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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024-07-26 | NWL | NWL240920P00008000 | 8.00 | 271.0 | 378.000 | 0.516 | 0.424 | 1.2 | 0.2 | -0.080 | 1.300 | 0.330 | 0.35 | 8.91 | 2024-09-20 | PUT | Long | 0.194 | 0.398 | 0.405 |
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 | NWL | 0.909 | 0.085 | 0.382 | 0.168 | 0.157 | -0.087 | 10.50 | -0.048 | 0.0000 | 5.73 | 11.63 | 21 | 1y | 8.64 |
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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
NWL240920P00008000 | NWL | PUT | Long | 8.00 | None | $0.20 | 0.57 | $1.43 | 0.16 | 0.77 | 0.35 | 0.55 | 8.91 | 7.48 | 0.20 | $20.00 | 35.00 | 55 | 20.0 | 584.000 | 1.43 | 2024-09-19 |
NWL240920P00008000 | NWL | PUT | Long | 8.00 | None | $0.28 | 0.80 | $1.58 | 0.18 | 0.28 | 0.35 | 0.63 | 8.91 | 7.33 | 0.28 | $28.00 | 35.00 | 54 | 137.0 | 620.000 | 1.58 | 2024-09-18 |
NWL240920P00008000 | NWL | PUT | Long | 8.00 | None | $0.03 | 0.09 | $1.44 | 0.16 | 0.03 | 0.35 | 0.38 | 8.91 | 7.47 | 0.03 | $3.00 | 35.00 | 53 | 22.0 | 620.000 | 1.44 | 2024-09-17 |
NWL240920P00008000 | NWL | PUT | Long | 8.00 | None | $0.03 | 0.09 | $1.18 | 0.13 | -0.02 | 0.35 | 0.38 | 8.91 | 7.73 | 0.03 | $3.00 | 35.00 | 52 | 22.0 | 632.000 | 1.18 | 2024-09-16 |
NWL240920P00008000 | NWL | PUT | Long | 8.00 | None | $0.00 | 0.00 | $1.08 | 0.12 | -0.01 | 0.35 | 0.35 | 8.91 | 7.83 | 0.00 | $0.00 | 35.00 | 50 | 22.0 | 651.000 | 1.08 | 2024-09-14 |
NWL240920P00008000 | NWL | PUT | Long | 8.00 | None | $0.00 | 0.00 | $1.08 | 0.12 | 0.03 | 0.35 | 0.35 | 8.91 | 7.83 | 0.00 | $0.00 | 35.00 | 49 | 22.0 | 651.000 | 1.08 | 2024-09-13 |
NWL240920P00008000 | NWL | PUT | Long | 8.00 | None | $0.30 | 0.86 | $1.48 | 0.17 | 0.05 | 0.35 | 0.65 | 8.91 | 7.43 | 0.30 | $30.00 | 35.00 | 48 | 4.0 | 651.000 | 1.48 | 2024-09-12 |
NWL240920P00008000 | NWL | PUT | Long | 8.00 | None | $0.40 | 1.14 | $1.61 | 0.18 | -0.01 | 0.35 | 0.75 | 8.91 | 7.30 | 0.40 | $40.00 | 35.00 | 47 | 5.0 | 656.000 | 1.61 | 2024-09-11 |
NWL240920P00008000 | NWL | PUT | Long | 8.00 | None | $0.75 | 2.14 | $1.83 | 0.21 | 0.12 | 0.35 | 1.10 | 8.91 | 7.08 | 0.75 | $75.00 | 35.00 | 46 | 6.0 | 656.000 | 1.83 | 2024-09-10 |
NWL240920P00008000 | NWL | PUT | Long | 8.00 | None | $0.57 | 1.63 | $1.81 | 0.20 | -0.27 | 0.35 | 0.92 | 8.91 | 7.10 | 0.57 | $57.00 | 35.00 | 45 | 1.0 | 656.000 | 1.81 | 2024-09-09 |
NWL240920P00008000 | NWL | PUT | Long | 8.00 | None | $0.15 | 0.43 | $1.30 | 0.15 | 0.05 | 0.35 | 0.50 | 8.91 | 7.61 | 0.15 | $15.00 | 35.00 | 44 | 26.0 | 656.000 | 1.30 | 2024-09-08 |
NWL240920P00008000 | NWL | PUT | Long | 8.00 | None | $0.15 | 0.43 | $1.30 | 0.15 | -0.01 | 0.35 | 0.50 | 8.91 | 7.61 | 0.15 | $15.00 | 35.00 | 42 | 26.0 | 656.000 | 1.30 | 2024-09-06 |
NWL240920P00008000 | NWL | PUT | Long | 8.00 | None | $0.08 | 0.23 | $1.31 | 0.15 | -0.13 | 0.35 | 0.43 | 8.91 | 7.60 | 0.08 | $8.00 | 35.00 | 41 | 6.0 | 637.000 | 1.31 | 2024-09-05 |
NWL240920P00008000 | NWL | PUT | Long | 8.00 | None | $0.15 | 0.43 | $1.38 | 0.15 | 0.04 | 0.35 | 0.50 | 8.91 | 7.53 | 0.15 | $15.00 | 35.00 | 40 | 5.0 | 638.000 | 1.38 | 2024-09-04 |
NWL240920P00008000 | NWL | PUT | Long | 8.00 | None | $0.55 | 1.57 | $1.82 | 0.20 | -0.09 | 0.35 | 0.90 | 8.91 | 7.09 | 0.55 | $55.00 | 35.00 | 36 | 20.0 | 638.000 | 1.82 | 2024-08-31 |
NWL240920P00008000 | NWL | PUT | Long | 8.00 | None | $0.55 | 1.57 | $1.82 | 0.20 | -0.11 | 0.35 | 0.90 | 8.91 | 7.09 | 0.55 | $55.00 | 35.00 | 35 | 20.0 | 638.000 | 1.82 | 2024-08-30 |
NWL240920P00008000 | NWL | PUT | Long | 8.00 | None | $0.55 | 1.57 | $1.67 | 0.19 | 0.03 | 0.35 | 0.90 | 8.91 | 7.24 | 0.55 | $55.00 | 35.00 | 34 | 20.0 | 638.000 | 1.67 | 2024-08-29 |
NWL240920P00008000 | NWL | PUT | Long | 8.00 | None | $0.65 | 1.86 | $1.78 | 0.20 | 0.04 | 0.35 | 1.00 | 8.91 | 7.13 | 0.65 | $65.00 | 35.00 | 33 | 84.0 | 638.000 | 1.78 | 2024-08-28 |
NWL240920P00008000 | NWL | PUT | Long | 8.00 | None | $0.43 | 1.23 | $1.70 | 0.19 | -0.52 | 0.35 | 0.78 | 8.91 | 7.21 | 0.43 | $43.00 | 35.00 | 32 | 32.0 | 640.000 | 1.70 | 2024-08-27 |
NWL240920P00008000 | NWL | PUT | Long | 8.00 | None | $0.43 | 1.23 | $1.66 | 0.19 | 0.01 | 0.35 | 0.78 | 8.91 | 7.25 | 0.43 | $43.00 | 35.00 | 31 | 32.0 | 640.000 | 1.66 | 2024-08-26 |
NWL240920P00008000 | NWL | PUT | Long | 8.00 | None | $0.35 | 1.00 | $1.51 | 0.17 | 0.01 | 0.35 | 0.70 | 8.91 | 7.40 | 0.35 | $35.00 | 35.00 | 30 | 55.0 | 640.000 | 1.51 | 2024-08-25 |
NWL240920P00008000 | NWL | PUT | Long | 8.00 | None | $0.35 | 1.00 | $1.51 | 0.17 | -0.00 | 0.35 | 0.70 | 8.91 | 7.40 | 0.35 | $35.00 | 35.00 | 29 | 55.0 | 640.000 | 1.51 | 2024-08-24 |
NWL240920P00008000 | NWL | PUT | Long | 8.00 | None | $0.35 | 1.00 | $1.51 | 0.17 | -0.08 | 0.35 | 0.70 | 8.91 | 7.40 | 0.35 | $35.00 | 35.00 | 28 | 55.0 | 640.000 | 1.51 | 2024-08-23 |
NWL240920P00008000 | NWL | PUT | Long | 8.00 | None | $0.35 | 1.00 | $1.61 | 0.18 | -0.05 | 0.35 | 0.70 | 8.91 | 7.30 | 0.35 | $35.00 | 35.00 | 27 | 16.0 | 640.000 | 1.61 | 2024-08-22 |
NWL240920P00008000 | NWL | PUT | Long | 8.00 | None | $0.35 | 1.00 | $1.48 | 0.17 | -0.07 | 0.35 | 0.70 | 8.91 | 7.43 | 0.35 | $35.00 | 35.00 | 26 | 16.0 | 640.000 | 1.48 | 2024-08-21 |
NWL240920P00008000 | NWL | PUT | Long | 8.00 | None | $0.47 | 1.34 | $1.57 | 0.18 | -0.02 | 0.35 | 0.82 | 8.91 | 7.34 | 0.47 | $47.00 | 35.00 | 25 | 2.0 | 640.000 | 1.57 | 2024-08-20 |
NWL240920P00008000 | NWL | PUT | Long | 8.00 | None | $0.50 | 1.43 | $1.51 | 0.17 | -0.04 | 0.35 | 0.85 | 8.91 | 7.40 | 0.50 | $50.00 | 35.00 | 24 | 50.0 | 690.000 | 1.51 | 2024-08-19 |
NWL240920P00008000 | NWL | PUT | Long | 8.00 | None | $0.46 | 1.31 | $1.58 | 0.18 | 0.08 | 0.35 | 0.81 | 8.91 | 7.33 | 0.46 | $46.00 | 35.00 | 23 | 40.0 | 690.000 | 1.58 | 2024-08-18 |
NWL240920P00008000 | NWL | PUT | Long | 8.00 | None | $0.46 | 1.31 | $1.58 | 0.18 | 0.07 | 0.35 | 0.81 | 8.91 | 7.33 | 0.46 | $46.00 | 35.00 | 22 | 40.0 | 690.000 | 1.58 | 2024-08-17 |
NWL240920P00008000 | NWL | PUT | Long | 8.00 | None | $0.46 | 1.31 | $1.58 | 0.18 | -0.06 | 0.35 | 0.81 | 8.91 | 7.33 | 0.46 | $46.00 | 35.00 | 21 | 40.0 | 690.000 | 1.58 | 2024-08-16 |
NWL240920P00008000 | NWL | PUT | Long | 8.00 | None | $0.46 | 1.31 | $1.58 | 0.18 | -0.01 | 0.35 | 0.81 | 8.91 | 7.33 | 0.46 | $46.00 | 35.00 | 20 | 40.0 | 660.000 | 1.58 | 2024-08-15 |
NWL240920P00008000 | NWL | PUT | Long | 8.00 | None | $0.80 | 2.29 | $1.98 | 0.22 | 0.03 | 0.35 | 1.15 | 8.91 | 6.93 | 0.80 | $80.00 | 35.00 | 19 | 24.0 | 666.000 | 1.98 | 2024-08-14 |
NWL240920P00008000 | NWL | PUT | Long | 8.00 | None | $0.70 | 2.00 | $1.79 | 0.20 | 0.05 | 0.35 | 1.05 | 8.91 | 7.12 | 0.70 | $70.00 | 35.00 | 18 | 81.0 | 607.000 | 1.79 | 2024-08-13 |
NWL240920P00008000 | NWL | PUT | Long | 8.00 | None | $0.95 | 2.71 | $2.07 | 0.23 | 0.03 | 0.35 | 1.30 | 8.91 | 6.84 | 0.95 | $95.00 | 35.00 | 17 | 7.0 | 614.000 | 2.07 | 2024-08-12 |
NWL240920P00008000 | NWL | PUT | Long | 8.00 | None | $0.64 | 1.83 | $1.82 | 0.20 | -0.01 | 0.35 | 0.99 | 8.91 | 7.09 | 0.64 | $64.00 | 35.00 | 14 | 1.0 | 615.000 | 1.82 | 2024-08-09 |
NWL240920P00008000 | NWL | PUT | Long | 8.00 | None | $0.57 | 1.63 | $1.52 | 0.17 | -0.01 | 0.35 | 0.92 | 8.91 | 7.39 | 0.57 | $57.00 | 35.00 | 13 | 20.0 | 619.000 | 1.52 | 2024-08-08 |
NWL240920P00008000 | NWL | PUT | Long | 8.00 | None | $0.60 | 1.71 | $1.69 | 0.19 | 0.00 | 0.35 | 0.95 | 8.91 | 7.22 | 0.60 | $60.00 | 35.00 | 12 | 12.0 | 625.000 | 1.69 | 2024-08-07 |
NWL240920P00008000 | NWL | PUT | Long | 8.00 | None | $0.25 | 0.71 | $1.32 | 0.15 | -0.04 | 0.35 | 0.60 | 8.91 | 7.59 | 0.25 | $25.00 | 35.00 | 11 | 27.0 | 599.000 | 1.32 | 2024-08-06 |
NWL240920P00008000 | NWL | PUT | Long | 8.00 | Exit OP PnL: $-0.10;Exit EQ PnL: 0.32; Position is Long and position continued to lose. Latest OP price is: $0.25 (EQ: $8.59). Initial OP price was: $0.35 (EQ: $8.91). Surpassed Stop Loss Percentage: -0.2857142857142857142857142857 < -0.16. | $-0.10 | -0.29 | $0.32 | 0.04 | -0.45 | 0.35 | 0.25 | 8.91 | 8.59 | -0.10 | $-10.00 | 35.00 | 5 | 200.0 | 504.000 | 0.32 | 2024-07-31 |
NWL240920P00008000 | NWL | PUT | Long | 8.00 | None | $-0.05 | -0.14 | $0.17 | 0.02 | -0.00 | 0.35 | 0.30 | 8.91 | 8.74 | -0.05 | $-5.00 | 35.00 | 3 | 306.0 | 484.000 | 0.17 | 2024-07-29 |
NWL240920P00008000 | NWL | PUT | Long | 8.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.35 | 0.35 | 8.91 | 8.91 | 0.00 | $0.00 | 35.00 | 0 | 271.0 | 378.000 | -0.00 | 2024-07-26 |