| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-12-20 | OUST | OUST250221P00012000 | 12.00 | 3.0 | 175.000 | 1.021 | 0.501 | 1.1 | 0.8 | 0.000 | 2.010 | 1.780 | 1.97 | 12.14 | 2025-02-21 | PUT | Long | 0.464 | 0.481 | 0.145 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OUST250221P00012000 | OUST | PUT | Long | 12.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 1.97 | 1.97 | 11.98 | 11.98 | 0.00 | $0.00 | 197.00 | 0 | 3.0 | 175.000 | -0.00 | 2024-12-20 |