| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-20 | NEXT | NEXT240621P00007000 | 7.00 | 266.0 | 81.000 | 0.537 | 0.209 | 1.1 | 0.0 | -0.010 | 1.190 | 0.090 | 0.15 | 8.07 | 2024-06-21 | PUT | Long | 0.231 | 0.267 | 0.148 |
| 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 | NEXT | 0.818 | 0.091 | 0.288 | 0.154 | 0.091 | -0.114 | 6.69 | 0.000 | 0.0000 | 4.35 | 8.32 | 21 | 1y | 6.23 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| NEXT240621P00007000 | NEXT | PUT | Long | 7.00 | None | $-0.10 | -0.67 | $0.39 | 0.05 | 0.52 | 0.15 | 0.05 | 8.01 | 7.62 | -0.10 | $-10.00 | 15.00 | 29 | 2.0 | 1158.000 | 0.39 | 2024-06-18 |
| NEXT240621P00007000 | NEXT | PUT | Long | 7.00 | None | $-0.10 | -0.67 | $0.56 | 0.07 | 1.50 | 0.15 | 0.05 | 8.01 | 7.45 | -0.10 | $-10.00 | 15.00 | 28 | 1.0 | 1158.000 | 0.56 | 2024-06-17 |
| NEXT240621P00007000 | NEXT | PUT | Long | 7.00 | None | $-0.10 | -0.67 | $0.23 | 0.03 | 0.79 | 0.15 | 0.05 | 8.01 | 7.78 | -0.10 | $-10.00 | 15.00 | 25 | 1.0 | 1159.000 | 0.23 | 2024-06-14 |
| NEXT240621P00007000 | NEXT | PUT | Long | 7.00 | None | $-0.05 | -0.33 | $0.05 | 0.01 | 0.58 | 0.15 | 0.10 | 8.01 | 7.96 | -0.05 | $-5.00 | 15.00 | 24 | 1.0 | 1159.000 | 0.05 | 2024-06-13 |
| NEXT240621P00007000 | NEXT | PUT | Long | 7.00 | None | $-0.05 | -0.33 | $0.18 | 0.02 | 0.72 | 0.15 | 0.10 | 8.01 | 7.83 | -0.05 | $-5.00 | 15.00 | 23 | 1.0 | 1159.000 | 0.18 | 2024-06-12 |
| NEXT240621P00007000 | NEXT | PUT | Long | 7.00 | None | $-0.05 | -0.33 | $0.12 | 0.01 | 0.72 | 0.15 | 0.10 | 8.01 | 7.89 | -0.05 | $-5.00 | 15.00 | 22 | 1.0 | 1159.000 | 0.12 | 2024-06-11 |
| NEXT240621P00007000 | NEXT | PUT | Long | 7.00 | None | $-0.05 | -0.33 | $0.19 | 0.02 | 0.58 | 0.15 | 0.10 | 8.01 | 7.82 | -0.05 | $-5.00 | 15.00 | 21 | 1.0 | 1159.000 | 0.19 | 2024-06-10 |
| NEXT240621P00007000 | NEXT | PUT | Long | 7.00 | None | $-0.05 | -0.33 | $0.22 | 0.03 | 0.49 | 0.15 | 0.10 | 8.01 | 7.79 | -0.05 | $-5.00 | 15.00 | 20 | 1.0 | 1160.000 | 0.22 | 2024-06-09 |
| NEXT240621P00007000 | NEXT | PUT | Long | 7.00 | None | $-0.05 | -0.33 | $0.22 | 0.03 | 0.49 | 0.15 | 0.10 | 8.01 | 7.79 | -0.05 | $-5.00 | 15.00 | 18 | 1.0 | 1160.000 | 0.22 | 2024-06-07 |
| NEXT240621P00007000 | NEXT | PUT | Long | 7.00 | None | $-0.01 | -0.07 | $0.32 | 0.04 | 0.64 | 0.15 | 0.14 | 8.01 | 7.69 | -0.01 | $-1.00 | 15.00 | 17 | 15.0 | 1145.000 | 0.32 | 2024-06-06 |
| NEXT240621P00007000 | NEXT | PUT | Long | 7.00 | None | $-0.07 | -0.47 | $0.24 | 0.03 | 0.44 | 0.15 | 0.08 | 8.01 | 7.77 | -0.07 | $-7.00 | 15.00 | 16 | 2.0 | 1145.000 | 0.24 | 2024-06-05 |
| NEXT240621P00007000 | NEXT | PUT | Long | 7.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.05 | 0.33 | $0.03 | 0.00 | 0.67 | 0.15 | 0.20 | 8.01 | 7.98 | 0.05 | $5.00 | 15.00 | 15 | 1.0 | 1145.000 | 0.03 | 2024-06-04 |
| NEXT240621P00007000 | NEXT | PUT | Long | 7.00 | None | $0.05 | 0.33 | $0.55 | 0.07 | 0.46 | 0.15 | 0.20 | 8.01 | 7.46 | 0.05 | $5.00 | 15.00 | 14 | 1.0 | 1146.000 | 0.55 | 2024-06-03 |
| NEXT240621P00007000 | NEXT | PUT | Long | 7.00 | None | $0.16 | 1.07 | $0.85 | 0.11 | -0.09 | 0.15 | 0.31 | 8.01 | 7.16 | 0.16 | $16.00 | 15.00 | 13 | 26.0 | 1146.000 | 0.85 | 2024-06-02 |
| NEXT240621P00007000 | NEXT | PUT | Long | 7.00 | None | $0.16 | 1.07 | $0.85 | 0.11 | 0.38 | 0.15 | 0.31 | 8.01 | 7.16 | 0.16 | $16.00 | 15.00 | 11 | 26.0 | 0.000 | 0.85 | 2024-05-31 |
| NEXT240621P00007000 | NEXT | PUT | Long | 7.00 | None | $0.47 | 3.13 | $1.44 | 0.18 | 0.62 | 0.15 | 0.62 | 8.01 | 6.57 | 0.47 | $47.00 | 15.00 | 10 | 71.0 | 1146.000 | 1.44 | 2024-05-30 |
| NEXT240621P00007000 | NEXT | PUT | Long | 7.00 | None | $0.47 | 3.13 | $1.46 | 0.18 | 0.43 | 0.15 | 0.62 | 8.01 | 6.55 | 0.47 | $47.00 | 15.00 | 9 | 71.0 | 1096.000 | 1.46 | 2024-05-29 |
| NEXT240621P00007000 | NEXT | PUT | Long | 7.00 | None | $0.20 | 1.33 | $1.08 | 0.13 | 0.39 | 0.15 | 0.35 | 8.01 | 6.93 | 0.20 | $20.00 | 15.00 | 8 | 1.0 | 1095.000 | 1.08 | 2024-05-28 |
| NEXT240621P00007000 | NEXT | PUT | Long | 7.00 | None | $0.15 | 1.00 | $0.79 | 0.10 | 0.40 | 0.15 | 0.30 | 8.01 | 7.22 | 0.15 | $15.00 | 15.00 | 7 | 770.0 | 347.000 | 0.79 | 2024-05-27 |
| NEXT240621P00007000 | NEXT | PUT | Long | 7.00 | None | $0.15 | 1.00 | $0.79 | 0.10 | 0.38 | 0.15 | 0.30 | 8.01 | 7.22 | 0.15 | $15.00 | 15.00 | 4 | 770.0 | 347.000 | 0.79 | 2024-05-24 |
| NEXT240621P00007000 | NEXT | PUT | Long | 7.00 | None | $0.15 | 1.00 | $0.76 | 0.09 | 0.38 | 0.15 | 0.30 | 8.01 | 7.25 | 0.15 | $15.00 | 15.00 | 3 | 1.0 | 347.000 | 0.76 | 2024-05-23 |
| NEXT240621P00007000 | NEXT | PUT | Long | 7.00 | None | $0.05 | 0.33 | $0.29 | 0.04 | 0.43 | 0.15 | 0.20 | 8.01 | 7.72 | 0.05 | $5.00 | 15.00 | 2 | 11.0 | 337.000 | 0.29 | 2024-05-22 |
| NEXT240621P00007000 | NEXT | PUT | Long | 7.00 | None | $-0.01 | -0.07 | $0.08 | 0.01 | 0.38 | 0.15 | 0.14 | 8.01 | 7.93 | -0.01 | $-1.00 | 15.00 | 1 | 2.0 | 337.000 | 0.08 | 2024-05-21 |
| NEXT240621P00007000 | NEXT | PUT | Long | 7.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.15 | 0.15 | 8.01 | 8.01 | 0.00 | $0.00 | 15.00 | 0 | 428.0 | 0.000 | -0.00 | 2024-05-20 |