 | 23 | 26.0 | 692.000 | 1.44 | 2024-09-08 |
| HRB240920P00060000 | HRB | PUT | Long | 60.00 | None | $-0.29 | -0.51 | $1.44 | 0.02 | -0.00 | 0.57 | 0.28 | 64.36 | 62.92 | -0.29 | $-29.00 | 57.00 | 21 | 23.0 | 692.000 | 1.44 | 2024-09-06 |
| HRB240920P00060000 | HRB | PUT | Long | 60.00 | None | $-0.20 | -0.35 | $0.80 | 0.01 | 0.02 | 0.57 | 0.37 | 64.36 | 63.56 | -0.20 | $-20.00 | 57.00 | 20 | 21.0 | 692.000 | 0.80 | 2024-09-05 |
| HRB240920P00060000 | HRB | PUT | Long | 60.00 | None | $-0.20 | -0.35 | $0.01 | 0.00 | 0.05 | 0.57 | 0.37 | 64.36 | 64.35 | -0.20 | $-20.00 | 57.00 | 19 | 21.0 | 706.000 | 0.01 | 2024-09-04 |
| HRB240920P00060000 | HRB | PUT | Long | 60.00 | None | $-0.17 | -0.30 | $1.05 | 0.02 | -0.01 | 0.57 | 0.40 | 64.36 | 63.31 | -0.17 | $-17.00 | 57.00 | 15 | 29.0 | 709.000 | 1.05 | 2024-08-31 |
| HRB240920P00060000 | HRB | PUT | Long | 60.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $-0.17 | -0.30 | $1.06 | 0.02 | -0.02 | 0.57 | 0.40 | 64.36 | 63.30 | -0.17 | $-17.00 | 57.00 | 14 | 29.0 | 709.000 | 1.06 | 2024-08-30 |
| HRB240920P00060000 | HRB | PUT | Long | 60.00 | None | $-0.22 | -0.39 | $0.71 | 0.01 | 0.00 | 0.57 | 0.35 | 64.36 | 63.65 | -0.22 | $-22.00 | 57.00 | 13 | 28.0 | 731.000 | 0.71 | 2024-08-29 |
| HRB240920P00060000 | HRB | PUT | Long | 60.00 | None | $-0.27 | -0.47 | $0.31 | 0.00 | 0.00 | 0.57 | 0.30 | 64.36 | 64.05 | -0.27 | $-27.00 | 57.00 | 12 | 19.0 | 742.000 | 0.31 | 2024-08-28 |
| HRB240920P00060000 | HRB | PUT | Long | 60.00 | None | $-0.18 | -0.32 | $0.47 | 0.01 | -0.21 | 0.57 | 0.39 | 64.36 | 63.89 | -0.18 | $-18.00 | 57.00 | 11 | 251.0 | 736.000 | 0.47 | 2024-08-27 |
| HRB240920P00060000 | HRB | PUT | Long | 60.00 | None | $-0.18 | -0.32 | $0.56 | 0.01 | 0.00 | 0.57 | 0.39 | 64.36 | 63.80 | -0.18 | $-18.00 | 57.00 | 10 | 251.0 | 492.000 | 0.56 | 2024-08-26 |
| HRB240920P00060000 | HRB | PUT | Long | 60.00 | None | $-0.06 | -0.11 | $1.01 | 0.02 | -0.00 | 0.57 | 0.51 | 64.36 | 63.35 | -0.06 | $-6.00 | 57.00 | 9 | 110.0 | 465.000 | 1.01 | 2024-08-25 |
| HRB240920P00060000 | HRB | PUT | Long | 60.00 | None | $-0.06 | -0.11 | $1.01 | 0.02 | -0.01 | 0.57 | 0.51 | 64.36 | 63.35 | -0.06 | $-6.00 | 57.00 | 8 | 110.0 | 465.000 | 1.01 | 2024-08-24 |
| HRB240920P00060000 | HRB | PUT | Long | 60.00 | None | $-0.06 | -0.11 | $1.01 | 0.02 | -0.02 | 0.57 | 0.51 | 64.36 | 63.35 | -0.06 | $-6.00 | 57.00 | 7 | 105.0 | 465.000 | 1.01 | 2024-08-23 |
| HRB240920P00060000 | HRB | PUT | Long | 60.00 | None | $-0.10 | -0.18 | $0.71 | 0.01 | -0.00 | 0.57 | 0.47 | 64.36 | 63.65 | -0.10 | $-10.00 | 57.00 | 6 | 34.0 | 482.000 | 0.71 | 2024-08-22 |
| HRB240920P00060000 | HRB | PUT | Long | 60.00 | None | $-0.12 | -0.21 | $-0.19 | -0.00 | 0.01 | 0.57 | 0.45 | 64.36 | 64.55 | -0.12 | $-12.00 | 57.00 | 5 | 114.0 | 500.000 | -0.19 | 2024-08-21 |
| HRB240920P00060000 | HRB | PUT | Long | 60.00 | None | $-0.31 | -0.54 | $-2.23 | -0.03 | 0.02 | 0.57 | 0.26 | 64.36 | 66.59 | -0.31 | $-31.00 | 57.00 | 4 | 53.0 | 544.000 | -2.23 | 2024-08-20 |
| HRB240920P00060000 | HRB | PUT | Long | 60.00 | Exit OP PnL: $-0.12;Exit EQ PnL: -1.57; Position is Long and position continued to lose. Latest OP price is: $0.45 (EQ: $65.93). Initial OP price was: $0.57 (EQ: $64.36). Surpassed Stop Loss Percentage: -0.2105263157894736842105263158 < -0.16. | $-0.17 | -0.30 | $-0.94 | -0.01 | 0.01 | 0.57 | 0.40 | 64.36 | 65.30 | -0.17 | $-17.00 | 57.00 | 3 | 196.0 | 428.000 | -0.94 | 2024-08-19 |
| HRB240920P00060000 | HRB | PUT | Long | 60.00 | None | $-0.02 | -0.04 | $-0.09 | -0.00 | 0.01 | 0.57 | 0.55 | 64.36 | 64.45 | -0.02 | $-2.00 | 57.00 | 2 | 813.0 | 53.000 | -0.09 | 2024-08-18 |
| HRB240920P00060000 | HRB | PUT | Long | 60.00 | None | $-0.02 | -0.04 | $-0.09 | -0.00 | 0.01 | 0.57 | 0.55 | 64.36 | 64.45 | -0.02 | $-2.00 | 57.00 | 1 | 813.0 | 53.000 | -0.09 | 2024-08-17 |
| HRB240920P00060000 | HRB | PUT | Long | 60.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.57 | 0.57 | 64.36 | 64.36 | 0.00 | $0.00 | 57.00 | 0 | 754.0 | 53.000 | -0.00 | 2024-08-16 |