| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-12-18 | MVIS | MVIS250117P00001000 | 1.00 | 73.0 | 1247.000 | 1.109 | 0.248 | 0.0 | 0.1 | -0.010 | 0.080 | 0.170 | 0.18 | 0.91 | 2025-01-17 | PUT | Long | 0.293 | 0.315 | 0.117 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MVIS250117P00001000 | MVIS | PUT | Long | 1.00 | None | $0.01 | 0.06 | $-0.08 | -0.09 | 0.27 | 0.18 | 0.19 | 0.91 | 0.99 | 0.01 | $1.00 | 18.00 | 2 | 157.0 | 1305.000 | -0.08 | 2024-12-20 |
| MVIS250117P00001000 | MVIS | PUT | Long | 1.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $-0.02 | -0.11 | $-0.04 | -0.04 | 0.36 | 0.18 | 0.16 | 0.91 | 0.95 | -0.02 | $-2.00 | 18.00 | 1 | 152.0 | 1191.000 | -0.04 | 2024-12-19 |
| MVIS250117P00001000 | MVIS | PUT | Long | 1.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.18 | 0.18 | 0.91 | 0.91 | 0.00 | $0.00 | 18.00 | 0 | 74.0 | 1247.000 | -0.00 | 2024-12-18 |