| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-10-02 | NKLA | NKLA241101P00005000 | 5.00 | 108.0 | 9.000 | 1.541 | 0.333 | 0.5 | 0.0 | -0.010 | 1.120 | 0.650 | 0.71 | 5.45 | 2024-11-01 | PUT | Long | 0.412 | 0.454 | 0.196 |
| 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 | NKLA | 0.818 | 0.145 | 0.445 | 0.271 | 0.292 | -0.153 | 1.21 | -26.962 | 0.0000 | 1.18 | 31.20 | 21 | 1y | 3.63 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| NKLA241101P00005000 | NKLA | PUT | Long | 5.00 | None | $0.45 | 0.63 | $1.63 | 0.29 | 0.89 | 0.71 | 1.16 | 5.56 | 3.93 | 0.45 | $45.00 | 71.00 | 29 | 41.0 | 2236.000 | 1.63 | 2024-10-31 |
| NKLA241101P00005000 | NKLA | PUT | Long | 5.00 | None | $0.29 | 0.41 | $1.33 | 0.24 | 1.69 | 0.71 | 1.00 | 5.56 | 4.23 | 0.29 | $29.00 | 71.00 | 28 | 1197.0 | 1738.000 | 1.33 | 2024-10-30 |
| NKLA241101P00005000 | NKLA | PUT | Long | 5.00 | None | $0.16 | 0.23 | $1.18 | 0.21 | 1.88 | 0.71 | 0.87 | 5.56 | 4.38 | 0.16 | $16.00 | 71.00 | 27 | 736.0 | 1386.000 | 1.18 | 2024-10-29 |
| NKLA241101P00005000 | NKLA | PUT | Long | 5.00 | None | $-0.33 | -0.46 | $0.25 | 0.04 | 0.41 | 0.71 | 0.38 | 5.56 | 5.31 | -0.33 | $-33.00 | 71.00 | 26 | 827.0 | 1110.000 | 0.25 | 2024-10-28 |
| NKLA241101P00005000 | NKLA | PUT | Long | 5.00 | None | $0.14 | 0.20 | $1.14 | 0.21 | 0.33 | 0.71 | 0.85 | 5.56 | 4.42 | 0.14 | $14.00 | 71.00 | 25 | 806.0 | 328.000 | 1.14 | 2024-10-27 |
| NKLA241101P00005000 | NKLA | PUT | Long | 5.00 | None | $0.14 | 0.20 | $1.14 | 0.21 | 0.18 | 0.71 | 0.85 | 5.56 | 4.42 | 0.14 | $14.00 | 71.00 | 24 | 806.0 | 328.000 | 1.14 | 2024-10-26 |
| NKLA241101P00005000 | NKLA | PUT | Long | 5.00 | None | $0.41 | 0.58 | $1.34 | 0.24 | 0.36 | 0.71 | 1.12 | 5.56 | 4.22 | 0.41 | $41.00 | 71.00 | 22 | 5.0 | 328.000 | 1.34 | 2024-10-24 |
| NKLA241101P00005000 | NKLA | PUT | Long | 5.00 | None | $0.56 | 0.79 | $1.59 | 0.29 | 0.26 | 0.71 | 1.27 | 5.56 | 3.97 | 0.56 | $56.00 | 71.00 | 21 | 5.0 | 328.000 | 1.59 | 2024-10-23 |
| NKLA241101P00005000 | NKLA | PUT | Long | 5.00 | None | $0.21 | 0.30 | $1.29 | 0.23 | 0.09 | 0.71 | 0.92 | 5.56 | 4.27 | 0.21 | $21.00 | 71.00 | 20 | 1.0 | 328.000 | 1.29 | 2024-10-22 |
| NKLA241101P00005000 | NKLA | PUT | Long | 5.00 | None | $0.54 | 0.76 | $1.52 | 0.27 | 0.16 | 0.71 | 1.25 | 5.56 | 4.04 | 0.54 | $54.00 | 71.00 | 19 | 205.0 | 129.000 | 1.52 | 2024-10-21 |
| NKLA241101P00005000 | NKLA | PUT | Long | 5.00 | None | $0.68 | 0.96 | $1.74 | 0.31 | 0.40 | 0.71 | 1.39 | 5.56 | 3.82 | 0.68 | $68.00 | 71.00 | 17 | 31.0 | 98.000 | 1.74 | 2024-10-19 |
| NKLA241101P00005000 | NKLA | PUT | Long | 5.00 | None | $0.61 | 0.86 | $1.78 | 0.32 | -0.07 | 0.71 | 1.32 | 5.56 | 3.78 | 0.61 | $61.00 | 71.00 | 16 | 2.0 | 98.000 | 1.78 | 2024-10-18 |
| NKLA241101P00005000 | NKLA | PUT | Long | 5.00 | None | $0.40 | 0.56 | $1.36 | 0.24 | -0.08 | 0.71 | 1.11 | 5.56 | 4.20 | 0.40 | $40.00 | 71.00 | 14 | 13.0 | 97.000 | 1.36 | 2024-10-16 |
| NKLA241101P00005000 | NKLA | PUT | Long | 5.00 | None | $0.50 | 0.70 | $1.32 | 0.24 | -0.03 | 0.71 | 1.21 | 5.56 | 4.24 | 0.50 | $50.00 | 71.00 | 12 | 1.0 | 85.000 | 1.32 | 2024-10-14 |
| NKLA241101P00005000 | NKLA | PUT | Long | 5.00 | None | $0.34 | 0.48 | $1.26 | 0.23 | -0.22 | 0.71 | 1.05 | 5.56 | 4.30 | 0.34 | $34.00 | 71.00 | 9 | 5.0 | 83.000 | 1.26 | 2024-10-11 |
| NKLA241101P00005000 | NKLA | PUT | Long | 5.00 | None | $0.43 | 0.61 | $1.21 | 0.22 | -0.12 | 0.71 | 1.14 | 5.56 | 4.35 | 0.43 | $43.00 | 71.00 | 8 | 11.0 | 84.000 | 1.21 | 2024-10-10 |
| NKLA241101P00005000 | NKLA | PUT | Long | 5.00 | None | $0.39 | 0.55 | $1.08 | 0.19 | -0.02 | 0.71 | 1.10 | 5.56 | 4.48 | 0.39 | $39.00 | 71.00 | 7 | 6.0 | 90.000 | 1.08 | 2024-10-09 |
| NKLA241101P00005000 | NKLA | PUT | Long | 5.00 | None | $0.27 | 0.38 | $0.72 | 0.13 | -0.06 | 0.71 | 0.98 | 5.56 | 4.84 | 0.27 | $27.00 | 71.00 | 5 | 4.0 | 93.000 | 0.72 | 2024-10-07 |
| NKLA241101P00005000 | NKLA | PUT | Long | 5.00 | None | $0.06 | 0.08 | $0.53 | 0.10 | -1.66 | 0.71 | 0.77 | 5.56 | 5.03 | 0.06 | $6.00 | 71.00 | 4 | 12.0 | 0.000 | 0.53 | 2024-10-06 |
| NKLA241101P00005000 | NKLA | PUT | Long | 5.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.06 | 0.08 | $0.53 | 0.10 | -0.27 | 0.71 | 0.77 | 5.56 | 5.03 | 0.06 | $6.00 | 71.00 | 3 | 12.0 | 101.000 | 0.53 | 2024-10-05 |
| NKLA241101P00005000 | NKLA | PUT | Long | 5.00 | None | $0.06 | 0.08 | $0.53 | 0.10 | -0.27 | 0.71 | 0.77 | 5.56 | 5.03 | 0.06 | $6.00 | 71.00 | 2 | 12.0 | 101.000 | 0.53 | 2024-10-04 |
| NKLA241101P00005000 | NKLA | PUT | Long | 5.00 | None | $0.09 | 0.13 | $0.36 | 0.06 | -0.25 | 0.71 | 0.80 | 5.56 | 5.20 | 0.09 | $9.00 | 71.00 | 1 | 72.0 | 112.000 | 0.36 | 2024-10-03 |
| NKLA241101P00005000 | NKLA | PUT | Long | 5.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.71 | 0.71 | 5.56 | 5.56 | 0.00 | $0.00 | 71.00 | 0 | 108.0 | 9.000 | -0.00 | 2024-10-02 |