| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-28 | INSM | INSM240719P00015000 | 15.00 | 139.0 | 2209.000 | 1.203 | 0.782 | 31.7 | 0.0 | -0.700 | 31.710 | 0.010 | 0.05 | 46.60 | 2024-07-19 | PUT | Long | 0.181 | 0.812 | 1.185 |
| 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 | INSM | 1.000 | 0.088 | 0.812 | 0.174 | 0.138 | 0.013 | 73.85 | -2.456 | 0.0000 | 22.00 | 79.01 | 21 | 1y | 70.93 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| INSM240719P00015000 | INSM | PUT | Long | 15.00 | None | $0.00 | 0.00 | $-27.00 | -0.56 | 7.02 | 0.05 | 0.05 | 48.06 | 75.06 | 0.00 | $0.00 | 5.00 | 51 | 1.0 | 2121.000 | -27.00 | 2024-07-18 |
| INSM240719P00015000 | INSM | PUT | Long | 15.00 | None | $0.00 | 0.00 | $-27.48 | -0.57 | 5.52 | 0.05 | 0.05 | 48.06 | 75.54 | 0.00 | $0.00 | 5.00 | 50 | 1.0 | 2121.000 | -27.48 | 2024-07-17 |
| INSM240719P00015000 | INSM | PUT | Long | 15.00 | None | $0.00 | 0.00 | $-29.92 | -0.62 | 4.70 | 0.05 | 0.05 | 48.06 | 77.98 | 0.00 | $0.00 | 5.00 | 49 | 1.0 | 2121.000 | -29.92 | 2024-07-16 |
| INSM240719P00015000 | INSM | PUT | Long | 15.00 | None | $0.00 | 0.00 | $-29.41 | -0.61 | -0.73 | 0.05 | 0.05 | 48.06 | 77.47 | 0.00 | $0.00 | 5.00 | 48 | 1.0 | 2121.000 | -29.41 | 2024-07-15 |
| INSM240719P00015000 | INSM | PUT | Long | 15.00 | None | $0.00 | 0.00 | $-28.65 | -0.60 | 2.92 | 0.05 | 0.05 | 48.06 | 76.71 | 0.00 | $0.00 | 5.00 | 45 | 1.0 | 2121.000 | -28.65 | 2024-07-12 |
| INSM240719P00015000 | INSM | PUT | Long | 15.00 | None | $0.00 | 0.00 | $-28.97 | -0.60 | 2.70 | 0.05 | 0.05 | 48.06 | 77.03 | 0.00 | $0.00 | 5.00 | 44 | 1.0 | 2121.000 | -28.97 | 2024-07-11 |
| INSM240719P00015000 | INSM | PUT | Long | 15.00 | None | $0.00 | 0.00 | $-25.04 | -0.52 | 2.39 | 0.05 | 0.05 | 48.06 | 73.10 | 0.00 | $0.00 | 5.00 | 43 | 1.0 | 2121.000 | -25.04 | 2024-07-10 |
| INSM240719P00015000 | INSM | PUT | Long | 15.00 | None | $0.00 | 0.00 | $-22.21 | -0.46 | 2.16 | 0.05 | 0.05 | 48.06 | 70.27 | 0.00 | $0.00 | 5.00 | 42 | 1.0 | 2121.000 | -22.21 | 2024-07-09 |
| INSM240719P00015000 | INSM | PUT | Long | 15.00 | None | $0.00 | 0.00 | $-21.99 | -0.46 | 2.02 | 0.05 | 0.05 | 48.06 | 70.05 | 0.00 | $0.00 | 5.00 | 41 | 1.0 | 2122.000 | -21.99 | 2024-07-08 |
| INSM240719P00015000 | INSM | PUT | Long | 15.00 | None | $-0.03 | -0.60 | $-21.94 | -0.46 | 1.67 | 0.05 | 0.02 | 48.06 | 70.00 | -0.03 | $-3.00 | 5.00 | 38 | 1.0 | 2122.000 | -21.94 | 2024-07-05 |
| INSM240719P00015000 | INSM | PUT | Long | 15.00 | None | $-0.03 | -0.60 | $-13.94 | -0.29 | 1.39 | 0.05 | 0.02 | 48.06 | 62.00 | -0.03 | $-3.00 | 5.00 | 37 | 1.0 | 0.000 | -13.94 | 2024-07-04 |
| INSM240719P00015000 | INSM | PUT | Long | 15.00 | None | $-0.03 | -0.60 | $-13.94 | -0.29 | 1.31 | 0.05 | 0.02 | 48.06 | 62.00 | -0.03 | $-3.00 | 5.00 | 36 | 1.0 | 0.000 | -13.94 | 2024-07-03 |
| INSM240719P00015000 | INSM | PUT | Long | 15.00 | None | $-0.03 | -0.60 | $-16.44 | -0.34 | 1.30 | 0.05 | 0.02 | 48.06 | 64.50 | -0.03 | $-3.00 | 5.00 | 35 | 1.0 | 2122.000 | -16.44 | 2024-07-02 |
| INSM240719P00015000 | INSM | PUT | Long | 15.00 | None | $-0.02 | -0.40 | $-18.28 | -0.38 | 1.27 | 0.05 | 0.03 | 48.06 | 66.34 | -0.02 | $-2.00 | 5.00 | 34 | 3.0 | 2122.000 | -18.28 | 2024-07-01 |
| INSM240719P00015000 | INSM | PUT | Long | 15.00 | None | $-0.02 | -0.40 | $-18.94 | -0.39 | 1.11 | 0.05 | 0.03 | 48.06 | 67.00 | -0.02 | $-2.00 | 5.00 | 31 | 3.0 | 2122.000 | -18.94 | 2024-06-28 |
| INSM240719P00015000 | INSM | PUT | Long | 15.00 | None | $-0.02 | -0.40 | $-18.89 | -0.39 | 1.05 | 0.05 | 0.03 | 48.06 | 66.95 | -0.02 | $-2.00 | 5.00 | 30 | 3.0 | 2122.000 | -18.89 | 2024-06-27 |
| INSM240719P00015000 | INSM | PUT | Long | 15.00 | None | $-0.02 | -0.40 | $-21.78 | -0.45 | 1.02 | 0.05 | 0.03 | 48.06 | 69.84 | -0.02 | $-2.00 | 5.00 | 28 | 3.0 | 2122.000 | -21.78 | 2024-06-25 |
| INSM240719P00015000 | INSM | PUT | Long | 15.00 | None | $-0.02 | -0.40 | $-20.37 | -0.42 | 0.94 | 0.05 | 0.03 | 48.06 | 68.43 | -0.02 | $-2.00 | 5.00 | 27 | 3.0 | 2125.000 | -20.37 | 2024-06-24 |
| INSM240719P00015000 | INSM | PUT | Long | 15.00 | None | $0.00 | 0.00 | $-17.52 | -0.36 | 0.69 | 0.05 | 0.05 | 48.06 | 65.58 | 0.00 | $0.00 | 5.00 | 21 | 1.0 | 2125.000 | -17.52 | 2024-06-18 |
| INSM240719P00015000 | INSM | PUT | Long | 15.00 | None | $0.00 | 0.00 | $-16.64 | -0.35 | 0.64 | 0.05 | 0.05 | 48.06 | 64.70 | 0.00 | $0.00 | 5.00 | 20 | 1.0 | 2125.000 | -16.64 | 2024-06-17 |
| INSM240719P00015000 | INSM | PUT | Long | 15.00 | None | $0.00 | 0.00 | $-15.86 | -0.33 | 0.55 | 0.05 | 0.05 | 48.06 | 63.92 | 0.00 | $0.00 | 5.00 | 17 | 1.0 | 2125.000 | -15.86 | 2024-06-14 |
| INSM240719P00015000 | INSM | PUT | Long | 15.00 | None | $0.00 | 0.00 | $-13.57 | -0.28 | 0.48 | 0.05 | 0.05 | 48.06 | 61.63 | 0.00 | $0.00 | 5.00 | 16 | 1.0 | 2125.000 | -13.57 | 2024-06-13 |
| INSM240719P00015000 | INSM | PUT | Long | 15.00 | None | $0.11 | 2.20 | $-13.59 | -0.28 | 0.47 | 0.05 | 0.16 | 48.06 | 61.65 | 0.11 | $11.00 | 5.00 | 15 | 3.0 | 2125.000 | -13.59 | 2024-06-12 |
| INSM240719P00015000 | INSM | PUT | Long | 15.00 | None | $0.99 | 19.80 | $-13.81 | -0.29 | 0.44 | 0.05 | 1.04 | 48.06 | 61.87 | 0.99 | $99.00 | 5.00 | 14 | 1.0 | 2125.000 | -13.81 | 2024-06-11 |
| INSM240719P00015000 | INSM | PUT | Long | 15.00 | None | $0.99 | 19.80 | $-11.84 | -0.25 | 0.39 | 0.05 | 1.04 | 48.06 | 59.90 | 0.99 | $99.00 | 5.00 | 13 | 1.0 | 2125.000 | -11.84 | 2024-06-10 |
| INSM240719P00015000 | INSM | PUT | Long | 15.00 | None | $0.00 | 0.00 | $-8.79 | -0.18 | 0.34 | 0.05 | 0.05 | 48.06 | 56.85 | 0.00 | $0.00 | 5.00 | 12 | 1.0 | 2125.000 | -8.79 | 2024-06-09 |
| INSM240719P00015000 | INSM | PUT | Long | 15.00 | None | $0.00 | 0.00 | $-8.79 | -0.18 | 0.28 | 0.05 | 0.05 | 48.06 | 56.85 | 0.00 | $0.00 | 5.00 | 10 | 1.0 | 2125.000 | -8.79 | 2024-06-07 |
| INSM240719P00015000 | INSM | PUT | Long | 15.00 | None | $0.00 | 0.00 | $-9.11 | -0.19 | 0.27 | 0.05 | 0.05 | 48.06 | 57.17 | 0.00 | $0.00 | 5.00 | 9 | 1.0 | 2125.000 | -9.11 | 2024-06-06 |
| INSM240719P00015000 | INSM | PUT | Long | 15.00 | None | $0.00 | 0.00 | $-9.77 | -0.20 | 0.27 | 0.05 | 0.05 | 48.06 | 57.83 | 0.00 | $0.00 | 5.00 | 8 | 1.0 | 2125.000 | -9.77 | 2024-06-05 |
| INSM240719P00015000 | INSM | PUT | Long | 15.00 | None | $0.00 | 0.00 | $-8.94 | -0.19 | 0.24 | 0.05 | 0.05 | 48.06 | 57.00 | 0.00 | $0.00 | 5.00 | 7 | 1.0 | 2125.000 | -8.94 | 2024-06-04 |
| INSM240719P00015000 | INSM | PUT | Long | 15.00 | None | $0.06 | 1.20 | $-7.88 | -0.16 | 1.04 | 0.05 | 0.11 | 48.06 | 55.94 | 0.06 | $6.00 | 5.00 | 6 | 2.0 | 2125.000 | -7.88 | 2024-06-03 |
| INSM240719P00015000 | INSM | PUT | Long | 15.00 | None | $0.06 | 1.20 | $-6.99 | -0.15 | 0.27 | 0.05 | 0.11 | 48.06 | 55.05 | 0.06 | $6.00 | 5.00 | 3 | 2.0 | 2125.000 | -6.99 | 2024-05-31 |
| INSM240719P00015000 | INSM | PUT | Long | 15.00 | None | $0.31 | 6.20 | $-8.92 | -0.19 | 0.16 | 0.05 | 0.36 | 48.06 | 56.98 | 0.31 | $31.00 | 5.00 | 2 | 4.0 | 2127.000 | -8.92 | 2024-05-30 |
| INSM240719P00015000 | INSM | PUT | Long | 15.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -2.57 | $0.00 | 0.00 | $-5.49 | -0.11 | 0.09 | 0.05 | 0.05 | 48.06 | 53.55 | 0.00 | $0.00 | 5.00 | 1 | 30.0 | 2138.000 | -5.49 | 2024-05-29 |
| INSM240719P00015000 | INSM | PUT | Long | 15.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.05 | 0.05 | 48.06 | 48.06 | 0.00 | $0.00 | 5.00 | 0 | 172.0 | 2209.000 | -0.00 | 2024-05-28 |