| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-11 | LNTH | LNTH240816P00085000 | 85.00 | 3.0 | 126.000 | 0.921 | 0.399 | 39.1 | 0.0 | 0.000 | 40.420 | 1.370 | 0.60 | 123.62 | 2024-08-16 | PUT | Long | 0.374 | 0.401 | 0.164 |
| 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 | LNTH | 0.909 | 0.081 | 0.372 | 0.148 | 0.111 | -0.150 | 92.66 | 0.252 | 0.0000 | 51.07 | 123.62 | 21 | 1y | 101.12 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LNTH240816P00085000 | LNTH | PUT | Long | 85.00 | None | $-0.28 | -0.47 | $28.52 | 0.23 | 0.26 | 0.60 | 0.32 | 123.62 | 95.10 | -0.28 | $-28.00 | 60.00 | 35 | 7.0 | 102.000 | 28.52 | 2024-08-15 |
| LNTH240816P00085000 | LNTH | PUT | Long | 85.00 | None | $-0.28 | -0.47 | $28.71 | 0.23 | 0.43 | 0.60 | 0.32 | 123.62 | 94.91 | -0.28 | $-28.00 | 60.00 | 34 | 7.0 | 102.000 | 28.71 | 2024-08-14 |
| LNTH240816P00085000 | LNTH | PUT | Long | 85.00 | None | $-0.28 | -0.47 | $26.11 | 0.21 | 0.06 | 0.60 | 0.32 | 123.62 | 97.51 | -0.28 | $-28.00 | 60.00 | 33 | 7.0 | 102.000 | 26.11 | 2024-08-13 |
| LNTH240816P00085000 | LNTH | PUT | Long | 85.00 | None | $-0.28 | -0.47 | $26.96 | 0.22 | -0.10 | 0.60 | 0.32 | 123.62 | 96.66 | -0.28 | $-28.00 | 60.00 | 32 | 7.0 | 102.000 | 26.96 | 2024-08-12 |
| LNTH240816P00085000 | LNTH | PUT | Long | 85.00 | None | $-0.28 | -0.47 | $26.29 | 0.21 | -0.21 | 0.60 | 0.32 | 123.62 | 97.33 | -0.28 | $-28.00 | 60.00 | 29 | 7.0 | 102.000 | 26.29 | 2024-08-09 |
| LNTH240816P00085000 | LNTH | PUT | Long | 85.00 | None | $-0.28 | -0.47 | $26.36 | 0.21 | -0.00 | 0.60 | 0.32 | 123.62 | 97.26 | -0.28 | $-28.00 | 60.00 | 28 | 7.0 | 102.000 | 26.36 | 2024-08-08 |
| LNTH240816P00085000 | LNTH | PUT | Long | 85.00 | None | $-0.28 | -0.47 | $27.52 | 0.22 | -0.21 | 0.60 | 0.32 | 123.62 | 96.10 | -0.28 | $-28.00 | 60.00 | 27 | 7.0 | 102.000 | 27.52 | 2024-08-07 |
| LNTH240816P00085000 | LNTH | PUT | Long | 85.00 | None | $-0.28 | -0.47 | $25.47 | 0.21 | -0.06 | 0.60 | 0.32 | 123.62 | 98.15 | -0.28 | $-28.00 | 60.00 | 26 | 7.0 | 102.000 | 25.47 | 2024-08-06 |
| LNTH240816P00085000 | LNTH | PUT | Long | 85.00 | None | $0.05 | 0.08 | $10.04 | 0.08 | 0.18 | 0.60 | 0.65 | 123.62 | 113.58 | 0.05 | $5.00 | 60.00 | 18 | 1.0 | 102.000 | 10.04 | 2024-07-29 |
| LNTH240816P00085000 | LNTH | PUT | Long | 85.00 | None | $0.05 | 0.08 | $10.91 | 0.09 | 0.04 | 0.60 | 0.65 | 123.62 | 112.71 | 0.05 | $5.00 | 60.00 | 15 | 1.0 | 102.000 | 10.91 | 2024-07-26 |
| LNTH240816P00085000 | LNTH | PUT | Long | 85.00 | None | $0.05 | 0.08 | $10.67 | 0.09 | -0.09 | 0.60 | 0.65 | 123.62 | 112.95 | 0.05 | $5.00 | 60.00 | 14 | 1.0 | 102.000 | 10.67 | 2024-07-25 |
| LNTH240816P00085000 | LNTH | PUT | Long | 85.00 | None | $0.05 | 0.08 | $9.96 | 0.08 | -0.12 | 0.60 | 0.65 | 123.62 | 113.66 | 0.05 | $5.00 | 60.00 | 13 | 1.0 | 102.000 | 9.96 | 2024-07-24 |
| LNTH240816P00085000 | LNTH | PUT | Long | 85.00 | None | $0.05 | 0.08 | $8.10 | 0.07 | -0.08 | 0.60 | 0.65 | 123.62 | 115.52 | 0.05 | $5.00 | 60.00 | 12 | 1.0 | 102.000 | 8.10 | 2024-07-23 |
| LNTH240816P00085000 | LNTH | PUT | Long | 85.00 | None | $0.05 | 0.08 | $8.94 | 0.07 | -0.13 | 0.60 | 0.65 | 123.62 | 114.68 | 0.05 | $5.00 | 60.00 | 11 | 1.0 | 102.000 | 8.94 | 2024-07-22 |
| LNTH240816P00085000 | LNTH | PUT | Long | 85.00 | None | $0.05 | 0.08 | $6.83 | 0.06 | -0.18 | 0.60 | 0.65 | 123.62 | 116.79 | 0.05 | $5.00 | 60.00 | 8 | 1.0 | 102.000 | 6.83 | 2024-07-19 |
| LNTH240816P00085000 | LNTH | PUT | Long | 85.00 | None | $0.05 | 0.08 | $7.88 | 0.06 | -0.10 | 0.60 | 0.65 | 123.62 | 115.74 | 0.05 | $5.00 | 60.00 | 7 | 1.0 | 102.000 | 7.88 | 2024-07-18 |
| LNTH240816P00085000 | LNTH | PUT | Long | 85.00 | None | $0.77 | 1.28 | $2.01 | 0.02 | -0.10 | 0.60 | 1.37 | 123.62 | 121.61 | 0.77 | $77.00 | 60.00 | 6 | 25.0 | 102.000 | 2.01 | 2024-07-17 |
| LNTH240816P00085000 | LNTH | PUT | Long | 85.00 | None | $0.77 | 1.28 | $5.32 | 0.04 | -0.24 | 0.60 | 1.37 | 123.62 | 118.30 | 0.77 | $77.00 | 60.00 | 5 | 25.0 | 127.000 | 5.32 | 2024-07-16 |
| LNTH240816P00085000 | LNTH | PUT | Long | 85.00 | None | $0.00 | 0.00 | $0.43 | 0.00 | -0.03 | 0.60 | 0.60 | 123.62 | 123.19 | 0.00 | $0.00 | 60.00 | 4 | 3.0 | 127.000 | 0.43 | 2024-07-15 |
| LNTH240816P00085000 | LNTH | PUT | Long | 85.00 | OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position. | $0.00 | 0.00 | $0.20 | 0.00 | -0.15 | 0.60 | 0.60 | 123.62 | 123.42 | 0.00 | $0.00 | 60.00 | 2 | 3.0 | 127.000 | 0.20 | 2024-07-13 |
| LNTH240816P00085000 | LNTH | PUT | Long | 85.00 | None | $0.00 | 0.00 | $0.20 | 0.00 | -0.16 | 0.60 | 0.60 | 123.62 | 123.42 | 0.00 | $0.00 | 60.00 | 1 | 3.0 | 127.000 | 0.20 | 2024-07-12 |
| LNTH240816P00085000 | LNTH | PUT | Long | 85.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.60 | 0.60 | 123.62 | 123.62 | 0.00 | $0.00 | 60.00 | 0 | 3.0 | 126.000 | -0.00 | 2024-07-11 |