| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-12-17 | NNDM | NNDM250117P00002500 | 2.50 | 4.0 | 347.000 | 0.695 | 0.252 | 0.1 | 0.0 | -0.010 | 0.240 | 0.160 | 0.21 | 2.57 | 2025-01-17 | PUT | Long | 0.250 | 0.293 | 0.163 |
| 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 | NNDM | 0.818 | 0.080 | 0.232 | 0.131 | 0.232 | 0.122 | 2.57 | -0.969 | 0.0000 | 2.04 | 2.95 | 21 | 1y | 2.23 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| NNDM250117P00002500 | NNDM | PUT | Long | 2.50 | None | $0.02 | 0.10 | $0.08 | 0.03 | 0.09 | 0.21 | 0.23 | 2.57 | 2.49 | 0.02 | $2.00 | 21.00 | 3 | 1.0 | 352.000 | 0.08 | 2024-12-20 |
| NNDM250117P00002500 | NNDM | PUT | Long | 2.50 | None | $0.04 | 0.19 | $0.08 | 0.03 | -0.01 | 0.21 | 0.25 | 2.57 | 2.49 | 0.04 | $4.00 | 21.00 | 2 | 4.0 | 355.000 | 0.08 | 2024-12-19 |
| NNDM250117P00002500 | NNDM | PUT | Long | 2.50 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $-0.01 | -0.05 | $0.07 | 0.03 | 0.08 | 0.21 | 0.20 | 2.57 | 2.50 | -0.01 | $-1.00 | 21.00 | 1 | 11.0 | 347.000 | 0.07 | 2024-12-18 |
| NNDM250117P00002500 | NNDM | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.21 | 0.21 | 2.57 | 2.57 | 0.00 | $0.00 | 21.00 | 0 | 4.0 | 347.000 | -0.00 | 2024-12-17 |