| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-12-02 | NVCR | NVCR250117P00025000 | 25.00 | 106.0 | 103.000 | 0.814 | 0.495 | 5.2 | 0.2 | -0.090 | 5.910 | 0.940 | 1.30 | 29.85 | 2025-01-17 | PUT | Long | 0.332 | 0.519 | 0.490 |
| 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 | NVCR | 0.909 | 0.142 | 0.453 | 0.224 | 0.453 | 0.247 | 32.10 | -0.406 | 0.0000 | 11.83 | 33.41 | 21 | 1y | 16.85 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| NVCR250117P00025000 | NVCR | PUT | Long | 25.00 | None | $-1.10 | -0.85 | $-0.95 | -0.03 | -0.15 | 1.30 | 0.20 | 29.85 | 30.80 | -1.10 | $-110.00 | 130.00 | 18 | 2.0 | 143.000 | -0.95 | 2024-12-20 |
| NVCR250117P00025000 | NVCR | PUT | Long | 25.00 | None | $-1.10 | -0.85 | $-0.55 | -0.02 | -0.12 | 1.30 | 0.20 | 29.85 | 30.40 | -1.10 | $-110.00 | 130.00 | 17 | 2.0 | 145.000 | -0.55 | 2024-12-19 |
| NVCR250117P00025000 | NVCR | PUT | Long | 25.00 | None | $-1.08 | -0.83 | $-1.69 | -0.06 | -0.11 | 1.30 | 0.22 | 29.85 | 31.54 | -1.08 | $-108.00 | 130.00 | 16 | 2.0 | 145.000 | -1.69 | 2024-12-18 |
| NVCR250117P00025000 | NVCR | PUT | Long | 25.00 | None | $-0.95 | -0.73 | $-2.25 | -0.08 | -0.22 | 1.30 | 0.35 | 29.85 | 32.10 | -0.95 | $-95.00 | 130.00 | 15 | 13.0 | 145.000 | -2.25 | 2024-12-17 |
| NVCR250117P00025000 | NVCR | PUT | Long | 25.00 | None | $-0.95 | -0.73 | $-1.90 | -0.06 | -0.16 | 1.30 | 0.35 | 29.85 | 31.75 | -0.95 | $-95.00 | 130.00 | 14 | 13.0 | 145.000 | -1.90 | 2024-12-16 |
| NVCR250117P00025000 | NVCR | PUT | Long | 25.00 | None | $-0.95 | -0.73 | $-3.56 | -0.12 | -0.10 | 1.30 | 0.35 | 29.85 | 33.41 | -0.95 | $-95.00 | 130.00 | 11 | 13.0 | 150.000 | -3.56 | 2024-12-13 |
| NVCR250117P00025000 | NVCR | PUT | Long | 25.00 | None | $-0.80 | -0.62 | $-0.21 | -0.01 | -0.16 | 1.30 | 0.50 | 29.85 | 30.06 | -0.80 | $-80.00 | 130.00 | 10 | 1.0 | 150.000 | -0.21 | 2024-12-12 |
| NVCR250117P00025000 | NVCR | PUT | Long | 25.00 | None | $-0.75 | -0.58 | $-1.28 | -0.04 | -0.10 | 1.30 | 0.55 | 29.85 | 31.13 | -0.75 | $-75.00 | 130.00 | 9 | 13.0 | 155.000 | -1.28 | 2024-12-11 |
| NVCR250117P00025000 | NVCR | PUT | Long | 25.00 | None | $-0.35 | -0.27 | $0.13 | 0.00 | -0.07 | 1.30 | 0.95 | 29.85 | 29.72 | -0.35 | $-35.00 | 130.00 | 8 | 1.0 | 156.000 | 0.13 | 2024-12-10 |
| NVCR250117P00025000 | NVCR | PUT | Long | 25.00 | None | $-0.18 | -0.14 | $1.20 | 0.04 | -0.09 | 1.30 | 1.12 | 29.85 | 28.65 | -0.18 | $-18.00 | 130.00 | 7 | 16.0 | 156.000 | 1.20 | 2024-12-09 |
| NVCR250117P00025000 | NVCR | PUT | Long | 25.00 | None | $0.05 | 0.04 | $1.89 | 0.06 | -0.08 | 1.30 | 1.35 | 29.85 | 27.96 | 0.05 | $5.00 | 130.00 | 6 | 17.0 | 154.000 | 1.89 | 2024-12-08 |
| NVCR250117P00025000 | NVCR | PUT | Long | 25.00 | None | $0.05 | 0.04 | $1.89 | 0.06 | -0.09 | 1.30 | 1.35 | 29.85 | 27.96 | 0.05 | $5.00 | 130.00 | 4 | 14.0 | 154.000 | 1.89 | 2024-12-06 |
| NVCR250117P00025000 | NVCR | PUT | Long | 25.00 | None | $0.35 | 0.27 | $3.25 | 0.11 | -0.16 | 1.30 | 1.65 | 29.85 | 26.60 | 0.35 | $35.00 | 130.00 | 3 | 5.0 | 159.000 | 3.25 | 2024-12-05 |
| NVCR250117P00025000 | NVCR | PUT | Long | 25.00 | None | $0.20 | 0.15 | $0.62 | 0.02 | -0.01 | 1.30 | 1.50 | 29.85 | 29.23 | 0.20 | $20.00 | 130.00 | 2 | 25.0 | 165.000 | 0.62 | 2024-12-04 |
| NVCR250117P00025000 | NVCR | PUT | Long | 25.00 | None | $-0.10 | -0.08 | $-0.66 | -0.02 | -0.00 | 1.30 | 1.20 | 29.85 | 30.51 | -0.10 | $-10.00 | 130.00 | 1 | 21.0 | 154.000 | -0.66 | 2024-12-03 |
| NVCR250117P00025000 | NVCR | PUT | Long | 25.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 1.30 | 1.30 | 29.85 | 29.85 | 0.00 | $0.00 | 130.00 | 0 | 106.0 | 103.000 | -0.00 | 2024-12-02 |