| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-03-12 | ORCL | ORCL240412P00125000 | 125.00 | 354.0 | 1.000 | 0.271 | 0.142 | 3.9 | 0.9 | -0.010 | 5.520 | 2.530 | 2.58 | 127.50 | 2024-04-12 | PUT | Long | 0.110 | 0.156 | 0.117 |
| 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 | ORCL | 0.727 | 0.047 | 0.150 | 0.085 | 0.106 | 0.021 | 169.77 | 0.198 | 0.0000 | 102.46 | 192.43 | 21 | 1y | 178.11 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ORCL240412P00125000 | ORCL | PUT | Long | 125.00 | None | $-0.98 | -0.38 | $4.26 | 0.03 | -0.06 | 2.58 | 1.60 | 127.50 | 123.24 | -0.98 | $-98.00 | 258.00 | 30 | 86.0 | 1821.000 | 4.26 | 2024-04-11 |
| ORCL240412P00125000 | ORCL | PUT | Long | 125.00 | None | $0.61 | 0.24 | $5.75 | 0.05 | -0.21 | 2.58 | 3.19 | 127.50 | 121.75 | 0.61 | $61.00 | 258.00 | 29 | 112.0 | 1859.000 | 5.75 | 2024-04-10 |
| ORCL240412P00125000 | ORCL | PUT | Long | 125.00 | None | $-0.41 | -0.16 | $4.21 | 0.03 | 0.00 | 2.58 | 2.17 | 127.50 | 123.29 | -0.41 | $-41.00 | 258.00 | 28 | 472.0 | 1980.000 | 4.21 | 2024-04-09 |
| ORCL240412P00125000 | ORCL | PUT | Long | 125.00 | None | $-1.30 | -0.50 | $3.10 | 0.02 | -0.10 | 2.58 | 1.28 | 127.50 | 124.40 | -1.30 | $-130.00 | 258.00 | 27 | 488.0 | 1793.000 | 3.10 | 2024-04-08 |
| ORCL240412P00125000 | ORCL | PUT | Long | 125.00 | None | $-1.13 | -0.44 | $2.60 | 0.02 | -0.07 | 2.58 | 1.45 | 127.50 | 124.90 | -1.13 | $-113.00 | 258.00 | 24 | 435.0 | 1497.000 | 2.60 | 2024-04-05 |
| ORCL240412P00125000 | ORCL | PUT | Long | 125.00 | None | $-0.33 | -0.13 | $3.33 | 0.03 | -0.05 | 2.58 | 2.25 | 127.50 | 124.17 | -0.33 | $-33.00 | 258.00 | 23 | 195.0 | 1394.000 | 3.33 | 2024-04-04 |
| ORCL240412P00125000 | ORCL | PUT | Long | 125.00 | None | $-1.40 | -0.54 | $1.22 | 0.01 | -0.06 | 2.58 | 1.18 | 127.50 | 126.28 | -1.40 | $-140.00 | 258.00 | 22 | 136.0 | 1387.000 | 1.22 | 2024-04-03 |
| ORCL240412P00125000 | ORCL | PUT | Long | 125.00 | None | $-0.46 | -0.18 | $3.05 | 0.02 | -0.06 | 2.58 | 2.12 | 127.50 | 124.45 | -0.46 | $-46.00 | 258.00 | 21 | 160.0 | 1324.000 | 3.05 | 2024-04-02 |
| ORCL240412P00125000 | ORCL | PUT | Long | 125.00 | None | $-0.80 | -0.31 | $2.02 | 0.02 | -0.06 | 2.58 | 1.78 | 127.50 | 125.48 | -0.80 | $-80.00 | 258.00 | 20 | 1127.0 | 304.000 | 2.02 | 2024-04-01 |
| ORCL240412P00125000 | ORCL | PUT | Long | 125.00 | None | $-0.99 | -0.38 | $1.89 | 0.01 | -0.05 | 2.58 | 1.59 | 127.50 | 125.61 | -0.99 | $-99.00 | 258.00 | 19 | 77.0 | 281.000 | 1.89 | 2024-03-31 |
| ORCL240412P00125000 | ORCL | PUT | Long | 125.00 | None | $-0.99 | -0.38 | $1.89 | 0.01 | -0.07 | 2.58 | 1.59 | 127.50 | 125.61 | -0.99 | $-99.00 | 258.00 | 18 | 77.0 | 281.000 | 1.89 | 2024-03-30 |
| ORCL240412P00125000 | ORCL | PUT | Long | 125.00 | None | $-0.99 | -0.38 | $1.89 | 0.01 | -0.08 | 2.58 | 1.59 | 127.50 | 125.61 | -0.99 | $-99.00 | 258.00 | 17 | 77.0 | 281.000 | 1.89 | 2024-03-29 |
| ORCL240412P00125000 | ORCL | PUT | Long | 125.00 | None | $-1.09 | -0.42 | $1.89 | 0.01 | -0.10 | 2.58 | 1.49 | 127.50 | 125.61 | -1.09 | $-109.00 | 258.00 | 16 | 73.0 | 281.000 | 1.89 | 2024-03-28 |
| ORCL240412P00125000 | ORCL | PUT | Long | 125.00 | None | $-0.73 | -0.28 | $2.22 | 0.02 | -0.08 | 2.58 | 1.85 | 127.50 | 125.28 | -0.73 | $-73.00 | 258.00 | 15 | 66.0 | 273.000 | 2.22 | 2024-03-27 |
| ORCL240412P00125000 | ORCL | PUT | Long | 125.00 | None | $-1.08 | -0.42 | $1.02 | 0.01 | -0.07 | 2.58 | 1.50 | 127.50 | 126.48 | -1.08 | $-108.00 | 258.00 | 14 | 24.0 | 259.000 | 1.02 | 2024-03-26 |
| ORCL240412P00125000 | ORCL | PUT | Long | 125.00 | None | $-0.95 | -0.37 | $1.45 | 0.01 | -0.08 | 2.58 | 1.63 | 127.50 | 126.05 | -0.95 | $-95.00 | 258.00 | 13 | 34.0 | 264.000 | 1.45 | 2024-03-25 |
| ORCL240412P00125000 | ORCL | PUT | Long | 125.00 | None | $-1.35 | -0.52 | $-0.29 | -0.00 | -0.08 | 2.58 | 1.23 | 127.50 | 127.79 | -1.35 | $-135.00 | 258.00 | 10 | 9.0 | 266.000 | -0.29 | 2024-03-22 |
| ORCL240412P00125000 | ORCL | PUT | Long | 125.00 | None | $-1.57 | -0.61 | $-1.51 | -0.01 | -0.07 | 2.58 | 1.01 | 127.50 | 129.01 | -1.57 | $-157.00 | 258.00 | 9 | 150.0 | 221.000 | -1.51 | 2024-03-21 |
| ORCL240412P00125000 | ORCL | PUT | Long | 125.00 | None | $-1.50 | -0.58 | $-1.72 | -0.01 | -0.06 | 2.58 | 1.08 | 127.50 | 129.22 | -1.50 | $-150.00 | 258.00 | 8 | 131.0 | 185.000 | -1.72 | 2024-03-20 |
| ORCL240412P00125000 | ORCL | PUT | Long | 125.00 | None | $-1.29 | -0.50 | $-1.68 | -0.01 | -0.06 | 2.58 | 1.29 | 127.50 | 129.18 | -1.29 | $-129.00 | 258.00 | 7 | 31.0 | 188.000 | -1.68 | 2024-03-19 |
| ORCL240412P00125000 | ORCL | PUT | Long | 125.00 | Exit OP PnL: $-0.69;Exit EQ PnL: -0.73; Position is Long and position continued to lose. Latest OP price is: $1.89 (EQ: $128.23). Initial OP price was: $2.58 (EQ: $127.50). Surpassed Stop Loss Percentage: -0.2674418604651162790697674419 < -0.16. | $-0.71 | -0.28 | $-0.30 | -0.00 | -0.04 | 2.58 | 1.87 | 127.50 | 127.80 | -0.71 | $-71.00 | 258.00 | 6 | 16.0 | 185.000 | -0.30 | 2024-03-18 |
| ORCL240412P00125000 | ORCL | PUT | Long | 125.00 | None | $0.24 | 0.09 | $1.86 | 0.01 | -0.04 | 2.58 | 2.82 | 127.50 | 125.64 | 0.24 | $24.00 | 258.00 | 3 | 10.0 | 182.000 | 1.86 | 2024-03-15 |
| ORCL240412P00125000 | ORCL | PUT | Long | 125.00 | None | $0.24 | 0.09 | $1.90 | 0.01 | -0.03 | 2.58 | 2.82 | 127.50 | 125.60 | 0.24 | $24.00 | 258.00 | 2 | 5.0 | 178.000 | 1.90 | 2024-03-14 |
| ORCL240412P00125000 | ORCL | PUT | Long | 125.00 | None | $0.71 | 0.28 | $1.98 | 0.02 | -0.03 | 2.58 | 3.29 | 127.50 | 125.52 | 0.71 | $71.00 | 258.00 | 1 | 38.0 | 175.000 | 1.98 | 2024-03-13 |
| ORCL240412P00125000 | ORCL | PUT | Long | 125.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 2.58 | 2.58 | 127.50 | 127.50 | 0.00 | $0.00 | 258.00 | 0 | 354.0 | 1.000 | -0.00 | 2024-03-12 |