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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024-08-06 | MVST | MVST240920P00000500 | 0.50 | 5.0 | 292.000 | 1.719 | 0.458 | 0.0 | 0.1 | 0.000 | 0.040 | 0.160 | 0.19 | 0.38 | 2024-09-20 | PUT | Long | 0.489 | 0.510 | 0.152 |
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 | MVST | 1.000 | 0.191 | 1.551 | 0.433 | 0.537 | -1.015 | 1.16 | 0.0000 | 0.16 | 1.46 | 21 | 1y | 0.28 |
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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
MVST240920P00000500 | MVST | PUT | Long | 0.50 | None | $-0.04 | -0.21 | $0.07 | 0.18 | 3.78 | 0.19 | 0.15 | 0.38 | 0.31 | -0.04 | $-4.00 | 19.00 | 44 | 1.0 | 297.000 | 0.07 | 2024-09-19 |
MVST240920P00000500 | MVST | PUT | Long | 0.50 | None | $0.01 | 0.05 | $0.04 | 0.11 | 5.03 | 0.19 | 0.20 | 0.38 | 0.34 | 0.01 | $1.00 | 19.00 | 43 | 2.0 | 297.000 | 0.04 | 2024-09-18 |
MVST240920P00000500 | MVST | PUT | Long | 0.50 | None | $0.01 | 0.05 | $0.07 | 0.18 | 2.53 | 0.19 | 0.20 | 0.38 | 0.31 | 0.01 | $1.00 | 19.00 | 42 | 2.0 | 297.000 | 0.07 | 2024-09-17 |
MVST240920P00000500 | MVST | PUT | Long | 0.50 | None | $0.16 | 0.84 | $0.10 | 0.26 | 4.41 | 0.19 | 0.35 | 0.38 | 0.28 | 0.16 | $16.00 | 19.00 | 41 | 1.0 | 297.000 | 0.10 | 2024-09-16 |
MVST240920P00000500 | MVST | PUT | Long | 0.50 | None | $0.16 | 0.84 | $0.16 | 0.42 | 4.78 | 0.19 | 0.35 | 0.38 | 0.22 | 0.16 | $16.00 | 19.00 | 39 | 1.0 | 297.000 | 0.16 | 2024-09-14 |
MVST240920P00000500 | MVST | PUT | Long | 0.50 | None | $0.16 | 0.84 | $0.16 | 0.42 | 4.03 | 0.19 | 0.35 | 0.38 | 0.22 | 0.16 | $16.00 | 19.00 | 38 | 1.0 | 297.000 | 0.16 | 2024-09-13 |
MVST240920P00000500 | MVST | PUT | Long | 0.50 | None | $0.16 | 0.84 | $0.19 | 0.50 | 5.91 | 0.19 | 0.35 | 0.38 | 0.19 | 0.16 | $16.00 | 19.00 | 37 | 1.0 | 297.000 | 0.19 | 2024-09-12 |
MVST240920P00000500 | MVST | PUT | Long | 0.50 | None | $0.16 | 0.84 | $0.20 | 0.53 | 5.03 | 0.19 | 0.35 | 0.38 | 0.18 | 0.16 | $16.00 | 19.00 | 36 | 1.0 | 297.000 | 0.20 | 2024-09-11 |
MVST240920P00000500 | MVST | PUT | Long | 0.50 | None | $0.16 | 0.84 | $0.18 | 0.47 | 3.78 | 0.19 | 0.35 | 0.38 | 0.20 | 0.16 | $16.00 | 19.00 | 35 | 1.0 | 297.000 | 0.18 | 2024-09-10 |
MVST240920P00000500 | MVST | PUT | Long | 0.50 | None | $0.11 | 0.58 | $0.16 | 0.42 | 4.28 | 0.19 | 0.30 | 0.38 | 0.22 | 0.11 | $11.00 | 19.00 | 34 | 35.0 | 297.000 | 0.16 | 2024-09-09 |
MVST240920P00000500 | MVST | PUT | Long | 0.50 | None | $0.06 | 0.32 | $0.14 | 0.37 | 3.59 | 0.19 | 0.25 | 0.38 | 0.24 | 0.06 | $6.00 | 19.00 | 33 | 1.0 | 297.000 | 0.14 | 2024-09-08 |
MVST240920P00000500 | MVST | PUT | Long | 0.50 | None | $0.06 | 0.32 | $0.14 | 0.37 | 3.03 | 0.19 | 0.25 | 0.38 | 0.24 | 0.06 | $6.00 | 19.00 | 31 | 1.0 | 297.000 | 0.14 | 2024-09-06 |
MVST240920P00000500 | MVST | PUT | Long | 0.50 | None | $0.06 | 0.32 | $0.11 | 0.29 | 1.41 | 0.19 | 0.25 | 0.38 | 0.27 | 0.06 | $6.00 | 19.00 | 30 | 1.0 | 297.000 | 0.11 | 2024-09-05 |
MVST240920P00000500 | MVST | PUT | Long | 0.50 | None | $0.06 | 0.32 | $0.11 | 0.29 | 1.28 | 0.19 | 0.25 | 0.38 | 0.27 | 0.06 | $6.00 | 19.00 | 29 | 1.0 | 297.000 | 0.11 | 2024-09-04 |
MVST240920P00000500 | MVST | PUT | Long | 0.50 | None | $0.06 | 0.32 | $0.09 | 0.24 | 1.53 | 0.19 | 0.25 | 0.38 | 0.29 | 0.06 | $6.00 | 19.00 | 25 | 1.0 | 297.000 | 0.09 | 2024-08-31 |
MVST240920P00000500 | MVST | PUT | Long | 0.50 | None | $0.06 | 0.32 | $0.09 | 0.24 | 1.41 | 0.19 | 0.25 | 0.38 | 0.29 | 0.06 | $6.00 | 19.00 | 24 | 1.0 | 297.000 | 0.09 | 2024-08-30 |
MVST240920P00000500 | MVST | PUT | Long | 0.50 | None | $0.06 | 0.32 | $0.11 | 0.29 | 0.78 | 0.19 | 0.25 | 0.38 | 0.27 | 0.06 | $6.00 | 19.00 | 23 | 1.0 | 296.000 | 0.11 | 2024-08-29 |
MVST240920P00000500 | MVST | PUT | Long | 0.50 | None | $0.01 | 0.05 | $0.11 | 0.29 | 0.91 | 0.19 | 0.20 | 0.38 | 0.27 | 0.01 | $1.00 | 19.00 | 22 | 3.0 | 296.000 | 0.11 | 2024-08-28 |
MVST240920P00000500 | MVST | PUT | Long | 0.50 | None | $0.01 | 0.05 | $0.06 | 0.16 | -1.72 | 0.19 | 0.20 | 0.38 | 0.32 | 0.01 | $1.00 | 19.00 | 21 | 3.0 | 296.000 | 0.06 | 2024-08-27 |
MVST240920P00000500 | MVST | PUT | Long | 0.50 | None | $0.01 | 0.05 | $0.07 | 0.18 | 1.66 | 0.19 | 0.20 | 0.38 | 0.31 | 0.01 | $1.00 | 19.00 | 20 | 3.0 | 296.000 | 0.07 | 2024-08-26 |
MVST240920P00000500 | MVST | PUT | Long | 0.50 | None | $0.01 | 0.05 | $0.06 | 0.16 | 1.66 | 0.19 | 0.20 | 0.38 | 0.32 | 0.01 | $1.00 | 19.00 | 19 | 3.0 | 296.000 | 0.06 | 2024-08-25 |
MVST240920P00000500 | MVST | PUT | Long | 0.50 | None | $0.01 | 0.05 | $0.06 | 0.16 | 1.59 | 0.19 | 0.20 | 0.38 | 0.32 | 0.01 | $1.00 | 19.00 | 18 | 3.0 | 296.000 | 0.06 | 2024-08-24 |
MVST240920P00000500 | MVST | PUT | Long | 0.50 | None | $0.01 | 0.05 | $0.06 | 0.16 | 0.84 | 0.19 | 0.20 | 0.38 | 0.32 | 0.01 | $1.00 | 19.00 | 17 | 3.0 | 296.000 | 0.06 | 2024-08-23 |
MVST240920P00000500 | MVST | PUT | Long | 0.50 | None | $0.01 | 0.05 | $0.07 | 0.18 | 1.31 | 0.19 | 0.20 | 0.38 | 0.31 | 0.01 | $1.00 | 19.00 | 16 | 3.0 | 296.000 | 0.07 | 2024-08-22 |
MVST240920P00000500 | MVST | PUT | Long | 0.50 | None | $0.01 | 0.05 | $0.07 | 0.18 | -0.16 | 0.19 | 0.20 | 0.38 | 0.31 | 0.01 | $1.00 | 19.00 | 15 | 3.0 | 293.000 | 0.07 | 2024-08-21 |
MVST240920P00000500 | MVST | PUT | Long | 0.50 | None | $-0.03 | -0.16 | $0.08 | 0.21 | -0.84 | 0.19 | 0.16 | 0.38 | 0.30 | -0.03 | $-3.00 | 19.00 | 14 | 1.0 | 293.000 | 0.08 | 2024-08-20 |
MVST240920P00000500 | MVST | PUT | Long | 0.50 | None | $-0.03 | -0.16 | $0.07 | 0.18 | 1.16 | 0.19 | 0.16 | 0.38 | 0.31 | -0.03 | $-3.00 | 19.00 | 13 | 1.0 | 293.000 | 0.07 | 2024-08-19 |
MVST240920P00000500 | MVST | PUT | Long | 0.50 | None | $-0.03 | -0.16 | $0.07 | 0.18 | 1.06 | 0.19 | 0.16 | 0.38 | 0.31 | -0.03 | $-3.00 | 19.00 | 12 | 1.0 | 293.000 | 0.07 | 2024-08-18 |
MVST240920P00000500 | MVST | PUT | Long | 0.50 | None | $-0.03 | -0.16 | $0.07 | 0.18 | 1.03 | 0.19 | 0.16 | 0.38 | 0.31 | -0.03 | $-3.00 | 19.00 | 11 | 1.0 | 293.000 | 0.07 | 2024-08-17 |
MVST240920P00000500 | MVST | PUT | Long | 0.50 | None | $-0.03 | -0.16 | $0.08 | 0.21 | 5.47 | 0.19 | 0.16 | 0.38 | 0.30 | -0.03 | $-3.00 | 19.00 | 10 | 1.0 | 293.000 | 0.08 | 2024-08-16 |
MVST240920P00000500 | MVST | PUT | Long | 0.50 | None | $-0.03 | -0.16 | $0.06 | 0.16 | 1.12 | 0.19 | 0.16 | 0.38 | 0.32 | -0.03 | $-3.00 | 19.00 | 9 | 1.0 | 293.000 | 0.06 | 2024-08-15 |
MVST240920P00000500 | MVST | PUT | Long | 0.50 | None | $-0.03 | -0.16 | $0.07 | 0.18 | 1.03 | 0.19 | 0.16 | 0.38 | 0.31 | -0.03 | $-3.00 | 19.00 | 8 | 1.0 | 293.000 | 0.07 | 2024-08-14 |
MVST240920P00000500 | MVST | PUT | Long | 0.50 | None | $-0.03 | -0.16 | $0.06 | 0.16 | 1.06 | 0.19 | 0.16 | 0.38 | 0.32 | -0.03 | $-3.00 | 19.00 | 7 | 1.0 | 293.000 | 0.06 | 2024-08-13 |
MVST240920P00000500 | MVST | PUT | Long | 0.50 | None | $-0.03 | -0.16 | $0.04 | 0.11 | 1.28 | 0.19 | 0.16 | 0.38 | 0.34 | -0.03 | $-3.00 | 19.00 | 6 | 1.0 | 293.000 | 0.04 | 2024-08-12 |
MVST240920P00000500 | MVST | PUT | Long | 0.50 | None | $-0.03 | -0.16 | $0.04 | 0.11 | -0.53 | 0.19 | 0.16 | 0.38 | 0.34 | -0.03 | $-3.00 | 19.00 | 3 | 1.0 | 293.000 | 0.04 | 2024-08-09 |
MVST240920P00000500 | MVST | PUT | Long | 0.50 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.03; Exit EQ PnL: -0.02 | $-0.03 | -0.16 | $-0.02 | -0.05 | 0.19 | 0.19 | 0.16 | 0.38 | 0.40 | -0.03 | $-3.00 | 19.00 | 2 | 1.0 | 293.000 | -0.02 | 2024-08-08 |
MVST240920P00000500 | MVST | PUT | Long | 0.50 | None | $-0.03 | -0.16 | $0.02 | 0.05 | 0.26 | 0.19 | 0.16 | 0.38 | 0.36 | -0.03 | $-3.00 | 19.00 | 1 | 1.0 | 292.000 | 0.02 | 2024-08-07 |
MVST240920P00000500 | MVST | PUT | Long | 0.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.19 | 0.19 | 0.38 | 0.38 | 0.00 | $0.00 | 19.00 | 0 | 5.0 | 292.000 | -0.00 | 2024-08-06 |