| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-03-20 | KC | KC240419P00005000 | 5.00 | 5.0 | 9.000 | 1.102 | 0.414 | 0.0 | 1.2 | 0.000 | 0.130 | 1.340 | 1.40 | 3.77 | 2024-04-19 | PUT | Long | 0.414 | 0.441 | 0.161 |
| 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 | KC | 0.909 | 0.133 | 0.533 | 0.248 | 0.533 | 0.159 | 8.49 | -0.309 | 0.0000 | 2.09 | 9.63 | 21 | 1y | 3.41 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| KC240419P00005000 | KC | PUT | Long | 5.00 | None | $0.53 | 0.38 | $1.08 | 0.29 | 8.25 | 1.40 | 1.93 | 3.74 | 2.66 | 0.53 | $53.00 | 140.00 | 29 | 1.0 | 11.000 | 1.08 | 2024-04-18 |
| KC240419P00005000 | KC | PUT | Long | 5.00 | None | $0.53 | 0.38 | $1.13 | 0.30 | 8.20 | 1.40 | 1.93 | 3.74 | 2.61 | 0.53 | $53.00 | 140.00 | 28 | 1.0 | 11.000 | 1.13 | 2024-04-17 |
| KC240419P00005000 | KC | PUT | Long | 5.00 | None | $0.53 | 0.38 | $1.15 | 0.31 | 2.34 | 1.40 | 1.93 | 3.74 | 2.59 | 0.53 | $53.00 | 140.00 | 27 | 1.0 | 11.000 | 1.15 | 2024-04-16 |
| KC240419P00005000 | KC | PUT | Long | 5.00 | None | $0.53 | 0.38 | $1.15 | 0.31 | 5.08 | 1.40 | 1.93 | 3.74 | 2.59 | 0.53 | $53.00 | 140.00 | 26 | 1.0 | 11.000 | 1.15 | 2024-04-15 |
| KC240419P00005000 | KC | PUT | Long | 5.00 | None | $0.53 | 0.38 | $1.04 | 0.28 | 2.41 | 1.40 | 1.93 | 3.74 | 2.70 | 0.53 | $53.00 | 140.00 | 23 | 1.0 | 11.000 | 1.04 | 2024-04-12 |
| KC240419P00005000 | KC | PUT | Long | 5.00 | None | $0.53 | 0.38 | $0.81 | 0.22 | 1.09 | 1.40 | 1.93 | 3.74 | 2.93 | 0.53 | $53.00 | 140.00 | 22 | 1.0 | 11.000 | 0.81 | 2024-04-11 |
| KC240419P00005000 | KC | PUT | Long | 5.00 | None | $0.53 | 0.38 | $0.82 | 0.22 | 2.24 | 1.40 | 1.93 | 3.74 | 2.92 | 0.53 | $53.00 | 140.00 | 21 | 1.0 | 11.000 | 0.82 | 2024-04-10 |
| KC240419P00005000 | KC | PUT | Long | 5.00 | None | $0.53 | 0.38 | $0.74 | 0.20 | 0.75 | 1.40 | 1.93 | 3.74 | 3.00 | 0.53 | $53.00 | 140.00 | 20 | 1.0 | 11.000 | 0.74 | 2024-04-09 |
| KC240419P00005000 | KC | PUT | Long | 5.00 | None | $0.53 | 0.38 | $0.77 | 0.21 | 3.20 | 1.40 | 1.93 | 3.74 | 2.97 | 0.53 | $53.00 | 140.00 | 19 | 1.0 | 11.000 | 0.77 | 2024-04-08 |
| KC240419P00005000 | KC | PUT | Long | 5.00 | None | $0.53 | 0.38 | $0.66 | 0.18 | 0.91 | 1.40 | 1.93 | 3.74 | 3.08 | 0.53 | $53.00 | 140.00 | 16 | 1.0 | 11.000 | 0.66 | 2024-04-05 |
| KC240419P00005000 | KC | PUT | Long | 5.00 | None | $0.53 | 0.38 | $0.66 | 0.18 | 0.84 | 1.40 | 1.93 | 3.74 | 3.08 | 0.53 | $53.00 | 140.00 | 15 | 1.0 | 11.000 | 0.66 | 2024-04-04 |
| KC240419P00005000 | KC | PUT | Long | 5.00 | None | $0.53 | 0.38 | $0.55 | 0.15 | 0.75 | 1.40 | 1.93 | 3.74 | 3.19 | 0.53 | $53.00 | 140.00 | 14 | 1.0 | 11.000 | 0.55 | 2024-04-03 |
| KC240419P00005000 | KC | PUT | Long | 5.00 | None | $0.53 | 0.38 | $0.55 | 0.15 | 1.19 | 1.40 | 1.93 | 3.74 | 3.19 | 0.53 | $53.00 | 140.00 | 13 | 1.0 | 11.000 | 0.55 | 2024-04-02 |
| KC240419P00005000 | KC | PUT | Long | 5.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.53 | 0.38 | $0.59 | 0.16 | -1.03 | 1.40 | 1.93 | 3.74 | 3.15 | 0.53 | $53.00 | 140.00 | 12 | 1.0 | 11.000 | 0.59 | 2024-04-01 |
| KC240419P00005000 | KC | PUT | Long | 5.00 | None | $0.53 | 0.38 | $0.70 | 0.19 | 3.22 | 1.40 | 1.93 | 3.74 | 3.04 | 0.53 | $53.00 | 140.00 | 11 | 1.0 | 11.000 | 0.70 | 2024-03-31 |
| KC240419P00005000 | KC | PUT | Long | 5.00 | None | $0.53 | 0.38 | $0.70 | 0.19 | 3.01 | 1.40 | 1.93 | 3.74 | 3.04 | 0.53 | $53.00 | 140.00 | 10 | 1.0 | 11.000 | 0.70 | 2024-03-30 |
| KC240419P00005000 | KC | PUT | Long | 5.00 | None | $0.53 | 0.38 | $0.70 | 0.19 | 2.92 | 1.40 | 1.93 | 3.74 | 3.04 | 0.53 | $53.00 | 140.00 | 9 | 1.0 | 11.000 | 0.70 | 2024-03-29 |
| KC240419P00005000 | KC | PUT | Long | 5.00 | None | $0.53 | 0.38 | $0.70 | 0.19 | 2.83 | 1.40 | 1.93 | 3.74 | 3.04 | 0.53 | $53.00 | 140.00 | 8 | 1.0 | 11.000 | 0.70 | 2024-03-28 |
| KC240419P00005000 | KC | PUT | Long | 5.00 | None | $0.53 | 0.38 | $0.81 | 0.22 | 1.51 | 1.40 | 1.93 | 3.74 | 2.93 | 0.53 | $53.00 | 140.00 | 7 | 1.0 | 11.000 | 0.81 | 2024-03-27 |
| KC240419P00005000 | KC | PUT | Long | 5.00 | None | $0.55 | 0.39 | $0.74 | 0.20 | 0.64 | 1.40 | 1.95 | 3.74 | 3.00 | 0.55 | $55.00 | 140.00 | 6 | 2.0 | 13.000 | 0.74 | 2024-03-26 |
| KC240419P00005000 | KC | PUT | Long | 5.00 | None | $0.50 | 0.36 | $0.68 | 0.18 | 1.37 | 1.40 | 1.90 | 3.74 | 3.06 | 0.50 | $50.00 | 140.00 | 5 | 5.0 | 11.000 | 0.68 | 2024-03-25 |
| KC240419P00005000 | KC | PUT | Long | 5.00 | None | $0.31 | 0.22 | $0.46 | 0.12 | 0.85 | 1.40 | 1.71 | 3.74 | 3.28 | 0.31 | $31.00 | 140.00 | 2 | 1.0 | 11.000 | 0.46 | 2024-03-22 |
| KC240419P00005000 | KC | PUT | Long | 5.00 | None | $0.00 | 0.00 | $0.11 | 0.03 | 0.45 | 1.40 | 1.40 | 3.74 | 3.63 | 0.00 | $0.00 | 140.00 | 1 | 5.0 | 11.000 | 0.11 | 2024-03-21 |
| KC240419P00005000 | KC | PUT | Long | 5.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 1.40 | 1.40 | 3.74 | 3.74 | 0.00 | $0.00 | 140.00 | 0 | 5.0 | 9.000 | -0.00 | 2024-03-20 |