| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-12-02 | LEV | LEV250117P00002500 | 2.50 | 2.0 | 1679.000 | 5.344 | 0.844 | 0.0 | 2.2 | -0.160 | 0.060 | 2.230 | 2.29 | 0.32 | 2025-01-17 | PUT | Long | 0.644 | 0.795 | 0.551 |
| 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 | LEV | 1.000 | 0.121 | 0.772 | 0.258 | 0.772 | 0.365 | 0.25 | -0.409 | 0.0000 | 0.19 | 1.92 | 21 | 1y | 0.54 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LEV250117P00002500 | LEV | PUT | Long | 2.50 | None | $-0.04 | -0.02 | $0.04 | 0.14 | -4.94 | 2.29 | 2.25 | 0.29 | 0.25 | -0.04 | $-4.00 | 229.00 | 18 | 10.0 | 1599.000 | 0.04 | 2024-12-20 |
| LEV250117P00002500 | LEV | PUT | Long | 2.50 | None | $-0.04 | -0.02 | $0.04 | 0.14 | -4.94 | 2.29 | 2.25 | 0.29 | 0.25 | -0.04 | $-4.00 | 229.00 | 17 | 10.0 | 1599.000 | 0.04 | 2024-12-19 |
| LEV250117P00002500 | LEV | PUT | Long | 2.50 | None | $-0.04 | -0.02 | $0.04 | 0.14 | -4.94 | 2.29 | 2.25 | 0.29 | 0.25 | -0.04 | $-4.00 | 229.00 | 16 | 10.0 | 1599.000 | 0.04 | 2024-12-18 |
| LEV250117P00002500 | LEV | PUT | Long | 2.50 | None | $-0.04 | -0.02 | $0.04 | 0.14 | -4.94 | 2.29 | 2.25 | 0.29 | 0.25 | -0.04 | $-4.00 | 229.00 | 15 | 10.0 | 1599.000 | 0.04 | 2024-12-17 |
| LEV250117P00002500 | LEV | PUT | Long | 2.50 | None | $-0.04 | -0.02 | $0.04 | 0.14 | 0.88 | 2.29 | 2.25 | 0.29 | 0.25 | -0.04 | $-4.00 | 229.00 | 14 | 10.0 | 1609.000 | 0.04 | 2024-12-16 |
| LEV250117P00002500 | LEV | PUT | Long | 2.50 | None | $-0.09 | -0.04 | $-0.04 | -0.14 | -0.56 | 2.29 | 2.20 | 0.29 | 0.33 | -0.09 | $-9.00 | 229.00 | 11 | 40.0 | 1609.000 | -0.04 | 2024-12-13 |
| LEV250117P00002500 | LEV | PUT | Long | 2.50 | None | $-0.09 | -0.04 | $-0.05 | -0.17 | -0.50 | 2.29 | 2.20 | 0.29 | 0.34 | -0.09 | $-9.00 | 229.00 | 10 | 40.0 | 1609.000 | -0.05 | 2024-12-12 |
| LEV250117P00002500 | LEV | PUT | Long | 2.50 | None | $-0.09 | -0.04 | $-0.06 | -0.21 | -0.31 | 2.29 | 2.20 | 0.29 | 0.35 | -0.09 | $-9.00 | 229.00 | 9 | 40.0 | 1609.000 | -0.06 | 2024-12-11 |
| LEV250117P00002500 | LEV | PUT | Long | 2.50 | None | $-0.09 | -0.04 | $-0.07 | -0.24 | -0.19 | 2.29 | 2.20 | 0.29 | 0.36 | -0.09 | $-9.00 | 229.00 | 8 | 40.0 | 1609.000 | -0.07 | 2024-12-10 |
| LEV250117P00002500 | LEV | PUT | Long | 2.50 | None | $-0.09 | -0.04 | $-0.04 | -0.14 | -0.88 | 2.29 | 2.20 | 0.29 | 0.33 | -0.09 | $-9.00 | 229.00 | 7 | 10.0 | 1649.000 | -0.04 | 2024-12-09 |
| LEV250117P00002500 | LEV | PUT | Long | 2.50 | None | $-0.14 | -0.06 | $-0.07 | -0.24 | -1.81 | 2.29 | 2.15 | 0.29 | 0.36 | -0.14 | $-14.00 | 229.00 | 6 | 30.0 | 1679.000 | -0.07 | 2024-12-08 |
| LEV250117P00002500 | LEV | PUT | Long | 2.50 | None | $-0.14 | -0.06 | $-0.07 | -0.24 | -1.94 | 2.29 | 2.15 | 0.29 | 0.36 | -0.14 | $-14.00 | 229.00 | 4 | 20.0 | 1679.000 | -0.07 | 2024-12-06 |
| LEV250117P00002500 | LEV | PUT | Long | 2.50 | None | $-0.14 | -0.06 | $-0.05 | -0.17 | -0.25 | 2.29 | 2.15 | 0.29 | 0.34 | -0.14 | $-14.00 | 229.00 | 3 | 2.0 | 1679.000 | -0.05 | 2024-12-05 |
| LEV250117P00002500 | LEV | PUT | Long | 2.50 | None | $-0.14 | -0.06 | $-0.10 | -0.34 | -0.69 | 2.29 | 2.15 | 0.29 | 0.39 | -0.14 | $-14.00 | 229.00 | 2 | 2.0 | 1679.000 | -0.10 | 2024-12-04 |
| LEV250117P00002500 | LEV | PUT | Long | 2.50 | None | $-0.14 | -0.06 | $-0.04 | -0.14 | -0.56 | 2.29 | 2.15 | 0.29 | 0.33 | -0.14 | $-14.00 | 229.00 | 1 | 2.0 | 1679.000 | -0.04 | 2024-12-03 |
| LEV250117P00002500 | LEV | PUT | Long | 2.50 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 2.29 | 2.29 | 0.29 | 0.29 | 0.00 | $0.00 | 229.00 | 0 | 2.0 | 1679.000 | -0.00 | 2024-12-02 |