| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-11-14 | OSCR | OSCR241220P00016000 | 16.00 | 538.0 | 879.000 | 0.567 | 0.343 | 0.4 | 0.8 | 0.000 | 0.840 | 1.220 | 1.40 | 15.54 | 2024-12-20 | PUT | Long | 0.382 | 0.407 | 0.146 |
| 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 | OSCR | 0.818 | 0.135 | 0.310 | 0.199 | 0.245 | -0.065 | 13.50 | -0.046 | 0.0000 | 7.68 | 23.28 | 21 | 1y | 15.75 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OSCR241220P00016000 | OSCR | PUT | Long | 16.00 | None | $0.84 | 0.60 | $1.94 | 0.13 | 0.32 | 1.40 | 2.24 | 15.45 | 13.51 | 0.84 | $84.00 | 140.00 | 35 | 25.0 | 1406.000 | 1.94 | 2024-12-19 |
| OSCR241220P00016000 | OSCR | PUT | Long | 16.00 | None | $0.48 | 0.34 | $2.09 | 0.14 | 1.13 | 1.40 | 1.88 | 15.45 | 13.36 | 0.48 | $48.00 | 140.00 | 34 | 2.0 | 1451.000 | 2.09 | 2024-12-18 |
| OSCR241220P00016000 | OSCR | PUT | Long | 16.00 | None | $0.65 | 0.46 | $1.95 | 0.13 | 0.26 | 1.40 | 2.05 | 15.45 | 13.50 | 0.65 | $65.00 | 140.00 | 33 | 4.0 | 1451.000 | 1.95 | 2024-12-17 |
| OSCR241220P00016000 | OSCR | PUT | Long | 16.00 | None | $0.65 | 0.46 | $1.56 | 0.10 | 0.44 | 1.40 | 2.05 | 15.45 | 13.89 | 0.65 | $65.00 | 140.00 | 32 | 4.0 | 1453.000 | 1.56 | 2024-12-16 |
| OSCR241220P00016000 | OSCR | PUT | Long | 16.00 | None | $0.85 | 0.61 | $1.78 | 0.12 | 0.02 | 1.40 | 2.25 | 15.45 | 13.67 | 0.85 | $85.00 | 140.00 | 29 | 6.0 | 1459.000 | 1.78 | 2024-12-13 |
| OSCR241220P00016000 | OSCR | PUT | Long | 16.00 | None | $0.75 | 0.54 | $1.81 | 0.12 | -0.16 | 1.40 | 2.15 | 15.45 | 13.64 | 0.75 | $75.00 | 140.00 | 28 | 27.0 | 1486.000 | 1.81 | 2024-12-12 |
| OSCR241220P00016000 | OSCR | PUT | Long | 16.00 | None | $0.60 | 0.43 | $1.09 | 0.07 | 0.35 | 1.40 | 2.00 | 15.45 | 14.36 | 0.60 | $60.00 | 140.00 | 27 | 32.0 | 1487.000 | 1.09 | 2024-12-11 |
| OSCR241220P00016000 | OSCR | PUT | Long | 16.00 | None | $-0.20 | -0.14 | $0.42 | 0.03 | -0.07 | 1.40 | 1.20 | 15.45 | 15.03 | -0.20 | $-20.00 | 140.00 | 26 | 2034.0 | 2195.000 | 0.42 | 2024-12-10 |
| OSCR241220P00016000 | OSCR | PUT | Long | 16.00 | None | $-0.89 | -0.64 | $-1.11 | -0.07 | 0.09 | 1.40 | 0.51 | 15.45 | 16.56 | -0.89 | $-89.00 | 140.00 | 25 | 52.0 | 2182.000 | -1.11 | 2024-12-09 |
| OSCR241220P00016000 | OSCR | PUT | Long | 16.00 | None | $-0.20 | -0.14 | $-0.16 | -0.01 | 0.10 | 1.40 | 1.20 | 15.45 | 15.61 | -0.20 | $-20.00 | 140.00 | 24 | 2060.0 | 864.000 | -0.16 | 2024-12-08 |
| OSCR241220P00016000 | OSCR | PUT | Long | 16.00 | None | $-0.26 | -0.19 | $-0.15 | -0.01 | -0.01 | 1.40 | 1.14 | 15.45 | 15.60 | -0.26 | $-26.00 | 140.00 | 22 | 2057.0 | 864.000 | -0.15 | 2024-12-06 |
| OSCR241220P00016000 | OSCR | PUT | Long | 16.00 | None | $-0.75 | -0.54 | $-0.95 | -0.06 | -0.08 | 1.40 | 0.65 | 15.45 | 16.40 | -0.75 | $-75.00 | 140.00 | 21 | 149.0 | 828.000 | -0.95 | 2024-12-05 |
| OSCR241220P00016000 | OSCR | PUT | Long | 16.00 | None | $-0.85 | -0.61 | $-1.52 | -0.10 | 0.01 | 1.40 | 0.55 | 15.45 | 16.97 | -0.85 | $-85.00 | 140.00 | 20 | 63.0 | 758.000 | -1.52 | 2024-12-04 |
| OSCR241220P00016000 | OSCR | PUT | Long | 16.00 | None | $-1.10 | -0.79 | $-2.54 | -0.16 | 0.00 | 1.40 | 0.30 | 15.45 | 17.99 | -1.10 | $-110.00 | 140.00 | 19 | 66.0 | 732.000 | -2.54 | 2024-12-03 |
| OSCR241220P00016000 | OSCR | PUT | Long | 16.00 | None | $-1.15 | -0.82 | $-2.98 | -0.19 | -0.01 | 1.40 | 0.25 | 15.45 | 18.43 | -1.15 | $-115.00 | 140.00 | 18 | 27.0 | 727.000 | -2.98 | 2024-12-02 |
| OSCR241220P00016000 | OSCR | PUT | Long | 16.00 | None | $-0.85 | -0.61 | $-1.88 | -0.12 | -0.56 | 1.40 | 0.55 | 15.45 | 17.33 | -0.85 | $-85.00 | 140.00 | 17 | 1.0 | 0.000 | -1.88 | 2024-12-01 |
| OSCR241220P00016000 | OSCR | PUT | Long | 16.00 | None | $-0.85 | -0.61 | $-1.88 | -0.12 | 0.00 | 1.40 | 0.55 | 15.45 | 17.33 | -0.85 | $-85.00 | 140.00 | 16 | 1.0 | 0.000 | -1.88 | 2024-11-30 |
| OSCR241220P00016000 | OSCR | PUT | Long | 16.00 | None | $-0.70 | -0.50 | $-1.38 | -0.09 | -0.04 | 1.40 | 0.70 | 15.45 | 16.83 | -0.70 | $-70.00 | 140.00 | 14 | 43.0 | 721.000 | -1.38 | 2024-11-28 |
| OSCR241220P00016000 | OSCR | PUT | Long | 16.00 | None | $-0.38 | -0.27 | $-1.43 | -0.09 | 0.03 | 1.40 | 1.02 | 15.45 | 16.88 | -0.38 | $-38.00 | 140.00 | 13 | 79.0 | 721.000 | -1.43 | 2024-11-27 |
| OSCR241220P00016000 | OSCR | PUT | Long | 16.00 | None | $-0.40 | -0.29 | $-0.82 | -0.05 | 0.01 | 1.40 | 1.00 | 15.45 | 16.27 | -0.40 | $-40.00 | 140.00 | 12 | 78.0 | 770.000 | -0.82 | 2024-11-26 |
| OSCR241220P00016000 | OSCR | PUT | Long | 16.00 | None | $-0.51 | -0.36 | $-1.40 | -0.09 | -0.04 | 1.40 | 0.89 | 15.45 | 16.85 | -0.51 | $-51.00 | 140.00 | 11 | 22.0 | 766.000 | -1.40 | 2024-11-25 |
| OSCR241220P00016000 | OSCR | PUT | Long | 16.00 | None | $-0.30 | -0.21 | $-0.53 | -0.03 | -0.02 | 1.40 | 1.10 | 15.45 | 15.98 | -0.30 | $-30.00 | 140.00 | 10 | 13.0 | 755.000 | -0.53 | 2024-11-24 |
| OSCR241220P00016000 | OSCR | PUT | Long | 16.00 | None | $-0.30 | -0.21 | $-0.53 | -0.03 | -0.05 | 1.40 | 1.10 | 15.45 | 15.98 | -0.30 | $-30.00 | 140.00 | 9 | 13.0 | 755.000 | -0.53 | 2024-11-23 |
| OSCR241220P00016000 | OSCR | PUT | Long | 16.00 | None | $-0.30 | -0.21 | $-0.53 | -0.03 | -0.10 | 1.40 | 1.10 | 15.45 | 15.98 | -0.30 | $-30.00 | 140.00 | 8 | 13.0 | 755.000 | -0.53 | 2024-11-22 |
| OSCR241220P00016000 | OSCR | PUT | Long | 16.00 | None | $-0.35 | -0.25 | $-0.86 | -0.06 | -0.00 | 1.40 | 1.05 | 15.45 | 16.31 | -0.35 | $-35.00 | 140.00 | 7 | 30.0 | 643.000 | -0.86 | 2024-11-21 |
| OSCR241220P00016000 | OSCR | PUT | Long | 16.00 | None | $-0.55 | -0.39 | $-1.54 | -0.10 | 0.02 | 1.40 | 0.85 | 15.45 | 16.99 | -0.55 | $-55.00 | 140.00 | 6 | 348.0 | 484.000 | -1.54 | 2024-11-20 |
| OSCR241220P00016000 | OSCR | PUT | Long | 16.00 | None | $-0.83 | -0.59 | $-2.56 | -0.17 | 0.00 | 1.40 | 0.57 | 15.45 | 18.01 | -0.83 | $-83.00 | 140.00 | 5 | 81.0 | 520.000 | -2.56 | 2024-11-19 |
| OSCR241220P00016000 | OSCR | PUT | Long | 16.00 | None | $-0.25 | -0.18 | $-0.55 | -0.04 | -0.06 | 1.40 | 1.15 | 15.45 | 16.00 | -0.25 | $-25.00 | 140.00 | 4 | 51.0 | 486.000 | -0.55 | 2024-11-18 |
| OSCR241220P00016000 | OSCR | PUT | Long | 16.00 | None | $0.45 | 0.32 | $0.58 | 0.04 | 0.20 | 1.40 | 1.85 | 15.45 | 14.87 | 0.45 | $45.00 | 140.00 | 3 | 47.0 | 484.000 | 0.58 | 2024-11-17 |
| OSCR241220P00016000 | OSCR | PUT | Long | 16.00 | None | $0.45 | 0.32 | $0.58 | 0.04 | 0.18 | 1.40 | 1.85 | 15.45 | 14.87 | 0.45 | $45.00 | 140.00 | 2 | 47.0 | 484.000 | 0.58 | 2024-11-16 |
| OSCR241220P00016000 | OSCR | PUT | Long | 16.00 | None | $0.45 | 0.32 | $0.58 | 0.04 | -0.10 | 1.40 | 1.85 | 15.45 | 14.87 | 0.45 | $45.00 | 140.00 | 1 | 47.0 | 484.000 | 0.58 | 2024-11-15 |
| OSCR241220P00016000 | OSCR | PUT | Long | 16.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 1.40 | 1.40 | 15.45 | 15.45 | 0.00 | $0.00 | 140.00 | 0 | 538.0 | 879.000 | -0.00 | 2024-11-14 |