| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-03-21 | LU | LU240517P00003000 | 3.00 | 68.0 | 5.000 | 0.891 | 0.522 | 1.9 | 0.0 | -0.070 | 1.960 | 0.030 | 0.09 | 4.91 | 2024-05-17 | PUT | Long | 0.359 | 0.520 | 0.458 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LU240517P00003000 | LU | PUT | Long | 3.00 | None | $0.01 | 0.11 | $0.38 | 0.08 | 2.05 | 0.09 | 0.10 | 4.91 | 4.53 | 0.01 | $1.00 | 9.00 | 55 | 3.0 | 96.000 | 0.38 | 2024-05-15 |
| LU240517P00003000 | LU | PUT | Long | 3.00 | None | $0.01 | 0.11 | $0.34 | 0.07 | 1.67 | 0.09 | 0.10 | 4.91 | 4.57 | 0.01 | $1.00 | 9.00 | 54 | 3.0 | 96.000 | 0.34 | 2024-05-14 |
| LU240517P00003000 | LU | PUT | Long | 3.00 | None | $0.01 | 0.11 | $0.25 | 0.05 | 1.48 | 0.09 | 0.10 | 4.91 | 4.66 | 0.01 | $1.00 | 9.00 | 53 | 3.0 | 96.000 | 0.25 | 2024-05-13 |
| LU240517P00003000 | LU | PUT | Long | 3.00 | None | $0.01 | 0.11 | $0.36 | 0.07 | -0.39 | 0.09 | 0.10 | 4.91 | 4.55 | 0.01 | $1.00 | 9.00 | 52 | 3.0 | 96.000 | 0.36 | 2024-05-12 |
| LU240517P00003000 | LU | PUT | Long | 3.00 | None | $0.01 | 0.11 | $0.30 | 0.06 | 0.95 | 0.09 | 0.10 | 4.91 | 4.61 | 0.01 | $1.00 | 9.00 | 50 | 3.0 | 96.000 | 0.30 | 2024-05-10 |
| LU240517P00003000 | LU | PUT | Long | 3.00 | None | $0.01 | 0.11 | $0.30 | 0.06 | 0.86 | 0.09 | 0.10 | 4.91 | 4.61 | 0.01 | $1.00 | 9.00 | 49 | 3.0 | 96.000 | 0.30 | 2024-05-09 |
| LU240517P00003000 | LU | PUT | Long | 3.00 | None | $0.01 | 0.11 | $0.40 | 0.08 | 0.70 | 0.09 | 0.10 | 4.91 | 4.51 | 0.01 | $1.00 | 9.00 | 48 | 3.0 | 96.000 | 0.40 | 2024-05-08 |
| LU240517P00003000 | LU | PUT | Long | 3.00 | None | $0.01 | 0.11 | $0.15 | 0.03 | 0.76 | 0.09 | 0.10 | 4.91 | 4.76 | 0.01 | $1.00 | 9.00 | 47 | 3.0 | 96.000 | 0.15 | 2024-05-07 |
| LU240517P00003000 | LU | PUT | Long | 3.00 | None | $0.01 | 0.11 | $0.21 | 0.04 | 0.55 | 0.09 | 0.10 | 4.91 | 4.70 | 0.01 | $1.00 | 9.00 | 43 | 3.0 | 96.000 | 0.21 | 2024-05-03 |
| LU240517P00003000 | LU | PUT | Long | 3.00 | None | $0.01 | 0.11 | $0.27 | 0.05 | 0.47 | 0.09 | 0.10 | 4.91 | 4.64 | 0.01 | $1.00 | 9.00 | 42 | 3.0 | 96.000 | 0.27 | 2024-05-02 |
| LU240517P00003000 | LU | PUT | Long | 3.00 | None | $0.01 | 0.11 | $0.27 | 0.05 | 0.53 | 0.09 | 0.10 | 4.91 | 4.64 | 0.01 | $1.00 | 9.00 | 39 | 3.0 | 96.000 | 0.27 | 2024-04-29 |
| LU240517P00003000 | LU | PUT | Long | 3.00 | None | $0.01 | 0.11 | $0.23 | 0.05 | 0.25 | 0.09 | 0.10 | 4.91 | 4.68 | 0.01 | $1.00 | 9.00 | 36 | 3.0 | 96.000 | 0.23 | 2024-04-26 |
| LU240517P00003000 | LU | PUT | Long | 3.00 | None | $0.01 | 0.11 | $0.34 | 0.07 | 0.17 | 0.09 | 0.10 | 4.91 | 4.57 | 0.01 | $1.00 | 9.00 | 35 | 3.0 | 96.000 | 0.34 | 2024-04-25 |
| LU240517P00003000 | LU | PUT | Long | 3.00 | None | $0.01 | 0.11 | $0.36 | 0.07 | 0.16 | 0.09 | 0.10 | 4.91 | 4.55 | 0.01 | $1.00 | 9.00 | 34 | 3.0 | 96.000 | 0.36 | 2024-04-24 |
| LU240517P00003000 | LU | PUT | Long | 3.00 | None | $0.01 | 0.11 | $0.55 | 0.11 | 0.05 | 0.09 | 0.10 | 4.91 | 4.36 | 0.01 | $1.00 | 9.00 | 33 | 3.0 | 96.000 | 0.55 | 2024-04-23 |
| LU240517P00003000 | LU | PUT | Long | 3.00 | None | $0.01 | 0.11 | $0.52 | 0.11 | 0.22 | 0.09 | 0.10 | 4.91 | 4.39 | 0.01 | $1.00 | 9.00 | 32 | 3.0 | 96.000 | 0.52 | 2024-04-22 |
| LU240517P00003000 | LU | PUT | Long | 3.00 | None | $0.01 | 0.11 | $0.57 | 0.12 | 0.67 | 0.09 | 0.10 | 4.91 | 4.34 | 0.01 | $1.00 | 9.00 | 29 | 3.0 | 94.000 | 0.57 | 2024-04-19 |
| LU240517P00003000 | LU | PUT | Long | 3.00 | None | $-0.02 | -0.22 | $0.63 | 0.13 | -0.06 | 0.09 | 0.07 | 4.91 | 4.28 | -0.02 | $-2.00 | 9.00 | 28 | 2.0 | 92.000 | 0.63 | 2024-04-18 |
| LU240517P00003000 | LU | PUT | Long | 3.00 | None | $0.01 | 0.11 | $0.75 | 0.15 | 0.02 | 0.09 | 0.10 | 4.91 | 4.16 | 0.01 | $1.00 | 9.00 | 27 | 1.0 | 92.000 | 0.75 | 2024-04-17 |
| LU240517P00003000 | LU | PUT | Long | 3.00 | None | $0.01 | 0.11 | $0.82 | 0.17 | -0.02 | 0.09 | 0.10 | 4.91 | 4.09 | 0.01 | $1.00 | 9.00 | 26 | 1.0 | 92.000 | 0.82 | 2024-04-16 |
| LU240517P00003000 | LU | PUT | Long | 3.00 | None | $0.01 | 0.11 | $0.80 | 0.16 | -0.03 | 0.09 | 0.10 | 4.91 | 4.11 | 0.01 | $1.00 | 9.00 | 25 | 1.0 | 92.000 | 0.80 | 2024-04-15 |
| LU240517P00003000 | LU | PUT | Long | 3.00 | None | $0.01 | 0.11 | $0.77 | 0.16 | -0.05 | 0.09 | 0.10 | 4.91 | 4.14 | 0.01 | $1.00 | 9.00 | 22 | 1.0 | 92.000 | 0.77 | 2024-04-12 |
| LU240517P00003000 | LU | PUT | Long | 3.00 | None | $0.01 | 0.11 | $0.61 | 0.12 | 0.00 | 0.09 | 0.10 | 4.91 | 4.30 | 0.01 | $1.00 | 9.00 | 21 | 1.0 | 92.000 | 0.61 | 2024-04-11 |
| LU240517P00003000 | LU | PUT | Long | 3.00 | None | $0.01 | 0.11 | $0.66 | 0.13 | -0.17 | 0.09 | 0.10 | 4.91 | 4.25 | 0.01 | $1.00 | 9.00 | 20 | 1.0 | 92.000 | 0.66 | 2024-04-10 |
| LU240517P00003000 | LU | PUT | Long | 3.00 | None | $0.01 | 0.11 | $0.47 | 0.10 | -0.11 | 0.09 | 0.10 | 4.91 | 4.44 | 0.01 | $1.00 | 9.00 | 19 | 1.0 | 92.000 | 0.47 | 2024-04-09 |
| LU240517P00003000 | LU | PUT | Long | 3.00 | None | $0.01 | 0.11 | $0.61 | 0.12 | -0.03 | 0.09 | 0.10 | 4.91 | 4.30 | 0.01 | $1.00 | 9.00 | 18 | 1.0 | 92.000 | 0.61 | 2024-04-08 |
| LU240517P00003000 | LU | PUT | Long | 3.00 | None | $0.01 | 0.11 | $0.64 | 0.13 | -0.07 | 0.09 | 0.10 | 4.91 | 4.27 | 0.01 | $1.00 | 9.00 | 15 | 1.0 | 92.000 | 0.64 | 2024-04-05 |
| LU240517P00003000 | LU | PUT | Long | 3.00 | None | $0.01 | 0.11 | $0.59 | 0.12 | 0.13 | 0.09 | 0.10 | 4.91 | 4.32 | 0.01 | $1.00 | 9.00 | 14 | 1.0 | 92.000 | 0.59 | 2024-04-04 |
| LU240517P00003000 | LU | PUT | Long | 3.00 | None | $0.01 | 0.11 | $0.53 | 0.11 | 0.05 | 0.09 | 0.10 | 4.91 | 4.38 | 0.01 | $1.00 | 9.00 | 13 | 1.0 | 92.000 | 0.53 | 2024-04-03 |
| LU240517P00003000 | LU | PUT | Long | 3.00 | None | $0.01 | 0.11 | $0.40 | 0.08 | -0.02 | 0.09 | 0.10 | 4.91 | 4.51 | 0.01 | $1.00 | 9.00 | 12 | 1.0 | 92.000 | 0.40 | 2024-04-02 |
| LU240517P00003000 | LU | PUT | Long | 3.00 | None | $0.01 | 0.11 | $0.52 | 0.11 | -0.06 | 0.09 | 0.10 | 4.91 | 4.39 | 0.01 | $1.00 | 9.00 | 11 | 1.0 | 91.000 | 0.52 | 2024-04-01 |
| LU240517P00003000 | LU | PUT | Long | 3.00 | None | $-0.03 | -0.33 | $0.69 | 0.14 | -0.12 | 0.09 | 0.06 | 4.91 | 4.22 | -0.03 | $-3.00 | 9.00 | 10 | 7.0 | 91.000 | 0.69 | 2024-03-31 |
| LU240517P00003000 | LU | PUT | Long | 3.00 | None | $-0.03 | -0.33 | $0.69 | 0.14 | -0.14 | 0.09 | 0.06 | 4.91 | 4.22 | -0.03 | $-3.00 | 9.00 | 9 | 7.0 | 91.000 | 0.69 | 2024-03-30 |
| LU240517P00003000 | LU | PUT | Long | 3.00 | None | $-0.03 | -0.33 | $0.69 | 0.14 | -0.15 | 0.09 | 0.06 | 4.91 | 4.22 | -0.03 | $-3.00 | 9.00 | 8 | 7.0 | 91.000 | 0.69 | 2024-03-29 |
| LU240517P00003000 | LU | PUT | Long | 3.00 | None | $-0.03 | -0.33 | $0.69 | 0.14 | -0.16 | 0.09 | 0.06 | 4.91 | 4.22 | -0.03 | $-3.00 | 9.00 | 7 | 7.0 | 91.000 | 0.69 | 2024-03-28 |
| LU240517P00003000 | LU | PUT | Long | 3.00 | Underlying has moved in favorable position (0.1323828920570264765784114053) however, position is suffering from IV crush;Exit OP PnL: $-0.03;Exit EQ PnL: 0.65 | $-0.03 | -0.33 | $0.61 | 0.12 | -0.14 | 0.09 | 0.06 | 4.91 | 4.30 | -0.03 | $-3.00 | 9.00 | 6 | 7.0 | 84.000 | 0.61 | 2024-03-27 |
| LU240517P00003000 | LU | PUT | Long | 3.00 | None | $0.00 | 0.00 | $0.58 | 0.12 | -0.13 | 0.09 | 0.09 | 4.91 | 4.33 | 0.00 | $0.00 | 9.00 | 5 | 11.0 | 84.000 | 0.58 | 2024-03-26 |
| LU240517P00003000 | LU | PUT | Long | 3.00 | None | $0.00 | 0.00 | $0.55 | 0.11 | -0.04 | 0.09 | 0.09 | 4.91 | 4.36 | 0.00 | $0.00 | 9.00 | 4 | 11.0 | 84.000 | 0.55 | 2024-03-25 |
| LU240517P00003000 | LU | PUT | Long | 3.00 | None | $0.00 | 0.00 | $0.45 | 0.09 | -0.02 | 0.09 | 0.09 | 4.91 | 4.46 | 0.00 | $0.00 | 9.00 | 1 | 68.0 | 73.000 | 0.45 | 2024-03-22 |
| LU240517P00003000 | LU | PUT | Long | 3.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.09 | 0.09 | 4.91 | 4.91 | 0.00 | $0.00 | 9.00 | 0 | 68.0 | 5.000 | -0.00 | 2024-03-21 |