| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-02-27 | JMIA | JMIA240405P00005000 | 5.00 | 34.0 | 2.000 | 0.883 | 0.484 | 0.8 | 0.1 | -0.010 | 0.960 | 0.260 | 0.33 | 5.68 | 2024-04-05 | PUT | Long | 0.495 | 0.534 | 0.223 |
| 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 | JMIA | 1.000 | 0.158 | 0.809 | 0.308 | 0.277 | 0.040 | 4.56 | -0.559 | 0.0000 | 2.89 | 14.56 | 21 | 1y | 4.48 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| JMIA240405P00005000 | JMIA | PUT | Long | 5.00 | None | $-0.32 | -0.97 | $0.41 | 0.07 | 0.29 | 0.33 | 0.01 | 5.68 | 5.27 | -0.32 | $-32.00 | 33.00 | 37 | 161.0 | 335.000 | 0.41 | 2024-04-04 |
| JMIA240405P00005000 | JMIA | PUT | Long | 5.00 | None | $-0.27 | -0.82 | $0.45 | 0.08 | 0.01 | 0.33 | 0.06 | 5.68 | 5.23 | -0.27 | $-27.00 | 33.00 | 36 | 28.0 | 333.000 | 0.45 | 2024-04-03 |
| JMIA240405P00005000 | JMIA | PUT | Long | 5.00 | None | $-0.18 | -0.55 | $0.59 | 0.10 | 0.14 | 0.33 | 0.15 | 5.68 | 5.09 | -0.18 | $-18.00 | 33.00 | 35 | 286.0 | 362.000 | 0.59 | 2024-04-02 |
| JMIA240405P00005000 | JMIA | PUT | Long | 5.00 | None | $-0.23 | -0.70 | $0.57 | 0.10 | 0.19 | 0.33 | 0.10 | 5.68 | 5.11 | -0.23 | $-23.00 | 33.00 | 34 | 55.0 | 338.000 | 0.57 | 2024-04-01 |
| JMIA240405P00005000 | JMIA | PUT | Long | 5.00 | None | $-0.14 | -0.42 | $0.56 | 0.10 | 0.18 | 0.33 | 0.19 | 5.68 | 5.12 | -0.14 | $-14.00 | 33.00 | 33 | 252.0 | 258.000 | 0.56 | 2024-03-31 |
| JMIA240405P00005000 | JMIA | PUT | Long | 5.00 | None | $-0.14 | -0.42 | $0.56 | 0.10 | 0.02 | 0.33 | 0.19 | 5.68 | 5.12 | -0.14 | $-14.00 | 33.00 | 32 | 252.0 | 258.000 | 0.56 | 2024-03-30 |
| JMIA240405P00005000 | JMIA | PUT | Long | 5.00 | None | $-0.14 | -0.42 | $0.56 | 0.10 | -0.05 | 0.33 | 0.19 | 5.68 | 5.12 | -0.14 | $-14.00 | 33.00 | 31 | 252.0 | 258.000 | 0.56 | 2024-03-29 |
| JMIA240405P00005000 | JMIA | PUT | Long | 5.00 | None | $-0.13 | -0.39 | $0.56 | 0.10 | -0.11 | 0.33 | 0.20 | 5.68 | 5.12 | -0.13 | $-13.00 | 33.00 | 30 | 243.0 | 258.000 | 0.56 | 2024-03-28 |
| JMIA240405P00005000 | JMIA | PUT | Long | 5.00 | None | $-0.13 | -0.39 | $0.52 | 0.09 | -0.01 | 0.33 | 0.20 | 5.68 | 5.16 | -0.13 | $-13.00 | 33.00 | 29 | 283.0 | 357.000 | 0.52 | 2024-03-27 |
| JMIA240405P00005000 | JMIA | PUT | Long | 5.00 | None | $-0.11 | -0.33 | $0.65 | 0.11 | -0.12 | 0.33 | 0.22 | 5.68 | 5.03 | -0.11 | $-11.00 | 33.00 | 28 | 228.0 | 261.000 | 0.65 | 2024-03-26 |
| JMIA240405P00005000 | JMIA | PUT | Long | 5.00 | None | $-0.19 | -0.58 | $0.26 | 0.05 | -0.06 | 0.33 | 0.14 | 5.68 | 5.42 | -0.19 | $-19.00 | 33.00 | 27 | 121.0 | 141.000 | 0.26 | 2024-03-25 |
| JMIA240405P00005000 | JMIA | PUT | Long | 5.00 | None | $-0.19 | -0.58 | $0.07 | 0.01 | 0.29 | 0.33 | 0.14 | 5.68 | 5.61 | -0.19 | $-19.00 | 33.00 | 24 | 3.0 | 142.000 | 0.07 | 2024-03-22 |
| JMIA240405P00005000 | JMIA | PUT | Long | 5.00 | None | $-0.26 | -0.79 | $-0.29 | -0.05 | 0.70 | 0.33 | 0.07 | 5.68 | 5.97 | -0.26 | $-26.00 | 33.00 | 23 | 4.0 | 138.000 | -0.29 | 2024-03-21 |
| JMIA240405P00005000 | JMIA | PUT | Long | 5.00 | None | $-0.23 | -0.70 | $-0.40 | -0.07 | 0.01 | 0.33 | 0.10 | 5.68 | 6.08 | -0.23 | $-23.00 | 33.00 | 22 | 16.0 | 145.000 | -0.40 | 2024-03-20 |
| JMIA240405P00005000 | JMIA | PUT | Long | 5.00 | None | $-0.24 | -0.73 | $-0.52 | -0.09 | 0.02 | 0.33 | 0.09 | 5.68 | 6.20 | -0.24 | $-24.00 | 33.00 | 21 | 20.0 | 128.000 | -0.52 | 2024-03-19 |
| JMIA240405P00005000 | JMIA | PUT | Long | 5.00 | None | $-0.24 | -0.73 | $-0.97 | -0.17 | 0.16 | 0.33 | 0.09 | 5.68 | 6.65 | -0.24 | $-24.00 | 33.00 | 20 | 1.0 | 129.000 | -0.97 | 2024-03-18 |
| JMIA240405P00005000 | JMIA | PUT | Long | 5.00 | None | $-0.24 | -0.73 | $-1.22 | -0.21 | 0.22 | 0.33 | 0.09 | 5.68 | 6.90 | -0.24 | $-24.00 | 33.00 | 17 | 12.0 | 117.000 | -1.22 | 2024-03-15 |
| JMIA240405P00005000 | JMIA | PUT | Long | 5.00 | None | $-0.24 | -0.73 | $-1.12 | -0.20 | 0.23 | 0.33 | 0.09 | 5.68 | 6.80 | -0.24 | $-24.00 | 33.00 | 16 | 2.0 | 117.000 | -1.12 | 2024-03-14 |
| JMIA240405P00005000 | JMIA | PUT | Long | 5.00 | None | $-0.24 | -0.73 | $-1.33 | -0.23 | 0.17 | 0.33 | 0.09 | 5.68 | 7.01 | -0.24 | $-24.00 | 33.00 | 15 | 2.0 | 117.000 | -1.33 | 2024-03-13 |
| JMIA240405P00005000 | JMIA | PUT | Long | 5.00 | None | $-0.24 | -0.73 | $-0.97 | -0.17 | 0.22 | 0.33 | 0.09 | 5.68 | 6.65 | -0.24 | $-24.00 | 33.00 | 14 | 2.0 | 115.000 | -0.97 | 2024-03-12 |
| JMIA240405P00005000 | JMIA | PUT | Long | 5.00 | None | $-0.23 | -0.70 | $-0.82 | -0.14 | 0.12 | 0.33 | 0.10 | 5.68 | 6.50 | -0.23 | $-23.00 | 33.00 | 13 | 25.0 | 115.000 | -0.82 | 2024-03-11 |
| JMIA240405P00005000 | JMIA | PUT | Long | 5.00 | None | $-0.27 | -0.82 | $-1.40 | -0.25 | 0.24 | 0.33 | 0.06 | 5.68 | 7.08 | -0.27 | $-27.00 | 33.00 | 10 | 7.0 | 120.000 | -1.40 | 2024-03-08 |
| JMIA240405P00005000 | JMIA | PUT | Long | 5.00 | None | $-0.21 | -0.64 | $-1.22 | -0.21 | 0.51 | 0.33 | 0.12 | 5.68 | 6.90 | -0.21 | $-21.00 | 33.00 | 9 | 7.0 | 114.000 | -1.22 | 2024-03-07 |
| JMIA240405P00005000 | JMIA | PUT | Long | 5.00 | None | $-0.18 | -0.55 | $-1.27 | -0.22 | 0.68 | 0.33 | 0.15 | 5.68 | 6.95 | -0.18 | $-18.00 | 33.00 | 8 | 7.0 | 104.000 | -1.27 | 2024-03-06 |
| JMIA240405P00005000 | JMIA | PUT | Long | 5.00 | None | $-0.18 | -0.55 | $-0.85 | -0.15 | 0.14 | 0.33 | 0.15 | 5.68 | 6.53 | -0.18 | $-18.00 | 33.00 | 7 | 7.0 | 104.000 | -0.85 | 2024-03-05 |
| JMIA240405P00005000 | JMIA | PUT | Long | 5.00 | None | $-0.18 | -0.55 | $-1.42 | -0.25 | -0.63 | 0.33 | 0.15 | 5.68 | 7.10 | -0.18 | $-18.00 | 33.00 | 6 | 7.0 | 0.000 | -1.42 | 2024-03-04 |
| JMIA240405P00005000 | JMIA | PUT | Long | 5.00 | None | $-0.18 | -0.55 | $-1.23 | -0.22 | 0.14 | 0.33 | 0.15 | 5.68 | 6.91 | -0.18 | $-18.00 | 33.00 | 5 | 7.0 | 99.000 | -1.23 | 2024-03-03 |
| JMIA240405P00005000 | JMIA | PUT | Long | 5.00 | None | $-0.18 | -0.55 | $-1.23 | -0.22 | 0.14 | 0.33 | 0.15 | 5.68 | 6.91 | -0.18 | $-18.00 | 33.00 | 4 | 7.0 | 99.000 | -1.23 | 2024-03-02 |
| JMIA240405P00005000 | JMIA | PUT | Long | 5.00 | None | $-0.19 | -0.58 | $-1.30 | -0.23 | 0.10 | 0.33 | 0.14 | 5.68 | 6.98 | -0.19 | $-19.00 | 33.00 | 3 | 2.0 | 99.000 | -1.30 | 2024-03-01 |
| JMIA240405P00005000 | JMIA | PUT | Long | 5.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.01; Exit EQ PnL: -0.33 | $-0.09 | -0.27 | $-0.40 | -0.07 | 0.01 | 0.33 | 0.24 | 5.68 | 6.08 | -0.09 | $-9.00 | 33.00 | 2 | 53.0 | 65.000 | -0.40 | 2024-02-29 |
| JMIA240405P00005000 | JMIA | PUT | Long | 5.00 | None | $-0.01 | -0.03 | $0.06 | 0.01 | -0.14 | 0.33 | 0.32 | 5.68 | 5.62 | -0.01 | $-1.00 | 33.00 | 1 | 44.0 | 31.000 | 0.06 | 2024-02-28 |
| JMIA240405P00005000 | JMIA | PUT | Long | 5.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.33 | 0.33 | 5.68 | 5.68 | 0.00 | $0.00 | 33.00 | 0 | 34.0 | 2.000 | -0.00 | 2024-02-27 |