| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-12 | MVIS | MVIS240816P00001500 | 1.50 | 11.0 | 344.000 | 3.000 | 0.428 | 0.0 | 0.2 | 0.000 | 0.400 | 0.620 | 0.39 | 1.27 | 2024-08-16 | PUT | Long | 0.418 | 0.436 | 0.127 |
| 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 | MVIS | 1.000 | 0.152 | 0.366 | 0.211 | 0.157 | 0.005 | 0.81 | -11.412 | 0.0000 | 0.81 | 2.78 | 21 | 1y | 1.04 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MVIS240816P00001500 | MVIS | PUT | Long | 1.50 | None | $0.13 | 0.33 | $0.30 | 0.24 | 6.84 | 0.39 | 0.52 | 1.24 | 0.94 | 0.13 | $13.00 | 39.00 | 34 | 13.0 | 293.000 | 0.30 | 2024-08-15 |
| MVIS240816P00001500 | MVIS | PUT | Long | 1.50 | None | $0.28 | 0.72 | $0.39 | 0.31 | 6.31 | 0.39 | 0.67 | 1.24 | 0.85 | 0.28 | $28.00 | 39.00 | 33 | 3.0 | 292.000 | 0.39 | 2024-08-14 |
| MVIS240816P00001500 | MVIS | PUT | Long | 1.50 | None | $0.30 | 0.77 | $0.36 | 0.29 | 5.84 | 0.39 | 0.69 | 1.24 | 0.88 | 0.30 | $30.00 | 39.00 | 32 | 2.0 | 292.000 | 0.36 | 2024-08-13 |
| MVIS240816P00001500 | MVIS | PUT | Long | 1.50 | None | $0.30 | 0.77 | $0.39 | 0.31 | -1.16 | 0.39 | 0.69 | 1.24 | 0.85 | 0.30 | $30.00 | 39.00 | 31 | 2.0 | 293.000 | 0.39 | 2024-08-12 |
| MVIS240816P00001500 | MVIS | PUT | Long | 1.50 | None | $0.20 | 0.51 | $0.38 | 0.31 | 5.41 | 0.39 | 0.59 | 1.24 | 0.86 | 0.20 | $20.00 | 39.00 | 28 | 8.0 | 299.000 | 0.38 | 2024-08-09 |
| MVIS240816P00001500 | MVIS | PUT | Long | 1.50 | None | $0.20 | 0.51 | $0.34 | 0.27 | 5.41 | 0.39 | 0.59 | 1.24 | 0.90 | 0.20 | $20.00 | 39.00 | 27 | 8.0 | 307.000 | 0.34 | 2024-08-08 |
| MVIS240816P00001500 | MVIS | PUT | Long | 1.50 | None | $0.30 | 0.77 | $0.41 | 0.33 | 4.44 | 0.39 | 0.69 | 1.24 | 0.83 | 0.30 | $30.00 | 39.00 | 26 | 1.0 | 308.000 | 0.41 | 2024-08-07 |
| MVIS240816P00001500 | MVIS | PUT | Long | 1.50 | None | $0.43 | 1.10 | $0.31 | 0.25 | 0.84 | 0.39 | 0.82 | 1.24 | 0.93 | 0.43 | $43.00 | 39.00 | 25 | 5.0 | 308.000 | 0.31 | 2024-08-06 |
| MVIS240816P00001500 | MVIS | PUT | Long | 1.50 | None | $0.16 | 0.41 | $0.12 | 0.10 | 6.22 | 0.39 | 0.55 | 1.24 | 1.12 | 0.16 | $16.00 | 39.00 | 17 | 34.0 | 318.000 | 0.12 | 2024-07-29 |
| MVIS240816P00001500 | MVIS | PUT | Long | 1.50 | None | $0.16 | 0.41 | $0.12 | 0.10 | 0.80 | 0.39 | 0.55 | 1.24 | 1.12 | 0.16 | $16.00 | 39.00 | 14 | 34.0 | 318.000 | 0.12 | 2024-07-26 |
| MVIS240816P00001500 | MVIS | PUT | Long | 1.50 | None | $0.16 | 0.41 | $0.08 | 0.06 | 1.08 | 0.39 | 0.55 | 1.24 | 1.16 | 0.16 | $16.00 | 39.00 | 13 | 34.0 | 351.000 | 0.08 | 2024-07-25 |
| MVIS240816P00001500 | MVIS | PUT | Long | 1.50 | None | $0.10 | 0.26 | $0.17 | 0.14 | 3.17 | 0.39 | 0.49 | 1.24 | 1.07 | 0.10 | $10.00 | 39.00 | 12 | 20.0 | 371.000 | 0.17 | 2024-07-24 |
| MVIS240816P00001500 | MVIS | PUT | Long | 1.50 | None | $0.01 | 0.03 | $0.12 | 0.10 | 0.52 | 0.39 | 0.40 | 1.24 | 1.12 | 0.01 | $1.00 | 39.00 | 11 | 12.0 | 371.000 | 0.12 | 2024-07-23 |
| MVIS240816P00001500 | MVIS | PUT | Long | 1.50 | None | $0.01 | 0.03 | $0.12 | 0.10 | 0.44 | 0.39 | 0.40 | 1.24 | 1.12 | 0.01 | $1.00 | 39.00 | 10 | 12.0 | 371.000 | 0.12 | 2024-07-22 |
| MVIS240816P00001500 | MVIS | PUT | Long | 1.50 | None | $0.01 | 0.03 | $0.11 | 0.09 | 0.45 | 0.39 | 0.40 | 1.24 | 1.13 | 0.01 | $1.00 | 39.00 | 7 | 12.0 | 363.000 | 0.11 | 2024-07-19 |
| MVIS240816P00001500 | MVIS | PUT | Long | 1.50 | None | $-0.03 | -0.08 | $0.02 | 0.02 | -0.28 | 0.39 | 0.36 | 1.24 | 1.22 | -0.03 | $-3.00 | 39.00 | 6 | 13.0 | 363.000 | 0.02 | 2024-07-18 |
| MVIS240816P00001500 | MVIS | PUT | Long | 1.50 | None | $-0.03 | -0.08 | $-0.04 | -0.03 | -0.14 | 0.39 | 0.36 | 1.24 | 1.28 | -0.03 | $-3.00 | 39.00 | 5 | 13.0 | 350.000 | -0.04 | 2024-07-17 |
| MVIS240816P00001500 | MVIS | PUT | Long | 1.50 | None | $-0.10 | -0.26 | $-0.12 | -0.10 | -0.23 | 0.39 | 0.29 | 1.24 | 1.36 | -0.10 | $-10.00 | 39.00 | 4 | 16.0 | 341.000 | -0.12 | 2024-07-16 |
| MVIS240816P00001500 | MVIS | PUT | Long | 1.50 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $-0.01 | -0.03 | $-0.04 | -0.03 | 0.06 | 0.39 | 0.38 | 1.24 | 1.28 | -0.01 | $-1.00 | 39.00 | 3 | 14.0 | 353.000 | -0.04 | 2024-07-15 |
| MVIS240816P00001500 | MVIS | PUT | Long | 1.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | -0.03 | 0.39 | 0.39 | 1.24 | 1.24 | 0.00 | $0.00 | 39.00 | 1 | 11.0 | 344.000 | -0.00 | 2024-07-13 |
| MVIS240816P00001500 | MVIS | PUT | Long | 1.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.39 | 0.39 | 1.24 | 1.24 | 0.00 | $0.00 | 39.00 | 0 | 11.0 | 344.000 | -0.00 | 2024-07-12 |