| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-06-10 | JMIA | JMIA240712P00007500 | 7.50 | 10.0 | 20.000 | 1.076 | 0.389 | 1.4 | 0.0 | -0.010 | 1.850 | 0.530 | 1.00 | 8.78 | 2024-07-12 | PUT | Long | 0.393 | 0.423 | 0.171 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| JMIA240712P00007500 | JMIA | PUT | Long | 7.50 | None | $-0.97 | -0.97 | $-3.31 | -0.38 | 2.30 | 1.00 | 0.03 | 8.78 | 12.09 | -0.97 | $-97.00 | 100.00 | 31 | 28.0 | 634.000 | -3.31 | 2024-07-11 |
| JMIA240712P00007500 | JMIA | PUT | Long | 7.50 | None | $-0.97 | -0.97 | $-2.97 | -0.34 | 1.55 | 1.00 | 0.03 | 8.78 | 11.75 | -0.97 | $-97.00 | 100.00 | 30 | 28.0 | 636.000 | -2.97 | 2024-07-10 |
| JMIA240712P00007500 | JMIA | PUT | Long | 7.50 | None | $-0.95 | -0.95 | $-2.21 | -0.25 | 0.91 | 1.00 | 0.05 | 8.78 | 10.99 | -0.95 | $-95.00 | 100.00 | 29 | 29.0 | 652.000 | -2.21 | 2024-07-09 |
| JMIA240712P00007500 | JMIA | PUT | Long | 7.50 | None | $-0.84 | -0.84 | $0.32 | 0.04 | 0.14 | 1.00 | 0.16 | 8.78 | 8.46 | -0.84 | $-84.00 | 100.00 | 28 | 319.0 | 558.000 | 0.32 | 2024-07-08 |
| JMIA240712P00007500 | JMIA | PUT | Long | 7.50 | None | $-0.80 | -0.80 | $0.31 | 0.04 | 0.10 | 1.00 | 0.20 | 8.78 | 8.47 | -0.80 | $-80.00 | 100.00 | 25 | 94.0 | 436.000 | 0.31 | 2024-07-05 |
| JMIA240712P00007500 | JMIA | PUT | Long | 7.50 | None | $-0.62 | -0.62 | $0.93 | 0.11 | 0.03 | 1.00 | 0.38 | 8.78 | 7.85 | -0.62 | $-62.00 | 100.00 | 24 | 381.0 | 67.000 | 0.93 | 2024-07-04 |
| JMIA240712P00007500 | JMIA | PUT | Long | 7.50 | None | $-0.62 | -0.62 | $0.93 | 0.11 | -0.02 | 1.00 | 0.38 | 8.78 | 7.85 | -0.62 | $-62.00 | 100.00 | 23 | 381.0 | 67.000 | 0.93 | 2024-07-03 |
| JMIA240712P00007500 | JMIA | PUT | Long | 7.50 | None | $-0.15 | -0.15 | $1.30 | 0.15 | -0.52 | 1.00 | 0.85 | 8.78 | 7.48 | -0.15 | $-15.00 | 100.00 | 22 | 5.0 | 67.000 | 1.30 | 2024-07-02 |
| JMIA240712P00007500 | JMIA | PUT | Long | 7.50 | None | $-0.15 | -0.15 | $1.64 | 0.19 | 0.02 | 1.00 | 0.85 | 8.78 | 7.14 | -0.15 | $-15.00 | 100.00 | 21 | 5.0 | 72.000 | 1.64 | 2024-07-01 |
| JMIA240712P00007500 | JMIA | PUT | Long | 7.50 | None | $-0.10 | -0.10 | $1.77 | 0.20 | -0.01 | 1.00 | 0.90 | 8.78 | 7.01 | -0.10 | $-10.00 | 100.00 | 18 | 14.0 | 60.000 | 1.77 | 2024-06-28 |
| JMIA240712P00007500 | JMIA | PUT | Long | 7.50 | None | $-0.15 | -0.15 | $1.52 | 0.17 | 0.02 | 1.00 | 0.85 | 8.78 | 7.26 | -0.15 | $-15.00 | 100.00 | 17 | 1.0 | 60.000 | 1.52 | 2024-06-27 |
| JMIA240712P00007500 | JMIA | PUT | Long | 7.50 | None | $-0.11 | -0.11 | $1.49 | 0.17 | -0.02 | 1.00 | 0.89 | 8.78 | 7.29 | -0.11 | $-11.00 | 100.00 | 15 | 4.0 | 56.000 | 1.49 | 2024-06-25 |
| JMIA240712P00007500 | JMIA | PUT | Long | 7.50 | None | $-0.25 | -0.25 | $1.76 | 0.20 | 0.04 | 1.00 | 0.75 | 8.78 | 7.02 | -0.25 | $-25.00 | 100.00 | 14 | 2.0 | 55.000 | 1.76 | 2024-06-24 |
| JMIA240712P00007500 | JMIA | PUT | Long | 7.50 | None | $-0.73 | -0.73 | $0.94 | 0.11 | -0.19 | 1.00 | 0.27 | 8.78 | 7.84 | -0.73 | $-73.00 | 100.00 | 8 | 1.0 | 49.000 | 0.94 | 2024-06-18 |
| JMIA240712P00007500 | JMIA | PUT | Long | 7.50 | None | $-0.73 | -0.73 | $-0.63 | -0.07 | -0.07 | 1.00 | 0.27 | 8.78 | 9.41 | -0.73 | $-73.00 | 100.00 | 7 | 1.0 | 48.000 | -0.63 | 2024-06-17 |
| JMIA240712P00007500 | JMIA | PUT | Long | 7.50 | None | $-0.70 | -0.70 | $-0.50 | -0.06 | -0.04 | 1.00 | 0.30 | 8.78 | 9.28 | -0.70 | $-70.00 | 100.00 | 4 | 4.0 | 42.000 | -0.50 | 2024-06-14 |
| JMIA240712P00007500 | JMIA | PUT | Long | 7.50 | None | $-0.72 | -0.72 | $-0.69 | -0.08 | 0.02 | 1.00 | 0.28 | 8.78 | 9.47 | -0.72 | $-72.00 | 100.00 | 3 | 41.0 | 31.000 | -0.69 | 2024-06-13 |
| JMIA240712P00007500 | JMIA | PUT | Long | 7.50 | None | $-0.77 | -0.77 | $-1.08 | -0.12 | -0.09 | 1.00 | 0.23 | 8.78 | 9.86 | -0.77 | $-77.00 | 100.00 | 2 | 21.0 | 20.000 | -1.08 | 2024-06-12 |
| JMIA240712P00007500 | JMIA | PUT | Long | 7.50 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.31 | $0.00 | 0.00 | $-0.23 | -0.03 | 0.11 | 1.00 | 1.00 | 8.78 | 9.01 | 0.00 | $0.00 | 100.00 | 1 | 10.0 | 20.000 | -0.23 | 2024-06-11 |
| JMIA240712P00007500 | JMIA | PUT | Long | 7.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 1.00 | 1.00 | 8.78 | 8.78 | 0.00 | $0.00 | 100.00 | 0 | 10.0 | 20.000 | -0.00 | 2024-06-10 |