| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-11-07 | MTTR | MTTR231215P00002500 | 2.50 | 100.0 | 12.000 | 0.668 | 0.320 | 0.2 | 0.0 | -0.020 | 0.300 | 0.120 | 0.20 | 2.67 | 2023-12-15 | PUT | Long | 0.289 | 0.375 | 0.259 |
| 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 | MTTR | 1.000 | 0.048 | 1.045 | 0.202 | 0.048 | -0.050 | 4.92 | -1.262 | 0.0000 | 1.74 | 4.96 | 21 | 1y | 4.68 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MTTR231215P00002500 | MTTR | PUT | Long | 2.50 | None | $-0.15 | -0.75 | $-0.00 | -0.00 | 0.43 | 0.20 | 0.05 | 2.67 | 2.67 | -0.15 | $-15.00 | 20.00 | 37 | 8.0 | 196.000 | -0.00 | 2023-12-14 |
| MTTR231215P00002500 | MTTR | PUT | Long | 2.50 | None | $-0.13 | -0.65 | $0.11 | 0.04 | 0.18 | 0.20 | 0.07 | 2.67 | 2.56 | -0.13 | $-13.00 | 20.00 | 36 | 23.0 | 190.000 | 0.11 | 2023-12-13 |
| MTTR231215P00002500 | MTTR | PUT | Long | 2.50 | None | $-0.08 | -0.40 | $0.27 | 0.10 | 0.22 | 0.20 | 0.12 | 2.67 | 2.40 | -0.08 | $-8.00 | 20.00 | 35 | 100.0 | 201.000 | 0.27 | 2023-12-12 |
| MTTR231215P00002500 | MTTR | PUT | Long | 2.50 | None | $-0.15 | -0.75 | $0.20 | 0.07 | -0.10 | 0.20 | 0.05 | 2.67 | 2.47 | -0.15 | $-15.00 | 20.00 | 34 | 11.0 | 197.000 | 0.20 | 2023-12-11 |
| MTTR231215P00002500 | MTTR | PUT | Long | 2.50 | None | $-0.13 | -0.65 | $0.13 | 0.05 | -0.04 | 0.20 | 0.07 | 2.67 | 2.54 | -0.13 | $-13.00 | 20.00 | 31 | 3.0 | 196.000 | 0.13 | 2023-12-08 |
| MTTR231215P00002500 | MTTR | PUT | Long | 2.50 | None | $-0.12 | -0.60 | $0.18 | 0.07 | -0.03 | 0.20 | 0.08 | 2.67 | 2.49 | -0.12 | $-12.00 | 20.00 | 30 | 5.0 | 196.000 | 0.18 | 2023-12-07 |
| MTTR231215P00002500 | MTTR | PUT | Long | 2.50 | None | $-0.12 | -0.60 | $0.17 | 0.06 | -0.06 | 0.20 | 0.08 | 2.67 | 2.50 | -0.12 | $-12.00 | 20.00 | 29 | 0.0 | 226.000 | 0.17 | 2023-12-06 |
| MTTR231215P00002500 | MTTR | PUT | Long | 2.50 | None | $-0.15 | -0.75 | $0.14 | 0.05 | -0.15 | 0.20 | 0.05 | 2.67 | 2.53 | -0.15 | $-15.00 | 20.00 | 28 | 0.0 | 224.000 | 0.14 | 2023-12-05 |
| MTTR231215P00002500 | MTTR | PUT | Long | 2.50 | None | $-0.15 | -0.75 | $-0.02 | -0.01 | -0.01 | 0.20 | 0.05 | 2.67 | 2.69 | -0.15 | $-15.00 | 20.00 | 27 | 0.0 | 224.000 | -0.02 | 2023-12-04 |
| MTTR231215P00002500 | MTTR | PUT | Long | 2.50 | None | $-0.15 | -0.75 | $-0.02 | -0.01 | -0.04 | 0.20 | 0.05 | 2.67 | 2.69 | -0.15 | $-15.00 | 20.00 | 26 | 0.0 | 221.000 | -0.02 | 2023-12-03 |
| MTTR231215P00002500 | MTTR | PUT | Long | 2.50 | None | $-0.15 | -0.75 | $-0.02 | -0.01 | -0.06 | 0.20 | 0.05 | 2.67 | 2.69 | -0.15 | $-15.00 | 20.00 | 25 | 0.0 | 221.000 | -0.02 | 2023-12-02 |
| MTTR231215P00002500 | MTTR | PUT | Long | 2.50 | None | $-0.15 | -0.75 | $-0.02 | -0.01 | -0.09 | 0.20 | 0.05 | 2.67 | 2.69 | -0.15 | $-15.00 | 20.00 | 24 | 0.0 | 221.000 | -0.02 | 2023-12-01 |
| MTTR231215P00002500 | MTTR | PUT | Long | 2.50 | None | $-0.09 | -0.45 | $0.15 | 0.06 | -0.03 | 0.20 | 0.11 | 2.67 | 2.52 | -0.09 | $-9.00 | 20.00 | 23 | 0.0 | 245.000 | 0.15 | 2023-11-30 |
| MTTR231215P00002500 | MTTR | PUT | Long | 2.50 | None | $-0.15 | -0.75 | $0.01 | 0.00 | -0.01 | 0.20 | 0.05 | 2.67 | 2.66 | -0.15 | $-15.00 | 20.00 | 22 | 0.0 | 240.000 | 0.01 | 2023-11-29 |
| MTTR231215P00002500 | MTTR | PUT | Long | 2.50 | None | $-0.13 | -0.65 | $0.12 | 0.04 | -0.11 | 0.20 | 0.07 | 2.67 | 2.55 | -0.13 | $-13.00 | 20.00 | 21 | 0.0 | 236.000 | 0.12 | 2023-11-28 |
| MTTR231215P00002500 | MTTR | PUT | Long | 2.50 | None | $-0.10 | -0.50 | $0.13 | 0.05 | -0.14 | 0.20 | 0.10 | 2.67 | 2.54 | -0.10 | $-10.00 | 20.00 | 20 | 0.0 | 236.000 | 0.13 | 2023-11-27 |
| MTTR231215P00002500 | MTTR | PUT | Long | 2.50 | None | $-0.13 | -0.65 | $0.01 | 0.00 | -0.10 | 0.20 | 0.07 | 2.67 | 2.66 | -0.13 | $-13.00 | 20.00 | 17 | 0.0 | 0.000 | 0.01 | 2023-11-24 |
| MTTR231215P00002500 | MTTR | PUT | Long | 2.50 | None | $-0.08 | -0.40 | $0.02 | 0.01 | -0.54 | 0.20 | 0.12 | 2.67 | 2.65 | -0.08 | $-8.00 | 20.00 | 16 | 0.0 | 0.000 | 0.02 | 2023-11-23 |
| MTTR231215P00002500 | MTTR | PUT | Long | 2.50 | None | $-0.08 | -0.40 | $0.02 | 0.01 | -0.04 | 0.20 | 0.12 | 2.67 | 2.65 | -0.08 | $-8.00 | 20.00 | 15 | 0.0 | 234.000 | 0.02 | 2023-11-22 |
| MTTR231215P00002500 | MTTR | PUT | Long | 2.50 | None | $-0.08 | -0.40 | $0.06 | 0.02 | -0.10 | 0.20 | 0.12 | 2.67 | 2.61 | -0.08 | $-8.00 | 20.00 | 14 | 0.0 | 223.000 | 0.06 | 2023-11-21 |
| MTTR231215P00002500 | MTTR | PUT | Long | 2.50 | None | $-0.15 | -0.75 | $0.03 | 0.01 | -0.17 | 0.20 | 0.05 | 2.67 | 2.64 | -0.15 | $-15.00 | 20.00 | 13 | 0.0 | 213.000 | 0.03 | 2023-11-20 |
| MTTR231215P00002500 | MTTR | PUT | Long | 2.50 | None | $-0.10 | -0.50 | $-0.04 | -0.01 | -0.00 | 0.20 | 0.10 | 2.67 | 2.71 | -0.10 | $-10.00 | 20.00 | 12 | 0.0 | 203.000 | -0.04 | 2023-11-19 |
| MTTR231215P00002500 | MTTR | PUT | Long | 2.50 | None | $-0.10 | -0.50 | $-0.04 | -0.01 | -0.02 | 0.20 | 0.10 | 2.67 | 2.71 | -0.10 | $-10.00 | 20.00 | 10 | 0.0 | 203.000 | -0.04 | 2023-11-17 |
| MTTR231215P00002500 | MTTR | PUT | Long | 2.50 | None | $-0.07 | -0.35 | $-0.03 | -0.01 | -0.04 | 0.20 | 0.13 | 2.67 | 2.70 | -0.07 | $-7.00 | 20.00 | 9 | 0.0 | 203.000 | -0.03 | 2023-11-16 |
| MTTR231215P00002500 | MTTR | PUT | Long | 2.50 | None | $-0.10 | -0.50 | $-0.02 | -0.01 | -0.07 | 0.20 | 0.10 | 2.67 | 2.69 | -0.10 | $-10.00 | 20.00 | 8 | 0.0 | 151.000 | -0.02 | 2023-11-15 |
| MTTR231215P00002500 | MTTR | PUT | Long | 2.50 | Exit OP PnL: $-0.09;Exit EQ PnL: -0.03; Position is Long and position continued to lose. Latest OP price is: $0.11 (EQ: $2.70). Initial OP price was: $0.20 (EQ: $2.67). Surpassed Stop Loss Percentage: -0.45 < -0.16. | $-0.09 | -0.45 | $-0.03 | -0.01 | 0.03 | 0.20 | 0.11 | 2.67 | 2.70 | -0.09 | $-9.00 | 20.00 | 7 | 0.0 | 149.000 | -0.03 | 2023-11-14 |
| MTTR231215P00002500 | MTTR | PUT | Long | 2.50 | None | $0.01 | 0.05 | $0.23 | 0.09 | -0.10 | 0.20 | 0.21 | 2.67 | 2.44 | 0.01 | $1.00 | 20.00 | 6 | 0.0 | 148.000 | 0.23 | 2023-11-13 |
| MTTR231215P00002500 | MTTR | PUT | Long | 2.50 | None | $0.00 | 0.00 | $0.19 | 0.07 | -0.03 | 0.20 | 0.20 | 2.67 | 2.48 | 0.00 | $0.00 | 20.00 | 3 | 0.0 | 148.000 | 0.19 | 2023-11-10 |
| MTTR231215P00002500 | MTTR | PUT | Long | 2.50 | None | $0.00 | 0.00 | $0.22 | 0.08 | -0.67 | 0.20 | 0.20 | 2.67 | 2.45 | 0.00 | $0.00 | 20.00 | 2 | 0.0 | 0.000 | 0.22 | 2023-11-09 |
| MTTR231215P00002500 | MTTR | PUT | Long | 2.50 | None | $0.00 | 0.00 | $0.22 | 0.08 | -0.03 | 0.20 | 0.20 | 2.67 | 2.45 | 0.00 | $0.00 | 20.00 | 1 | 0.0 | 143.000 | 0.22 | 2023-11-08 |
| MTTR231215P00002500 | MTTR | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.20 | 0.20 | 2.67 | 2.67 | 0.00 | $0.00 | 20.00 | 0 | 100.0 | 12.000 | -0.00 | 2023-11-07 |