| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-30 | LUMN | LUMN240830P00002000 | 2.00 | 138.0 | 24.000 | 1.617 | 0.392 | 0.7 | 0.0 | -0.050 | 0.810 | 0.140 | 0.22 | 2.66 | 2024-08-30 | PUT | Long | 0.292 | 0.426 | 0.371 |
| 2024-07-31 | LUMN | LUMN240830P00002000 | 2.00 | 3.0 | 152.000 | 2.336 | 0.415 | 1.2 | 0.0 | 0.000 | 1.350 | 0.200 | 0.14 | 3.15 | 2024-08-30 | PUT | Long | 0.429 | 0.455 | 0.178 |
| 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 | LUMN | 1.000 | 0.117 | 0.885 | 0.247 | 0.167 | -0.101 | 6.21 | -0.707 | 0.0000 | 0.99 | 10.12 | 21 | 1y | 7.60 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LUMN240830P00002000 | LUMN | PUT | Long | 2.00 | None | $-0.06 | -0.86 | $-0.17 | -0.03 | 2.94 | 0.07 | 0.01 | 5.00 | 5.17 | -0.06 | $-6.00 | 7.00 | 23 | 45.0 | 6354.000 | -0.17 | 2024-08-29 |
| LUMN240830P00002000 | LUMN | PUT | Long | 2.00 | None | $-0.06 | -0.86 | $-0.34 | -0.07 | 2.19 | 0.07 | 0.01 | 5.00 | 5.34 | -0.06 | $-6.00 | 7.00 | 22 | 45.0 | 6326.000 | -0.34 | 2024-08-28 |
| LUMN240830P00002000 | LUMN | PUT | Long | 2.00 | None | $-0.06 | -0.86 | $-0.54 | -0.11 | -2.06 | 0.07 | 0.01 | 5.00 | 5.54 | -0.06 | $-6.00 | 7.00 | 21 | 5.0 | 6316.000 | -0.54 | 2024-08-27 |
| LUMN240830P00002000 | LUMN | PUT | Long | 2.00 | None | $-0.06 | -0.86 | $-1.12 | -0.22 | 1.44 | 0.07 | 0.01 | 5.00 | 6.12 | -0.06 | $-6.00 | 7.00 | 20 | 5.0 | 6316.000 | -1.12 | 2024-08-26 |
| LUMN240830P00002000 | LUMN | PUT | Long | 2.00 | None | $-0.06 | -0.86 | $-1.23 | -0.25 | 1.19 | 0.07 | 0.01 | 5.00 | 6.23 | -0.06 | $-6.00 | 7.00 | 19 | 5.0 | 6316.000 | -1.23 | 2024-08-25 |
| LUMN240830P00002000 | LUMN | PUT | Long | 2.00 | None | $-0.06 | -0.86 | $-1.23 | -0.25 | 0.94 | 0.07 | 0.01 | 5.00 | 6.23 | -0.06 | $-6.00 | 7.00 | 18 | 5.0 | 6316.000 | -1.23 | 2024-08-24 |
| LUMN240830P00002000 | LUMN | PUT | Long | 2.00 | None | $-0.06 | -0.86 | $-1.22 | -0.24 | 0.69 | 0.07 | 0.01 | 5.00 | 6.22 | -0.06 | $-6.00 | 7.00 | 17 | 5.0 | 6316.000 | -1.22 | 2024-08-23 |
| LUMN240830P00002000 | LUMN | PUT | Long | 2.00 | None | $-0.06 | -0.86 | $-1.04 | -0.21 | 0.44 | 0.07 | 0.01 | 5.00 | 6.04 | -0.06 | $-6.00 | 7.00 | 16 | 5.0 | 6316.000 | -1.04 | 2024-08-22 |
| LUMN240830P00002000 | LUMN | PUT | Long | 2.00 | None | $-0.06 | -0.86 | $-1.13 | -0.23 | 0.31 | 0.07 | 0.01 | 5.00 | 6.13 | -0.06 | $-6.00 | 7.00 | 15 | 5.0 | 6316.000 | -1.13 | 2024-08-21 |
| LUMN240830P00002000 | LUMN | PUT | Long | 2.00 | None | $-0.06 | -0.86 | $-1.14 | -0.23 | 0.19 | 0.07 | 0.01 | 5.00 | 6.14 | -0.06 | $-6.00 | 7.00 | 14 | 5.0 | 6316.000 | -1.14 | 2024-08-20 |
| LUMN240830P00002000 | LUMN | PUT | Long | 2.00 | None | $-0.06 | -0.86 | $-0.76 | -0.15 | -0.06 | 0.07 | 0.01 | 5.00 | 5.76 | -0.06 | $-6.00 | 7.00 | 13 | 5.0 | 6316.000 | -0.76 | 2024-08-19 |
| LUMN240830P00002000 | LUMN | PUT | Long | 2.00 | None | $-0.06 | -0.86 | $-1.02 | -0.20 | -0.06 | 0.07 | 0.01 | 5.00 | 6.02 | -0.06 | $-6.00 | 7.00 | 12 | 5.0 | 6311.000 | -1.02 | 2024-08-18 |
| LUMN240830P00002000 | LUMN | PUT | Long | 2.00 | None | $-0.06 | -0.86 | $-1.02 | -0.20 | -0.19 | 0.07 | 0.01 | 5.00 | 6.02 | -0.06 | $-6.00 | 7.00 | 11 | 5.0 | 6311.000 | -1.02 | 2024-08-17 |
| LUMN240830P00002000 | LUMN | PUT | Long | 2.00 | None | $-0.06 | -0.86 | $-1.03 | -0.21 | 0.00 | 0.07 | 0.01 | 5.00 | 6.03 | -0.06 | $-6.00 | 7.00 | 10 | 5.0 | 6311.000 | -1.03 | 2024-08-16 |
| LUMN240830P00002000 | LUMN | PUT | Long | 2.00 | None | $-0.06 | -0.86 | $-0.72 | -0.14 | -0.19 | 0.07 | 0.01 | 5.00 | 5.72 | -0.06 | $-6.00 | 7.00 | 9 | 4.0 | 6314.000 | -0.72 | 2024-08-15 |
| LUMN240830P00002000 | LUMN | PUT | Long | 2.00 | None | $-0.06 | -0.86 | $-0.67 | -0.13 | 0.09 | 0.07 | 0.01 | 5.00 | 5.67 | -0.06 | $-6.00 | 7.00 | 8 | 51.0 | 6302.000 | -0.67 | 2024-08-14 |
| LUMN240830P00002000 | LUMN | PUT | Long | 2.00 | None | $-0.04 | -0.57 | $-0.01 | -0.00 | -0.22 | 0.07 | 0.03 | 5.00 | 5.01 | -0.04 | $-4.00 | 7.00 | 7 | 1.0 | 6301.000 | -0.01 | 2024-08-13 |
| LUMN240830P00002000 | LUMN | PUT | Long | 2.00 | None | $-0.04 | -0.57 | $0.36 | 0.07 | -0.28 | 0.07 | 0.03 | 5.00 | 4.64 | -0.04 | $-4.00 | 7.00 | 6 | 33.0 | 6310.000 | 0.36 | 2024-08-12 |
| LUMN240830P00002000 | LUMN | PUT | Long | 2.00 | None | $-0.05 | -0.71 | $-0.57 | -0.11 | -0.25 | 0.07 | 0.02 | 5.00 | 5.57 | -0.05 | $-5.00 | 7.00 | 3 | 15.0 | 6303.000 | -0.57 | 2024-08-09 |
| LUMN240830P00002000 | LUMN | PUT | Long | 2.00 | None | $-0.04 | -0.57 | $-0.38 | -0.08 | -0.30 | 0.07 | 0.03 | 5.00 | 5.38 | -0.04 | $-4.00 | 7.00 | 2 | 603.0 | 5825.000 | -0.38 | 2024-08-08 |
| LUMN240830P00002000 | LUMN | PUT | Long | 2.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -2.12 | $-0.05 | -0.71 | $-1.63 | -0.33 | 0.00 | 0.07 | 0.02 | 5.00 | 6.63 | -0.05 | $-5.00 | 7.00 | 1 | 1331.0 | 5632.000 | -1.63 | 2024-08-07 |
| LUMN240830P00002000 | LUMN | PUT | Long | 2.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.07 | 0.07 | 5.00 | 5.00 | 0.00 | $0.00 | 7.00 | 0 | 5658.0 | 205.000 | -0.00 | 2024-08-06 |