| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-11-25 | OPI | OPI250321P00001500 | 1.50 | 50.0 | 1020.000 | 1.055 | 0.607 | 0.3 | 0.1 | -0.080 | 0.410 | 0.240 | 0.39 | 1.65 | 2025-03-21 | PUT | Long | 0.311 | 0.494 | 0.447 |
| 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 | OPI | 0.818 | 0.112 | 0.514 | 0.253 | 0.448 | 0.192 | 1.22 | -0.130 | 0.0000 | 1.12 | 7.49 | 21 | 1y | 1.61 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OPI250321P00001500 | OPI | PUT | Long | 1.50 | None | $-0.18 | -0.46 | $0.63 | 0.38 | 0.42 | 0.39 | 0.21 | 1.65 | 1.02 | -0.18 | $-18.00 | 39.00 | 25 | 994.0 | 901.000 | 0.63 | 2024-12-20 |
| OPI250321P00001500 | OPI | PUT | Long | 1.50 | None | $-0.18 | -0.46 | $0.58 | 0.35 | 1.01 | 0.39 | 0.21 | 1.65 | 1.07 | -0.18 | $-18.00 | 39.00 | 24 | 994.0 | 901.000 | 0.58 | 2024-12-19 |
| OPI250321P00001500 | OPI | PUT | Long | 1.50 | None | $-0.18 | -0.46 | $0.54 | 0.33 | -0.30 | 0.39 | 0.21 | 1.65 | 1.11 | -0.18 | $-18.00 | 39.00 | 23 | 994.0 | 901.000 | 0.54 | 2024-12-18 |
| OPI250321P00001500 | OPI | PUT | Long | 1.50 | None | $-0.18 | -0.46 | $0.43 | 0.26 | -0.41 | 0.39 | 0.21 | 1.65 | 1.22 | -0.18 | $-18.00 | 39.00 | 22 | 994.0 | 901.000 | 0.43 | 2024-12-17 |
| OPI250321P00001500 | OPI | PUT | Long | 1.50 | None | $-0.18 | -0.46 | $0.47 | 0.28 | -0.20 | 0.39 | 0.21 | 1.65 | 1.18 | -0.18 | $-18.00 | 39.00 | 21 | 994.0 | 901.000 | 0.47 | 2024-12-16 |
| OPI250321P00001500 | OPI | PUT | Long | 1.50 | None | $-0.18 | -0.46 | $0.32 | 0.19 | 0.19 | 0.39 | 0.21 | 1.65 | 1.33 | -0.18 | $-18.00 | 39.00 | 18 | 994.0 | 901.000 | 0.32 | 2024-12-13 |
| OPI250321P00001500 | OPI | PUT | Long | 1.50 | None | $-0.18 | -0.46 | $0.31 | 0.19 | 0.20 | 0.39 | 0.21 | 1.65 | 1.34 | -0.18 | $-18.00 | 39.00 | 17 | 994.0 | 901.000 | 0.31 | 2024-12-12 |
| OPI250321P00001500 | OPI | PUT | Long | 1.50 | None | $-0.18 | -0.46 | $0.28 | 0.17 | 0.06 | 0.39 | 0.21 | 1.65 | 1.37 | -0.18 | $-18.00 | 39.00 | 16 | 994.0 | 1020.000 | 0.28 | 2024-12-11 |
| OPI250321P00001500 | OPI | PUT | Long | 1.50 | None | $0.00 | 0.00 | $0.26 | 0.16 | -0.09 | 0.39 | 0.39 | 1.65 | 1.39 | 0.00 | $0.00 | 39.00 | 15 | 50.0 | 1020.000 | 0.26 | 2024-12-10 |
| OPI250321P00001500 | OPI | PUT | Long | 1.50 | None | $0.00 | 0.00 | $0.22 | 0.13 | -0.37 | 0.39 | 0.39 | 1.65 | 1.43 | 0.00 | $0.00 | 39.00 | 14 | 50.0 | 1020.000 | 0.22 | 2024-12-09 |
| OPI250321P00001500 | OPI | PUT | Long | 1.50 | None | $0.00 | 0.00 | $0.25 | 0.15 | -0.51 | 0.39 | 0.39 | 1.65 | 1.40 | 0.00 | $0.00 | 39.00 | 13 | 50.0 | 1020.000 | 0.25 | 2024-12-08 |
| OPI250321P00001500 | OPI | PUT | Long | 1.50 | None | $0.00 | 0.00 | $0.26 | 0.16 | -0.52 | 0.39 | 0.39 | 1.65 | 1.39 | 0.00 | $0.00 | 39.00 | 11 | 50.0 | 1020.000 | 0.26 | 2024-12-06 |
| OPI250321P00001500 | OPI | PUT | Long | 1.50 | None | $0.00 | 0.00 | $0.18 | 0.11 | -0.48 | 0.39 | 0.39 | 1.65 | 1.47 | 0.00 | $0.00 | 39.00 | 10 | 50.0 | 1020.000 | 0.18 | 2024-12-05 |
| OPI250321P00001500 | OPI | PUT | Long | 1.50 | None | $0.00 | 0.00 | $0.06 | 0.04 | -0.56 | 0.39 | 0.39 | 1.65 | 1.59 | 0.00 | $0.00 | 39.00 | 9 | 50.0 | 1020.000 | 0.06 | 2024-12-04 |
| OPI250321P00001500 | OPI | PUT | Long | 1.50 | None | $0.00 | 0.00 | $0.07 | 0.04 | -0.49 | 0.39 | 0.39 | 1.65 | 1.58 | 0.00 | $0.00 | 39.00 | 8 | 50.0 | 1020.000 | 0.07 | 2024-12-03 |
| OPI250321P00001500 | OPI | PUT | Long | 1.50 | None | $0.00 | 0.00 | $0.05 | 0.03 | -0.40 | 0.39 | 0.39 | 1.65 | 1.60 | 0.00 | $0.00 | 39.00 | 7 | 50.0 | 1020.000 | 0.05 | 2024-12-02 |
| OPI250321P00001500 | OPI | PUT | Long | 1.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | -0.99 | 0.39 | 0.39 | 1.65 | 1.65 | 0.00 | $0.00 | 39.00 | 6 | 50.0 | 0.000 | -0.00 | 2024-12-01 |
| OPI250321P00001500 | OPI | PUT | Long | 1.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | -0.20 | 0.39 | 0.39 | 1.65 | 1.65 | 0.00 | $0.00 | 39.00 | 5 | 50.0 | 0.000 | -0.00 | 2024-11-30 |
| OPI250321P00001500 | OPI | PUT | Long | 1.50 | None | $0.00 | 0.00 | $0.09 | 0.05 | -0.38 | 0.39 | 0.39 | 1.65 | 1.56 | 0.00 | $0.00 | 39.00 | 3 | 50.0 | 1020.000 | 0.09 | 2024-11-28 |
| OPI250321P00001500 | OPI | PUT | Long | 1.50 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $0.04 | 0.02 | -0.26 | 0.39 | 0.39 | 1.65 | 1.61 | 0.00 | $0.00 | 39.00 | 2 | 50.0 | 1020.000 | 0.04 | 2024-11-27 |
| OPI250321P00001500 | OPI | PUT | Long | 1.50 | None | $0.00 | 0.00 | $-0.07 | -0.04 | 0.00 | 0.39 | 0.39 | 1.65 | 1.72 | 0.00 | $0.00 | 39.00 | 1 | 50.0 | 1020.000 | -0.07 | 2024-11-26 |
| OPI250321P00001500 | OPI | PUT | Long | 1.50 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.39 | 0.39 | 1.65 | 1.65 | 0.00 | $0.00 | 39.00 | 0 | 50.0 | 1020.000 | -0.00 | 2024-11-25 |