| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-12-17 | KOS | KOS250117P00003000 | 3.00 | 263.0 | 1624.000 | 0.738 | 0.325 | 0.3 | 0.0 | -0.010 | 0.390 | 0.160 | 0.17 | 3.22 | 2025-01-17 | PUT | Long | 0.322 | 0.369 | 0.188 |
| 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 | KOS | 0.818 | 0.078 | 0.293 | 0.146 | 0.293 | 0.139 | 3.22 | 0.125 | 0.0000 | 2.71 | 7.04 | 21 | 1y | 3.89 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| KOS250117P00003000 | KOS | PUT | Long | 3.00 | None | $0.02 | 0.12 | $0.21 | 0.07 | -0.21 | 0.17 | 0.19 | 3.22 | 3.01 | 0.02 | $2.00 | 17.00 | 3 | 16.0 | 1929.000 | 0.21 | 2024-12-20 |
| KOS250117P00003000 | KOS | PUT | Long | 3.00 | None | $0.04 | 0.24 | $0.13 | 0.04 | 0.03 | 0.17 | 0.21 | 3.22 | 3.09 | 0.04 | $4.00 | 17.00 | 2 | 20.0 | 1909.000 | 0.13 | 2024-12-19 |
| KOS250117P00003000 | KOS | PUT | Long | 3.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.03; Exit EQ PnL: -0.12 | $-0.02 | -0.12 | $0.03 | 0.01 | -0.02 | 0.17 | 0.15 | 3.22 | 3.19 | -0.02 | $-2.00 | 17.00 | 1 | 150.0 | 1772.000 | 0.03 | 2024-12-18 |
| KOS250117P00003000 | KOS | PUT | Long | 3.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.17 | 0.17 | 3.22 | 3.22 | 0.00 | $0.00 | 17.00 | 0 | 263.0 | 1624.000 | -0.00 | 2024-12-17 |