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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2023-11-01 | NUVB | NUVB231215P00002500 | 2.50 | 2.000 | 0.000 | 0.281 | 0.0 | 1.3 | -0.020 | 0.000 | 1.330 | 0.90 | 1.16 | 2023-12-15 | PUT | Long | 0.262 | 0.333 | 0.214 |
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 | NUVB | 1.000 | 0.124 | 0.491 | 0.221 | 0.124 | -0.097 | 2.81 | 0.000 | 0.0000 | 1.40 | 3.97 | 21 | 1y | 2.51 |
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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
NUVB231215P00002500 | NUVB | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.29 | -0.25 | 6.25 | 0.90 | 0.90 | 1.16 | 1.45 | 0.00 | $0.00 | 90.00 | 43 | 2.000 | -0.29 | 2023-12-14 | |
NUVB231215P00002500 | NUVB | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.24 | -0.21 | 1.00 | 0.90 | 0.90 | 1.16 | 1.40 | 0.00 | $0.00 | 90.00 | 42 | 2.000 | -0.24 | 2023-12-13 | |
NUVB231215P00002500 | NUVB | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.18 | -0.16 | 0.00 | 0.90 | 0.90 | 1.16 | 1.34 | 0.00 | $0.00 | 90.00 | 41 | 2.000 | -0.18 | 2023-12-12 | |
NUVB231215P00002500 | NUVB | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.15 | -0.13 | 0.00 | 0.90 | 0.90 | 1.16 | 1.31 | 0.00 | $0.00 | 90.00 | 40 | 2.000 | -0.15 | 2023-12-11 | |
NUVB231215P00002500 | NUVB | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.17 | -0.15 | 0.00 | 0.90 | 0.90 | 1.16 | 1.33 | 0.00 | $0.00 | 90.00 | 37 | 2.000 | -0.17 | 2023-12-08 | |
NUVB231215P00002500 | NUVB | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.13 | -0.11 | 0.00 | 0.90 | 0.90 | 1.16 | 1.29 | 0.00 | $0.00 | 90.00 | 36 | 2.000 | -0.13 | 2023-12-07 | |
NUVB231215P00002500 | NUVB | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.16 | -0.14 | 0.00 | 0.90 | 0.90 | 1.16 | 1.32 | 0.00 | $0.00 | 90.00 | 35 | 0.0 | 2.000 | -0.16 | 2023-12-06 |
NUVB231215P00002500 | NUVB | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.16 | -0.14 | 0.00 | 0.90 | 0.90 | 1.16 | 1.32 | 0.00 | $0.00 | 90.00 | 34 | 0.0 | 2.000 | -0.16 | 2023-12-05 |
NUVB231215P00002500 | NUVB | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.17 | -0.15 | 0.00 | 0.90 | 0.90 | 1.16 | 1.33 | 0.00 | $0.00 | 90.00 | 33 | 0.0 | 2.000 | -0.17 | 2023-12-04 |
NUVB231215P00002500 | NUVB | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.17 | -0.15 | 0.00 | 0.90 | 0.90 | 1.16 | 1.33 | 0.00 | $0.00 | 90.00 | 32 | 0.0 | 2.000 | -0.17 | 2023-12-03 |
NUVB231215P00002500 | NUVB | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.17 | -0.15 | 0.00 | 0.90 | 0.90 | 1.16 | 1.33 | 0.00 | $0.00 | 90.00 | 31 | 0.0 | 2.000 | -0.17 | 2023-12-02 |
NUVB231215P00002500 | NUVB | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.16 | -0.14 | 0.00 | 0.90 | 0.90 | 1.16 | 1.32 | 0.00 | $0.00 | 90.00 | 30 | 0.0 | 2.000 | -0.16 | 2023-12-01 |
NUVB231215P00002500 | NUVB | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.09 | -0.08 | 0.00 | 0.90 | 0.90 | 1.16 | 1.25 | 0.00 | $0.00 | 90.00 | 29 | 0.0 | 2.000 | -0.09 | 2023-11-30 |
NUVB231215P00002500 | NUVB | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.16 | -0.14 | 0.00 | 0.90 | 0.90 | 1.16 | 1.32 | 0.00 | $0.00 | 90.00 | 28 | 0.0 | 2.000 | -0.16 | 2023-11-29 |
NUVB231215P00002500 | NUVB | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.11 | -0.09 | 0.00 | 0.90 | 0.90 | 1.16 | 1.27 | 0.00 | $0.00 | 90.00 | 27 | 0.0 | 2.000 | -0.11 | 2023-11-28 |
NUVB231215P00002500 | NUVB | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.10 | -0.09 | 0.00 | 0.90 | 0.90 | 1.16 | 1.26 | 0.00 | $0.00 | 90.00 | 26 | 0.0 | 2.000 | -0.10 | 2023-11-27 |
NUVB231215P00002500 | NUVB | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.14 | -0.12 | 0.00 | 0.90 | 0.90 | 1.16 | 1.30 | 0.00 | $0.00 | 90.00 | 23 | 0.0 | 2.000 | -0.14 | 2023-11-24 |
NUVB231215P00002500 | NUVB | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.10 | -0.09 | 0.00 | 0.90 | 0.90 | 1.16 | 1.26 | 0.00 | $0.00 | 90.00 | 22 | 0.0 | 2.000 | -0.10 | 2023-11-23 |
NUVB231215P00002500 | NUVB | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.09 | -0.08 | 0.00 | 0.90 | 0.90 | 1.16 | 1.25 | 0.00 | $0.00 | 90.00 | 21 | 0.0 | 2.000 | -0.09 | 2023-11-22 |
NUVB231215P00002500 | NUVB | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.08 | -0.07 | 0.00 | 0.90 | 0.90 | 1.16 | 1.24 | 0.00 | $0.00 | 90.00 | 20 | 0.0 | 2.000 | -0.08 | 2023-11-21 |
NUVB231215P00002500 | NUVB | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.19 | -0.16 | 0.00 | 0.90 | 0.90 | 1.16 | 1.35 | 0.00 | $0.00 | 90.00 | 19 | 0.0 | 2.000 | -0.19 | 2023-11-20 |
NUVB231215P00002500 | NUVB | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.22 | -0.19 | 0.00 | 0.90 | 0.90 | 1.16 | 1.38 | 0.00 | $0.00 | 90.00 | 18 | 0.0 | 2.000 | -0.22 | 2023-11-19 |
NUVB231215P00002500 | NUVB | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.22 | -0.19 | 0.00 | 0.90 | 0.90 | 1.16 | 1.38 | 0.00 | $0.00 | 90.00 | 16 | 0.0 | 2.000 | -0.22 | 2023-11-17 |
NUVB231215P00002500 | NUVB | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.15 | -0.13 | 0.00 | 0.90 | 0.90 | 1.16 | 1.31 | 0.00 | $0.00 | 90.00 | 15 | 0.0 | 2.000 | -0.15 | 2023-11-16 |
NUVB231215P00002500 | NUVB | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.19 | -0.16 | 0.00 | 0.90 | 0.90 | 1.16 | 1.35 | 0.00 | $0.00 | 90.00 | 14 | 0.0 | 2.000 | -0.19 | 2023-11-15 |
NUVB231215P00002500 | NUVB | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.19 | -0.16 | 0.00 | 0.90 | 0.90 | 1.16 | 1.35 | 0.00 | $0.00 | 90.00 | 13 | 0.0 | 2.000 | -0.19 | 2023-11-14 |
NUVB231215P00002500 | NUVB | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.12 | -0.10 | 0.00 | 0.90 | 0.90 | 1.16 | 1.28 | 0.00 | $0.00 | 90.00 | 12 | 0.0 | 2.000 | -0.12 | 2023-11-13 |
NUVB231215P00002500 | NUVB | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.13 | -0.11 | 0.00 | 0.90 | 0.90 | 1.16 | 1.29 | 0.00 | $0.00 | 90.00 | 9 | 0.0 | 2.000 | -0.13 | 2023-11-10 |
NUVB231215P00002500 | NUVB | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.08 | -0.07 | 0.00 | 0.90 | 0.90 | 1.16 | 1.24 | 0.00 | $0.00 | 90.00 | 8 | 0.0 | 2.000 | -0.08 | 2023-11-09 |
NUVB231215P00002500 | NUVB | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.08 | -0.07 | 0.00 | 0.90 | 0.90 | 1.16 | 1.24 | 0.00 | $0.00 | 90.00 | 7 | 0.0 | 2.000 | -0.08 | 2023-11-08 |
NUVB231215P00002500 | NUVB | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.21 | -0.18 | 0.00 | 0.90 | 0.90 | 1.16 | 1.37 | 0.00 | $0.00 | 90.00 | 6 | 0.0 | 2.000 | -0.21 | 2023-11-07 |
NUVB231215P00002500 | NUVB | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.16 | -0.14 | 0.00 | 0.90 | 0.90 | 1.16 | 1.32 | 0.00 | $0.00 | 90.00 | 5 | 0.0 | 2.000 | -0.16 | 2023-11-06 |
NUVB231215P00002500 | NUVB | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.16 | -0.14 | 0.00 | 0.90 | 0.90 | 1.16 | 1.32 | 0.00 | $0.00 | 90.00 | 4 | 0.0 | 2.000 | -0.16 | 2023-11-05 |
NUVB231215P00002500 | NUVB | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.19 | -0.16 | 0.00 | 0.90 | 0.90 | 1.16 | 1.35 | 0.00 | $0.00 | 90.00 | 2 | 0.0 | 2.000 | -0.19 | 2023-11-03 |
NUVB231215P00002500 | NUVB | PUT | Long | 2.50 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.12 | $0.00 | 0.00 | $-0.12 | -0.10 | 0.00 | 0.90 | 0.90 | 1.16 | 1.28 | 0.00 | $0.00 | 90.00 | 1 | 0.0 | 2.000 | -0.12 | 2023-11-02 |
NUVB231215P00002500 | NUVB | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.90 | 0.90 | 1.16 | 1.16 | 0.00 | $0.00 | 90.00 | 0 | 2.000 | -0.00 | 2023-11-01 |