| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-03-07 | MNMD | MNMD240419P00008000 | 8.00 | 442.0 | 15.000 | 1.080 | 0.519 | 1.2 | 0.2 | -0.090 | 1.700 | 0.670 | 0.85 | 9.00 | 2024-04-19 | PUT | Long | 0.375 | 0.554 | 0.515 |
| 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 | MNMD | 1.000 | 0.149 | 0.529 | 0.234 | 0.189 | -0.078 | 7.48 | 0.000 | 0.0000 | 3.35 | 11.75 | 21 | 1y | 6.97 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MNMD240419P00008000 | MNMD | PUT | Long | 8.00 | None | $-0.80 | -0.94 | $0.09 | 0.01 | -0.03 | 0.85 | 0.05 | 9.00 | 8.91 | -0.80 | $-80.00 | 85.00 | 42 | 2.0 | 1114.000 | 0.09 | 2024-04-18 |
| MNMD240419P00008000 | MNMD | PUT | Long | 8.00 | None | $-0.82 | -0.96 | $-0.53 | -0.06 | 0.15 | 0.85 | 0.03 | 9.00 | 9.53 | -0.82 | $-82.00 | 85.00 | 41 | 1.0 | 1114.000 | -0.53 | 2024-04-17 |
| MNMD240419P00008000 | MNMD | PUT | Long | 8.00 | None | $-0.81 | -0.95 | $-0.88 | -0.10 | 0.15 | 0.85 | 0.04 | 9.00 | 9.88 | -0.81 | $-81.00 | 85.00 | 40 | 3.0 | 1114.000 | -0.88 | 2024-04-16 |
| MNMD240419P00008000 | MNMD | PUT | Long | 8.00 | None | $-0.83 | -0.98 | $-0.78 | -0.09 | -0.02 | 0.85 | 0.02 | 9.00 | 9.78 | -0.83 | $-83.00 | 85.00 | 39 | 21.0 | 1135.000 | -0.78 | 2024-04-15 |
| MNMD240419P00008000 | MNMD | PUT | Long | 8.00 | None | $-0.75 | -0.88 | $-0.67 | -0.07 | -0.27 | 0.85 | 0.10 | 9.00 | 9.67 | -0.75 | $-75.00 | 85.00 | 36 | 3.0 | 1137.000 | -0.67 | 2024-04-12 |
| MNMD240419P00008000 | MNMD | PUT | Long | 8.00 | None | $-0.80 | -0.94 | $-1.25 | -0.14 | -0.14 | 0.85 | 0.05 | 9.00 | 10.25 | -0.80 | $-80.00 | 85.00 | 35 | 29.0 | 1166.000 | -1.25 | 2024-04-11 |
| MNMD240419P00008000 | MNMD | PUT | Long | 8.00 | None | $-0.77 | -0.91 | $-1.90 | -0.21 | 0.26 | 0.85 | 0.08 | 9.00 | 10.90 | -0.77 | $-77.00 | 85.00 | 34 | 33.0 | 1199.000 | -1.90 | 2024-04-10 |
| MNMD240419P00008000 | MNMD | PUT | Long | 8.00 | None | $-0.77 | -0.91 | $-1.05 | -0.12 | -0.06 | 0.85 | 0.08 | 9.00 | 10.05 | -0.77 | $-77.00 | 85.00 | 33 | 13.0 | 1202.000 | -1.05 | 2024-04-09 |
| MNMD240419P00008000 | MNMD | PUT | Long | 8.00 | None | $-0.80 | -0.94 | $-1.89 | -0.21 | -0.58 | 0.85 | 0.05 | 9.00 | 10.89 | -0.80 | $-80.00 | 85.00 | 32 | 6.0 | 1208.000 | -1.89 | 2024-04-08 |
| MNMD240419P00008000 | MNMD | PUT | Long | 8.00 | None | $-0.75 | -0.88 | $-2.00 | -0.22 | 0.03 | 0.85 | 0.10 | 9.00 | 11.00 | -0.75 | $-75.00 | 85.00 | 29 | 8.0 | 1214.000 | -2.00 | 2024-04-05 |
| MNMD240419P00008000 | MNMD | PUT | Long | 8.00 | None | $-0.75 | -0.88 | $-1.80 | -0.20 | -0.05 | 0.85 | 0.10 | 9.00 | 10.80 | -0.75 | $-75.00 | 85.00 | 28 | 35.0 | 1214.000 | -1.80 | 2024-04-04 |
| MNMD240419P00008000 | MNMD | PUT | Long | 8.00 | None | $-0.77 | -0.91 | $-2.75 | -0.31 | 0.12 | 0.85 | 0.08 | 9.00 | 11.75 | -0.77 | $-77.00 | 85.00 | 27 | 104.0 | 1260.000 | -2.75 | 2024-04-03 |
| MNMD240419P00008000 | MNMD | PUT | Long | 8.00 | None | $-0.65 | -0.76 | $-0.85 | -0.09 | 0.04 | 0.85 | 0.20 | 9.00 | 9.85 | -0.65 | $-65.00 | 85.00 | 26 | 41.0 | 1247.000 | -0.85 | 2024-04-02 |
| MNMD240419P00008000 | MNMD | PUT | Long | 8.00 | None | $-0.60 | -0.71 | $-0.52 | -0.06 | -0.02 | 0.85 | 0.25 | 9.00 | 9.52 | -0.60 | $-60.00 | 85.00 | 25 | 5.0 | 1244.000 | -0.52 | 2024-04-01 |
| MNMD240419P00008000 | MNMD | PUT | Long | 8.00 | None | $-0.57 | -0.67 | $-0.40 | -0.04 | -0.08 | 0.85 | 0.28 | 9.00 | 9.40 | -0.57 | $-57.00 | 85.00 | 24 | 31.0 | 1243.000 | -0.40 | 2024-03-31 |
| MNMD240419P00008000 | MNMD | PUT | Long | 8.00 | None | $-0.57 | -0.67 | $-0.40 | -0.04 | -0.13 | 0.85 | 0.28 | 9.00 | 9.40 | -0.57 | $-57.00 | 85.00 | 23 | 31.0 | 1243.000 | -0.40 | 2024-03-30 |
| MNMD240419P00008000 | MNMD | PUT | Long | 8.00 | None | $-0.57 | -0.67 | $-0.40 | -0.04 | -0.15 | 0.85 | 0.28 | 9.00 | 9.40 | -0.57 | $-57.00 | 85.00 | 22 | 31.0 | 1243.000 | -0.40 | 2024-03-29 |
| MNMD240419P00008000 | MNMD | PUT | Long | 8.00 | None | $-0.57 | -0.67 | $-0.40 | -0.04 | -0.12 | 0.85 | 0.28 | 9.00 | 9.40 | -0.57 | $-57.00 | 85.00 | 21 | 31.0 | 1243.000 | -0.40 | 2024-03-28 |
| MNMD240419P00008000 | MNMD | PUT | Long | 8.00 | None | $-0.57 | -0.67 | $-0.50 | -0.06 | -0.14 | 0.85 | 0.28 | 9.00 | 9.50 | -0.57 | $-57.00 | 85.00 | 20 | 240.0 | 1029.000 | -0.50 | 2024-03-27 |
| MNMD240419P00008000 | MNMD | PUT | Long | 8.00 | None | $-0.64 | -0.75 | $-0.86 | -0.10 | -0.16 | 0.85 | 0.21 | 9.00 | 9.86 | -0.64 | $-64.00 | 85.00 | 19 | 126.0 | 944.000 | -0.86 | 2024-03-26 |
| MNMD240419P00008000 | MNMD | PUT | Long | 8.00 | None | $-0.63 | -0.74 | $-1.43 | -0.16 | -0.05 | 0.85 | 0.22 | 9.00 | 10.43 | -0.63 | $-63.00 | 85.00 | 18 | 13.0 | 953.000 | -1.43 | 2024-03-25 |
| MNMD240419P00008000 | MNMD | PUT | Long | 8.00 | None | $-0.55 | -0.65 | $-0.78 | -0.09 | -0.10 | 0.85 | 0.30 | 9.00 | 9.78 | -0.55 | $-55.00 | 85.00 | 15 | 171.0 | 821.000 | -0.78 | 2024-03-22 |
| MNMD240419P00008000 | MNMD | PUT | Long | 8.00 | None | $-0.49 | -0.58 | $-0.76 | -0.08 | -0.07 | 0.85 | 0.36 | 9.00 | 9.76 | -0.49 | $-49.00 | 85.00 | 14 | 163.0 | 683.000 | -0.76 | 2024-03-21 |
| MNMD240419P00008000 | MNMD | PUT | Long | 8.00 | None | $-0.43 | -0.51 | $-0.88 | -0.10 | 0.02 | 0.85 | 0.42 | 9.00 | 9.88 | -0.43 | $-43.00 | 85.00 | 13 | 48.0 | 685.000 | -0.88 | 2024-03-20 |
| MNMD240419P00008000 | MNMD | PUT | Long | 8.00 | None | $-0.35 | -0.41 | $-0.79 | -0.09 | -0.02 | 0.85 | 0.50 | 9.00 | 9.79 | -0.35 | $-35.00 | 85.00 | 12 | 203.0 | 573.000 | -0.79 | 2024-03-19 |
| MNMD240419P00008000 | MNMD | PUT | Long | 8.00 | None | $-0.43 | -0.51 | $-0.91 | -0.10 | -0.04 | 0.85 | 0.42 | 9.00 | 9.91 | -0.43 | $-43.00 | 85.00 | 11 | 268.0 | 460.000 | -0.91 | 2024-03-18 |
| MNMD240419P00008000 | MNMD | PUT | Long | 8.00 | None | $-0.15 | -0.18 | $-0.17 | -0.02 | 0.14 | 0.85 | 0.70 | 9.00 | 9.17 | -0.15 | $-15.00 | 85.00 | 8 | 126.0 | 410.000 | -0.17 | 2024-03-15 |
| MNMD240419P00008000 | MNMD | PUT | Long | 8.00 | None | $0.18 | 0.21 | $0.86 | 0.10 | 0.08 | 0.85 | 1.03 | 9.00 | 8.14 | 0.18 | $18.00 | 85.00 | 7 | 76.0 | 367.000 | 0.86 | 2024-03-14 |
| MNMD240419P00008000 | MNMD | PUT | Long | 8.00 | None | $0.05 | 0.06 | $0.40 | 0.04 | -0.02 | 0.85 | 0.90 | 9.00 | 8.60 | 0.05 | $5.00 | 85.00 | 6 | 39.0 | 368.000 | 0.40 | 2024-03-13 |
| MNMD240419P00008000 | MNMD | PUT | Long | 8.00 | None | $0.40 | 0.47 | $1.14 | 0.13 | 0.06 | 0.85 | 1.25 | 9.00 | 7.86 | 0.40 | $40.00 | 85.00 | 5 | 151.0 | 432.000 | 1.14 | 2024-03-12 |
| MNMD240419P00008000 | MNMD | PUT | Long | 8.00 | None | $0.20 | 0.24 | $0.66 | 0.07 | 0.06 | 0.85 | 1.05 | 9.00 | 8.34 | 0.20 | $20.00 | 85.00 | 4 | 132.0 | 409.000 | 0.66 | 2024-03-11 |
| MNMD240419P00008000 | MNMD | PUT | Long | 8.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.29 | $-0.05 | -0.06 | $-0.70 | -0.08 | 0.09 | 0.85 | 0.80 | 9.00 | 9.70 | -0.05 | $-5.00 | 85.00 | 1 | 194.0 | 277.000 | -0.70 | 2024-03-08 |
| MNMD240419P00008000 | MNMD | PUT | Long | 8.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.85 | 0.85 | 9.00 | 9.00 | 0.00 | $0.00 | 85.00 | 0 | 442.0 | 15.000 | -0.00 | 2024-03-07 |