| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-08-16 | MRVI | MRVI240920P00010000 | 10.00 | 444.0 | 27.000 | 1.398 | 0.304 | 0.2 | 0.5 | -0.010 | 1.530 | 1.800 | 1.40 | 9.68 | 2024-09-20 | PUT | Long | 0.307 | 0.368 | 0.215 |
| 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 | MRVI | 0.909 | 0.119 | 0.536 | 0.229 | 0.195 | -0.320 | 5.80 | -0.412 | 0.0000 | 4.42 | 11.34 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MRVI240920P00010000 | MRVI | PUT | Long | 10.00 | None | $-0.40 | -0.32 | $0.84 | 0.09 | 0.39 | 1.25 | 0.85 | 9.68 | 8.84 | -0.40 | $-40.00 | 125.00 | 34 | 4.0 | 1648.000 | 0.84 | 2024-09-19 |
| MRVI240920P00010000 | MRVI | PUT | Long | 10.00 | None | $-0.40 | -0.32 | $0.52 | 0.05 | -0.45 | 1.25 | 0.85 | 9.68 | 9.16 | -0.40 | $-40.00 | 125.00 | 33 | 1.0 | 1648.000 | 0.52 | 2024-09-18 |
| MRVI240920P00010000 | MRVI | PUT | Long | 10.00 | None | $-0.40 | -0.32 | $0.45 | 0.05 | 0.08 | 1.25 | 0.85 | 9.68 | 9.23 | -0.40 | $-40.00 | 125.00 | 32 | 1.0 | 1649.000 | 0.45 | 2024-09-17 |
| MRVI240920P00010000 | MRVI | PUT | Long | 10.00 | None | $0.25 | 0.20 | $0.54 | 0.06 | 0.11 | 1.25 | 1.50 | 9.68 | 9.14 | 0.25 | $25.00 | 125.00 | 31 | 41.0 | 1649.000 | 0.54 | 2024-09-16 |
| MRVI240920P00010000 | MRVI | PUT | Long | 10.00 | None | $0.25 | 0.20 | $1.29 | 0.13 | 1.16 | 1.25 | 1.50 | 9.68 | 8.39 | 0.25 | $25.00 | 125.00 | 29 | 41.0 | 3002.000 | 1.29 | 2024-09-14 |
| MRVI240920P00010000 | MRVI | PUT | Long | 10.00 | None | $0.25 | 0.20 | $1.29 | 0.13 | 0.12 | 1.25 | 1.50 | 9.68 | 8.39 | 0.25 | $25.00 | 125.00 | 28 | 41.0 | 3002.000 | 1.29 | 2024-09-13 |
| MRVI240920P00010000 | MRVI | PUT | Long | 10.00 | None | $0.25 | 0.20 | $1.07 | 0.11 | 0.35 | 1.25 | 1.50 | 9.68 | 8.61 | 0.25 | $25.00 | 125.00 | 27 | 41.0 | 3002.000 | 1.07 | 2024-09-12 |
| MRVI240920P00010000 | MRVI | PUT | Long | 10.00 | None | $0.25 | 0.20 | $0.87 | 0.09 | -0.05 | 1.25 | 1.50 | 9.68 | 8.81 | 0.25 | $25.00 | 125.00 | 26 | 41.0 | 3002.000 | 0.87 | 2024-09-11 |
| MRVI240920P00010000 | MRVI | PUT | Long | 10.00 | None | $0.25 | 0.20 | $0.70 | 0.07 | -0.21 | 1.25 | 1.50 | 9.68 | 8.98 | 0.25 | $25.00 | 125.00 | 25 | 41.0 | 3002.000 | 0.70 | 2024-09-10 |
| MRVI240920P00010000 | MRVI | PUT | Long | 10.00 | None | $0.25 | 0.20 | $0.81 | 0.08 | -0.31 | 1.25 | 1.50 | 9.68 | 8.87 | 0.25 | $25.00 | 125.00 | 24 | 32.0 | 2963.000 | 0.81 | 2024-09-09 |
| MRVI240920P00010000 | MRVI | PUT | Long | 10.00 | None | $-0.13 | -0.10 | $0.63 | 0.07 | 0.31 | 1.25 | 1.12 | 9.68 | 9.05 | -0.13 | $-13.00 | 125.00 | 23 | 4.0 | 2963.000 | 0.63 | 2024-09-08 |
| MRVI240920P00010000 | MRVI | PUT | Long | 10.00 | None | $-0.13 | -0.10 | $0.63 | 0.07 | -0.17 | 1.25 | 1.12 | 9.68 | 9.05 | -0.13 | $-13.00 | 125.00 | 21 | 4.0 | 2963.000 | 0.63 | 2024-09-06 |
| MRVI240920P00010000 | MRVI | PUT | Long | 10.00 | None | $0.10 | 0.08 | $1.04 | 0.11 | -0.09 | 1.25 | 1.35 | 9.68 | 8.64 | 0.10 | $10.00 | 125.00 | 20 | 205.0 | 2963.000 | 1.04 | 2024-09-05 |
| MRVI240920P00010000 | MRVI | PUT | Long | 10.00 | None | $0.10 | 0.08 | $1.50 | 0.15 | -0.34 | 1.25 | 1.35 | 9.68 | 8.18 | 0.10 | $10.00 | 125.00 | 19 | 205.0 | 2963.000 | 1.50 | 2024-09-04 |
| MRVI240920P00010000 | MRVI | PUT | Long | 10.00 | None | $0.10 | 0.08 | $0.63 | 0.07 | -0.44 | 1.25 | 1.35 | 9.68 | 9.05 | 0.10 | $10.00 | 125.00 | 15 | 205.0 | 2863.000 | 0.63 | 2024-08-31 |
| MRVI240920P00010000 | MRVI | PUT | Long | 10.00 | None | $0.10 | 0.08 | $0.63 | 0.07 | -0.45 | 1.25 | 1.35 | 9.68 | 9.05 | 0.10 | $10.00 | 125.00 | 14 | 205.0 | 2863.000 | 0.63 | 2024-08-30 |
| MRVI240920P00010000 | MRVI | PUT | Long | 10.00 | None | $-0.12 | -0.10 | $0.47 | 0.05 | -0.46 | 1.25 | 1.13 | 9.68 | 9.21 | -0.12 | $-12.00 | 125.00 | 13 | 11.0 | 2855.000 | 0.47 | 2024-08-29 |
| MRVI240920P00010000 | MRVI | PUT | Long | 10.00 | None | $0.31 | 0.25 | $0.52 | 0.05 | -0.57 | 1.25 | 1.56 | 9.68 | 9.16 | 0.31 | $31.00 | 125.00 | 12 | 20.0 | 2855.000 | 0.52 | 2024-08-28 |
| MRVI240920P00010000 | MRVI | PUT | Long | 10.00 | None | $0.45 | 0.36 | $0.76 | 0.08 | -1.23 | 1.25 | 1.70 | 9.68 | 8.92 | 0.45 | $45.00 | 125.00 | 11 | 105.0 | 2855.000 | 0.76 | 2024-08-27 |
| MRVI240920P00010000 | MRVI | PUT | Long | 10.00 | None | $0.45 | 0.36 | $0.90 | 0.09 | -0.31 | 1.25 | 1.70 | 9.68 | 8.78 | 0.45 | $45.00 | 125.00 | 10 | 105.0 | 2757.000 | 0.90 | 2024-08-26 |
| MRVI240920P00010000 | MRVI | PUT | Long | 10.00 | None | $0.35 | 0.28 | $0.77 | 0.08 | -0.24 | 1.25 | 1.60 | 9.68 | 8.91 | 0.35 | $35.00 | 125.00 | 9 | 600.0 | 2757.000 | 0.77 | 2024-08-25 |
| MRVI240920P00010000 | MRVI | PUT | Long | 10.00 | None | $0.35 | 0.28 | $0.77 | 0.08 | -0.26 | 1.25 | 1.60 | 9.68 | 8.91 | 0.35 | $35.00 | 125.00 | 8 | 600.0 | 2757.000 | 0.77 | 2024-08-24 |
| MRVI240920P00010000 | MRVI | PUT | Long | 10.00 | None | $0.35 | 0.28 | $0.77 | 0.08 | -0.20 | 1.25 | 1.60 | 9.68 | 8.91 | 0.35 | $35.00 | 125.00 | 7 | 600.0 | 2757.000 | 0.77 | 2024-08-23 |
| MRVI240920P00010000 | MRVI | PUT | Long | 10.00 | None | $0.40 | 0.32 | $0.82 | 0.08 | -0.32 | 1.25 | 1.65 | 9.68 | 8.86 | 0.40 | $40.00 | 125.00 | 6 | 400.0 | 2157.000 | 0.82 | 2024-08-22 |
| MRVI240920P00010000 | MRVI | PUT | Long | 10.00 | None | $0.56 | 0.45 | $0.90 | 0.09 | -0.29 | 1.25 | 1.81 | 9.68 | 8.78 | 0.56 | $56.00 | 125.00 | 5 | 1188.0 | 2157.000 | 0.90 | 2024-08-21 |
| MRVI240920P00010000 | MRVI | PUT | Long | 10.00 | None | $0.45 | 0.36 | $0.69 | 0.07 | -0.18 | 1.25 | 1.70 | 9.68 | 8.99 | 0.45 | $45.00 | 125.00 | 4 | 1187.0 | 1231.000 | 0.69 | 2024-08-20 |
| MRVI240920P00010000 | MRVI | PUT | Long | 10.00 | None | $0.25 | 0.20 | $0.44 | 0.05 | -0.60 | 1.25 | 1.50 | 9.68 | 9.24 | 0.25 | $25.00 | 125.00 | 3 | 691.0 | 642.000 | 0.44 | 2024-08-19 |
| MRVI240920P00010000 | MRVI | PUT | Long | 10.00 | OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position. | $0.00 | 0.00 | $-0.00 | -0.00 | -0.56 | 1.25 | 1.25 | 9.68 | 9.68 | 0.00 | $0.00 | 125.00 | 2 | 661.0 | 27.000 | -0.00 | 2024-08-18 |
| MRVI240920P00010000 | MRVI | PUT | Long | 10.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | -0.57 | 1.25 | 1.25 | 9.68 | 9.68 | 0.00 | $0.00 | 125.00 | 1 | 661.0 | 27.000 | -0.00 | 2024-08-17 |
| MRVI240920P00010000 | MRVI | PUT | Long | 10.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 1.25 | 1.25 | 9.68 | 9.68 | 0.00 | $0.00 | 125.00 | 0 | 560.0 | 27.000 | -0.00 | 2024-08-16 |