| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-09 | MGNI | MGNI240621P00010000 | 10.00 | 96.0 | 303.000 | 0.504 | 0.221 | 0.5 | 0.1 | 0.000 | 0.800 | 0.470 | 0.65 | 10.28 | 2024-06-21 | PUT | Long | 0.330 | 0.332 | 0.037 |
| 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 | MGNI | 0.818 | 0.091 | 0.259 | 0.162 | 0.121 | -0.067 | 16.57 | -0.257 | 0.0000 | 8.46 | 18.00 | 21 | 1y | 13.47 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MGNI240621P00010000 | MGNI | PUT | Long | 10.00 | None | $-0.96 | -0.95 | $-4.10 | -0.44 | 1.03 | 1.01 | 0.05 | 9.23 | 13.33 | -0.96 | $-96.00 | 101.00 | 40 | 10.0 | 1744.000 | -4.10 | 2024-06-18 |
| MGNI240621P00010000 | MGNI | PUT | Long | 10.00 | None | $-0.96 | -0.95 | $-4.63 | -0.50 | 1.22 | 1.01 | 0.05 | 9.23 | 13.86 | -0.96 | $-96.00 | 101.00 | 39 | 10.0 | 1744.000 | -4.63 | 2024-06-17 |
| MGNI240621P00010000 | MGNI | PUT | Long | 10.00 | None | $-0.96 | -0.95 | $-4.50 | -0.49 | 0.84 | 1.01 | 0.05 | 9.23 | 13.73 | -0.96 | $-96.00 | 101.00 | 36 | 10.0 | 1744.000 | -4.50 | 2024-06-14 |
| MGNI240621P00010000 | MGNI | PUT | Long | 10.00 | None | $-0.96 | -0.95 | $-4.64 | -0.50 | 0.64 | 1.01 | 0.05 | 9.23 | 13.87 | -0.96 | $-96.00 | 101.00 | 35 | 10.0 | 1744.000 | -4.64 | 2024-06-13 |
| MGNI240621P00010000 | MGNI | PUT | Long | 10.00 | None | $-0.96 | -0.95 | $-4.63 | -0.50 | 0.83 | 1.01 | 0.05 | 9.23 | 13.86 | -0.96 | $-96.00 | 101.00 | 34 | 10.0 | 1744.000 | -4.63 | 2024-06-12 |
| MGNI240621P00010000 | MGNI | PUT | Long | 10.00 | None | $-0.96 | -0.95 | $-3.87 | -0.42 | 0.38 | 1.01 | 0.05 | 9.23 | 13.10 | -0.96 | $-96.00 | 101.00 | 33 | 10.0 | 1744.000 | -3.87 | 2024-06-11 |
| MGNI240621P00010000 | MGNI | PUT | Long | 10.00 | None | $-0.96 | -0.95 | $-3.86 | -0.42 | 0.56 | 1.01 | 0.05 | 9.23 | 13.09 | -0.96 | $-96.00 | 101.00 | 32 | 10.0 | 0.000 | -3.86 | 2024-06-10 |
| MGNI240621P00010000 | MGNI | PUT | Long | 10.00 | None | $-0.96 | -0.95 | $-3.70 | -0.40 | 0.31 | 1.01 | 0.05 | 9.23 | 12.93 | -0.96 | $-96.00 | 101.00 | 31 | 10.0 | 1735.000 | -3.70 | 2024-06-09 |
| MGNI240621P00010000 | MGNI | PUT | Long | 10.00 | None | $-0.96 | -0.95 | $-3.70 | -0.40 | 0.24 | 1.01 | 0.05 | 9.23 | 12.93 | -0.96 | $-96.00 | 101.00 | 29 | 10.0 | 1735.000 | -3.70 | 2024-06-07 |
| MGNI240621P00010000 | MGNI | PUT | Long | 10.00 | None | $-0.96 | -0.95 | $-4.35 | -0.47 | 0.51 | 1.01 | 0.05 | 9.23 | 13.58 | -0.96 | $-96.00 | 101.00 | 28 | 20.0 | 1755.000 | -4.35 | 2024-06-06 |
| MGNI240621P00010000 | MGNI | PUT | Long | 10.00 | None | $-0.99 | -0.98 | $-4.39 | -0.48 | 0.40 | 1.01 | 0.02 | 9.23 | 13.62 | -0.99 | $-99.00 | 101.00 | 27 | 20.0 | 1755.000 | -4.39 | 2024-06-05 |
| MGNI240621P00010000 | MGNI | PUT | Long | 10.00 | None | $-0.99 | -0.98 | $-4.14 | -0.45 | 0.41 | 1.01 | 0.02 | 9.23 | 13.37 | -0.99 | $-99.00 | 101.00 | 26 | 20.0 | 1755.000 | -4.14 | 2024-06-04 |
| MGNI240621P00010000 | MGNI | PUT | Long | 10.00 | None | $-0.99 | -0.98 | $-3.48 | -0.38 | 0.28 | 1.01 | 0.02 | 9.23 | 12.71 | -0.99 | $-99.00 | 101.00 | 25 | 20.0 | 1760.000 | -3.48 | 2024-06-03 |
| MGNI240621P00010000 | MGNI | PUT | Long | 10.00 | None | $-0.93 | -0.92 | $-3.11 | -0.34 | 0.16 | 1.01 | 0.08 | 9.23 | 12.34 | -0.93 | $-93.00 | 101.00 | 22 | 16.0 | 1760.000 | -3.11 | 2024-05-31 |
| MGNI240621P00010000 | MGNI | PUT | Long | 10.00 | None | $-0.93 | -0.92 | $-3.13 | -0.34 | 0.09 | 1.01 | 0.08 | 9.23 | 12.36 | -0.93 | $-93.00 | 101.00 | 21 | 16.0 | 1745.000 | -3.13 | 2024-05-30 |
| MGNI240621P00010000 | MGNI | PUT | Long | 10.00 | None | $-0.95 | -0.94 | $-2.98 | -0.32 | 0.11 | 1.01 | 0.06 | 9.23 | 12.21 | -0.95 | $-95.00 | 101.00 | 20 | 20.0 | 1755.000 | -2.98 | 2024-05-29 |
| MGNI240621P00010000 | MGNI | PUT | Long | 10.00 | None | $-0.96 | -0.95 | $-3.24 | -0.35 | 0.16 | 1.01 | 0.05 | 9.23 | 12.47 | -0.96 | $-96.00 | 101.00 | 19 | 77.0 | 1717.000 | -3.24 | 2024-05-28 |
| MGNI240621P00010000 | MGNI | PUT | Long | 10.00 | None | $-0.93 | -0.92 | $-3.34 | -0.36 | 0.20 | 1.01 | 0.08 | 9.23 | 12.57 | -0.93 | $-93.00 | 101.00 | 18 | 146.0 | 1702.000 | -3.34 | 2024-05-27 |
| MGNI240621P00010000 | MGNI | PUT | Long | 10.00 | None | $-0.92 | -0.91 | $-3.34 | -0.36 | 0.11 | 1.01 | 0.09 | 9.23 | 12.57 | -0.92 | $-92.00 | 101.00 | 15 | 136.0 | 1702.000 | -3.34 | 2024-05-24 |
| MGNI240621P00010000 | MGNI | PUT | Long | 10.00 | None | $-0.76 | -0.75 | $-1.84 | -0.20 | 0.03 | 1.01 | 0.25 | 9.23 | 11.07 | -0.76 | $-76.00 | 101.00 | 14 | 134.0 | 1714.000 | -1.84 | 2024-05-23 |
| MGNI240621P00010000 | MGNI | PUT | Long | 10.00 | None | $-0.91 | -0.90 | $-2.20 | -0.24 | 0.07 | 1.01 | 0.10 | 9.23 | 11.43 | -0.91 | $-91.00 | 101.00 | 13 | 32.0 | 1718.000 | -2.20 | 2024-05-22 |
| MGNI240621P00010000 | MGNI | PUT | Long | 10.00 | None | $-0.81 | -0.80 | $-1.93 | -0.21 | 0.06 | 1.01 | 0.20 | 9.23 | 11.16 | -0.81 | $-81.00 | 101.00 | 12 | 640.0 | 1875.000 | -1.93 | 2024-05-21 |
| MGNI240621P00010000 | MGNI | PUT | Long | 10.00 | None | $-0.83 | -0.82 | $-2.05 | -0.22 | -0.36 | 1.01 | 0.18 | 9.23 | 11.28 | -0.83 | $-83.00 | 101.00 | 11 | 213.0 | 0.000 | -2.05 | 2024-05-20 |
| MGNI240621P00010000 | MGNI | PUT | Long | 10.00 | None | $-0.84 | -0.83 | $-2.52 | -0.27 | 0.08 | 1.01 | 0.17 | 9.23 | 11.75 | -0.84 | $-84.00 | 101.00 | 10 | 216.0 | 1653.000 | -2.52 | 2024-05-19 |
| MGNI240621P00010000 | MGNI | PUT | Long | 10.00 | None | $-0.84 | -0.83 | $-2.52 | -0.27 | 0.07 | 1.01 | 0.17 | 9.23 | 11.75 | -0.84 | $-84.00 | 101.00 | 9 | 216.0 | 1653.000 | -2.52 | 2024-05-18 |
| MGNI240621P00010000 | MGNI | PUT | Long | 10.00 | None | $-0.84 | -0.83 | $-2.52 | -0.27 | 0.06 | 1.01 | 0.17 | 9.23 | 11.75 | -0.84 | $-84.00 | 101.00 | 8 | 216.0 | 1653.000 | -2.52 | 2024-05-17 |
| MGNI240621P00010000 | MGNI | PUT | Long | 10.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.09; Exit EQ PnL: -0.50 | $-0.16 | -0.16 | $-0.57 | -0.06 | 0.08 | 1.01 | 0.85 | 9.23 | 9.80 | -0.16 | $-16.00 | 101.00 | 6 | 1362.0 | 439.000 | -0.57 | 2024-05-15 |
| MGNI240621P00010000 | MGNI | PUT | Long | 10.00 | None | $0.01 | 0.01 | $0.19 | 0.02 | 0.00 | 1.01 | 1.02 | 9.23 | 9.04 | 0.01 | $1.00 | 101.00 | 5 | 1.0 | 440.000 | 0.19 | 2024-05-14 |
| MGNI240621P00010000 | MGNI | PUT | Long | 10.00 | None | $0.07 | 0.07 | $0.09 | 0.01 | 0.01 | 1.01 | 1.08 | 9.23 | 9.14 | 0.07 | $7.00 | 101.00 | 4 | 87.0 | 428.000 | 0.09 | 2024-05-13 |
| MGNI240621P00010000 | MGNI | PUT | Long | 10.00 | None | $0.18 | 0.18 | $0.18 | 0.02 | -0.48 | 1.01 | 1.19 | 9.23 | 9.05 | 0.18 | $18.00 | 101.00 | 3 | 30.0 | 428.000 | 0.18 | 2024-05-12 |
| MGNI240621P00010000 | MGNI | PUT | Long | 10.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 1.01 | 1.01 | 9.23 | 9.23 | 0.00 | $0.00 | 101.00 | 0 | 181.0 | 303.000 | -0.00 | 2024-05-09 |