| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-06-03 | MBOT | MBOT240719P00002500 | 2.50 | 152.0 | 2.000 | 2.836 | 0.431 | 0.0 | 1.1 | -0.060 | 0.260 | 1.360 | 1.25 | 1.38 | 2024-07-19 | PUT | Long | 0.297 | 0.443 | 0.380 |
| 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 | MBOT | 0.909 | 0.101 | 0.587 | 0.204 | 0.101 | -0.027 | 1.01 | 0.000 | 0.0000 | 0.83 | 2.05 | 21 | 1y | 0.97 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MBOT240719P00002500 | MBOT | PUT | Long | 2.50 | None | $0.10 | 0.08 | $0.30 | 0.22 | 55.66 | 1.25 | 1.35 | 1.38 | 1.08 | 0.10 | $10.00 | 125.00 | 45 | 1.0 | 106.000 | 0.30 | 2024-07-18 |
| MBOT240719P00002500 | MBOT | PUT | Long | 2.50 | None | $0.10 | 0.08 | $0.31 | 0.22 | 44.66 | 1.25 | 1.35 | 1.38 | 1.07 | 0.10 | $10.00 | 125.00 | 44 | 1.0 | 106.000 | 0.31 | 2024-07-17 |
| MBOT240719P00002500 | MBOT | PUT | Long | 2.50 | None | $0.10 | 0.08 | $0.28 | 0.20 | 38.41 | 1.25 | 1.35 | 1.38 | 1.10 | 0.10 | $10.00 | 125.00 | 43 | 1.0 | 106.000 | 0.28 | 2024-07-16 |
| MBOT240719P00002500 | MBOT | PUT | Long | 2.50 | None | $0.10 | 0.08 | $0.28 | 0.20 | 34.16 | 1.25 | 1.35 | 1.38 | 1.10 | 0.10 | $10.00 | 125.00 | 42 | 1.0 | 106.000 | 0.28 | 2024-07-15 |
| MBOT240719P00002500 | MBOT | PUT | Long | 2.50 | None | $0.10 | 0.08 | $0.30 | 0.22 | 26.41 | 1.25 | 1.35 | 1.38 | 1.08 | 0.10 | $10.00 | 125.00 | 39 | 1.0 | 106.000 | 0.30 | 2024-07-12 |
| MBOT240719P00002500 | MBOT | PUT | Long | 2.50 | None | $0.10 | 0.08 | $0.32 | 0.23 | 24.66 | 1.25 | 1.35 | 1.38 | 1.06 | 0.10 | $10.00 | 125.00 | 38 | 1.0 | 106.000 | 0.32 | 2024-07-11 |
| MBOT240719P00002500 | MBOT | PUT | Long | 2.50 | None | $0.10 | 0.08 | $0.31 | 0.22 | 23.16 | 1.25 | 1.35 | 1.38 | 1.07 | 0.10 | $10.00 | 125.00 | 37 | 1.0 | 106.000 | 0.31 | 2024-07-10 |
| MBOT240719P00002500 | MBOT | PUT | Long | 2.50 | None | $0.10 | 0.08 | $0.30 | 0.22 | 22.04 | 1.25 | 1.35 | 1.38 | 1.08 | 0.10 | $10.00 | 125.00 | 36 | 1.0 | 106.000 | 0.30 | 2024-07-09 |
| MBOT240719P00002500 | MBOT | PUT | Long | 2.50 | None | $0.10 | 0.08 | $0.30 | 0.22 | 20.91 | 1.25 | 1.35 | 1.38 | 1.08 | 0.10 | $10.00 | 125.00 | 35 | 1.0 | 106.000 | 0.30 | 2024-07-08 |
| MBOT240719P00002500 | MBOT | PUT | Long | 2.50 | None | $0.10 | 0.08 | $0.31 | 0.22 | -2.84 | 1.25 | 1.35 | 1.38 | 1.07 | 0.10 | $10.00 | 125.00 | 32 | 1.0 | 106.000 | 0.31 | 2024-07-05 |
| MBOT240719P00002500 | MBOT | PUT | Long | 2.50 | None | $0.10 | 0.08 | $0.33 | 0.24 | -2.84 | 1.25 | 1.35 | 1.38 | 1.05 | 0.10 | $10.00 | 125.00 | 31 | 1.0 | 106.000 | 0.33 | 2024-07-04 |
| MBOT240719P00002500 | MBOT | PUT | Long | 2.50 | None | $0.10 | 0.08 | $0.33 | 0.24 | -2.84 | 1.25 | 1.35 | 1.38 | 1.05 | 0.10 | $10.00 | 125.00 | 30 | 1.0 | 106.000 | 0.33 | 2024-07-03 |
| MBOT240719P00002500 | MBOT | PUT | Long | 2.50 | None | $0.10 | 0.08 | $0.39 | 0.28 | 12.07 | 1.25 | 1.35 | 1.38 | 0.99 | 0.10 | $10.00 | 125.00 | 29 | 1.0 | 106.000 | 0.39 | 2024-07-02 |
| MBOT240719P00002500 | MBOT | PUT | Long | 2.50 | None | $0.10 | 0.08 | $0.37 | 0.27 | 13.41 | 1.25 | 1.35 | 1.38 | 1.01 | 0.10 | $10.00 | 125.00 | 28 | 1.0 | 106.000 | 0.37 | 2024-07-01 |
| MBOT240719P00002500 | MBOT | PUT | Long | 2.50 | None | $0.10 | 0.08 | $0.36 | 0.26 | -2.84 | 1.25 | 1.35 | 1.38 | 1.02 | 0.10 | $10.00 | 125.00 | 25 | 1.0 | 106.000 | 0.36 | 2024-06-28 |
| MBOT240719P00002500 | MBOT | PUT | Long | 2.50 | None | $0.10 | 0.08 | $0.35 | 0.25 | -2.84 | 1.25 | 1.35 | 1.38 | 1.03 | 0.10 | $10.00 | 125.00 | 24 | 1.0 | 106.000 | 0.35 | 2024-06-27 |
| MBOT240719P00002500 | MBOT | PUT | Long | 2.50 | None | $0.10 | 0.08 | $0.34 | 0.25 | -0.37 | 1.25 | 1.35 | 1.38 | 1.04 | 0.10 | $10.00 | 125.00 | 22 | 1.0 | 106.000 | 0.34 | 2024-06-25 |
| MBOT240719P00002500 | MBOT | PUT | Long | 2.50 | None | $0.10 | 0.08 | $0.34 | 0.25 | 4.51 | 1.25 | 1.35 | 1.38 | 1.04 | 0.10 | $10.00 | 125.00 | 21 | 1.0 | 106.000 | 0.34 | 2024-06-24 |
| MBOT240719P00002500 | MBOT | PUT | Long | 2.50 | None | $0.10 | 0.08 | $0.36 | 0.26 | 0.73 | 1.25 | 1.35 | 1.38 | 1.02 | 0.10 | $10.00 | 125.00 | 15 | 1.0 | 106.000 | 0.36 | 2024-06-18 |
| MBOT240719P00002500 | MBOT | PUT | Long | 2.50 | None | $0.10 | 0.08 | $0.34 | 0.25 | 7.29 | 1.25 | 1.35 | 1.38 | 1.04 | 0.10 | $10.00 | 125.00 | 14 | 1.0 | 106.000 | 0.34 | 2024-06-17 |
| MBOT240719P00002500 | MBOT | PUT | Long | 2.50 | None | $0.10 | 0.08 | $0.30 | 0.22 | -2.84 | 1.25 | 1.35 | 1.38 | 1.08 | 0.10 | $10.00 | 125.00 | 11 | 1.0 | 106.000 | 0.30 | 2024-06-14 |
| MBOT240719P00002500 | MBOT | PUT | Long | 2.50 | None | $0.10 | 0.08 | $0.30 | 0.22 | -1.59 | 1.25 | 1.35 | 1.38 | 1.08 | 0.10 | $10.00 | 125.00 | 10 | 1.0 | 106.000 | 0.30 | 2024-06-13 |
| MBOT240719P00002500 | MBOT | PUT | Long | 2.50 | None | $0.10 | 0.08 | $0.29 | 0.21 | -1.30 | 1.25 | 1.35 | 1.38 | 1.09 | 0.10 | $10.00 | 125.00 | 9 | 1.0 | 106.000 | 0.29 | 2024-06-12 |
| MBOT240719P00002500 | MBOT | PUT | Long | 2.50 | None | $0.10 | 0.08 | $0.31 | 0.22 | -0.15 | 1.25 | 1.35 | 1.38 | 1.07 | 0.10 | $10.00 | 125.00 | 8 | 1.0 | 106.000 | 0.31 | 2024-06-11 |
| MBOT240719P00002500 | MBOT | PUT | Long | 2.50 | None | $0.10 | 0.08 | $0.28 | 0.20 | 10.23 | 1.25 | 1.35 | 1.38 | 1.10 | 0.10 | $10.00 | 125.00 | 7 | 1.0 | 106.000 | 0.28 | 2024-06-10 |
| MBOT240719P00002500 | MBOT | PUT | Long | 2.50 | None | $0.10 | 0.08 | $0.30 | 0.22 | -2.84 | 1.25 | 1.35 | 1.38 | 1.08 | 0.10 | $10.00 | 125.00 | 6 | 1.0 | 106.000 | 0.30 | 2024-06-09 |
| MBOT240719P00002500 | MBOT | PUT | Long | 2.50 | None | $0.10 | 0.08 | $0.30 | 0.22 | 0.15 | 1.25 | 1.35 | 1.38 | 1.08 | 0.10 | $10.00 | 125.00 | 4 | 1.0 | 106.000 | 0.30 | 2024-06-07 |
| MBOT240719P00002500 | MBOT | PUT | Long | 2.50 | None | $0.10 | 0.08 | $0.23 | 0.17 | -1.06 | 1.25 | 1.35 | 1.38 | 1.15 | 0.10 | $10.00 | 125.00 | 3 | 1.0 | 107.000 | 0.23 | 2024-06-06 |
| MBOT240719P00002500 | MBOT | PUT | Long | 2.50 | None | $0.10 | 0.08 | $0.22 | 0.16 | 0.69 | 1.25 | 1.35 | 1.38 | 1.16 | 0.10 | $10.00 | 125.00 | 2 | 61.0 | 107.000 | 0.22 | 2024-06-05 |
| MBOT240719P00002500 | MBOT | PUT | Long | 2.50 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.10 | 0.08 | $0.24 | 0.17 | 2.91 | 1.25 | 1.35 | 1.38 | 1.14 | 0.10 | $10.00 | 125.00 | 1 | 61.0 | 107.000 | 0.24 | 2024-06-04 |
| MBOT240719P00002500 | MBOT | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 1.25 | 1.25 | 1.38 | 1.38 | 0.00 | $0.00 | 125.00 | 0 | 152.0 | 2.000 | -0.00 | 2024-06-03 |