| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-15 | OUST | OUST240816P00016000 | 16.00 | 68.0 | 8.000 | 0.854 | 0.370 | 0.8 | 0.7 | 0.000 | 1.780 | 1.680 | 1.95 | 16.02 | 2024-08-16 | PUT | Long | 0.389 | 0.414 | 0.162 |
| 2024-07-16 | OUST | OUST240816P00016000 | 16.00 | 2.0 | 60.000 | 0.985 | 0.373 | 0.9 | 0.7 | 0.000 | 2.100 | 1.890 | 1.78 | 16.13 | 2024-08-16 | PUT | Long | 0.408 | 0.408 | 0.023 |
| 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 | OUST | 0.636 | 0.158 | 0.454 | 0.260 | 0.271 | -0.080 | 11.00 | -4.492 | 0.0000 | 4.71 | 16.39 | 21 | 1y | 7.99 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OUST240816P00016000 | OUST | PUT | Long | 16.00 | None | $5.70 | 2.92 | $8.26 | 0.52 | 6.58 | 1.95 | 7.65 | 16.02 | 7.76 | 5.70 | $570.00 | 195.00 | 31 | 1.0 | 32.000 | 8.26 | 2024-08-15 |
| OUST240816P00016000 | OUST | PUT | Long | 16.00 | None | $5.70 | 2.92 | $8.12 | 0.51 | 7.21 | 1.95 | 7.65 | 16.02 | 7.90 | 5.70 | $570.00 | 195.00 | 30 | 1.0 | 84.000 | 8.12 | 2024-08-14 |
| OUST240816P00016000 | OUST | PUT | Long | 16.00 | None | $1.70 | 0.87 | $5.16 | 0.32 | 5.46 | 1.95 | 3.65 | 16.02 | 10.86 | 1.70 | $170.00 | 195.00 | 29 | 3.0 | 84.000 | 5.16 | 2024-08-13 |
| OUST240816P00016000 | OUST | PUT | Long | 16.00 | None | $1.70 | 0.87 | $5.10 | 0.32 | 1.43 | 1.95 | 3.65 | 16.02 | 10.92 | 1.70 | $170.00 | 195.00 | 28 | 3.0 | 84.000 | 5.10 | 2024-08-12 |
| OUST240816P00016000 | OUST | PUT | Long | 16.00 | None | $1.70 | 0.87 | $5.45 | 0.34 | 1.25 | 1.95 | 3.65 | 16.02 | 10.57 | 1.70 | $170.00 | 195.00 | 25 | 3.0 | 84.000 | 5.45 | 2024-08-09 |
| OUST240816P00016000 | OUST | PUT | Long | 16.00 | None | $1.70 | 0.87 | $5.44 | 0.34 | 4.02 | 1.95 | 3.65 | 16.02 | 10.58 | 1.70 | $170.00 | 195.00 | 24 | 3.0 | 84.000 | 5.44 | 2024-08-08 |
| OUST240816P00016000 | OUST | PUT | Long | 16.00 | None | $1.70 | 0.87 | $5.64 | 0.35 | 0.97 | 1.95 | 3.65 | 16.02 | 10.38 | 1.70 | $170.00 | 195.00 | 23 | 3.0 | 84.000 | 5.64 | 2024-08-07 |
| OUST240816P00016000 | OUST | PUT | Long | 16.00 | None | $1.70 | 0.87 | $5.04 | 0.31 | 1.06 | 1.95 | 3.65 | 16.02 | 10.98 | 1.70 | $170.00 | 195.00 | 22 | 3.0 | 84.000 | 5.04 | 2024-08-06 |
| OUST240816P00016000 | OUST | PUT | Long | 16.00 | None | $1.15 | 0.59 | $2.33 | 0.15 | 0.77 | 1.95 | 3.10 | 16.02 | 13.69 | 1.15 | $115.00 | 195.00 | 14 | 4.0 | 83.000 | 2.33 | 2024-07-29 |
| OUST240816P00016000 | OUST | PUT | Long | 16.00 | None | $1.15 | 0.59 | $2.06 | 0.13 | 0.16 | 1.95 | 3.10 | 16.02 | 13.96 | 1.15 | $115.00 | 195.00 | 11 | 4.0 | 83.000 | 2.06 | 2024-07-26 |
| OUST240816P00016000 | OUST | PUT | Long | 16.00 | None | $1.15 | 0.59 | $2.61 | 0.16 | 0.97 | 1.95 | 3.10 | 16.02 | 13.41 | 1.15 | $115.00 | 195.00 | 10 | 3.0 | 79.000 | 2.61 | 2024-07-25 |
| OUST240816P00016000 | OUST | PUT | Long | 16.00 | None | $0.85 | 0.44 | $2.45 | 0.15 | -0.22 | 1.95 | 2.80 | 16.02 | 13.57 | 0.85 | $85.00 | 195.00 | 9 | 10.0 | 70.000 | 2.45 | 2024-07-24 |
| OUST240816P00016000 | OUST | PUT | Long | 16.00 | None | $0.60 | 0.31 | $1.32 | 0.08 | 0.21 | 1.95 | 2.55 | 16.02 | 14.70 | 0.60 | $60.00 | 195.00 | 8 | 4.0 | 71.000 | 1.32 | 2024-07-23 |
| OUST240816P00016000 | OUST | PUT | Long | 16.00 | None | $0.90 | 0.46 | $1.85 | 0.12 | 0.80 | 1.95 | 2.85 | 16.02 | 14.17 | 0.90 | $90.00 | 195.00 | 7 | 3.0 | 71.000 | 1.85 | 2024-07-22 |
| OUST240816P00016000 | OUST | PUT | Long | 16.00 | None | $0.89 | 0.46 | $1.97 | 0.12 | 0.24 | 1.95 | 2.84 | 16.02 | 14.05 | 0.89 | $89.00 | 195.00 | 4 | 9.0 | 63.000 | 1.97 | 2024-07-19 |
| OUST240816P00016000 | OUST | PUT | Long | 16.00 | None | $0.50 | 0.26 | $1.72 | 0.11 | 0.20 | 1.95 | 2.45 | 16.02 | 14.30 | 0.50 | $50.00 | 195.00 | 3 | 69.0 | 63.000 | 1.72 | 2024-07-18 |
| OUST240816P00016000 | OUST | PUT | Long | 16.00 | None | $0.50 | 0.26 | $0.88 | 0.05 | 0.28 | 1.95 | 2.45 | 16.02 | 15.14 | 0.50 | $50.00 | 195.00 | 2 | 69.0 | 61.000 | 0.88 | 2024-07-17 |
| OUST240816P00016000 | OUST | PUT | Long | 16.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.66 | $0.00 | 0.00 | $-0.37 | -0.02 | 0.24 | 1.95 | 1.95 | 16.02 | 16.39 | 0.00 | $0.00 | 195.00 | 1 | 6.0 | 60.000 | -0.37 | 2024-07-16 |
| OUST240816P00016000 | OUST | PUT | Long | 16.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 1.95 | 1.95 | 16.02 | 16.02 | 0.00 | $0.00 | 195.00 | 0 | 68.0 | 8.000 | -0.00 | 2024-07-15 |