| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-15 | MSTR | MSTR240816P01610000 | 1610.00 | 6.0 | 3.000 | 0.895 | 0.375 | 81.3 | 71.8 | 0.000 | 186.770 | 177.350 | 168.20 | 1611.28 | 2024-08-16 | PUT | Long | 0.447 | 0.469 | 0.154 |
| 2024-07-16 | MSTR | MSTR240816P01610000 | 1610.00 | 6.0 | 7.000 | 0.915 | 0.375 | 85.6 | 68.5 | 0.000 | 195.160 | 178.090 | 168.20 | 1617.31 | 2024-08-16 | PUT | Long | 0.465 | 0.466 | 0.033 |
| 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 | MSTR | 0.909 | 0.188 | 0.500 | 0.298 | 0.360 | 0.035 | 386.42 | 0.865 | 0.0000 | 45.02 | 473.83 | 21 | 1y | 262.71 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MSTR240816P01610000 | MSTR | PUT | Long | 1610.00 | None | $183.50 | 1.09 | $364.43 | 0.23 | 0.01 | 168.20 | 351.70 | 1611.28 | 1246.85 | 183.50 | $18350.00 | 16820.00 | 23 | 1.0 | 33.000 | 364.43 | 2024-08-07 |
| MSTR240816P01610000 | MSTR | PUT | Long | 1610.00 | None | $46.07 | 0.27 | $242.07 | 0.15 | -0.04 | 168.20 | 214.27 | 1611.28 | 1369.21 | 46.07 | $4607.00 | 16820.00 | 22 | 3.0 | 33.000 | 242.07 | 2024-08-06 |
| MSTR240816P01610000 | MSTR | PUT | Long | 1610.00 | None | $-64.06 | -0.38 | $-104.90 | -0.07 | -0.05 | 168.20 | 104.14 | 1611.28 | 1716.18 | -64.06 | $-6406.00 | 16820.00 | 14 | 1.0 | 28.000 | -104.90 | 2024-07-29 |
| MSTR240816P01610000 | MSTR | PUT | Long | 1610.00 | None | $-64.06 | -0.38 | $-141.43 | -0.09 | 0.01 | 168.20 | 104.14 | 1611.28 | 1752.71 | -64.06 | $-6406.00 | 16820.00 | 11 | 1.0 | 28.000 | -141.43 | 2024-07-26 |
| MSTR240816P01610000 | MSTR | PUT | Long | 1610.00 | None | $-64.06 | -0.38 | $4.81 | 0.00 | -0.02 | 168.20 | 104.14 | 1611.28 | 1606.47 | -64.06 | $-6406.00 | 16820.00 | 10 | 1.0 | 28.000 | 4.81 | 2024-07-25 |
| MSTR240816P01610000 | MSTR | PUT | Long | 1610.00 | None | $-64.06 | -0.38 | $-61.41 | -0.04 | -0.05 | 168.20 | 104.14 | 1611.28 | 1672.69 | -64.06 | $-6406.00 | 16820.00 | 9 | 1.0 | 28.000 | -61.41 | 2024-07-24 |
| MSTR240816P01610000 | MSTR | PUT | Long | 1610.00 | None | $-73.20 | -0.44 | $-110.49 | -0.07 | -0.02 | 168.20 | 95.00 | 1611.28 | 1721.77 | -73.20 | $-7320.00 | 16820.00 | 8 | 2.0 | 28.000 | -110.49 | 2024-07-23 |
| MSTR240816P01610000 | MSTR | PUT | Long | 1610.00 | None | $-64.30 | -0.38 | $-188.81 | -0.12 | 0.04 | 168.20 | 103.90 | 1611.28 | 1800.09 | -64.30 | $-6430.00 | 16820.00 | 7 | 25.0 | 13.000 | -188.81 | 2024-07-22 |
| MSTR240816P01610000 | MSTR | PUT | Long | 1610.00 | None | $-41.95 | -0.25 | $-167.22 | -0.10 | 0.08 | 168.20 | 126.25 | 1611.28 | 1778.50 | -41.95 | $-4195.00 | 16820.00 | 4 | 12.0 | 7.000 | -167.22 | 2024-07-19 |
| MSTR240816P01610000 | MSTR | PUT | Long | 1610.00 | None | $34.70 | 0.21 | $56.12 | 0.03 | -0.03 | 168.20 | 202.90 | 1611.28 | 1555.16 | 34.70 | $3470.00 | 16820.00 | 3 | 1.0 | 6.000 | 56.12 | 2024-07-18 |
| MSTR240816P01610000 | MSTR | PUT | Long | 1610.00 | None | $5.70 | 0.03 | $21.28 | 0.01 | -0.04 | 168.20 | 173.90 | 1611.28 | 1590.00 | 5.70 | $570.00 | 16820.00 | 2 | 1.0 | 6.000 | 21.28 | 2024-07-17 |
| MSTR240816P01610000 | MSTR | PUT | Long | 1610.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $5.70; Exit EQ PnL: -62.67 | $5.70 | 0.03 | $-53.02 | -0.03 | 0.00 | 168.20 | 173.90 | 1611.28 | 1664.30 | 5.70 | $570.00 | 16820.00 | 1 | 1.0 | 7.000 | -53.02 | 2024-07-16 |
| MSTR240816P01610000 | MSTR | PUT | Long | 1610.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 168.20 | 168.20 | 1611.28 | 1611.28 | 0.00 | $0.00 | 16820.00 | 0 | 6.0 | 3.000 | -0.00 | 2024-07-15 |