| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-11-13 | NTRA | NTRA241220P00130000 | 130.00 | 36.0 | 26.000 | 0.472 | 0.223 | 31.5 | 0.0 | -0.010 | 31.950 | 0.440 | 1.35 | 160.97 | 2024-12-20 | PUT | Long | 0.186 | 0.255 | 0.191 |
| 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 | NTRA | 0.818 | 0.071 | 0.215 | 0.123 | 0.097 | -0.118 | 168.21 | -0.402 | 0.0000 | 57.28 | 174.00 | 21 | 1y | 128.67 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| NTRA241220P00130000 | NTRA | PUT | Long | 130.00 | None | $0.98 | 0.73 | $2.88 | 0.02 | 1.54 | 1.35 | 2.33 | 160.97 | 158.09 | 0.98 | $98.00 | 135.00 | 36 | 5.0 | 50.000 | 2.88 | 2024-12-19 |
| NTRA241220P00130000 | NTRA | PUT | Long | 130.00 | None | $0.98 | 0.73 | $5.77 | 0.04 | 1.02 | 1.35 | 2.33 | 160.97 | 155.20 | 0.98 | $98.00 | 135.00 | 35 | 5.0 | 50.000 | 5.77 | 2024-12-18 |
| NTRA241220P00130000 | NTRA | PUT | Long | 130.00 | None | $0.98 | 0.73 | $-7.24 | -0.04 | 0.71 | 1.35 | 2.33 | 160.97 | 168.21 | 0.98 | $98.00 | 135.00 | 34 | 5.0 | 50.000 | -7.24 | 2024-12-17 |
| NTRA241220P00130000 | NTRA | PUT | Long | 130.00 | None | $0.98 | 0.73 | $-9.83 | -0.06 | 1.11 | 1.35 | 2.33 | 160.97 | 170.80 | 0.98 | $98.00 | 135.00 | 33 | 5.0 | 50.000 | -9.83 | 2024-12-16 |
| NTRA241220P00130000 | NTRA | PUT | Long | 130.00 | None | $0.98 | 0.73 | $-5.58 | -0.03 | 0.69 | 1.35 | 2.33 | 160.97 | 166.55 | 0.98 | $98.00 | 135.00 | 30 | 5.0 | 50.000 | -5.58 | 2024-12-13 |
| NTRA241220P00130000 | NTRA | PUT | Long | 130.00 | None | $0.98 | 0.73 | $-5.48 | -0.03 | 0.62 | 1.35 | 2.33 | 160.97 | 166.45 | 0.98 | $98.00 | 135.00 | 29 | 5.0 | 50.000 | -5.48 | 2024-12-12 |
| NTRA241220P00130000 | NTRA | PUT | Long | 130.00 | None | $0.98 | 0.73 | $-6.15 | -0.04 | 0.58 | 1.35 | 2.33 | 160.97 | 167.12 | 0.98 | $98.00 | 135.00 | 28 | 5.0 | 50.000 | -6.15 | 2024-12-11 |
| NTRA241220P00130000 | NTRA | PUT | Long | 130.00 | None | $0.98 | 0.73 | $-5.48 | -0.03 | 0.36 | 1.35 | 2.33 | 160.97 | 166.45 | 0.98 | $98.00 | 135.00 | 27 | 5.0 | 50.000 | -5.48 | 2024-12-10 |
| NTRA241220P00130000 | NTRA | PUT | Long | 130.00 | None | $0.98 | 0.73 | $-6.83 | -0.04 | 0.50 | 1.35 | 2.33 | 160.97 | 167.80 | 0.98 | $98.00 | 135.00 | 26 | 5.0 | 50.000 | -6.83 | 2024-12-09 |
| NTRA241220P00130000 | NTRA | PUT | Long | 130.00 | None | $0.98 | 0.73 | $-10.68 | -0.07 | 0.55 | 1.35 | 2.33 | 160.97 | 171.65 | 0.98 | $98.00 | 135.00 | 25 | 5.0 | 50.000 | -10.68 | 2024-12-08 |
| NTRA241220P00130000 | NTRA | PUT | Long | 130.00 | None | $0.98 | 0.73 | $-10.68 | -0.07 | 0.45 | 1.35 | 2.33 | 160.97 | 171.65 | 0.98 | $98.00 | 135.00 | 23 | 5.0 | 50.000 | -10.68 | 2024-12-06 |
| NTRA241220P00130000 | NTRA | PUT | Long | 130.00 | None | $0.98 | 0.73 | $-8.05 | -0.05 | 0.39 | 1.35 | 2.33 | 160.97 | 169.02 | 0.98 | $98.00 | 135.00 | 22 | 5.0 | 50.000 | -8.05 | 2024-12-05 |
| NTRA241220P00130000 | NTRA | PUT | Long | 130.00 | None | $0.98 | 0.73 | $-13.03 | -0.08 | 0.43 | 1.35 | 2.33 | 160.97 | 174.00 | 0.98 | $98.00 | 135.00 | 21 | 5.0 | 50.000 | -13.03 | 2024-12-04 |
| NTRA241220P00130000 | NTRA | PUT | Long | 130.00 | None | $0.98 | 0.73 | $-8.20 | -0.05 | 0.36 | 1.35 | 2.33 | 160.97 | 169.17 | 0.98 | $98.00 | 135.00 | 20 | 5.0 | 50.000 | -8.20 | 2024-12-03 |
| NTRA241220P00130000 | NTRA | PUT | Long | 130.00 | None | $0.98 | 0.73 | $-8.85 | -0.05 | 0.33 | 1.35 | 2.33 | 160.97 | 169.82 | 0.98 | $98.00 | 135.00 | 19 | 5.0 | 50.000 | -8.85 | 2024-12-02 |
| NTRA241220P00130000 | NTRA | PUT | Long | 130.00 | None | $0.98 | 0.73 | $-6.81 | -0.04 | -0.22 | 1.35 | 2.33 | 160.97 | 167.78 | 0.98 | $98.00 | 135.00 | 18 | 5.0 | 0.000 | -6.81 | 2024-12-01 |
| NTRA241220P00130000 | NTRA | PUT | Long | 130.00 | None | $0.98 | 0.73 | $-6.81 | -0.04 | 0.29 | 1.35 | 2.33 | 160.97 | 167.78 | 0.98 | $98.00 | 135.00 | 17 | 5.0 | 0.000 | -6.81 | 2024-11-30 |
| NTRA241220P00130000 | NTRA | PUT | Long | 130.00 | None | $0.98 | 0.73 | $-7.48 | -0.05 | 0.28 | 1.35 | 2.33 | 160.97 | 168.45 | 0.98 | $98.00 | 135.00 | 15 | 5.0 | 50.000 | -7.48 | 2024-11-28 |
| NTRA241220P00130000 | NTRA | PUT | Long | 130.00 | None | $0.98 | 0.73 | $-7.73 | -0.05 | 0.29 | 1.35 | 2.33 | 160.97 | 168.70 | 0.98 | $98.00 | 135.00 | 14 | 5.0 | 50.000 | -7.73 | 2024-11-27 |
| NTRA241220P00130000 | NTRA | PUT | Long | 130.00 | None | $0.98 | 0.73 | $-7.35 | -0.05 | 0.23 | 1.35 | 2.33 | 160.97 | 168.32 | 0.98 | $98.00 | 135.00 | 13 | 5.0 | 50.000 | -7.35 | 2024-11-26 |
| NTRA241220P00130000 | NTRA | PUT | Long | 130.00 | None | $0.98 | 0.73 | $-3.42 | -0.02 | 0.18 | 1.35 | 2.33 | 160.97 | 164.39 | 0.98 | $98.00 | 135.00 | 12 | 5.0 | 50.000 | -3.42 | 2024-11-25 |
| NTRA241220P00130000 | NTRA | PUT | Long | 130.00 | None | $0.98 | 0.73 | $-6.29 | -0.04 | 0.40 | 1.35 | 2.33 | 160.97 | 167.26 | 0.98 | $98.00 | 135.00 | 11 | 5.0 | 50.000 | -6.29 | 2024-11-24 |
| NTRA241220P00130000 | NTRA | PUT | Long | 130.00 | None | $0.98 | 0.73 | $-6.29 | -0.04 | 0.36 | 1.35 | 2.33 | 160.97 | 167.26 | 0.98 | $98.00 | 135.00 | 10 | 5.0 | 50.000 | -6.29 | 2024-11-23 |
| NTRA241220P00130000 | NTRA | PUT | Long | 130.00 | None | $0.98 | 0.73 | $-6.29 | -0.04 | 0.35 | 1.35 | 2.33 | 160.97 | 167.26 | 0.98 | $98.00 | 135.00 | 9 | 5.0 | 50.000 | -6.29 | 2024-11-22 |
| NTRA241220P00130000 | NTRA | PUT | Long | 130.00 | None | $0.98 | 0.73 | $-8.39 | -0.05 | 0.28 | 1.35 | 2.33 | 160.97 | 169.36 | 0.98 | $98.00 | 135.00 | 8 | 5.0 | 55.000 | -8.39 | 2024-11-21 |
| NTRA241220P00130000 | NTRA | PUT | Long | 130.00 | None | $-0.35 | -0.26 | $-6.91 | -0.04 | 0.11 | 1.35 | 1.00 | 160.97 | 167.88 | -0.35 | $-35.00 | 135.00 | 7 | 1.0 | 55.000 | -6.91 | 2024-11-20 |
| NTRA241220P00130000 | NTRA | PUT | Long | 130.00 | None | $-0.35 | -0.26 | $-1.13 | -0.01 | 0.12 | 1.35 | 1.00 | 160.97 | 162.10 | -0.35 | $-35.00 | 135.00 | 6 | 1.0 | 55.000 | -1.13 | 2024-11-19 |
| NTRA241220P00130000 | NTRA | PUT | Long | 130.00 | None | $-0.35 | -0.26 | $7.55 | 0.05 | 0.05 | 1.35 | 1.00 | 160.97 | 153.42 | -0.35 | $-35.00 | 135.00 | 5 | 1.0 | 55.000 | 7.55 | 2024-11-18 |
| NTRA241220P00130000 | NTRA | PUT | Long | 130.00 | None | $-0.35 | -0.26 | $14.91 | 0.09 | 0.13 | 1.35 | 1.00 | 160.97 | 146.06 | -0.35 | $-35.00 | 135.00 | 4 | 1.0 | 55.000 | 14.91 | 2024-11-17 |
| NTRA241220P00130000 | NTRA | PUT | Long | 130.00 | None | $-0.35 | -0.26 | $14.91 | 0.09 | 0.12 | 1.35 | 1.00 | 160.97 | 146.06 | -0.35 | $-35.00 | 135.00 | 3 | 1.0 | 55.000 | 14.91 | 2024-11-16 |
| NTRA241220P00130000 | NTRA | PUT | Long | 130.00 | None | $-0.35 | -0.26 | $14.91 | 0.09 | 0.02 | 1.35 | 1.00 | 160.97 | 146.06 | -0.35 | $-35.00 | 135.00 | 2 | 1.0 | 55.000 | 14.91 | 2024-11-15 |
| NTRA241220P00130000 | NTRA | PUT | Long | 130.00 | None | $-0.35 | -0.26 | $9.86 | 0.06 | 0.00 | 1.35 | 1.00 | 160.97 | 151.11 | -0.35 | $-35.00 | 135.00 | 1 | 1.0 | 56.000 | 9.86 | 2024-11-14 |
| NTRA241220P00130000 | NTRA | PUT | Long | 130.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 1.35 | 1.35 | 160.97 | 160.97 | 0.00 | $0.00 | 135.00 | 0 | 36.0 | 26.000 | -0.00 | 2024-11-13 |