| 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 | LITM | LITM250117P00001000 | 1.00 | 10.0 | 4.000 | 3.500 | 0.472 | 0.0 | 0.8 | -0.010 | 0.010 | 0.820 | 0.90 | 0.18 | 2025-01-17 | PUT | Long | 0.480 | 0.509 | 0.173 |
| 2024-12-18 | LITM | LITM250117P00001000 | 1.00 | 31.0 | 4.000 | 7.750 | 1.746 | 0.2 | 0.2 | -1.000 | 0.690 | 0.740 | 0.55 | 0.97 | 2025-01-17 | PUT | Long | 0.509 | 1.522 | 3.117 |
| 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 | LITM | 0.818 | 0.177 | 0.611 | 0.328 | 0.347 | 0.011 | 0.18 | 0.000 | 0.0000 | 0.16 | 1.30 | 21 | 1y | 0.30 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LITM250117P00001000 | LITM | PUT | Long | 1.00 | None | $-0.15 | -0.17 | $-0.19 | -1.06 | 0.59 | 0.90 | 0.75 | 0.18 | 0.37 | -0.15 | $-15.00 | 90.00 | 3 | 61.0 | 122.000 | -0.19 | 2024-12-20 |
| LITM250117P00001000 | LITM | PUT | Long | 1.00 | None | $-0.15 | -0.17 | $-0.12 | -0.67 | 0.75 | 0.90 | 0.75 | 0.18 | 0.30 | -0.15 | $-15.00 | 90.00 | 2 | 121.0 | 188.000 | -0.12 | 2024-12-19 |
| LITM250117P00001000 | LITM | PUT | Long | 1.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $-0.30 | -0.33 | $-0.64 | -3.56 | 1.12 | 0.90 | 0.60 | 0.18 | 0.82 | -0.30 | $-30.00 | 90.00 | 1 | 260.0 | 4.000 | -0.64 | 2024-12-18 |
| LITM250117P00001000 | LITM | PUT | Long | 1.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.90 | 0.90 | 0.18 | 0.18 | 0.00 | $0.00 | 90.00 | 0 | 10.0 | 4.000 | -0.00 | 2024-12-17 |