| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-16 | PACB | PACB240816P00002000 | 2.00 | 105.0 | 38.000 | 1.242 | 0.529 | 0.3 | 0.1 | -0.030 | 0.430 | 0.240 | 0.25 | 2.17 | 2024-08-16 | PUT | Long | 0.477 | 0.563 | 0.346 |
| 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 | PACB | 1.000 | 0.244 | 0.738 | 0.344 | 0.269 | -0.068 | 1.97 | -1.530 | 0.0000 | 1.20 | 10.36 | 21 | 1y | 2.10 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PACB240816P00002000 | PACB | PUT | Long | 2.00 | None | $0.03 | 0.12 | $0.48 | 0.22 | 1.45 | 0.25 | 0.28 | 2.17 | 1.69 | 0.03 | $3.00 | 25.00 | 30 | 64.0 | 194.000 | 0.48 | 2024-08-15 |
| PACB240816P00002000 | PACB | PUT | Long | 2.00 | None | $0.36 | 1.44 | $0.82 | 0.38 | 2.20 | 0.25 | 0.61 | 2.17 | 1.35 | 0.36 | $36.00 | 25.00 | 29 | 110.0 | 315.000 | 0.82 | 2024-08-14 |
| PACB240816P00002000 | PACB | PUT | Long | 2.00 | None | $0.30 | 1.20 | $0.68 | 0.31 | 0.82 | 0.25 | 0.55 | 2.17 | 1.49 | 0.30 | $30.00 | 25.00 | 28 | 10.0 | 318.000 | 0.68 | 2024-08-13 |
| PACB240816P00002000 | PACB | PUT | Long | 2.00 | None | $0.32 | 1.28 | $0.74 | 0.34 | 0.38 | 0.25 | 0.57 | 2.17 | 1.43 | 0.32 | $32.00 | 25.00 | 27 | 11.0 | 441.000 | 0.74 | 2024-08-12 |
| PACB240816P00002000 | PACB | PUT | Long | 2.00 | None | $0.12 | 0.48 | $0.58 | 0.27 | -0.05 | 0.25 | 0.37 | 2.17 | 1.59 | 0.12 | $12.00 | 25.00 | 24 | 14.0 | 441.000 | 0.58 | 2024-08-09 |
| PACB240816P00002000 | PACB | PUT | Long | 2.00 | None | $0.12 | 0.48 | $0.50 | 0.23 | 0.13 | 0.25 | 0.37 | 2.17 | 1.67 | 0.12 | $12.00 | 25.00 | 23 | 14.0 | 453.000 | 0.50 | 2024-08-08 |
| PACB240816P00002000 | PACB | PUT | Long | 2.00 | None | $0.35 | 1.40 | $0.64 | 0.29 | -0.30 | 0.25 | 0.60 | 2.17 | 1.53 | 0.35 | $35.00 | 25.00 | 22 | 35.0 | 452.000 | 0.64 | 2024-08-07 |
| PACB240816P00002000 | PACB | PUT | Long | 2.00 | None | $0.20 | 0.80 | $0.57 | 0.26 | 0.26 | 0.25 | 0.45 | 2.17 | 1.60 | 0.20 | $20.00 | 25.00 | 21 | 43.0 | 415.000 | 0.57 | 2024-08-06 |
| PACB240816P00002000 | PACB | PUT | Long | 2.00 | None | $-0.05 | -0.20 | $0.03 | 0.01 | -0.24 | 0.25 | 0.20 | 2.17 | 2.14 | -0.05 | $-5.00 | 25.00 | 13 | 42.0 | 344.000 | 0.03 | 2024-07-29 |
| PACB240816P00002000 | PACB | PUT | Long | 2.00 | None | $-0.05 | -0.20 | $0.04 | 0.02 | -0.07 | 0.25 | 0.20 | 2.17 | 2.13 | -0.05 | $-5.00 | 25.00 | 10 | 42.0 | 347.000 | 0.04 | 2024-07-26 |
| PACB240816P00002000 | PACB | PUT | Long | 2.00 | None | $0.01 | 0.04 | $0.27 | 0.12 | -0.23 | 0.25 | 0.26 | 2.17 | 1.90 | 0.01 | $1.00 | 25.00 | 9 | 26.0 | 349.000 | 0.27 | 2024-07-25 |
| PACB240816P00002000 | PACB | PUT | Long | 2.00 | Underlying has moved in favorable position (0.1198156682027649769585253456) however, position is suffering from IV crush;Exit OP PnL: $-0.02;Exit EQ PnL: 0.26 | $0.05 | 0.20 | $0.29 | 0.13 | -0.18 | 0.25 | 0.30 | 2.17 | 1.88 | 0.05 | $5.00 | 25.00 | 8 | 13.0 | 340.000 | 0.29 | 2024-07-24 |
| PACB240816P00002000 | PACB | PUT | Long | 2.00 | None | $0.09 | 0.36 | $0.32 | 0.15 | 0.49 | 0.25 | 0.34 | 2.17 | 1.85 | 0.09 | $9.00 | 25.00 | 7 | 3.0 | 339.000 | 0.32 | 2024-07-23 |
| PACB240816P00002000 | PACB | PUT | Long | 2.00 | None | $0.10 | 0.40 | $0.37 | 0.17 | -0.07 | 0.25 | 0.35 | 2.17 | 1.80 | 0.10 | $10.00 | 25.00 | 6 | 15.0 | 330.000 | 0.37 | 2024-07-22 |
| PACB240816P00002000 | PACB | PUT | Long | 2.00 | None | $0.24 | 0.96 | $0.51 | 0.24 | 0.23 | 0.25 | 0.49 | 2.17 | 1.66 | 0.24 | $24.00 | 25.00 | 3 | 137.0 | 197.000 | 0.51 | 2024-07-19 |
| PACB240816P00002000 | PACB | PUT | Long | 2.00 | None | $0.15 | 0.60 | $0.43 | 0.20 | 0.17 | 0.25 | 0.40 | 2.17 | 1.74 | 0.15 | $15.00 | 25.00 | 2 | 75.0 | 147.000 | 0.43 | 2024-07-18 |
| PACB240816P00002000 | PACB | PUT | Long | 2.00 | None | $0.03 | 0.12 | $0.12 | 0.06 | 0.26 | 0.25 | 0.28 | 2.17 | 2.05 | 0.03 | $3.00 | 25.00 | 1 | 67.0 | 81.000 | 0.12 | 2024-07-17 |
| PACB240816P00002000 | PACB | PUT | Long | 2.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.25 | 0.25 | 2.17 | 2.17 | 0.00 | $0.00 | 25.00 | 0 | 105.0 | 38.000 | -0.00 | 2024-07-16 |