| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-12-14 | MRNA | MRNA240119P00090000 | 90.00 | 514.0 | 4090.000 | 0.518 | 0.246 | 3.1 | 1.9 | -0.010 | 5.800 | 4.560 | 5.30 | 90.90 | 2024-01-19 | PUT | Long | 0.252 | 0.270 | 0.092 |
| 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 | MRNA | 0.818 | 0.100 | 0.276 | 0.172 | 0.190 | 0.042 | 40.76 | -0.698 | 0.0000 | 36.85 | 166.61 | 21 | 1y | 50.24 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MRNA240119P00090000 | MRNA | PUT | Long | 90.00 | None | $-7.79 | -0.99 | $-13.20 | -0.15 | 0.12 | 7.83 | 0.04 | 85.87 | 99.07 | -7.79 | $-779.00 | 783.00 | 35 | 134.0 | 3621.000 | -13.20 | 2024-01-18 |
| MRNA240119P00090000 | MRNA | PUT | Long | 90.00 | None | $-7.76 | -0.99 | $-14.48 | -0.17 | 0.28 | 7.83 | 0.07 | 85.87 | 100.35 | -7.76 | $-776.00 | 783.00 | 34 | 103.0 | 3629.000 | -14.48 | 2024-01-17 |
| MRNA240119P00090000 | MRNA | PUT | Long | 90.00 | None | $-7.66 | -0.98 | $-15.62 | -0.18 | 0.19 | 7.83 | 0.17 | 85.87 | 101.49 | -7.66 | $-766.00 | 783.00 | 33 | 101.0 | 3530.000 | -15.62 | 2024-01-16 |
| MRNA240119P00090000 | MRNA | PUT | Long | 90.00 | None | $-7.78 | -0.99 | $-20.08 | -0.23 | 0.05 | 7.83 | 0.05 | 85.87 | 105.95 | -7.78 | $-778.00 | 783.00 | 29 | 45.0 | 3550.000 | -20.08 | 2024-01-12 |
| MRNA240119P00090000 | MRNA | PUT | Long | 90.00 | None | $-7.74 | -0.99 | $-20.92 | -0.24 | 0.06 | 7.83 | 0.09 | 85.87 | 106.79 | -7.74 | $-774.00 | 783.00 | 28 | 123.0 | 3470.000 | -20.92 | 2024-01-11 |
| MRNA240119P00090000 | MRNA | PUT | Long | 90.00 | None | $-7.71 | -0.98 | $-23.59 | -0.27 | 0.10 | 7.83 | 0.12 | 85.87 | 109.46 | -7.71 | $-771.00 | 783.00 | 27 | 26.0 | 3479.000 | -23.59 | 2024-01-10 |
| MRNA240119P00090000 | MRNA | PUT | Long | 90.00 | None | $-7.74 | -0.99 | $-24.31 | -0.28 | 0.13 | 7.83 | 0.09 | 85.87 | 110.18 | -7.74 | $-774.00 | 783.00 | 26 | 33.0 | 3486.000 | -24.31 | 2024-01-09 |
| MRNA240119P00090000 | MRNA | PUT | Long | 90.00 | None | $-7.76 | -0.99 | $-29.57 | -0.34 | 0.16 | 7.83 | 0.07 | 85.87 | 115.44 | -7.76 | $-776.00 | 783.00 | 25 | 107.0 | 3524.000 | -29.57 | 2024-01-08 |
| MRNA240119P00090000 | MRNA | PUT | Long | 90.00 | None | $-7.63 | -0.97 | $-25.25 | -0.29 | 0.09 | 7.83 | 0.20 | 85.87 | 111.12 | -7.63 | $-763.00 | 783.00 | 22 | 25.0 | 3540.000 | -25.25 | 2024-01-05 |
| MRNA240119P00090000 | MRNA | PUT | Long | 90.00 | None | $-7.50 | -0.96 | $-22.79 | -0.27 | -0.26 | 7.83 | 0.33 | 85.87 | 108.66 | -7.50 | $-750.00 | 783.00 | 21 | 33.0 | 3540.000 | -22.79 | 2024-01-04 |
| MRNA240119P00090000 | MRNA | PUT | Long | 90.00 | None | $-7.47 | -0.95 | $-22.71 | -0.26 | -0.26 | 7.83 | 0.36 | 85.87 | 108.58 | -7.47 | $-747.00 | 783.00 | 20 | 153.0 | 3551.000 | -22.71 | 2024-01-03 |
| MRNA240119P00090000 | MRNA | PUT | Long | 90.00 | None | $-7.54 | -0.96 | $-26.63 | -0.31 | -0.26 | 7.83 | 0.29 | 85.87 | 112.50 | -7.54 | $-754.00 | 783.00 | 19 | 917.0 | 3601.000 | -26.63 | 2024-01-02 |
| MRNA240119P00090000 | MRNA | PUT | Long | 90.00 | None | $-6.34 | -0.81 | $-13.58 | -0.16 | 0.06 | 7.83 | 1.49 | 85.87 | 99.45 | -6.34 | $-634.00 | 783.00 | 18 | 153.0 | 3491.000 | -13.58 | 2024-01-01 |
| MRNA240119P00090000 | MRNA | PUT | Long | 90.00 | None | $-6.34 | -0.81 | $-13.58 | -0.16 | 0.03 | 7.83 | 1.49 | 85.87 | 99.45 | -6.34 | $-634.00 | 783.00 | 16 | 153.0 | 3491.000 | -13.58 | 2023-12-30 |
| MRNA240119P00090000 | MRNA | PUT | Long | 90.00 | None | $-6.34 | -0.81 | $-13.58 | -0.16 | 0.00 | 7.83 | 1.49 | 85.87 | 99.45 | -6.34 | $-634.00 | 783.00 | 15 | 153.0 | 3491.000 | -13.58 | 2023-12-29 |
| MRNA240119P00090000 | MRNA | PUT | Long | 90.00 | None | $-5.73 | -0.73 | $-12.92 | -0.15 | 0.05 | 7.83 | 2.10 | 85.87 | 98.79 | -5.73 | $-573.00 | 783.00 | 14 | 737.0 | 3046.000 | -12.92 | 2023-12-28 |
| MRNA240119P00090000 | MRNA | PUT | Long | 90.00 | None | $-6.18 | -0.79 | $-14.86 | -0.17 | 0.05 | 7.83 | 1.65 | 85.87 | 100.73 | -6.18 | $-618.00 | 783.00 | 13 | 679.0 | 3031.000 | -14.86 | 2023-12-27 |
| MRNA240119P00090000 | MRNA | PUT | Long | 90.00 | None | $-5.33 | -0.68 | $-11.46 | -0.13 | 0.03 | 7.83 | 2.50 | 85.87 | 97.33 | -5.33 | $-533.00 | 783.00 | 12 | 101.0 | 3037.000 | -11.46 | 2023-12-26 |
| MRNA240119P00090000 | MRNA | PUT | Long | 90.00 | None | $-4.41 | -0.56 | $-9.02 | -0.11 | 0.06 | 7.83 | 3.42 | 85.87 | 94.89 | -4.41 | $-441.00 | 783.00 | 11 | 704.0 | 3112.000 | -9.02 | 2023-12-25 |
| MRNA240119P00090000 | MRNA | PUT | Long | 90.00 | None | $-4.41 | -0.56 | $-9.02 | -0.11 | 0.04 | 7.83 | 3.42 | 85.87 | 94.89 | -4.41 | $-441.00 | 783.00 | 9 | 704.0 | 3112.000 | -9.02 | 2023-12-23 |
| MRNA240119P00090000 | MRNA | PUT | Long | 90.00 | None | $-4.46 | -0.57 | $-9.02 | -0.11 | 0.02 | 7.83 | 3.37 | 85.87 | 94.89 | -4.46 | $-446.00 | 783.00 | 8 | 701.0 | 3112.000 | -9.02 | 2023-12-22 |
| MRNA240119P00090000 | MRNA | PUT | Long | 90.00 | None | $-2.76 | -0.35 | $-5.29 | -0.06 | 0.02 | 7.83 | 5.07 | 85.87 | 91.16 | -2.76 | $-276.00 | 783.00 | 7 | 194.0 | 3078.000 | -5.29 | 2023-12-21 |
| MRNA240119P00090000 | MRNA | PUT | Long | 90.00 | None | $-2.08 | -0.27 | $-2.85 | -0.03 | -0.00 | 7.83 | 5.75 | 85.87 | 88.72 | -2.08 | $-208.00 | 783.00 | 6 | 84.0 | 3095.000 | -2.85 | 2023-12-20 |
| MRNA240119P00090000 | MRNA | PUT | Long | 90.00 | Exit OP PnL: $-1.46;Exit EQ PnL: -1.94; Position is Long and position continued to lose. Latest OP price is: $6.37 (EQ: $87.81). Initial OP price was: $7.83 (EQ: $85.87). Surpassed Stop Loss Percentage: -0.1864623243933588761174968072 < -0.16. | $-1.93 | -0.25 | $-3.22 | -0.04 | -0.00 | 7.83 | 5.90 | 85.87 | 89.09 | -1.93 | $-193.00 | 783.00 | 5 | 171.0 | 3076.000 | -3.22 | 2023-12-19 |
| MRNA240119P00090000 | MRNA | PUT | Long | 90.00 | None | $0.09 | 0.01 | $0.45 | 0.01 | 0.00 | 7.83 | 7.92 | 85.87 | 85.42 | 0.09 | $9.00 | 783.00 | 4 | 111.0 | 3111.000 | 0.45 | 2023-12-18 |
| MRNA240119P00090000 | MRNA | PUT | Long | 90.00 | None | $-0.03 | -0.00 | $-0.14 | -0.00 | 0.01 | 7.83 | 7.80 | 85.87 | 86.01 | -0.03 | $-3.00 | 783.00 | 2 | 352.0 | 3121.000 | -0.14 | 2023-12-16 |
| MRNA240119P00090000 | MRNA | PUT | Long | 90.00 | None | $-0.03 | -0.00 | $-0.14 | -0.00 | -0.00 | 7.83 | 7.80 | 85.87 | 86.01 | -0.03 | $-3.00 | 783.00 | 1 | 348.0 | 3121.000 | -0.14 | 2023-12-15 |
| MRNA240119P00090000 | MRNA | PUT | Long | 90.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 7.83 | 7.83 | 85.87 | 85.87 | 0.00 | $0.00 | 783.00 | 0 | 3128.0 | 4090.000 | -0.00 | 2023-12-14 |