| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-10 | ORGO | ORGO240621P00002500 | 2.50 | 21.0 | 136.000 | 1.172 | 0.453 | 0.6 | 0.0 | -0.030 | 0.710 | 0.170 | 0.35 | 3.03 | 2024-06-21 | PUT | Long | 0.429 | 0.521 | 0.329 |
| 2024-05-12 | ORGO | ORGO240621P00002500 | 2.50 | 21.0 | 136.000 | 0.250 | 0.449 | 0.6 | 0.0 | -0.030 | 0.540 | 0.000 | 0.35 | 3.03 | 2024-06-21 | PUT | Long | 0.429 | 0.521 | 0.329 |
| 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 | ORGO | 0.909 | 0.135 | 0.438 | 0.215 | 0.144 | -0.183 | 3.57 | 0.011 | 0.0000 | 2.28 | 4.49 | 21 | 1y | 3.21 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ORGO240621P00002500 | ORGO | PUT | Long | 2.50 | None | $-0.10 | -0.29 | $0.56 | 0.18 | 1.28 | 0.35 | 0.25 | 3.03 | 2.47 | -0.10 | $-10.00 | 35.00 | 37 | 10.0 | 266.000 | 0.56 | 2024-06-18 |
| ORGO240621P00002500 | ORGO | PUT | Long | 2.50 | None | $-0.10 | -0.29 | $0.46 | 0.15 | 1.94 | 0.35 | 0.25 | 3.03 | 2.57 | -0.10 | $-10.00 | 35.00 | 36 | 10.0 | 266.000 | 0.46 | 2024-06-17 |
| ORGO240621P00002500 | ORGO | PUT | Long | 2.50 | None | $-0.10 | -0.29 | $0.54 | 0.18 | 1.09 | 0.35 | 0.25 | 3.03 | 2.49 | -0.10 | $-10.00 | 35.00 | 33 | 10.0 | 266.000 | 0.54 | 2024-06-14 |
| ORGO240621P00002500 | ORGO | PUT | Long | 2.50 | None | $-0.10 | -0.29 | $0.42 | 0.14 | 1.16 | 0.35 | 0.25 | 3.03 | 2.61 | -0.10 | $-10.00 | 35.00 | 32 | 10.0 | 266.000 | 0.42 | 2024-06-13 |
| ORGO240621P00002500 | ORGO | PUT | Long | 2.50 | None | $-0.10 | -0.29 | $0.39 | 0.13 | 1.00 | 0.35 | 0.25 | 3.03 | 2.64 | -0.10 | $-10.00 | 35.00 | 31 | 10.0 | 266.000 | 0.39 | 2024-06-12 |
| ORGO240621P00002500 | ORGO | PUT | Long | 2.50 | None | $-0.10 | -0.29 | $0.33 | 0.11 | 1.06 | 0.35 | 0.25 | 3.03 | 2.70 | -0.10 | $-10.00 | 35.00 | 30 | 10.0 | 266.000 | 0.33 | 2024-06-11 |
| ORGO240621P00002500 | ORGO | PUT | Long | 2.50 | None | $-0.10 | -0.29 | $0.37 | 0.12 | 1.36 | 0.35 | 0.25 | 3.03 | 2.66 | -0.10 | $-10.00 | 35.00 | 29 | 10.0 | 276.000 | 0.37 | 2024-06-10 |
| ORGO240621P00002500 | ORGO | PUT | Long | 2.50 | None | $-0.25 | -0.71 | $0.28 | 0.09 | 2.22 | 0.35 | 0.10 | 3.03 | 2.75 | -0.25 | $-25.00 | 35.00 | 28 | 40.0 | 276.000 | 0.28 | 2024-06-09 |
| ORGO240621P00002500 | ORGO | PUT | Long | 2.50 | None | $-0.25 | -0.71 | $0.28 | 0.09 | 0.96 | 0.35 | 0.10 | 3.03 | 2.75 | -0.25 | $-25.00 | 35.00 | 26 | 40.0 | 276.000 | 0.28 | 2024-06-07 |
| ORGO240621P00002500 | ORGO | PUT | Long | 2.50 | None | $-0.25 | -0.71 | $0.35 | 0.12 | 1.89 | 0.35 | 0.10 | 3.03 | 2.68 | -0.25 | $-25.00 | 35.00 | 25 | 40.0 | 276.000 | 0.35 | 2024-06-06 |
| ORGO240621P00002500 | ORGO | PUT | Long | 2.50 | None | $-0.25 | -0.71 | $0.38 | 0.13 | 0.97 | 0.35 | 0.10 | 3.03 | 2.65 | -0.25 | $-25.00 | 35.00 | 24 | 40.0 | 276.000 | 0.38 | 2024-06-05 |
| ORGO240621P00002500 | ORGO | PUT | Long | 2.50 | None | $-0.25 | -0.71 | $0.52 | 0.17 | 0.45 | 0.35 | 0.10 | 3.03 | 2.51 | -0.25 | $-25.00 | 35.00 | 23 | 40.0 | 276.000 | 0.52 | 2024-06-04 |
| ORGO240621P00002500 | ORGO | PUT | Long | 2.50 | None | $-0.25 | -0.71 | $0.43 | 0.14 | 0.26 | 0.35 | 0.10 | 3.03 | 2.60 | -0.25 | $-25.00 | 35.00 | 22 | 40.0 | 276.000 | 0.43 | 2024-06-03 |
| ORGO240621P00002500 | ORGO | PUT | Long | 2.50 | None | $-0.25 | -0.71 | $0.28 | 0.09 | 0.53 | 0.35 | 0.10 | 3.03 | 2.75 | -0.25 | $-25.00 | 35.00 | 19 | 40.0 | 276.000 | 0.28 | 2024-05-31 |
| ORGO240621P00002500 | ORGO | PUT | Long | 2.50 | None | $-0.25 | -0.71 | $0.30 | 0.10 | -0.12 | 0.35 | 0.10 | 3.03 | 2.73 | -0.25 | $-25.00 | 35.00 | 18 | 40.0 | 276.000 | 0.30 | 2024-05-30 |
| ORGO240621P00002500 | ORGO | PUT | Long | 2.50 | None | $-0.25 | -0.71 | $0.46 | 0.15 | 0.45 | 0.35 | 0.10 | 3.03 | 2.57 | -0.25 | $-25.00 | 35.00 | 17 | 40.0 | 276.000 | 0.46 | 2024-05-29 |
| ORGO240621P00002500 | ORGO | PUT | Long | 2.50 | None | $-0.25 | -0.71 | $0.36 | 0.12 | 0.40 | 0.35 | 0.10 | 3.03 | 2.67 | -0.25 | $-25.00 | 35.00 | 16 | 40.0 | 276.000 | 0.36 | 2024-05-28 |
| ORGO240621P00002500 | ORGO | PUT | Long | 2.50 | None | $-0.25 | -0.71 | $0.40 | 0.13 | 0.42 | 0.35 | 0.10 | 3.03 | 2.63 | -0.25 | $-25.00 | 35.00 | 15 | 40.0 | 276.000 | 0.40 | 2024-05-27 |
| ORGO240621P00002500 | ORGO | PUT | Long | 2.50 | None | $-0.25 | -0.71 | $0.40 | 0.13 | 0.38 | 0.35 | 0.10 | 3.03 | 2.63 | -0.25 | $-25.00 | 35.00 | 12 | 40.0 | 276.000 | 0.40 | 2024-05-24 |
| ORGO240621P00002500 | ORGO | PUT | Long | 2.50 | None | $-0.25 | -0.71 | $0.34 | 0.11 | 0.35 | 0.35 | 0.10 | 3.03 | 2.69 | -0.25 | $-25.00 | 35.00 | 11 | 40.0 | 276.000 | 0.34 | 2024-05-23 |
| ORGO240621P00002500 | ORGO | PUT | Long | 2.50 | None | $-0.25 | -0.71 | $0.21 | 0.07 | 1.36 | 0.35 | 0.10 | 3.03 | 2.82 | -0.25 | $-25.00 | 35.00 | 10 | 40.0 | 276.000 | 0.21 | 2024-05-22 |
| ORGO240621P00002500 | ORGO | PUT | Long | 2.50 | None | $-0.25 | -0.71 | $0.26 | 0.09 | 1.12 | 0.35 | 0.10 | 3.03 | 2.77 | -0.25 | $-25.00 | 35.00 | 9 | 40.0 | 276.000 | 0.26 | 2024-05-21 |
| ORGO240621P00002500 | ORGO | PUT | Long | 2.50 | None | $-0.25 | -0.71 | $0.26 | 0.09 | -0.12 | 0.35 | 0.10 | 3.03 | 2.77 | -0.25 | $-25.00 | 35.00 | 8 | 40.0 | 0.000 | 0.26 | 2024-05-20 |
| ORGO240621P00002500 | ORGO | PUT | Long | 2.50 | None | $-0.30 | -0.86 | $0.29 | 0.10 | 1.29 | 0.35 | 0.05 | 3.03 | 2.74 | -0.30 | $-30.00 | 35.00 | 7 | 100.0 | 236.000 | 0.29 | 2024-05-19 |
| ORGO240621P00002500 | ORGO | PUT | Long | 2.50 | None | $-0.30 | -0.86 | $0.29 | 0.10 | 1.27 | 0.35 | 0.05 | 3.03 | 2.74 | -0.30 | $-30.00 | 35.00 | 6 | 100.0 | 236.000 | 0.29 | 2024-05-18 |
| ORGO240621P00002500 | ORGO | PUT | Long | 2.50 | Exit OP PnL: $-0.30;Exit EQ PnL: 0.23; Position is Long and position continued to lose. Latest OP price is: $0.05 (EQ: $2.80). Initial OP price was: $0.35 (EQ: $3.03). Surpassed Stop Loss Percentage: -0.8571428571428571428571428571 < -0.16. | $-0.30 | -0.86 | $0.29 | 0.10 | 1.16 | 0.35 | 0.05 | 3.03 | 2.74 | -0.30 | $-30.00 | 35.00 | 5 | 100.0 | 236.000 | 0.29 | 2024-05-17 |
| ORGO240621P00002500 | ORGO | PUT | Long | 2.50 | None | $0.00 | 0.00 | $0.06 | 0.02 | 0.79 | 0.35 | 0.35 | 3.03 | 2.97 | 0.00 | $0.00 | 35.00 | 3 | 21.0 | 136.000 | 0.06 | 2024-05-15 |
| ORGO240621P00002500 | ORGO | PUT | Long | 2.50 | None | $0.00 | 0.00 | $0.18 | 0.06 | 0.67 | 0.35 | 0.35 | 3.03 | 2.85 | 0.00 | $0.00 | 35.00 | 2 | 21.0 | 136.000 | 0.18 | 2024-05-14 |
| ORGO240621P00002500 | ORGO | PUT | Long | 2.50 | None | $0.00 | 0.00 | $0.07 | 0.02 | 0.91 | 0.35 | 0.35 | 3.03 | 2.96 | 0.00 | $0.00 | 35.00 | 1 | 21.0 | 136.000 | 0.07 | 2024-05-13 |
| ORGO240621P00002500 | ORGO | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.35 | 0.35 | 3.03 | 3.03 | 0.00 | $0.00 | 35.00 | 0 | 21.0 | 136.000 | -0.00 | 2024-05-12 |