| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-01-25 | IBM | IBM240301P00200000 | 200.00 | 34.0 | 4.000 | 0.285 | 0.104 | 0.1 | 8.9 | 0.000 | 2.620 | 11.390 | 12.80 | 190.50 | 2024-03-01 | PUT | Long | 0.065 | 0.110 | 0.095 |
| 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 | IBM | 0.909 | 0.041 | 0.104 | 0.063 | 0.065 | -0.017 | 228.95 | 0.121 | 0.0000 | 159.16 | 238.04 | 21 | 1y | 214.74 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| IBM240301P00200000 | IBM | PUT | Long | 200.00 | None | $0.75 | 0.06 | $5.62 | 0.03 | 0.46 | 12.80 | 13.55 | 190.50 | 184.88 | 0.75 | $75.00 | 1280.00 | 35 | 3.0 | 10.000 | 5.62 | 2024-02-29 |
| IBM240301P00200000 | IBM | PUT | Long | 200.00 | None | $0.75 | 0.06 | $5.20 | 0.03 | 0.32 | 12.80 | 13.55 | 190.50 | 185.30 | 0.75 | $75.00 | 1280.00 | 34 | 3.0 | 10.000 | 5.20 | 2024-02-28 |
| IBM240301P00200000 | IBM | PUT | Long | 200.00 | None | $0.75 | 0.06 | $5.62 | 0.03 | 0.37 | 12.80 | 13.55 | 190.50 | 184.88 | 0.75 | $75.00 | 1280.00 | 33 | 3.0 | 10.000 | 5.62 | 2024-02-27 |
| IBM240301P00200000 | IBM | PUT | Long | 200.00 | None | $0.75 | 0.06 | $6.37 | 0.03 | 0.22 | 12.80 | 13.55 | 190.50 | 184.13 | 0.75 | $75.00 | 1280.00 | 32 | 3.0 | 10.000 | 6.37 | 2024-02-26 |
| IBM240301P00200000 | IBM | PUT | Long | 200.00 | None | $0.75 | 0.06 | $4.78 | 0.03 | 0.15 | 12.80 | 13.55 | 190.50 | 185.72 | 0.75 | $75.00 | 1280.00 | 31 | 3.0 | 10.000 | 4.78 | 2024-02-25 |
| IBM240301P00200000 | IBM | PUT | Long | 200.00 | None | $0.75 | 0.06 | $4.78 | 0.03 | -0.28 | 12.80 | 13.55 | 190.50 | 185.72 | 0.75 | $75.00 | 1280.00 | 29 | 3.0 | 10.000 | 4.78 | 2024-02-23 |
| IBM240301P00200000 | IBM | PUT | Long | 200.00 | None | $4.20 | 0.33 | $6.25 | 0.03 | 0.03 | 12.80 | 17.00 | 190.50 | 184.25 | 4.20 | $420.00 | 1280.00 | 28 | 1.0 | 11.000 | 6.25 | 2024-02-22 |
| IBM240301P00200000 | IBM | PUT | Long | 200.00 | None | $8.15 | 0.64 | $10.80 | 0.06 | 0.16 | 12.80 | 20.95 | 190.50 | 179.70 | 8.15 | $815.00 | 1280.00 | 27 | 65.0 | 12.000 | 10.80 | 2024-02-21 |
| IBM240301P00200000 | IBM | PUT | Long | 200.00 | None | $3.53 | 0.28 | $7.06 | 0.04 | 0.18 | 12.80 | 16.33 | 190.50 | 183.44 | 3.53 | $353.00 | 1280.00 | 26 | 33.0 | 9.000 | 7.06 | 2024-02-20 |
| IBM240301P00200000 | IBM | PUT | Long | 200.00 | None | $4.20 | 0.33 | $2.86 | 0.02 | -0.03 | 12.80 | 17.00 | 190.50 | 187.64 | 4.20 | $420.00 | 1280.00 | 25 | 20.0 | 9.000 | 2.86 | 2024-02-19 |
| IBM240301P00200000 | IBM | PUT | Long | 200.00 | None | $5.55 | 0.43 | $4.18 | 0.02 | -0.09 | 12.80 | 18.35 | 190.50 | 186.32 | 5.55 | $555.00 | 1280.00 | 15 | 2.0 | 14.000 | 4.18 | 2024-02-09 |
| IBM240301P00200000 | IBM | PUT | Long | 200.00 | None | $5.55 | 0.43 | $6.09 | 0.03 | -0.09 | 12.80 | 18.35 | 190.50 | 184.41 | 5.55 | $555.00 | 1280.00 | 14 | 2.0 | 23.000 | 6.09 | 2024-02-08 |
| IBM240301P00200000 | IBM | PUT | Long | 200.00 | None | $5.55 | 0.43 | $6.80 | 0.04 | 0.11 | 12.80 | 18.35 | 190.50 | 183.70 | 5.55 | $555.00 | 1280.00 | 13 | 2.0 | 22.000 | 6.80 | 2024-02-07 |
| IBM240301P00200000 | IBM | PUT | Long | 200.00 | None | $0.00 | 0.00 | $7.07 | 0.04 | 0.10 | 12.80 | 12.80 | 190.50 | 183.43 | 0.00 | $0.00 | 1280.00 | 12 | 34.0 | 22.000 | 7.07 | 2024-02-06 |
| IBM240301P00200000 | IBM | PUT | Long | 200.00 | None | $0.00 | 0.00 | $7.08 | 0.04 | -0.28 | 12.80 | 12.80 | 190.50 | 183.42 | 0.00 | $0.00 | 1280.00 | 11 | 34.0 | 22.000 | 7.08 | 2024-02-05 |
| IBM240301P00200000 | IBM | PUT | Long | 200.00 | None | $0.00 | 0.00 | $4.71 | 0.02 | -0.28 | 12.80 | 12.80 | 190.50 | 185.79 | 0.00 | $0.00 | 1280.00 | 10 | 34.0 | 22.000 | 4.71 | 2024-02-04 |
| IBM240301P00200000 | IBM | PUT | Long | 200.00 | None | $0.00 | 0.00 | $4.71 | 0.02 | 0.03 | 12.80 | 12.80 | 190.50 | 185.79 | 0.00 | $0.00 | 1280.00 | 8 | 34.0 | 22.000 | 4.71 | 2024-02-02 |
| IBM240301P00200000 | IBM | PUT | Long | 200.00 | None | $0.00 | 0.00 | $3.60 | 0.02 | 0.02 | 12.80 | 12.80 | 190.50 | 186.90 | 0.00 | $0.00 | 1280.00 | 7 | 34.0 | 22.000 | 3.60 | 2024-02-01 |
| IBM240301P00200000 | IBM | PUT | Long | 200.00 | None | $0.00 | 0.00 | $6.84 | 0.04 | 0.05 | 12.80 | 12.80 | 190.50 | 183.66 | 0.00 | $0.00 | 1280.00 | 6 | 34.0 | 22.000 | 6.84 | 2024-01-31 |
| IBM240301P00200000 | IBM | PUT | Long | 200.00 | None | $0.00 | 0.00 | $2.63 | 0.01 | 0.01 | 12.80 | 12.80 | 190.50 | 187.87 | 0.00 | $0.00 | 1280.00 | 5 | 34.0 | 22.000 | 2.63 | 2024-01-30 |
| IBM240301P00200000 | IBM | PUT | Long | 200.00 | None | $0.00 | 0.00 | $3.36 | 0.02 | 0.01 | 12.80 | 12.80 | 190.50 | 187.14 | 0.00 | $0.00 | 1280.00 | 4 | 34.0 | 22.000 | 3.36 | 2024-01-29 |
| IBM240301P00200000 | IBM | PUT | Long | 200.00 | None | $0.00 | 0.00 | $3.08 | 0.02 | 0.06 | 12.80 | 12.80 | 190.50 | 187.42 | 0.00 | $0.00 | 1280.00 | 3 | 34.0 | 22.000 | 3.08 | 2024-01-28 |
| IBM240301P00200000 | IBM | PUT | Long | 200.00 | OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position. | $0.00 | 0.00 | $3.08 | 0.02 | 0.06 | 12.80 | 12.80 | 190.50 | 187.42 | 0.00 | $0.00 | 1280.00 | 2 | 34.0 | 22.000 | 3.08 | 2024-01-27 |
| IBM240301P00200000 | IBM | PUT | Long | 200.00 | None | $0.00 | 0.00 | $3.11 | 0.02 | 0.03 | 12.80 | 12.80 | 190.50 | 187.39 | 0.00 | $0.00 | 1280.00 | 1 | 34.0 | 22.000 | 3.11 | 2024-01-26 |
| IBM240301P00200000 | IBM | PUT | Long | 200.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 12.80 | 12.80 | 190.50 | 190.50 | 0.00 | $0.00 | 1280.00 | 0 | 34.0 | 4.000 | -0.00 | 2024-01-25 |