| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-09 | JMIA | JMIA240809P00007500 | 7.50 | 98.0 | 128.000 | 1.191 | 0.458 | 3.5 | 0.0 | -0.020 | 3.740 | 0.220 | 0.25 | 10.99 | 2024-08-09 | PUT | Long | 0.463 | 0.528 | 0.299 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| JMIA240809P00007500 | JMIA | PUT | Long | 7.50 | None | $2.44 | 9.76 | $6.18 | 0.56 | 9.43 | 0.25 | 2.69 | 10.99 | 4.81 | 2.44 | $244.00 | 25.00 | 30 | 15.0 | 5511.000 | 6.18 | 2024-08-08 |
| JMIA240809P00007500 | JMIA | PUT | Long | 7.50 | None | $2.40 | 9.60 | $6.08 | 0.55 | 2.06 | 0.25 | 2.65 | 10.99 | 4.91 | 2.40 | $240.00 | 25.00 | 29 | 187.0 | 6042.000 | 6.08 | 2024-08-07 |
| JMIA240809P00007500 | JMIA | PUT | Long | 7.50 | None | $2.03 | 8.12 | $6.10 | 0.56 | 1.40 | 0.25 | 2.28 | 10.99 | 4.89 | 2.03 | $203.00 | 25.00 | 28 | 372.0 | 6089.000 | 6.10 | 2024-08-06 |
| JMIA240809P00007500 | JMIA | PUT | Long | 7.50 | None | $-0.19 | -0.76 | $-2.35 | -0.21 | -0.69 | 0.25 | 0.06 | 10.99 | 13.34 | -0.19 | $-19.00 | 25.00 | 20 | 8.0 | 70.000 | -2.35 | 2024-07-29 |
| JMIA240809P00007500 | JMIA | PUT | Long | 7.50 | None | $-0.19 | -0.76 | $-2.11 | -0.19 | 1.92 | 0.25 | 0.06 | 10.99 | 13.10 | -0.19 | $-19.00 | 25.00 | 17 | 8.0 | 70.000 | -2.11 | 2024-07-26 |
| JMIA240809P00007500 | JMIA | PUT | Long | 7.50 | None | $-0.19 | -0.76 | $-1.30 | -0.12 | 1.14 | 0.25 | 0.06 | 10.99 | 12.29 | -0.19 | $-19.00 | 25.00 | 16 | 8.0 | 70.000 | -1.30 | 2024-07-25 |
| JMIA240809P00007500 | JMIA | PUT | Long | 7.50 | None | $-0.19 | -0.76 | $-1.24 | -0.11 | 1.96 | 0.25 | 0.06 | 10.99 | 12.23 | -0.19 | $-19.00 | 25.00 | 15 | 8.0 | 70.000 | -1.24 | 2024-07-24 |
| JMIA240809P00007500 | JMIA | PUT | Long | 7.50 | None | $-0.19 | -0.76 | $-2.81 | -0.26 | 1.30 | 0.25 | 0.06 | 10.99 | 13.80 | -0.19 | $-19.00 | 25.00 | 14 | 8.0 | 70.000 | -2.81 | 2024-07-23 |
| JMIA240809P00007500 | JMIA | PUT | Long | 7.50 | None | $-0.19 | -0.76 | $-3.57 | -0.32 | 0.40 | 0.25 | 0.06 | 10.99 | 14.56 | -0.19 | $-19.00 | 25.00 | 13 | 8.0 | 65.000 | -3.57 | 2024-07-22 |
| JMIA240809P00007500 | JMIA | PUT | Long | 7.50 | None | $-0.20 | -0.80 | $-1.44 | -0.13 | 0.34 | 0.25 | 0.05 | 10.99 | 12.43 | -0.20 | $-20.00 | 25.00 | 10 | 1.0 | 64.000 | -1.44 | 2024-07-19 |
| JMIA240809P00007500 | JMIA | PUT | Long | 7.50 | None | $-0.17 | -0.68 | $-1.33 | -0.12 | 0.76 | 0.25 | 0.08 | 10.99 | 12.32 | -0.17 | $-17.00 | 25.00 | 9 | 22.0 | 64.000 | -1.33 | 2024-07-18 |
| JMIA240809P00007500 | JMIA | PUT | Long | 7.50 | None | $-0.17 | -0.68 | $-1.44 | -0.13 | 0.78 | 0.25 | 0.08 | 10.99 | 12.43 | -0.17 | $-17.00 | 25.00 | 8 | 22.0 | 64.000 | -1.44 | 2024-07-17 |
| JMIA240809P00007500 | JMIA | PUT | Long | 7.50 | None | $-0.17 | -0.68 | $-2.49 | -0.23 | 0.18 | 0.25 | 0.08 | 10.99 | 13.48 | -0.17 | $-17.00 | 25.00 | 7 | 22.0 | 64.000 | -2.49 | 2024-07-16 |
| JMIA240809P00007500 | JMIA | PUT | Long | 7.50 | None | $-0.17 | -0.68 | $-2.21 | -0.20 | 0.20 | 0.25 | 0.08 | 10.99 | 13.20 | -0.17 | $-17.00 | 25.00 | 6 | 22.0 | 66.000 | -2.21 | 2024-07-15 |
| JMIA240809P00007500 | JMIA | PUT | Long | 7.50 | None | $0.00 | 0.00 | $-2.08 | -0.19 | 0.18 | 0.25 | 0.25 | 10.99 | 13.07 | 0.00 | $0.00 | 25.00 | 3 | 20.0 | 66.000 | -2.08 | 2024-07-12 |
| JMIA240809P00007500 | JMIA | PUT | Long | 7.50 | None | $0.00 | 0.00 | $-1.10 | -0.10 | 0.13 | 0.25 | 0.25 | 10.99 | 12.09 | 0.00 | $0.00 | 25.00 | 2 | 20.0 | 66.000 | -1.10 | 2024-07-11 |
| JMIA240809P00007500 | JMIA | PUT | Long | 7.50 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.35 | $0.00 | 0.00 | $-0.76 | -0.07 | 0.00 | 0.25 | 0.25 | 10.99 | 11.75 | 0.00 | $0.00 | 25.00 | 1 | 20.0 | 46.000 | -0.76 | 2024-07-10 |
| JMIA240809P00007500 | JMIA | PUT | Long | 7.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.25 | 0.25 | 10.99 | 10.99 | 0.00 | $0.00 | 25.00 | 0 | 98.0 | 128.000 | -0.00 | 2024-07-09 |