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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024-03-26 | MKC | MKC240517P00080000 | 80.00 | 8.0 | 0.216 | 0.145 | 0.7 | 2.7 | 0.000 | 1.360 | 3.400 | 3.70 | 77.53 | 2024-05-17 | PUT | Long | 0.107 | 0.147 | 0.106 |
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 | MKC | 0.818 | 0.036 | 0.119 | 0.060 | 0.054 | 0.000 | 80.31 | 0.102 | 0.0000 | 64.61 | 84.76 | 21 | 1y | 77.60 |
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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
MKC240517P00080000 | MKC | PUT | Long | 80.00 | None | $2.43 | 0.61 | $2.71 | 0.04 | -0.27 | 4.00 | 6.43 | 77.34 | 74.63 | 2.43 | $243.00 | 400.00 | 50 | 6.0 | 0.000 | 2.71 | 2024-05-15 |
MKC240517P00080000 | MKC | PUT | Long | 80.00 | None | $2.43 | 0.61 | $2.74 | 0.04 | -0.27 | 4.00 | 6.43 | 77.34 | 74.60 | 2.43 | $243.00 | 400.00 | 49 | 6.0 | 0.000 | 2.74 | 2024-05-14 |
MKC240517P00080000 | MKC | PUT | Long | 80.00 | None | $2.43 | 0.61 | $1.60 | 0.02 | -0.27 | 4.00 | 6.43 | 77.34 | 75.74 | 2.43 | $243.00 | 400.00 | 48 | 6.0 | 0.000 | 1.60 | 2024-05-13 |
MKC240517P00080000 | MKC | PUT | Long | 80.00 | None | $2.43 | 0.61 | $1.19 | 0.02 | 0.07 | 4.00 | 6.43 | 77.34 | 76.15 | 2.43 | $243.00 | 400.00 | 47 | 6.0 | 0.000 | 1.19 | 2024-05-12 |
MKC240517P00080000 | MKC | PUT | Long | 80.00 | None | $2.43 | 0.61 | $2.00 | 0.03 | 0.43 | 4.00 | 6.43 | 77.34 | 75.34 | 2.43 | $243.00 | 400.00 | 44 | 6.0 | 0.000 | 2.00 | 2024-05-09 |
MKC240517P00080000 | MKC | PUT | Long | 80.00 | None | $2.43 | 0.61 | $1.79 | 0.02 | 0.26 | 4.00 | 6.43 | 77.34 | 75.55 | 2.43 | $243.00 | 400.00 | 43 | 6.0 | 0.000 | 1.79 | 2024-05-08 |
MKC240517P00080000 | MKC | PUT | Long | 80.00 | None | $2.43 | 0.61 | $1.16 | 0.01 | 0.35 | 4.00 | 6.43 | 77.34 | 76.18 | 2.43 | $243.00 | 400.00 | 42 | 6.0 | 0.000 | 1.16 | 2024-05-07 |
MKC240517P00080000 | MKC | PUT | Long | 80.00 | None | $2.43 | 0.61 | $1.47 | 0.02 | -0.27 | 4.00 | 6.43 | 77.34 | 75.87 | 2.43 | $243.00 | 400.00 | 38 | 6.0 | 0.000 | 1.47 | 2024-05-03 |
MKC240517P00080000 | MKC | PUT | Long | 80.00 | None | $2.43 | 0.61 | $2.20 | 0.03 | 0.22 | 4.00 | 6.43 | 77.34 | 75.14 | 2.43 | $243.00 | 400.00 | 37 | 6.0 | 0.000 | 2.20 | 2024-05-02 |
MKC240517P00080000 | MKC | PUT | Long | 80.00 | None | $2.43 | 0.61 | $1.24 | 0.02 | -0.03 | 4.00 | 6.43 | 77.34 | 76.10 | 2.43 | $243.00 | 400.00 | 34 | 6.0 | 0.000 | 1.24 | 2024-04-29 |
MKC240517P00080000 | MKC | PUT | Long | 80.00 | None | $2.43 | 0.61 | $1.61 | 0.02 | 0.19 | 4.00 | 6.43 | 77.34 | 75.73 | 2.43 | $243.00 | 400.00 | 31 | 6.0 | 0.000 | 1.61 | 2024-04-26 |
MKC240517P00080000 | MKC | PUT | Long | 80.00 | None | $2.43 | 0.61 | $1.77 | 0.02 | -0.04 | 4.00 | 6.43 | 77.34 | 75.57 | 2.43 | $243.00 | 400.00 | 30 | 6.0 | 0.000 | 1.77 | 2024-04-25 |
MKC240517P00080000 | MKC | PUT | Long | 80.00 | None | $2.43 | 0.61 | $1.49 | 0.02 | -0.11 | 4.00 | 6.43 | 77.34 | 75.85 | 2.43 | $243.00 | 400.00 | 29 | 6.0 | 0.000 | 1.49 | 2024-04-24 |
MKC240517P00080000 | MKC | PUT | Long | 80.00 | None | $2.43 | 0.61 | $2.30 | 0.03 | -0.09 | 4.00 | 6.43 | 77.34 | 75.04 | 2.43 | $243.00 | 400.00 | 28 | 6.0 | 0.000 | 2.30 | 2024-04-23 |
MKC240517P00080000 | MKC | PUT | Long | 80.00 | None | $2.43 | 0.61 | $2.65 | 0.03 | -0.07 | 4.00 | 6.43 | 77.34 | 74.69 | 2.43 | $243.00 | 400.00 | 27 | 6.0 | 0.000 | 2.65 | 2024-04-22 |
MKC240517P00080000 | MKC | PUT | Long | 80.00 | None | $2.43 | 0.61 | $3.42 | 0.04 | 0.10 | 4.00 | 6.43 | 77.34 | 73.92 | 2.43 | $243.00 | 400.00 | 24 | 6.0 | 0.000 | 3.42 | 2024-04-19 |
MKC240517P00080000 | MKC | PUT | Long | 80.00 | None | $2.43 | 0.61 | $4.61 | 0.06 | 0.27 | 4.00 | 6.43 | 77.34 | 72.73 | 2.43 | $243.00 | 400.00 | 23 | 6.0 | 0.000 | 4.61 | 2024-04-18 |
MKC240517P00080000 | MKC | PUT | Long | 80.00 | None | $2.43 | 0.61 | $5.07 | 0.07 | 0.27 | 4.00 | 6.43 | 77.34 | 72.27 | 2.43 | $243.00 | 400.00 | 22 | 6.0 | 0.000 | 5.07 | 2024-04-17 |
MKC240517P00080000 | MKC | PUT | Long | 80.00 | None | $2.43 | 0.61 | $5.54 | 0.07 | 0.14 | 4.00 | 6.43 | 77.34 | 71.80 | 2.43 | $243.00 | 400.00 | 21 | 6.0 | 0.000 | 5.54 | 2024-04-16 |
MKC240517P00080000 | MKC | PUT | Long | 80.00 | None | $2.43 | 0.61 | $5.44 | 0.07 | 0.07 | 4.00 | 6.43 | 77.34 | 71.90 | 2.43 | $243.00 | 400.00 | 20 | 6.0 | 0.000 | 5.44 | 2024-04-15 |
MKC240517P00080000 | MKC | PUT | Long | 80.00 | None | $2.43 | 0.61 | $5.58 | 0.07 | 0.17 | 4.00 | 6.43 | 77.34 | 71.76 | 2.43 | $243.00 | 400.00 | 17 | 6.0 | 112.000 | 5.58 | 2024-04-12 |
MKC240517P00080000 | MKC | PUT | Long | 80.00 | None | $2.43 | 0.61 | $3.92 | 0.05 | 0.06 | 4.00 | 6.43 | 77.34 | 73.42 | 2.43 | $243.00 | 400.00 | 16 | 6.0 | 118.000 | 3.92 | 2024-04-11 |
MKC240517P00080000 | MKC | PUT | Long | 80.00 | None | $0.00 | 0.00 | $2.56 | 0.03 | -0.08 | 4.00 | 4.00 | 77.34 | 74.78 | 0.00 | $0.00 | 400.00 | 15 | 1.0 | 118.000 | 2.56 | 2024-04-10 |
MKC240517P00080000 | MKC | PUT | Long | 80.00 | None | $0.00 | 0.00 | $1.71 | 0.02 | -0.08 | 4.00 | 4.00 | 77.34 | 75.63 | 0.00 | $0.00 | 400.00 | 14 | 1.0 | 118.000 | 1.71 | 2024-04-09 |
MKC240517P00080000 | MKC | PUT | Long | 80.00 | None | $0.00 | 0.00 | $1.69 | 0.02 | -0.08 | 4.00 | 4.00 | 77.34 | 75.65 | 0.00 | $0.00 | 400.00 | 13 | 1.0 | 118.000 | 1.69 | 2024-04-08 |
MKC240517P00080000 | MKC | PUT | Long | 80.00 | None | $0.00 | 0.00 | $1.88 | 0.02 | -0.12 | 4.00 | 4.00 | 77.34 | 75.46 | 0.00 | $0.00 | 400.00 | 10 | 1.0 | 118.000 | 1.88 | 2024-04-05 |
MKC240517P00080000 | MKC | PUT | Long | 80.00 | None | $0.00 | 0.00 | $0.93 | 0.01 | -0.05 | 4.00 | 4.00 | 77.34 | 76.41 | 0.00 | $0.00 | 400.00 | 9 | 1.0 | 119.000 | 0.93 | 2024-04-04 |
MKC240517P00080000 | MKC | PUT | Long | 80.00 | None | $0.70 | 0.18 | $1.09 | 0.01 | -0.06 | 4.00 | 4.70 | 77.34 | 76.25 | 0.70 | $70.00 | 400.00 | 8 | 113.0 | 6.000 | 1.09 | 2024-04-03 |
MKC240517P00080000 | MKC | PUT | Long | 80.00 | None | $0.99 | 0.25 | $-0.91 | -0.01 | -0.07 | 4.00 | 4.99 | 77.34 | 78.25 | 0.99 | $99.00 | 400.00 | 7 | 6.0 | 6.000 | -0.91 | 2024-04-02 |
MKC240517P00080000 | MKC | PUT | Long | 80.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.99 | 0.25 | $0.72 | 0.01 | -0.27 | 4.00 | 4.99 | 77.34 | 76.62 | 0.99 | $99.00 | 400.00 | 6 | 6.0 | 6.000 | 0.72 | 2024-04-01 |
MKC240517P00080000 | MKC | PUT | Long | 80.00 | None | $1.40 | 0.35 | $0.53 | 0.01 | -0.27 | 4.00 | 5.40 | 77.34 | 76.81 | 1.40 | $140.00 | 400.00 | 5 | 1.0 | 4.000 | 0.53 | 2024-03-31 |
MKC240517P00080000 | MKC | PUT | Long | 80.00 | None | $1.40 | 0.35 | $0.53 | 0.01 | 0.05 | 4.00 | 5.40 | 77.34 | 76.81 | 1.40 | $140.00 | 400.00 | 4 | 1.0 | 4.000 | 0.53 | 2024-03-30 |
MKC240517P00080000 | MKC | PUT | Long | 80.00 | None | $1.40 | 0.35 | $0.53 | 0.01 | 0.04 | 4.00 | 5.40 | 77.34 | 76.81 | 1.40 | $140.00 | 400.00 | 3 | 1.0 | 4.000 | 0.53 | 2024-03-29 |
MKC240517P00080000 | MKC | PUT | Long | 80.00 | None | $1.40 | 0.35 | $0.53 | 0.01 | 0.04 | 4.00 | 5.40 | 77.34 | 76.81 | 1.40 | $140.00 | 400.00 | 2 | 1.0 | 4.000 | 0.53 | 2024-03-28 |
MKC240517P00080000 | MKC | PUT | Long | 80.00 | None | $1.40 | 0.35 | $1.30 | 0.02 | 0.00 | 4.00 | 5.40 | 77.34 | 76.04 | 1.40 | $140.00 | 400.00 | 1 | 1.0 | 4.000 | 1.30 | 2024-03-27 |
MKC240517P00080000 | MKC | PUT | Long | 80.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 4.00 | 4.00 | 77.34 | 77.34 | 0.00 | $0.00 | 400.00 | 0 | 9.0 | 0.000 | -0.00 | 2024-03-26 |