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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2023-12-02 | HUT | HUT240105P00002000 | 2.00 | 60.0 | 20.000 | 2.000 | 0.365 | 0.3 | 0.0 | -0.010 | 0.620 | 0.340 | 0.23 | 2.27 | 2024-01-05 | PUT | Long | 0.366 | 0.409 | 0.195 |
2023-12-01 | HUT | HUT240105P00002000 | 2.00 | 60.0 | 20.000 | 1.914 | 0.348 | 0.3 | 0.0 | -0.010 | 0.580 | 0.300 | 0.23 | 2.27 | 2024-01-05 | PUT | Long | 0.366 | 0.409 | 0.195 |
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 | HUT | 0.818 | 0.199 | 0.451 | 0.306 | 0.296 | -0.067 | 29.62 | -0.756 | 0.0000 | 6.33 | 30.24 | 21 | 1y | 18.39 |
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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
HUT240105P00002000 | HUT | PUT | Long | 2.00 | None | $0.00 | 0.00 | $-10.26 | -4.52 | 28.40 | 0.23 | 0.23 | 2.27 | 12.53 | 0.00 | $0.00 | 23.00 | 34 | 60.0 | 20.000 | -10.26 | 2024-01-04 |
HUT240105P00002000 | HUT | PUT | Long | 2.00 | None | $0.00 | 0.00 | $-10.06 | -4.43 | 19.40 | 0.23 | 0.23 | 2.27 | 12.33 | 0.00 | $0.00 | 23.00 | 33 | 60.0 | 20.000 | -10.06 | 2024-01-03 |
HUT240105P00002000 | HUT | PUT | Long | 2.00 | None | $0.00 | 0.00 | $-10.33 | -4.55 | 15.62 | 0.23 | 0.23 | 2.27 | 12.60 | 0.00 | $0.00 | 23.00 | 32 | 60.0 | 20.000 | -10.33 | 2024-01-02 |
HUT240105P00002000 | HUT | PUT | Long | 2.00 | None | $0.00 | 0.00 | $-11.07 | -4.88 | 13.49 | 0.23 | 0.23 | 2.27 | 13.34 | 0.00 | $0.00 | 23.00 | 31 | 60.0 | 20.000 | -11.07 | 2024-01-01 |
HUT240105P00002000 | HUT | PUT | Long | 2.00 | None | $0.00 | 0.00 | $-11.07 | -4.88 | 10.66 | 0.23 | 0.23 | 2.27 | 13.34 | 0.00 | $0.00 | 23.00 | 29 | 60.0 | 20.000 | -11.07 | 2023-12-30 |
HUT240105P00002000 | HUT | PUT | Long | 2.00 | None | $0.00 | 0.00 | $-11.07 | -4.88 | 8.98 | 0.23 | 0.23 | 2.27 | 13.34 | 0.00 | $0.00 | 23.00 | 28 | 60.0 | 20.000 | -11.07 | 2023-12-29 |
HUT240105P00002000 | HUT | PUT | Long | 2.00 | None | $0.00 | 0.00 | $-13.86 | -6.11 | 9.51 | 0.23 | 0.23 | 2.27 | 16.13 | 0.00 | $0.00 | 23.00 | 27 | 60.0 | 20.000 | -13.86 | 2023-12-28 |
HUT240105P00002000 | HUT | PUT | Long | 2.00 | None | $0.00 | 0.00 | $-15.86 | -6.99 | 8.59 | 0.23 | 0.23 | 2.27 | 18.13 | 0.00 | $0.00 | 23.00 | 26 | 60.0 | 20.000 | -15.86 | 2023-12-27 |
HUT240105P00002000 | HUT | PUT | Long | 2.00 | None | $0.00 | 0.00 | $-13.35 | -5.88 | 7.76 | 0.23 | 0.23 | 2.27 | 15.62 | 0.00 | $0.00 | 23.00 | 25 | 60.0 | 20.000 | -13.35 | 2023-12-26 |
HUT240105P00002000 | HUT | PUT | Long | 2.00 | None | $0.00 | 0.00 | $-12.57 | -5.54 | 7.23 | 0.23 | 0.23 | 2.27 | 14.84 | 0.00 | $0.00 | 23.00 | 24 | 60.0 | 20.000 | -12.57 | 2023-12-25 |
HUT240105P00002000 | HUT | PUT | Long | 2.00 | None | $0.00 | 0.00 | $-12.57 | -5.54 | 6.55 | 0.23 | 0.23 | 2.27 | 14.84 | 0.00 | $0.00 | 23.00 | 22 | 60.0 | 20.000 | -12.57 | 2023-12-23 |
HUT240105P00002000 | HUT | PUT | Long | 2.00 | None | $0.00 | 0.00 | $-12.57 | -5.54 | 6.26 | 0.23 | 0.23 | 2.27 | 14.84 | 0.00 | $0.00 | 23.00 | 21 | 60.0 | 20.000 | -12.57 | 2023-12-22 |
HUT240105P00002000 | HUT | PUT | Long | 2.00 | None | $0.00 | 0.00 | $-10.82 | -4.77 | 5.75 | 0.23 | 0.23 | 2.27 | 13.09 | 0.00 | $0.00 | 23.00 | 20 | 60.0 | 20.000 | -10.82 | 2023-12-21 |
HUT240105P00002000 | HUT | PUT | Long | 2.00 | None | $0.00 | 0.00 | $-10.51 | -4.63 | 5.48 | 0.23 | 0.23 | 2.27 | 12.78 | 0.00 | $0.00 | 23.00 | 19 | 60.0 | 20.000 | -10.51 | 2023-12-20 |
HUT240105P00002000 | HUT | PUT | Long | 2.00 | None | $0.00 | 0.00 | $-9.83 | -4.33 | 5.16 | 0.23 | 0.23 | 2.27 | 12.10 | 0.00 | $0.00 | 23.00 | 18 | 60.0 | 20.000 | -9.83 | 2023-12-19 |
HUT240105P00002000 | HUT | PUT | Long | 2.00 | None | $0.00 | 0.00 | $-9.89 | -4.36 | 5.16 | 0.23 | 0.23 | 2.27 | 12.16 | 0.00 | $0.00 | 23.00 | 17 | 60.0 | 20.000 | -9.89 | 2023-12-18 |
HUT240105P00002000 | HUT | PUT | Long | 2.00 | None | $0.00 | 0.00 | $-8.23 | -3.63 | 4.38 | 0.23 | 0.23 | 2.27 | 10.50 | 0.00 | $0.00 | 23.00 | 15 | 60.0 | 20.000 | -8.23 | 2023-12-16 |
HUT240105P00002000 | HUT | PUT | Long | 2.00 | None | $0.00 | 0.00 | $-8.23 | -3.63 | 4.23 | 0.23 | 0.23 | 2.27 | 10.50 | 0.00 | $0.00 | 23.00 | 14 | 60.0 | 20.000 | -8.23 | 2023-12-15 |
HUT240105P00002000 | HUT | PUT | Long | 2.00 | None | $0.00 | 0.00 | $-7.34 | -3.23 | 3.94 | 0.23 | 0.23 | 2.27 | 9.61 | 0.00 | $0.00 | 23.00 | 13 | 60.0 | 20.000 | -7.34 | 2023-12-14 |
HUT240105P00002000 | HUT | PUT | Long | 2.00 | None | $0.00 | 0.00 | $-6.67 | -2.94 | 3.68 | 0.23 | 0.23 | 2.27 | 8.94 | 0.00 | $0.00 | 23.00 | 12 | 60.0 | 20.000 | -6.67 | 2023-12-13 |
HUT240105P00002000 | HUT | PUT | Long | 2.00 | None | $0.00 | 0.00 | $-6.16 | -2.71 | 3.46 | 0.23 | 0.23 | 2.27 | 8.43 | 0.00 | $0.00 | 23.00 | 11 | 60.0 | 20.000 | -6.16 | 2023-12-12 |
HUT240105P00002000 | HUT | PUT | Long | 2.00 | None | $0.00 | 0.00 | $-6.58 | -2.90 | 3.56 | 0.23 | 0.23 | 2.27 | 8.85 | 0.00 | $0.00 | 23.00 | 10 | 60.0 | 20.000 | -6.58 | 2023-12-11 |
HUT240105P00002000 | HUT | PUT | Long | 2.00 | None | $0.00 | 0.00 | $-7.98 | -3.52 | 3.40 | 0.23 | 0.23 | 2.27 | 10.25 | 0.00 | $0.00 | 23.00 | 7 | 60.0 | 20.000 | -7.98 | 2023-12-08 |
HUT240105P00002000 | HUT | PUT | Long | 2.00 | None | $0.00 | 0.00 | $-7.18 | -3.16 | 3.27 | 0.23 | 0.23 | 2.27 | 9.45 | 0.00 | $0.00 | 23.00 | 6 | 60.0 | 20.000 | -7.18 | 2023-12-07 |
HUT240105P00002000 | HUT | PUT | Long | 2.00 | None | $0.00 | 0.00 | $-7.84 | -3.45 | 3.20 | 0.23 | 0.23 | 2.27 | 10.11 | 0.00 | $0.00 | 23.00 | 5 | 0.0 | 20.000 | -7.84 | 2023-12-06 |
HUT240105P00002000 | HUT | PUT | Long | 2.00 | None | $0.00 | 0.00 | $-9.13 | -4.02 | 3.30 | 0.23 | 0.23 | 2.27 | 11.40 | 0.00 | $0.00 | 23.00 | 4 | 0.0 | 20.000 | -9.13 | 2023-12-05 |
HUT240105P00002000 | HUT | PUT | Long | 2.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -8.12 | $0.00 | 0.00 | $-8.24 | -3.63 | 3.10 | 0.23 | 0.23 | 2.27 | 10.51 | 0.00 | $0.00 | 23.00 | 3 | 0.0 | 20.000 | -8.24 | 2023-12-04 |
HUT240105P00002000 | HUT | PUT | Long | 2.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.12 | 0.23 | 0.23 | 2.27 | 2.27 | 0.00 | $0.00 | 23.00 | 2 | 0.0 | 20.000 | -0.00 | 2023-12-03 |
HUT240105P00002000 | HUT | PUT | Long | 2.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.09 | 0.23 | 0.23 | 2.27 | 2.27 | 0.00 | $0.00 | 23.00 | 1 | 0.0 | 20.000 | -0.00 | 2023-12-02 |
HUT240105P00002000 | HUT | PUT | Long | 2.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.23 | 0.23 | 2.27 | 2.27 | 0.00 | $0.00 | 23.00 | 0 | 0.0 | 20.000 | -0.00 | 2023-12-01 |