| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-11-15 | LU | LU231215P00001000 | 1.00 | 138.0 | 1811.000 | 1.094 | 0.348 | 0.0 | 0.0 | -0.010 | 0.110 | 0.110 | 0.15 | 1.00 | 2023-12-15 | PUT | Long | 0.354 | 0.406 | 0.211 |
| 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 | LU | 1.000 | 0.126 | 0.818 | 0.279 | 0.217 | 0.075 | 2.60 | 0.032 | 0.0000 | 2.03 | 4.91 | 21 | 1y | 2.68 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LU231215P00001000 | LU | PUT | Long | 1.00 | None | $-0.10 | -0.67 | $0.05 | 0.05 | 2.34 | 0.15 | 0.05 | 1.00 | 0.95 | -0.10 | $-10.00 | 15.00 | 29 | 2.0 | 707.000 | 0.05 | 2023-12-14 |
| LU231215P00001000 | LU | PUT | Long | 1.00 | None | $0.00 | 0.00 | $0.07 | 0.07 | -0.22 | 0.15 | 0.15 | 1.00 | 0.93 | 0.00 | $0.00 | 15.00 | 28 | 7.0 | 705.000 | 0.07 | 2023-12-13 |
| LU231215P00001000 | LU | PUT | Long | 1.00 | None | $-0.05 | -0.33 | $0.14 | 0.14 | 0.28 | 0.15 | 0.10 | 1.00 | 0.86 | -0.05 | $-5.00 | 15.00 | 27 | 1.0 | 705.000 | 0.14 | 2023-12-12 |
| LU231215P00001000 | LU | PUT | Long | 1.00 | None | $0.00 | 0.00 | $0.11 | 0.11 | 0.97 | 0.15 | 0.15 | 1.00 | 0.89 | 0.00 | $0.00 | 15.00 | 26 | 1.0 | 704.000 | 0.11 | 2023-12-11 |
| LU231215P00001000 | LU | PUT | Long | 1.00 | None | $0.05 | 0.33 | $0.13 | 0.13 | 0.16 | 0.15 | 0.20 | 1.00 | 0.87 | 0.05 | $5.00 | 15.00 | 23 | 2.0 | 704.000 | 0.13 | 2023-12-08 |
| LU231215P00001000 | LU | PUT | Long | 1.00 | None | $0.05 | 0.33 | $0.14 | 0.14 | -0.03 | 0.15 | 0.20 | 1.00 | 0.86 | 0.05 | $5.00 | 15.00 | 22 | 2.0 | 703.000 | 0.14 | 2023-12-07 |
| LU231215P00001000 | LU | PUT | Long | 1.00 | None | $0.00 | 0.00 | $0.17 | 0.17 | 0.38 | 0.15 | 0.15 | 1.00 | 0.83 | 0.00 | $0.00 | 15.00 | 21 | 0.0 | 1704.000 | 0.17 | 2023-12-06 |
| LU231215P00001000 | LU | PUT | Long | 1.00 | None | $0.02 | 0.13 | $0.19 | 0.19 | -0.12 | 0.15 | 0.17 | 1.00 | 0.81 | 0.02 | $2.00 | 15.00 | 20 | 0.0 | 1702.000 | 0.19 | 2023-12-05 |
| LU231215P00001000 | LU | PUT | Long | 1.00 | None | $0.00 | 0.00 | $0.12 | 0.12 | -1.09 | 0.15 | 0.15 | 1.00 | 0.88 | 0.00 | $0.00 | 15.00 | 19 | 0.0 | 1702.000 | 0.12 | 2023-12-04 |
| LU231215P00001000 | LU | PUT | Long | 1.00 | None | $0.00 | 0.00 | $0.09 | 0.09 | -0.06 | 0.15 | 0.15 | 1.00 | 0.91 | 0.00 | $0.00 | 15.00 | 18 | 0.0 | 1821.000 | 0.09 | 2023-12-03 |
| LU231215P00001000 | LU | PUT | Long | 1.00 | None | $0.00 | 0.00 | $0.09 | 0.09 | -0.11 | 0.15 | 0.15 | 1.00 | 0.91 | 0.00 | $0.00 | 15.00 | 17 | 0.0 | 1821.000 | 0.09 | 2023-12-02 |
| LU231215P00001000 | LU | PUT | Long | 1.00 | None | $0.00 | 0.00 | $0.08 | 0.08 | -0.03 | 0.15 | 0.15 | 1.00 | 0.92 | 0.00 | $0.00 | 15.00 | 16 | 0.0 | 1821.000 | 0.08 | 2023-12-01 |
| LU231215P00001000 | LU | PUT | Long | 1.00 | None | $0.05 | 0.33 | $0.15 | 0.15 | -0.06 | 0.15 | 0.20 | 1.00 | 0.85 | 0.05 | $5.00 | 15.00 | 15 | 0.0 | 1821.000 | 0.15 | 2023-11-30 |
| LU231215P00001000 | LU | PUT | Long | 1.00 | None | $0.05 | 0.33 | $0.16 | 0.16 | -0.22 | 0.15 | 0.20 | 1.00 | 0.84 | 0.05 | $5.00 | 15.00 | 14 | 0.0 | 1821.000 | 0.16 | 2023-11-29 |
| LU231215P00001000 | LU | PUT | Long | 1.00 | None | $0.05 | 0.33 | $0.16 | 0.16 | 0.17 | 0.15 | 0.20 | 1.00 | 0.84 | 0.05 | $5.00 | 15.00 | 13 | 0.0 | 1821.000 | 0.16 | 2023-11-28 |
| LU231215P00001000 | LU | PUT | Long | 1.00 | None | $0.00 | 0.00 | $0.17 | 0.17 | 0.03 | 0.15 | 0.15 | 1.00 | 0.83 | 0.00 | $0.00 | 15.00 | 12 | 0.0 | 1821.000 | 0.17 | 2023-11-27 |
| LU231215P00001000 | LU | PUT | Long | 1.00 | None | $0.00 | 0.00 | $0.10 | 0.10 | -0.34 | 0.15 | 0.15 | 1.00 | 0.90 | 0.00 | $0.00 | 15.00 | 9 | 0.0 | 0.000 | 0.10 | 2023-11-24 |
| LU231215P00001000 | LU | PUT | Long | 1.00 | None | $-0.05 | -0.33 | $0.09 | 0.09 | -1.09 | 0.15 | 0.10 | 1.00 | 0.91 | -0.05 | $-5.00 | 15.00 | 8 | 0.0 | 0.000 | 0.09 | 2023-11-23 |
| LU231215P00001000 | LU | PUT | Long | 1.00 | None | $-0.05 | -0.33 | $0.08 | 0.08 | -1.09 | 0.15 | 0.10 | 1.00 | 0.92 | -0.05 | $-5.00 | 15.00 | 7 | 0.0 | 1812.000 | 0.08 | 2023-11-22 |
| LU231215P00001000 | LU | PUT | Long | 1.00 | None | $-0.05 | -0.33 | $0.09 | 0.09 | -0.41 | 0.15 | 0.10 | 1.00 | 0.91 | -0.05 | $-5.00 | 15.00 | 6 | 0.0 | 1812.000 | 0.09 | 2023-11-21 |
| LU231215P00001000 | LU | PUT | Long | 1.00 | None | $-0.05 | -0.33 | $0.09 | 0.09 | -0.38 | 0.15 | 0.10 | 1.00 | 0.91 | -0.05 | $-5.00 | 15.00 | 5 | 0.0 | 1811.000 | 0.09 | 2023-11-20 |
| LU231215P00001000 | LU | PUT | Long | 1.00 | None | $-0.02 | -0.13 | $0.09 | 0.09 | -0.41 | 0.15 | 0.13 | 1.00 | 0.91 | -0.02 | $-2.00 | 15.00 | 4 | 0.0 | 1813.000 | 0.09 | 2023-11-19 |
| LU231215P00001000 | LU | PUT | Long | 1.00 | Underlying has moved in favorable position (0.09) however, position is suffering from IV crush;Exit OP PnL: $-0.02;Exit EQ PnL: 0.09 | $-0.02 | -0.13 | $0.09 | 0.09 | -0.42 | 0.15 | 0.13 | 1.00 | 0.91 | -0.02 | $-2.00 | 15.00 | 2 | 0.0 | 1813.000 | 0.09 | 2023-11-17 |
| LU231215P00001000 | LU | PUT | Long | 1.00 | None | $0.00 | 0.00 | $0.08 | 0.08 | -0.36 | 0.15 | 0.15 | 1.00 | 0.92 | 0.00 | $0.00 | 15.00 | 1 | 0.0 | 1813.000 | 0.08 | 2023-11-16 |
| LU231215P00001000 | LU | PUT | Long | 1.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.15 | 0.15 | 1.00 | 1.00 | 0.00 | $0.00 | 15.00 | 0 | 0.0 | 1811.000 | -0.00 | 2023-11-15 |