| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-03-28 | MTTR | MTTR240517P00002500 | 2.50 | 106.0 | 24.000 | 0.750 | 0.344 | 0.0 | 0.3 | -0.010 | 0.140 | 0.360 | 0.44 | 2.26 | 2024-05-17 | PUT | Long | 0.318 | 0.353 | 0.159 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MTTR240517P00002500 | MTTR | PUT | Long | 2.50 | None | $-0.41 | -0.95 | $-2.22 | -0.98 | 3.04 | 0.43 | 0.02 | 2.26 | 4.48 | -0.41 | $-41.00 | 43.00 | 48 | 1.0 | 208.000 | -2.22 | 2024-05-15 |
| MTTR240517P00002500 | MTTR | PUT | Long | 2.50 | None | $-0.41 | -0.95 | $-2.19 | -0.97 | 2.48 | 0.43 | 0.02 | 2.26 | 4.45 | -0.41 | $-41.00 | 43.00 | 47 | 1.0 | 208.000 | -2.19 | 2024-05-14 |
| MTTR240517P00002500 | MTTR | PUT | Long | 2.50 | None | $-0.41 | -0.95 | $-2.20 | -0.97 | 2.10 | 0.43 | 0.02 | 2.26 | 4.46 | -0.41 | $-41.00 | 43.00 | 46 | 1.0 | 208.000 | -2.20 | 2024-05-13 |
| MTTR240517P00002500 | MTTR | PUT | Long | 2.50 | None | $-0.41 | -0.95 | $-2.16 | -0.96 | -0.40 | 0.43 | 0.02 | 2.26 | 4.42 | -0.41 | $-41.00 | 43.00 | 45 | 1.0 | 208.000 | -2.16 | 2024-05-12 |
| MTTR240517P00002500 | MTTR | PUT | Long | 2.50 | None | $-0.41 | -0.95 | $-2.23 | -0.99 | 1.39 | 0.43 | 0.02 | 2.26 | 4.49 | -0.41 | $-41.00 | 43.00 | 42 | 1.0 | 208.000 | -2.23 | 2024-05-09 |
| MTTR240517P00002500 | MTTR | PUT | Long | 2.50 | None | $-0.41 | -0.95 | $-2.17 | -0.96 | 1.23 | 0.43 | 0.02 | 2.26 | 4.43 | -0.41 | $-41.00 | 43.00 | 41 | 1.0 | 208.000 | -2.17 | 2024-05-08 |
| MTTR240517P00002500 | MTTR | PUT | Long | 2.50 | None | $-0.41 | -0.95 | $-2.23 | -0.99 | 1.17 | 0.43 | 0.02 | 2.26 | 4.49 | -0.41 | $-41.00 | 43.00 | 40 | 1.0 | 208.000 | -2.23 | 2024-05-07 |
| MTTR240517P00002500 | MTTR | PUT | Long | 2.50 | None | $-0.41 | -0.95 | $-2.33 | -1.03 | -0.40 | 0.43 | 0.02 | 2.26 | 4.59 | -0.41 | $-41.00 | 43.00 | 36 | 1.0 | 208.000 | -2.33 | 2024-05-03 |
| MTTR240517P00002500 | MTTR | PUT | Long | 2.50 | None | $-0.41 | -0.95 | $-2.25 | -1.00 | 0.89 | 0.43 | 0.02 | 2.26 | 4.51 | -0.41 | $-41.00 | 43.00 | 35 | 1.0 | 208.000 | -2.25 | 2024-05-02 |
| MTTR240517P00002500 | MTTR | PUT | Long | 2.50 | None | $-0.41 | -0.95 | $-2.50 | -1.11 | 0.79 | 0.43 | 0.02 | 2.26 | 4.76 | -0.41 | $-41.00 | 43.00 | 32 | 1.0 | 208.000 | -2.50 | 2024-04-29 |
| MTTR240517P00002500 | MTTR | PUT | Long | 2.50 | None | $-0.41 | -0.95 | $-2.46 | -1.09 | 0.65 | 0.43 | 0.02 | 2.26 | 4.72 | -0.41 | $-41.00 | 43.00 | 29 | 1.0 | 208.000 | -2.46 | 2024-04-26 |
| MTTR240517P00002500 | MTTR | PUT | Long | 2.50 | None | $-0.41 | -0.95 | $-2.42 | -1.07 | 0.60 | 0.43 | 0.02 | 2.26 | 4.68 | -0.41 | $-41.00 | 43.00 | 28 | 1.0 | 208.000 | -2.42 | 2024-04-25 |
| MTTR240517P00002500 | MTTR | PUT | Long | 2.50 | None | $-0.41 | -0.95 | $-2.38 | -1.05 | 0.56 | 0.43 | 0.02 | 2.26 | 4.64 | -0.41 | $-41.00 | 43.00 | 27 | 1.0 | 209.000 | -2.38 | 2024-04-24 |
| MTTR240517P00002500 | MTTR | PUT | Long | 2.50 | None | $-0.42 | -0.98 | $-2.34 | -1.04 | 0.51 | 0.43 | 0.01 | 2.26 | 4.60 | -0.42 | $-42.00 | 43.00 | 26 | 11.0 | 198.000 | -2.34 | 2024-04-23 |
| MTTR240517P00002500 | MTTR | PUT | Long | 2.50 | None | $-0.39 | -0.91 | $-2.54 | -1.12 | 0.56 | 0.43 | 0.04 | 2.26 | 4.80 | -0.39 | $-39.00 | 43.00 | 25 | 7.0 | 195.000 | -2.54 | 2024-04-22 |
| MTTR240517P00002500 | MTTR | PUT | Long | 2.50 | None | $0.32 | 0.74 | $0.52 | 0.23 | -0.04 | 0.43 | 0.75 | 2.26 | 1.74 | 0.32 | $32.00 | 43.00 | 22 | 7.0 | 198.000 | 0.52 | 2024-04-19 |
| MTTR240517P00002500 | MTTR | PUT | Long | 2.50 | None | $0.27 | 0.63 | $0.51 | 0.23 | 1.41 | 0.43 | 0.70 | 2.26 | 1.75 | 0.27 | $27.00 | 43.00 | 21 | 3.0 | 198.000 | 0.51 | 2024-04-18 |
| MTTR240517P00002500 | MTTR | PUT | Long | 2.50 | None | $0.27 | 0.63 | $0.48 | 0.21 | 0.40 | 0.43 | 0.70 | 2.26 | 1.78 | 0.27 | $27.00 | 43.00 | 20 | 3.0 | 197.000 | 0.48 | 2024-04-17 |
| MTTR240517P00002500 | MTTR | PUT | Long | 2.50 | None | $0.20 | 0.47 | $0.46 | 0.20 | 0.17 | 0.43 | 0.63 | 2.26 | 1.80 | 0.20 | $20.00 | 43.00 | 19 | 28.0 | 197.000 | 0.46 | 2024-04-16 |
| MTTR240517P00002500 | MTTR | PUT | Long | 2.50 | None | $0.20 | 0.47 | $0.41 | 0.18 | 0.09 | 0.43 | 0.63 | 2.26 | 1.85 | 0.20 | $20.00 | 43.00 | 18 | 28.0 | 197.000 | 0.41 | 2024-04-15 |
| MTTR240517P00002500 | MTTR | PUT | Long | 2.50 | None | $0.20 | 0.47 | $0.33 | 0.15 | -0.18 | 0.43 | 0.63 | 2.26 | 1.93 | 0.20 | $20.00 | 43.00 | 15 | 28.0 | 169.000 | 0.33 | 2024-04-12 |
| MTTR240517P00002500 | MTTR | PUT | Long | 2.50 | None | $0.10 | 0.23 | $0.21 | 0.09 | -0.20 | 0.43 | 0.53 | 2.26 | 2.05 | 0.10 | $10.00 | 43.00 | 14 | 5.0 | 141.000 | 0.21 | 2024-04-11 |
| MTTR240517P00002500 | MTTR | PUT | Long | 2.50 | None | $0.02 | 0.05 | $0.36 | 0.16 | -0.04 | 0.43 | 0.45 | 2.26 | 1.90 | 0.02 | $2.00 | 43.00 | 13 | 12.0 | 141.000 | 0.36 | 2024-04-10 |
| MTTR240517P00002500 | MTTR | PUT | Long | 2.50 | None | $0.02 | 0.05 | $0.25 | 0.11 | 0.10 | 0.43 | 0.45 | 2.26 | 2.01 | 0.02 | $2.00 | 43.00 | 12 | 12.0 | 141.000 | 0.25 | 2024-04-09 |
| MTTR240517P00002500 | MTTR | PUT | Long | 2.50 | None | $0.02 | 0.05 | $0.17 | 0.08 | 1.21 | 0.43 | 0.45 | 2.26 | 2.09 | 0.02 | $2.00 | 43.00 | 11 | 12.0 | 141.000 | 0.17 | 2024-04-08 |
| MTTR240517P00002500 | MTTR | PUT | Long | 2.50 | None | $0.02 | 0.05 | $0.22 | 0.10 | -0.06 | 0.43 | 0.45 | 2.26 | 2.04 | 0.02 | $2.00 | 43.00 | 8 | 12.0 | 141.000 | 0.22 | 2024-04-05 |
| MTTR240517P00002500 | MTTR | PUT | Long | 2.50 | None | $0.02 | 0.05 | $0.20 | 0.09 | -0.22 | 0.43 | 0.45 | 2.26 | 2.06 | 0.02 | $2.00 | 43.00 | 7 | 12.0 | 135.000 | 0.20 | 2024-04-04 |
| MTTR240517P00002500 | MTTR | PUT | Long | 2.50 | None | $0.07 | 0.16 | $0.22 | 0.10 | -0.08 | 0.43 | 0.50 | 2.26 | 2.04 | 0.07 | $7.00 | 43.00 | 6 | 1.0 | 135.000 | 0.22 | 2024-04-03 |
| MTTR240517P00002500 | MTTR | PUT | Long | 2.50 | None | $0.07 | 0.16 | $0.21 | 0.09 | -0.16 | 0.43 | 0.50 | 2.26 | 2.05 | 0.07 | $7.00 | 43.00 | 5 | 6.0 | 133.000 | 0.21 | 2024-04-02 |
| MTTR240517P00002500 | MTTR | PUT | Long | 2.50 | None | $-0.08 | -0.19 | $0.08 | 0.04 | -0.11 | 0.43 | 0.35 | 2.26 | 2.18 | -0.08 | $-8.00 | 43.00 | 4 | 4.0 | 133.000 | 0.08 | 2024-04-01 |
| MTTR240517P00002500 | MTTR | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | -0.12 | 0.43 | 0.43 | 2.26 | 2.26 | 0.00 | $0.00 | 43.00 | 3 | 111.0 | 24.000 | -0.00 | 2024-03-31 |
| MTTR240517P00002500 | MTTR | PUT | Long | 2.50 | OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position. | $0.00 | 0.00 | $-0.00 | -0.00 | -0.14 | 0.43 | 0.43 | 2.26 | 2.26 | 0.00 | $0.00 | 43.00 | 2 | 111.0 | 24.000 | -0.00 | 2024-03-30 |
| MTTR240517P00002500 | MTTR | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | -0.14 | 0.43 | 0.43 | 2.26 | 2.26 | 0.00 | $0.00 | 43.00 | 1 | 111.0 | 24.000 | -0.00 | 2024-03-29 |
| MTTR240517P00002500 | MTTR | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.43 | 0.43 | 2.26 | 2.26 | 0.00 | $0.00 | 43.00 | 0 | 111.0 | 24.000 | -0.00 | 2024-03-28 |