| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-14 | MAXN | MAXN240621P00003500 | 3.50 | 10.0 | 0.000 | 2.758 | 0.635 | 0.5 | 0.1 | -0.090 | 1.280 | 0.970 | 0.80 | 3.80 | 2024-06-21 | PUT | Long | 0.537 | 0.679 | 0.490 |
| 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 | MAXN | 1.000 | 0.248 | 1.330 | 0.523 | 0.383 | -0.234 | 6.15 | -0.246 | 0.0000 | 5.20 | 755.00 | 21 | 1y | 8.56 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MAXN240621P00003500 | MAXN | PUT | Long | 3.50 | None | $1.30 | 1.18 | $2.57 | 0.70 | 6.25 | 1.10 | 2.40 | 3.68 | 1.11 | 1.30 | $130.00 | 110.00 | 35 | 4.0 | 889.000 | 2.57 | 2024-06-18 |
| MAXN240621P00003500 | MAXN | PUT | Long | 3.50 | None | $0.90 | 0.82 | $2.53 | 0.69 | 4.88 | 1.10 | 2.00 | 3.68 | 1.15 | 0.90 | $90.00 | 110.00 | 34 | 1.0 | 889.000 | 2.53 | 2024-06-17 |
| MAXN240621P00003500 | MAXN | PUT | Long | 3.50 | None | $0.90 | 0.82 | $2.32 | 0.63 | 2.62 | 1.10 | 2.00 | 3.68 | 1.36 | 0.90 | $90.00 | 110.00 | 31 | 1.0 | 889.000 | 2.32 | 2024-06-14 |
| MAXN240621P00003500 | MAXN | PUT | Long | 3.50 | None | $0.90 | 0.82 | $2.24 | 0.61 | 2.59 | 1.10 | 2.00 | 3.68 | 1.44 | 0.90 | $90.00 | 110.00 | 30 | 1.0 | 889.000 | 2.24 | 2024-06-13 |
| MAXN240621P00003500 | MAXN | PUT | Long | 3.50 | None | $0.90 | 0.82 | $2.06 | 0.56 | 2.42 | 1.10 | 2.00 | 3.68 | 1.62 | 0.90 | $90.00 | 110.00 | 29 | 1.0 | 889.000 | 2.06 | 2024-06-12 |
| MAXN240621P00003500 | MAXN | PUT | Long | 3.50 | None | $0.90 | 0.82 | $1.96 | 0.53 | 2.38 | 1.10 | 2.00 | 3.68 | 1.72 | 0.90 | $90.00 | 110.00 | 28 | 1.0 | 890.000 | 1.96 | 2024-06-11 |
| MAXN240621P00003500 | MAXN | PUT | Long | 3.50 | None | $1.15 | 1.05 | $2.17 | 0.59 | 2.48 | 1.10 | 2.25 | 3.68 | 1.51 | 1.15 | $115.00 | 110.00 | 27 | 1.0 | 890.000 | 2.17 | 2024-06-10 |
| MAXN240621P00003500 | MAXN | PUT | Long | 3.50 | None | $1.15 | 1.05 | $2.17 | 0.59 | 2.98 | 1.10 | 2.25 | 3.68 | 1.51 | 1.15 | $115.00 | 110.00 | 26 | 1.0 | 890.000 | 2.17 | 2024-06-09 |
| MAXN240621P00003500 | MAXN | PUT | Long | 3.50 | None | $1.15 | 1.05 | $2.17 | 0.59 | 2.62 | 1.10 | 2.25 | 3.68 | 1.51 | 1.15 | $115.00 | 110.00 | 24 | 1.0 | 890.000 | 2.17 | 2024-06-07 |
| MAXN240621P00003500 | MAXN | PUT | Long | 3.50 | None | $1.11 | 1.01 | $2.21 | 0.60 | 1.30 | 1.10 | 2.21 | 3.68 | 1.47 | 1.11 | $111.00 | 110.00 | 23 | 51.0 | 890.000 | 2.21 | 2024-06-06 |
| MAXN240621P00003500 | MAXN | PUT | Long | 3.50 | None | $0.95 | 0.86 | $2.06 | 0.56 | 1.48 | 1.10 | 2.05 | 3.68 | 1.62 | 0.95 | $95.00 | 110.00 | 22 | 2.0 | 890.000 | 2.06 | 2024-06-05 |
| MAXN240621P00003500 | MAXN | PUT | Long | 3.50 | None | $0.86 | 0.78 | $1.93 | 0.52 | 1.78 | 1.10 | 1.96 | 3.68 | 1.75 | 0.86 | $86.00 | 110.00 | 21 | 4.0 | 890.000 | 1.93 | 2024-06-04 |
| MAXN240621P00003500 | MAXN | PUT | Long | 3.50 | None | $0.86 | 0.78 | $1.83 | 0.50 | 1.57 | 1.10 | 1.96 | 3.68 | 1.85 | 0.86 | $86.00 | 110.00 | 20 | 4.0 | 890.000 | 1.83 | 2024-06-03 |
| MAXN240621P00003500 | MAXN | PUT | Long | 3.50 | None | $0.93 | 0.85 | $1.80 | 0.49 | 1.22 | 1.10 | 2.03 | 3.68 | 1.88 | 0.93 | $93.00 | 110.00 | 17 | 23.0 | 912.000 | 1.80 | 2024-05-31 |
| MAXN240621P00003500 | MAXN | PUT | Long | 3.50 | None | $0.72 | 0.65 | $1.65 | 0.45 | 0.96 | 1.10 | 1.82 | 3.68 | 2.03 | 0.72 | $72.00 | 110.00 | 16 | 52.0 | 934.000 | 1.65 | 2024-05-30 |
| MAXN240621P00003500 | MAXN | PUT | Long | 3.50 | None | $-0.10 | -0.09 | $0.57 | 0.15 | 0.03 | 1.10 | 1.00 | 3.68 | 3.11 | -0.10 | $-10.00 | 110.00 | 15 | 70.0 | 900.000 | 0.57 | 2024-05-29 |
| MAXN240621P00003500 | MAXN | PUT | Long | 3.50 | None | $-0.08 | -0.07 | $0.48 | 0.13 | 0.16 | 1.10 | 1.02 | 3.68 | 3.20 | -0.08 | $-8.00 | 110.00 | 14 | 5.0 | 896.000 | 0.48 | 2024-05-28 |
| MAXN240621P00003500 | MAXN | PUT | Long | 3.50 | None | $0.00 | 0.00 | $0.65 | 0.18 | 0.37 | 1.10 | 1.10 | 3.68 | 3.03 | 0.00 | $0.00 | 110.00 | 13 | 60.0 | 899.000 | 0.65 | 2024-05-27 |
| MAXN240621P00003500 | MAXN | PUT | Long | 3.50 | None | $0.00 | 0.00 | $0.65 | 0.18 | 0.14 | 1.10 | 1.10 | 3.68 | 3.03 | 0.00 | $0.00 | 110.00 | 10 | 60.0 | 899.000 | 0.65 | 2024-05-24 |
| MAXN240621P00003500 | MAXN | PUT | Long | 3.50 | None | $0.05 | 0.05 | $0.56 | 0.15 | -0.01 | 1.10 | 1.15 | 3.68 | 3.12 | 0.05 | $5.00 | 110.00 | 9 | 32.0 | 876.000 | 0.56 | 2024-05-23 |
| MAXN240621P00003500 | MAXN | PUT | Long | 3.50 | None | $0.05 | 0.05 | $0.38 | 0.10 | 0.15 | 1.10 | 1.15 | 3.68 | 3.30 | 0.05 | $5.00 | 110.00 | 8 | 2.0 | 875.000 | 0.38 | 2024-05-22 |
| MAXN240621P00003500 | MAXN | PUT | Long | 3.50 | None | $0.20 | 0.18 | $0.97 | 0.26 | 1.39 | 1.10 | 1.30 | 3.68 | 2.71 | 0.20 | $20.00 | 110.00 | 7 | 2.0 | 876.000 | 0.97 | 2024-05-21 |
| MAXN240621P00003500 | MAXN | PUT | Long | 3.50 | None | $0.25 | 0.23 | $0.79 | 0.21 | -2.50 | 1.10 | 1.35 | 3.68 | 2.89 | 0.25 | $25.00 | 110.00 | 6 | 12.0 | 0.000 | 0.79 | 2024-05-20 |
| MAXN240621P00003500 | MAXN | PUT | Long | 3.50 | None | $0.05 | 0.05 | $0.73 | 0.20 | 0.84 | 1.10 | 1.15 | 3.68 | 2.95 | 0.05 | $5.00 | 110.00 | 5 | 8.0 | 857.000 | 0.73 | 2024-05-19 |
| MAXN240621P00003500 | MAXN | PUT | Long | 3.50 | None | $0.05 | 0.05 | $0.73 | 0.20 | 0.80 | 1.10 | 1.15 | 3.68 | 2.95 | 0.05 | $5.00 | 110.00 | 4 | 8.0 | 857.000 | 0.73 | 2024-05-18 |
| MAXN240621P00003500 | MAXN | PUT | Long | 3.50 | None | $0.05 | 0.05 | $0.73 | 0.20 | 0.97 | 1.10 | 1.15 | 3.68 | 2.95 | 0.05 | $5.00 | 110.00 | 3 | 8.0 | 857.000 | 0.73 | 2024-05-17 |
| MAXN240621P00003500 | MAXN | PUT | Long | 3.50 | Underlying has moved in favorable position (0.2228260869565217391304347826) however, position is suffering from IV crush;Exit OP PnL: $-0.10;Exit EQ PnL: 0.82 | $0.30 | 0.27 | $1.12 | 0.30 | 1.05 | 1.10 | 1.40 | 3.68 | 2.56 | 0.30 | $30.00 | 110.00 | 1 | 495.0 | 398.000 | 1.12 | 2024-05-15 |
| MAXN240621P00003500 | MAXN | PUT | Long | 3.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 1.10 | 1.10 | 3.68 | 3.68 | 0.00 | $0.00 | 110.00 | 0 | 21.0 | 0.000 | -0.00 | 2024-05-14 |