| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-06-12 | ORCL | ORCL240712P00125000 | 125.00 | 46.0 | 78.000 | 0.253 | 0.157 | 16.0 | 0.0 | -0.010 | 16.220 | 0.260 | 0.25 | 140.38 | 2024-07-12 | PUT | Long | 0.108 | 0.162 | 0.127 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ORCL240712P00125000 | ORCL | PUT | Long | 125.00 | None | $-0.13 | -0.52 | $-2.41 | -0.02 | 0.47 | 0.25 | 0.12 | 140.38 | 142.79 | -0.13 | $-13.00 | 25.00 | 29 | 2.0 | 189.000 | -2.41 | 2024-07-11 |
| ORCL240712P00125000 | ORCL | PUT | Long | 125.00 | None | $-0.24 | -0.96 | $-1.66 | -0.01 | 0.39 | 0.25 | 0.01 | 140.38 | 142.04 | -0.24 | $-24.00 | 25.00 | 28 | 14.0 | 194.000 | -1.66 | 2024-07-10 |
| ORCL240712P00125000 | ORCL | PUT | Long | 125.00 | None | $-0.20 | -0.80 | $-0.30 | -0.00 | 0.32 | 0.25 | 0.05 | 140.38 | 140.68 | -0.20 | $-20.00 | 25.00 | 27 | 72.0 | 185.000 | -0.30 | 2024-07-09 |
| ORCL240712P00125000 | ORCL | PUT | Long | 125.00 | None | $-0.24 | -0.96 | $-4.65 | -0.03 | 0.36 | 0.25 | 0.01 | 140.38 | 145.03 | -0.24 | $-24.00 | 25.00 | 26 | 20.0 | 205.000 | -4.65 | 2024-07-08 |
| ORCL240712P00125000 | ORCL | PUT | Long | 125.00 | None | $-0.13 | -0.52 | $-4.42 | -0.03 | 0.27 | 0.25 | 0.12 | 140.38 | 144.80 | -0.13 | $-13.00 | 25.00 | 23 | 1.0 | 205.000 | -4.42 | 2024-07-05 |
| ORCL240712P00125000 | ORCL | PUT | Long | 125.00 | None | $-0.23 | -0.92 | $-4.00 | -0.03 | 0.25 | 0.25 | 0.02 | 140.38 | 144.38 | -0.23 | $-23.00 | 25.00 | 22 | 101.0 | 0.000 | -4.00 | 2024-07-04 |
| ORCL240712P00125000 | ORCL | PUT | Long | 125.00 | None | $-0.23 | -0.92 | $-4.00 | -0.03 | 0.29 | 0.25 | 0.02 | 140.38 | 144.38 | -0.23 | $-23.00 | 25.00 | 21 | 101.0 | 0.000 | -4.00 | 2024-07-03 |
| ORCL240712P00125000 | ORCL | PUT | Long | 125.00 | None | $-0.23 | -0.92 | $-2.90 | -0.02 | 0.10 | 0.25 | 0.02 | 140.38 | 143.28 | -0.23 | $-23.00 | 25.00 | 20 | 101.0 | 105.000 | -2.90 | 2024-07-02 |
| ORCL240712P00125000 | ORCL | PUT | Long | 125.00 | None | $-0.18 | -0.72 | $-2.68 | -0.02 | 0.15 | 0.25 | 0.07 | 140.38 | 143.06 | -0.18 | $-18.00 | 25.00 | 19 | 1.0 | 105.000 | -2.68 | 2024-07-01 |
| ORCL240712P00125000 | ORCL | PUT | Long | 125.00 | None | $-0.18 | -0.72 | $-0.76 | -0.01 | 0.08 | 0.25 | 0.07 | 140.38 | 141.14 | -0.18 | $-18.00 | 25.00 | 16 | 1.0 | 105.000 | -0.76 | 2024-06-28 |
| ORCL240712P00125000 | ORCL | PUT | Long | 125.00 | None | $-0.10 | -0.40 | $0.20 | 0.00 | 0.08 | 0.25 | 0.15 | 140.38 | 140.18 | -0.10 | $-10.00 | 25.00 | 15 | 2.0 | 105.000 | 0.20 | 2024-06-27 |
| ORCL240712P00125000 | ORCL | PUT | Long | 125.00 | None | $-0.10 | -0.40 | $1.74 | 0.01 | 0.06 | 0.25 | 0.15 | 140.38 | 138.64 | -0.10 | $-10.00 | 25.00 | 13 | 2.0 | 105.000 | 1.74 | 2024-06-25 |
| ORCL240712P00125000 | ORCL | PUT | Long | 125.00 | None | $-0.10 | -0.40 | $0.52 | 0.00 | 0.06 | 0.25 | 0.15 | 140.38 | 139.86 | -0.10 | $-10.00 | 25.00 | 12 | 2.0 | 103.000 | 0.52 | 2024-06-24 |
| ORCL240712P00125000 | ORCL | PUT | Long | 125.00 | None | $-0.12 | -0.48 | $-4.28 | -0.03 | 0.09 | 0.25 | 0.13 | 140.38 | 144.66 | -0.12 | $-12.00 | 25.00 | 6 | 20.0 | 84.000 | -4.28 | 2024-06-18 |
| ORCL240712P00125000 | ORCL | PUT | Long | 125.00 | None | $-0.11 | -0.44 | $-0.95 | -0.01 | 0.03 | 0.25 | 0.14 | 140.38 | 141.33 | -0.11 | $-11.00 | 25.00 | 5 | 51.0 | 84.000 | -0.95 | 2024-06-17 |
| ORCL240712P00125000 | ORCL | PUT | Long | 125.00 | None | $-0.11 | -0.44 | $2.30 | 0.02 | -0.01 | 0.25 | 0.14 | 140.38 | 138.08 | -0.11 | $-11.00 | 25.00 | 2 | 51.0 | 84.000 | 2.30 | 2024-06-14 |
| ORCL240712P00125000 | ORCL | PUT | Long | 125.00 | Exit OP PnL: $-0.11;Exit EQ PnL: 0.64; Position is Long and position continued to lose. Latest OP price is: $0.14 (EQ: $139.74). Initial OP price was: $0.25 (EQ: $140.38). Surpassed Stop Loss Percentage: -0.44 < -0.16. | $-0.11 | -0.44 | $0.64 | 0.00 | -0.00 | 0.25 | 0.14 | 140.38 | 139.74 | -0.11 | $-11.00 | 25.00 | 1 | 51.0 | 115.000 | 0.64 | 2024-06-13 |
| ORCL240712P00125000 | ORCL | PUT | Long | 125.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.25 | 0.25 | 140.38 | 140.38 | 0.00 | $0.00 | 25.00 | 0 | 46.0 | 78.000 | -0.00 | 2024-06-12 |