| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-12-05 | NVTS | NVTS250117P00004000 | 4.00 | 6.0 | 13.000 | 1.223 | 0.435 | 0.1 | 0.3 | 0.000 | 0.480 | 0.690 | 0.74 | 3.77 | 2025-01-17 | PUT | Long | 0.479 | 0.504 | 0.174 |
| 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 | NVTS | 0.909 | 0.138 | 0.404 | 0.221 | 0.404 | 0.176 | 3.26 | -1.830 | 0.0000 | 1.78 | 8.36 | 21 | 1y | 2.36 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| NVTS250117P00004000 | NVTS | PUT | Long | 4.00 | None | $0.41 | 0.55 | $0.60 | 0.16 | 0.12 | 0.74 | 1.15 | 3.77 | 3.17 | 0.41 | $41.00 | 74.00 | 15 | 10.0 | 466.000 | 0.60 | 2024-12-20 |
| NVTS250117P00004000 | NVTS | PUT | Long | 4.00 | None | $0.56 | 0.76 | $0.96 | 0.25 | 0.06 | 0.74 | 1.30 | 3.77 | 2.81 | 0.56 | $56.00 | 74.00 | 14 | 38.0 | 474.000 | 0.96 | 2024-12-19 |
| NVTS250117P00004000 | NVTS | PUT | Long | 4.00 | None | $0.16 | 0.22 | $0.47 | 0.12 | 0.10 | 0.74 | 0.90 | 3.77 | 3.30 | 0.16 | $16.00 | 74.00 | 13 | 25.0 | 459.000 | 0.47 | 2024-12-18 |
| NVTS250117P00004000 | NVTS | PUT | Long | 4.00 | None | $0.21 | 0.28 | $0.51 | 0.14 | 0.08 | 0.74 | 0.95 | 3.77 | 3.26 | 0.21 | $21.00 | 74.00 | 12 | 23.0 | 438.000 | 0.51 | 2024-12-17 |
| NVTS250117P00004000 | NVTS | PUT | Long | 4.00 | None | $0.26 | 0.35 | $0.53 | 0.14 | 0.09 | 0.74 | 1.00 | 3.77 | 3.24 | 0.26 | $26.00 | 74.00 | 11 | 7.0 | 433.000 | 0.53 | 2024-12-16 |
| NVTS250117P00004000 | NVTS | PUT | Long | 4.00 | None | $0.15 | 0.20 | $0.33 | 0.09 | 0.03 | 0.74 | 0.89 | 3.77 | 3.44 | 0.15 | $15.00 | 74.00 | 8 | 3.0 | 432.000 | 0.33 | 2024-12-13 |
| NVTS250117P00004000 | NVTS | PUT | Long | 4.00 | None | $0.11 | 0.15 | $0.17 | 0.05 | 0.04 | 0.74 | 0.85 | 3.77 | 3.60 | 0.11 | $11.00 | 74.00 | 7 | 25.0 | 412.000 | 0.17 | 2024-12-12 |
| NVTS250117P00004000 | NVTS | PUT | Long | 4.00 | None | $-0.12 | -0.16 | $-0.31 | -0.08 | 0.06 | 0.74 | 0.62 | 3.77 | 4.08 | -0.12 | $-12.00 | 74.00 | 6 | 48.0 | 364.000 | -0.31 | 2024-12-11 |
| NVTS250117P00004000 | NVTS | PUT | Long | 4.00 | None | $-0.19 | -0.26 | $-0.58 | -0.15 | 0.14 | 0.74 | 0.55 | 3.77 | 4.35 | -0.19 | $-19.00 | 74.00 | 5 | 271.0 | 47.000 | -0.58 | 2024-12-10 |
| NVTS250117P00004000 | NVTS | PUT | Long | 4.00 | None | $-0.17 | -0.23 | $-0.56 | -0.15 | 0.11 | 0.74 | 0.57 | 3.77 | 4.33 | -0.17 | $-17.00 | 74.00 | 4 | 36.0 | 19.000 | -0.56 | 2024-12-09 |
| NVTS250117P00004000 | NVTS | PUT | Long | 4.00 | None | $0.06 | 0.08 | $-0.00 | -0.00 | 0.16 | 0.74 | 0.80 | 3.77 | 3.77 | 0.06 | $6.00 | 74.00 | 3 | 6.0 | 17.000 | -0.00 | 2024-12-08 |
| NVTS250117P00004000 | NVTS | PUT | Long | 4.00 | None | $0.06 | 0.08 | $-0.00 | -0.00 | 0.16 | 0.74 | 0.80 | 3.77 | 3.77 | 0.06 | $6.00 | 74.00 | 1 | 6.0 | 17.000 | -0.00 | 2024-12-06 |
| NVTS250117P00004000 | NVTS | PUT | Long | 4.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.74 | 0.74 | 3.77 | 3.77 | 0.00 | $0.00 | 74.00 | 0 | 6.0 | 13.000 | -0.00 | 2024-12-05 |