| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-12-04 | HTOO | HTOO250117P00000500 | 0.50 | 15.0 | 16.000 | 2.438 | 1.091 | 0.2 | 0.0 | -0.200 | 0.250 | 0.100 | 0.20 | 0.64 | 2025-01-17 | PUT | Long | 0.836 | 0.978 | 0.635 |
| 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 | HTOO | 0.727 | 0.098 | 0.701 | 0.349 | 0.642 | -0.059 | 0.54 | -7.485 | 0.0000 | 0.29 | 2.48 | 21 | 1y | 0.60 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| HTOO250117P00000500 | HTOO | PUT | Long | 0.50 | None | $0.00 | 0.00 | $0.04 | 0.08 | 0.64 | 0.15 | 0.15 | 0.52 | 0.48 | 0.00 | $0.00 | 15.00 | 16 | 10.0 | 211.000 | 0.04 | 2024-12-20 |
| HTOO250117P00000500 | HTOO | PUT | Long | 0.50 | None | $-0.05 | -0.33 | $0.03 | 0.06 | 0.23 | 0.15 | 0.10 | 0.52 | 0.49 | -0.05 | $-5.00 | 15.00 | 15 | 1.0 | 211.000 | 0.03 | 2024-12-19 |
| HTOO250117P00000500 | HTOO | PUT | Long | 0.50 | None | $-0.05 | -0.33 | $0.03 | 0.06 | 0.17 | 0.15 | 0.10 | 0.52 | 0.49 | -0.05 | $-5.00 | 15.00 | 14 | 1.0 | 212.000 | 0.03 | 2024-12-18 |
| HTOO250117P00000500 | HTOO | PUT | Long | 0.50 | None | $-0.05 | -0.33 | $-0.02 | -0.04 | 0.05 | 0.15 | 0.10 | 0.52 | 0.54 | -0.05 | $-5.00 | 15.00 | 13 | 3.0 | 212.000 | -0.02 | 2024-12-17 |
| HTOO250117P00000500 | HTOO | PUT | Long | 0.50 | None | $-0.05 | -0.33 | $0.05 | 0.10 | 1.39 | 0.15 | 0.10 | 0.52 | 0.47 | -0.05 | $-5.00 | 15.00 | 12 | 3.0 | 212.000 | 0.05 | 2024-12-16 |
| HTOO250117P00000500 | HTOO | PUT | Long | 0.50 | None | $-0.05 | -0.33 | $0.07 | 0.13 | 0.20 | 0.15 | 0.10 | 0.52 | 0.45 | -0.05 | $-5.00 | 15.00 | 9 | 3.0 | 212.000 | 0.07 | 2024-12-13 |
| HTOO250117P00000500 | HTOO | PUT | Long | 0.50 | None | $-0.05 | -0.33 | $0.04 | 0.08 | 0.36 | 0.15 | 0.10 | 0.52 | 0.48 | -0.05 | $-5.00 | 15.00 | 8 | 3.0 | 213.000 | 0.04 | 2024-12-12 |
| HTOO250117P00000500 | HTOO | PUT | Long | 0.50 | None | $-0.03 | -0.20 | $-0.00 | -0.00 | 0.17 | 0.15 | 0.12 | 0.52 | 0.52 | -0.03 | $-3.00 | 15.00 | 7 | 4.0 | 213.000 | -0.00 | 2024-12-11 |
| HTOO250117P00000500 | HTOO | PUT | Long | 0.50 | None | $-0.03 | -0.20 | $-0.06 | -0.12 | 0.45 | 0.15 | 0.12 | 0.52 | 0.58 | -0.03 | $-3.00 | 15.00 | 6 | 4.0 | 213.000 | -0.06 | 2024-12-10 |
| HTOO250117P00000500 | HTOO | PUT | Long | 0.50 | None | $-0.03 | -0.20 | $0.02 | 0.04 | -0.02 | 0.15 | 0.12 | 0.52 | 0.50 | -0.03 | $-3.00 | 15.00 | 5 | 4.0 | 213.000 | 0.02 | 2024-12-09 |
| HTOO250117P00000500 | HTOO | PUT | Long | 0.50 | None | $0.01 | 0.07 | $-0.04 | -0.08 | -0.42 | 0.15 | 0.16 | 0.52 | 0.56 | 0.01 | $1.00 | 15.00 | 4 | 3.0 | 213.000 | -0.04 | 2024-12-08 |
| HTOO250117P00000500 | HTOO | PUT | Long | 0.50 | None | $0.01 | 0.07 | $-0.04 | -0.08 | -0.11 | 0.15 | 0.16 | 0.52 | 0.56 | 0.01 | $1.00 | 15.00 | 2 | 3.0 | 213.000 | -0.04 | 2024-12-06 |
| HTOO250117P00000500 | HTOO | PUT | Long | 0.50 | None | $0.01 | 0.07 | $0.04 | 0.08 | -0.61 | 0.15 | 0.16 | 0.52 | 0.48 | 0.01 | $1.00 | 15.00 | 1 | 3.0 | 210.000 | 0.04 | 2024-12-05 |
| HTOO250117P00000500 | HTOO | PUT | Long | 0.50 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.15 | 0.15 | 0.52 | 0.52 | 0.00 | $0.00 | 15.00 | 0 | 206.0 | 16.000 | -0.00 | 2024-12-04 |