| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-02-09 | NET | NET240315P00110000 | 110.00 | 669.0 | 18.000 | 0.416 | 0.252 | 2.6 | 3.6 | -0.010 | 4.610 | 5.630 | 6.60 | 108.55 | 2024-03-15 | PUT | Long | 0.216 | 0.276 | 0.194 |
| 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 | NET | 0.818 | 0.083 | 0.244 | 0.131 | 0.126 | 0.009 | 117.56 | -0.142 | 0.0000 | 67.43 | 117.56 | 21 | 1y | 90.10 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| NET240315P00110000 | NET | PUT | Long | 110.00 | None | $5.97 | 0.83 | $13.59 | 0.13 | 1.28 | 7.16 | 13.13 | 107.81 | 94.22 | 5.97 | $597.00 | 716.00 | 34 | 85.0 | 144.000 | 13.59 | 2024-03-14 |
| NET240315P00110000 | NET | PUT | Long | 110.00 | None | $5.97 | 0.83 | $11.91 | 0.11 | 0.91 | 7.16 | 13.13 | 107.81 | 95.90 | 5.97 | $597.00 | 716.00 | 33 | 85.0 | 340.000 | 11.91 | 2024-03-13 |
| NET240315P00110000 | NET | PUT | Long | 110.00 | None | $6.79 | 0.95 | $11.04 | 0.10 | 0.15 | 7.16 | 13.95 | 107.81 | 96.77 | 6.79 | $679.00 | 716.00 | 32 | 93.0 | 481.000 | 11.04 | 2024-03-12 |
| NET240315P00110000 | NET | PUT | Long | 110.00 | None | $4.84 | 0.68 | $10.78 | 0.10 | 0.37 | 7.16 | 12.00 | 107.81 | 97.03 | 4.84 | $484.00 | 716.00 | 31 | 2.0 | 483.000 | 10.78 | 2024-03-11 |
| NET240315P00110000 | NET | PUT | Long | 110.00 | None | $1.64 | 0.23 | $9.82 | 0.09 | 0.13 | 7.16 | 8.80 | 107.81 | 97.99 | 1.64 | $164.00 | 716.00 | 28 | 8.0 | 483.000 | 9.82 | 2024-03-08 |
| NET240315P00110000 | NET | PUT | Long | 110.00 | None | $1.64 | 0.23 | $7.08 | 0.07 | 0.12 | 7.16 | 8.80 | 107.81 | 100.73 | 1.64 | $164.00 | 716.00 | 27 | 8.0 | 477.000 | 7.08 | 2024-03-07 |
| NET240315P00110000 | NET | PUT | Long | 110.00 | None | $6.77 | 0.95 | $10.32 | 0.10 | 0.06 | 7.16 | 13.93 | 107.81 | 97.49 | 6.77 | $677.00 | 716.00 | 26 | 1.0 | 477.000 | 10.32 | 2024-03-06 |
| NET240315P00110000 | NET | PUT | Long | 110.00 | None | $6.77 | 0.95 | $12.54 | 0.12 | 0.26 | 7.16 | 13.93 | 107.81 | 95.27 | 6.77 | $677.00 | 716.00 | 25 | 1.0 | 477.000 | 12.54 | 2024-03-05 |
| NET240315P00110000 | NET | PUT | Long | 110.00 | None | $3.04 | 0.42 | $6.93 | 0.06 | -0.44 | 7.16 | 10.20 | 107.81 | 100.88 | 3.04 | $304.00 | 716.00 | 24 | 6.0 | 0.000 | 6.93 | 2024-03-04 |
| NET240315P00110000 | NET | PUT | Long | 110.00 | None | $2.09 | 0.29 | $7.89 | 0.07 | 0.04 | 7.16 | 9.25 | 107.81 | 99.92 | 2.09 | $209.00 | 716.00 | 23 | 2.0 | 472.000 | 7.89 | 2024-03-03 |
| NET240315P00110000 | NET | PUT | Long | 110.00 | None | $2.09 | 0.29 | $7.89 | 0.07 | 0.04 | 7.16 | 9.25 | 107.81 | 99.92 | 2.09 | $209.00 | 716.00 | 22 | 2.0 | 472.000 | 7.89 | 2024-03-02 |
| NET240315P00110000 | NET | PUT | Long | 110.00 | None | $7.04 | 0.98 | $6.92 | 0.06 | 0.00 | 7.16 | 14.20 | 107.81 | 100.89 | 7.04 | $704.00 | 716.00 | 21 | 4.0 | 472.000 | 6.92 | 2024-03-01 |
| NET240315P00110000 | NET | PUT | Long | 110.00 | None | $7.04 | 0.98 | $9.35 | 0.09 | 0.06 | 7.16 | 14.20 | 107.81 | 98.46 | 7.04 | $704.00 | 716.00 | 20 | 4.0 | 477.000 | 9.35 | 2024-02-29 |
| NET240315P00110000 | NET | PUT | Long | 110.00 | None | $7.04 | 0.98 | $10.33 | 0.10 | 0.02 | 7.16 | 14.20 | 107.81 | 97.48 | 7.04 | $704.00 | 716.00 | 19 | 4.0 | 477.000 | 10.33 | 2024-02-28 |
| NET240315P00110000 | NET | PUT | Long | 110.00 | None | $4.84 | 0.68 | $9.56 | 0.09 | -0.08 | 7.16 | 12.00 | 107.81 | 98.25 | 4.84 | $484.00 | 716.00 | 18 | 26.0 | 466.000 | 9.56 | 2024-02-27 |
| NET240315P00110000 | NET | PUT | Long | 110.00 | None | $4.04 | 0.56 | $8.76 | 0.08 | 0.01 | 7.16 | 11.20 | 107.81 | 99.05 | 4.04 | $404.00 | 716.00 | 17 | 21.0 | 486.000 | 8.76 | 2024-02-26 |
| NET240315P00110000 | NET | PUT | Long | 110.00 | None | $4.94 | 0.69 | $9.36 | 0.09 | 0.02 | 7.16 | 12.10 | 107.81 | 98.45 | 4.94 | $494.00 | 716.00 | 16 | 1.0 | 487.000 | 9.36 | 2024-02-25 |
| NET240315P00110000 | NET | PUT | Long | 110.00 | None | $4.94 | 0.69 | $9.36 | 0.09 | -0.03 | 7.16 | 12.10 | 107.81 | 98.45 | 4.94 | $494.00 | 716.00 | 14 | 1.0 | 487.000 | 9.36 | 2024-02-23 |
| NET240315P00110000 | NET | PUT | Long | 110.00 | None | $4.59 | 0.64 | $8.34 | 0.08 | 0.02 | 7.16 | 11.75 | 107.81 | 99.47 | 4.59 | $459.00 | 716.00 | 13 | 12.0 | 496.000 | 8.34 | 2024-02-22 |
| NET240315P00110000 | NET | PUT | Long | 110.00 | None | $9.09 | 1.27 | $12.70 | 0.12 | 0.07 | 7.16 | 16.25 | 107.81 | 95.11 | 9.09 | $909.00 | 716.00 | 12 | 2.0 | 497.000 | 12.70 | 2024-02-21 |
| NET240315P00110000 | NET | PUT | Long | 110.00 | None | $5.61 | 0.78 | $9.82 | 0.09 | 0.06 | 7.16 | 12.77 | 107.81 | 97.99 | 5.61 | $561.00 | 716.00 | 11 | 16.0 | 497.000 | 9.82 | 2024-02-20 |
| NET240315P00110000 | NET | PUT | Long | 110.00 | None | $5.61 | 0.78 | $9.29 | 0.09 | 0.08 | 7.16 | 12.77 | 107.81 | 98.52 | 5.61 | $561.00 | 716.00 | 10 | 16.0 | 500.000 | 9.29 | 2024-02-19 |
| NET240315P00110000 | NET | PUT | Long | 110.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 7.16 | 7.16 | 107.81 | 107.81 | 0.00 | $0.00 | 716.00 | 0 | 789.0 | 18.000 | -0.00 | 2024-02-09 |