| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-12-11 | ONDS | ONDS250321P00002500 | 2.50 | 10.0 | 1054.000 | 1.453 | 0.657 | 0.0 | 1.4 | -0.010 | 0.050 | 1.470 | 1.85 | 1.05 | 2025-03-21 | PUT | Long | 0.445 | 0.485 | 0.211 |
| 2024-12-13 | ONDS | ONDS250321P00002500 | 2.50 | 10.0 | 1054.000 | 2.773 | 0.729 | 0.0 | 1.1 | -0.010 | 0.450 | 1.530 | 1.85 | 1.40 | 2025-03-21 | PUT | Long | 0.484 | 0.537 | 0.265 |
| 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 | ONDS | 0.727 | 0.157 | 0.490 | 0.301 | 0.490 | 0.313 | 1.67 | -2.858 | 0.0000 | 0.55 | 1.87 | 21 | 1y | 0.80 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ONDS250321P00002500 | ONDS | PUT | Long | 2.50 | None | $-0.30 | -0.16 | $-0.42 | -0.40 | 0.65 | 1.85 | 1.55 | 1.05 | 1.47 | -0.30 | $-30.00 | 185.00 | 9 | 5.0 | 1362.000 | -0.42 | 2024-12-20 |
| ONDS250321P00002500 | ONDS | PUT | Long | 2.50 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $-0.30 | -0.16 | $-0.31 | -0.30 | 0.70 | 1.85 | 1.55 | 1.05 | 1.36 | -0.30 | $-30.00 | 185.00 | 8 | 5.0 | 1362.000 | -0.31 | 2024-12-19 |
| ONDS250321P00002500 | ONDS | PUT | Long | 2.50 | None | $-0.46 | -0.25 | $-0.24 | -0.23 | 0.46 | 1.85 | 1.39 | 1.05 | 1.29 | -0.46 | $-46.00 | 185.00 | 7 | 4.0 | 1357.000 | -0.24 | 2024-12-18 |
| ONDS250321P00002500 | ONDS | PUT | Long | 2.50 | None | $-0.50 | -0.27 | $-0.62 | -0.59 | 0.74 | 1.85 | 1.35 | 1.05 | 1.67 | -0.50 | $-50.00 | 185.00 | 6 | 300.0 | 1057.000 | -0.62 | 2024-12-17 |
| ONDS250321P00002500 | ONDS | PUT | Long | 2.50 | None | $-0.45 | -0.24 | $-0.61 | -0.58 | 0.72 | 1.85 | 1.40 | 1.05 | 1.66 | -0.45 | $-45.00 | 185.00 | 5 | 3.0 | 1054.000 | -0.61 | 2024-12-16 |
| ONDS250321P00002500 | ONDS | PUT | Long | 2.50 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.05 | $0.00 | 0.00 | $-0.35 | -0.33 | 1.32 | 1.85 | 1.85 | 1.05 | 1.40 | 0.00 | $0.00 | 185.00 | 2 | 10.0 | 1054.000 | -0.35 | 2024-12-13 |
| ONDS250321P00002500 | ONDS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $0.03 | 0.03 | 0.56 | 1.85 | 1.85 | 1.05 | 1.02 | 0.00 | $0.00 | 185.00 | 1 | 10.0 | 1054.000 | 0.03 | 2024-12-12 |
| ONDS250321P00002500 | ONDS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 1.85 | 1.85 | 1.05 | 1.05 | 0.00 | $0.00 | 185.00 | 0 | 10.0 | 1054.000 | -0.00 | 2024-12-11 |