| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-11-19 | LMND | LMND241220P00040000 | 40.00 | 57.0 | 301.000 | 0.876 | 0.388 | 1.7 | 1.5 | 0.000 | 3.710 | 3.440 | 4.24 | 40.14 | 2024-12-20 | PUT | Long | 0.407 | 0.433 | 0.170 |
| 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 | LMND | 0.818 | 0.094 | 0.400 | 0.213 | 0.309 | -0.053 | 43.00 | -0.551 | 0.0000 | 14.38 | 51.81 | 21 | 1y | 24.40 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LMND241220P00040000 | LMND | PUT | Long | 40.00 | None | $-2.84 | -0.67 | $2.06 | 0.05 | -0.88 | 4.24 | 1.40 | 40.14 | 38.08 | -2.84 | $-284.00 | 424.00 | 30 | 1821.0 | 2155.000 | 2.06 | 2024-12-19 |
| LMND241220P00040000 | LMND | PUT | Long | 40.00 | None | $-2.60 | -0.61 | $0.99 | 0.02 | 0.00 | 4.24 | 1.64 | 40.14 | 39.15 | -2.60 | $-260.00 | 424.00 | 29 | 332.0 | 2373.000 | 0.99 | 2024-12-18 |
| LMND241220P00040000 | LMND | PUT | Long | 40.00 | None | $-3.94 | -0.93 | $-2.85 | -0.07 | -0.16 | 4.24 | 0.30 | 40.14 | 42.99 | -3.94 | $-394.00 | 424.00 | 28 | 375.0 | 2225.000 | -2.85 | 2024-12-17 |
| LMND241220P00040000 | LMND | PUT | Long | 40.00 | None | $-3.91 | -0.92 | $-3.60 | -0.09 | -0.12 | 4.24 | 0.33 | 40.14 | 43.74 | -3.91 | $-391.00 | 424.00 | 27 | 1076.0 | 3109.000 | -3.60 | 2024-12-16 |
| LMND241220P00040000 | LMND | PUT | Long | 40.00 | None | $-3.11 | -0.73 | $-1.76 | -0.04 | -0.07 | 4.24 | 1.13 | 40.14 | 41.90 | -3.11 | $-311.00 | 424.00 | 24 | 201.0 | 3187.000 | -1.76 | 2024-12-13 |
| LMND241220P00040000 | LMND | PUT | Long | 40.00 | None | $-2.82 | -0.67 | $0.01 | 0.00 | -0.25 | 4.24 | 1.42 | 40.14 | 40.13 | -2.82 | $-282.00 | 424.00 | 23 | 1265.0 | 2187.000 | 0.01 | 2024-12-12 |
| LMND241220P00040000 | LMND | PUT | Long | 40.00 | None | $-3.43 | -0.81 | $-2.41 | -0.06 | -0.21 | 4.24 | 0.81 | 40.14 | 42.55 | -3.43 | $-343.00 | 424.00 | 22 | 888.0 | 2684.000 | -2.41 | 2024-12-11 |
| LMND241220P00040000 | LMND | PUT | Long | 40.00 | None | $-2.34 | -0.55 | $-1.53 | -0.04 | -0.06 | 4.24 | 1.90 | 40.14 | 41.67 | -2.34 | $-234.00 | 424.00 | 21 | 1609.0 | 1602.000 | -1.53 | 2024-12-10 |
| LMND241220P00040000 | LMND | PUT | Long | 40.00 | None | $-3.63 | -0.86 | $-4.38 | -0.11 | -0.14 | 4.24 | 0.61 | 40.14 | 44.52 | -3.63 | $-363.00 | 424.00 | 20 | 65.0 | 1568.000 | -4.38 | 2024-12-09 |
| LMND241220P00040000 | LMND | PUT | Long | 40.00 | None | $-3.79 | -0.89 | $-6.89 | -0.17 | -0.06 | 4.24 | 0.45 | 40.14 | 47.03 | -3.79 | $-379.00 | 424.00 | 19 | 118.0 | 1525.000 | -6.89 | 2024-12-08 |
| LMND241220P00040000 | LMND | PUT | Long | 40.00 | None | $-3.79 | -0.89 | $-6.86 | -0.17 | -0.13 | 4.24 | 0.45 | 40.14 | 47.00 | -3.79 | $-379.00 | 424.00 | 17 | 118.0 | 1525.000 | -6.86 | 2024-12-06 |
| LMND241220P00040000 | LMND | PUT | Long | 40.00 | None | $-3.44 | -0.81 | $-5.84 | -0.15 | -0.03 | 4.24 | 0.80 | 40.14 | 45.98 | -3.44 | $-344.00 | 424.00 | 16 | 29.0 | 1510.000 | -5.84 | 2024-12-05 |
| LMND241220P00040000 | LMND | PUT | Long | 40.00 | None | $-3.24 | -0.76 | $-5.99 | -0.15 | -0.03 | 4.24 | 1.00 | 40.14 | 46.13 | -3.24 | $-324.00 | 424.00 | 15 | 235.0 | 1593.000 | -5.99 | 2024-12-04 |
| LMND241220P00040000 | LMND | PUT | Long | 40.00 | None | $-2.65 | -0.62 | $-4.93 | -0.12 | 0.04 | 4.24 | 1.59 | 40.14 | 45.07 | -2.65 | $-265.00 | 424.00 | 14 | 166.0 | 1596.000 | -4.93 | 2024-12-03 |
| LMND241220P00040000 | LMND | PUT | Long | 40.00 | None | $-2.54 | -0.60 | $-6.06 | -0.15 | 0.12 | 4.24 | 1.70 | 40.14 | 46.20 | -2.54 | $-254.00 | 424.00 | 13 | 422.0 | 1607.000 | -6.06 | 2024-12-02 |
| LMND241220P00040000 | LMND | PUT | Long | 40.00 | None | $-3.73 | -0.88 | $-11.67 | -0.29 | -0.00 | 4.24 | 0.51 | 40.14 | 51.81 | -3.73 | $-373.00 | 424.00 | 11 | 97.0 | 1559.000 | -11.67 | 2024-11-30 |
| LMND241220P00040000 | LMND | PUT | Long | 40.00 | None | $-3.26 | -0.77 | $-9.02 | -0.22 | 0.04 | 4.24 | 0.98 | 40.14 | 49.16 | -3.26 | $-326.00 | 424.00 | 9 | 201.0 | 1557.000 | -9.02 | 2024-11-28 |
| LMND241220P00040000 | LMND | PUT | Long | 40.00 | None | $-2.97 | -0.70 | $-9.90 | -0.25 | 0.19 | 4.24 | 1.27 | 40.14 | 50.04 | -2.97 | $-297.00 | 424.00 | 8 | 112.0 | 1557.000 | -9.90 | 2024-11-27 |
| LMND241220P00040000 | LMND | PUT | Long | 40.00 | None | $-2.90 | -0.68 | $-9.78 | -0.24 | 0.14 | 4.24 | 1.34 | 40.14 | 49.92 | -2.90 | $-290.00 | 424.00 | 7 | 100.0 | 1523.000 | -9.78 | 2024-11-26 |
| LMND241220P00040000 | LMND | PUT | Long | 40.00 | None | $-2.68 | -0.63 | $-10.86 | -0.27 | 0.25 | 4.24 | 1.56 | 40.14 | 51.00 | -2.68 | $-268.00 | 424.00 | 6 | 123.0 | 1529.000 | -10.86 | 2024-11-25 |
| LMND241220P00040000 | LMND | PUT | Long | 40.00 | None | $-1.96 | -0.46 | $-9.14 | -0.23 | 0.33 | 4.24 | 2.28 | 40.14 | 49.28 | -1.96 | $-196.00 | 424.00 | 5 | 1107.0 | 671.000 | -9.14 | 2024-11-24 |
| LMND241220P00040000 | LMND | PUT | Long | 40.00 | None | $-1.96 | -0.46 | $-9.14 | -0.23 | 0.29 | 4.24 | 2.28 | 40.14 | 49.28 | -1.96 | $-196.00 | 424.00 | 4 | 1107.0 | 671.000 | -9.14 | 2024-11-23 |
| LMND241220P00040000 | LMND | PUT | Long | 40.00 | None | $-2.06 | -0.49 | $-9.15 | -0.23 | 0.25 | 4.24 | 2.18 | 40.14 | 49.29 | -2.06 | $-206.00 | 424.00 | 3 | 1102.0 | 671.000 | -9.15 | 2024-11-22 |
| LMND241220P00040000 | LMND | PUT | Long | 40.00 | None | $-1.84 | -0.43 | $-10.19 | -0.25 | 0.34 | 4.24 | 2.40 | 40.14 | 50.33 | -1.84 | $-184.00 | 424.00 | 2 | 429.0 | 394.000 | -10.19 | 2024-11-21 |
| LMND241220P00040000 | LMND | PUT | Long | 40.00 | None | $-1.44 | -0.34 | $-6.47 | -0.16 | 0.21 | 4.24 | 2.80 | 40.14 | 46.61 | -1.44 | $-144.00 | 424.00 | 1 | 159.0 | 326.000 | -6.47 | 2024-11-20 |
| LMND241220P00040000 | LMND | PUT | Long | 40.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 4.24 | 4.24 | 40.14 | 40.14 | 0.00 | $0.00 | 424.00 | 0 | 57.0 | 301.000 | -0.00 | 2024-11-19 |