| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-11-03 | PCT | PCT231215P00005000 | 5.00 | 55.0 | 75.000 | 1.357 | 0.362 | 0.2 | 0.2 | 0.000 | 0.790 | 0.780 | 0.95 | 4.99 | 2023-12-15 | PUT | Long | 0.372 | 0.404 | 0.152 |
| 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 | PCT | 0.727 | 0.130 | 0.468 | 0.251 | 0.166 | -0.162 | 11.68 | 0.000 | 0.0000 | 2.40 | 14.30 | 21 | 1y | 12.48 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PCT231215P00005000 | PCT | PUT | Long | 5.00 | None | $-0.75 | -0.79 | $-0.16 | -0.03 | 0.44 | 0.95 | 0.20 | 4.99 | 5.15 | -0.75 | $-75.00 | 95.00 | 41 | 1277.0 | 438.000 | -0.16 | 2023-12-14 |
| PCT231215P00005000 | PCT | PUT | Long | 5.00 | None | $-0.50 | -0.53 | $0.08 | 0.02 | 0.33 | 0.95 | 0.45 | 4.99 | 4.91 | -0.50 | $-50.00 | 95.00 | 40 | 16.0 | 437.000 | 0.08 | 2023-12-13 |
| PCT231215P00005000 | PCT | PUT | Long | 5.00 | None | $-0.30 | -0.32 | $0.44 | 0.09 | 0.45 | 0.95 | 0.65 | 4.99 | 4.55 | -0.30 | $-30.00 | 95.00 | 39 | 21.0 | 439.000 | 0.44 | 2023-12-12 |
| PCT231215P00005000 | PCT | PUT | Long | 5.00 | None | $-0.35 | -0.37 | $0.21 | 0.04 | 0.76 | 0.95 | 0.60 | 4.99 | 4.78 | -0.35 | $-35.00 | 95.00 | 38 | 64.0 | 375.000 | 0.21 | 2023-12-11 |
| PCT231215P00005000 | PCT | PUT | Long | 5.00 | Exit OP PnL: $-0.49;Exit EQ PnL: -0.00; Position is Long and position continued to lose. Latest OP price is: $0.46 (EQ: $4.99). Initial OP price was: $0.95 (EQ: $4.99). Surpassed Stop Loss Percentage: -0.5157894736842105263157894737 < -0.16. | $-0.44 | -0.46 | $-0.04 | -0.01 | 0.56 | 0.95 | 0.51 | 4.99 | 5.03 | -0.44 | $-44.00 | 95.00 | 35 | 250.0 | 137.000 | -0.04 | 2023-12-08 |
| PCT231215P00005000 | PCT | PUT | Long | 5.00 | None | $0.15 | 0.16 | $0.33 | 0.07 | 0.45 | 0.95 | 1.10 | 4.99 | 4.66 | 0.15 | $15.00 | 95.00 | 34 | 1.0 | 137.000 | 0.33 | 2023-12-07 |
| PCT231215P00005000 | PCT | PUT | Long | 5.00 | None | $0.21 | 0.22 | $0.87 | 0.17 | 0.49 | 0.95 | 1.16 | 4.99 | 4.12 | 0.21 | $21.00 | 95.00 | 33 | 0.0 | 137.000 | 0.87 | 2023-12-06 |
| PCT231215P00005000 | PCT | PUT | Long | 5.00 | None | $0.21 | 0.22 | $1.00 | 0.20 | 0.33 | 0.95 | 1.16 | 4.99 | 3.99 | 0.21 | $21.00 | 95.00 | 32 | 0.0 | 140.000 | 1.00 | 2023-12-05 |
| PCT231215P00005000 | PCT | PUT | Long | 5.00 | None | $-0.10 | -0.11 | $0.34 | 0.07 | 0.54 | 0.95 | 0.85 | 4.99 | 4.65 | -0.10 | $-10.00 | 95.00 | 31 | 0.0 | 135.000 | 0.34 | 2023-12-04 |
| PCT231215P00005000 | PCT | PUT | Long | 5.00 | None | $-0.15 | -0.16 | $0.36 | 0.07 | 0.30 | 0.95 | 0.80 | 4.99 | 4.63 | -0.15 | $-15.00 | 95.00 | 30 | 0.0 | 133.000 | 0.36 | 2023-12-03 |
| PCT231215P00005000 | PCT | PUT | Long | 5.00 | None | $-0.15 | -0.16 | $0.36 | 0.07 | 0.24 | 0.95 | 0.80 | 4.99 | 4.63 | -0.15 | $-15.00 | 95.00 | 29 | 0.0 | 133.000 | 0.36 | 2023-12-02 |
| PCT231215P00005000 | PCT | PUT | Long | 5.00 | None | $-0.15 | -0.16 | $0.36 | 0.07 | 0.18 | 0.95 | 0.80 | 4.99 | 4.63 | -0.15 | $-15.00 | 95.00 | 28 | 0.0 | 133.000 | 0.36 | 2023-12-01 |
| PCT231215P00005000 | PCT | PUT | Long | 5.00 | None | $0.15 | 0.16 | $0.95 | 0.19 | 0.17 | 0.95 | 1.10 | 4.99 | 4.04 | 0.15 | $15.00 | 95.00 | 27 | 0.0 | 127.000 | 0.95 | 2023-11-30 |
| PCT231215P00005000 | PCT | PUT | Long | 5.00 | None | $0.30 | 0.32 | $0.95 | 0.19 | -1.36 | 0.95 | 1.25 | 4.99 | 4.04 | 0.30 | $30.00 | 95.00 | 26 | 0.0 | 127.000 | 0.95 | 2023-11-29 |
| PCT231215P00005000 | PCT | PUT | Long | 5.00 | None | $0.30 | 0.32 | $1.16 | 0.23 | -0.02 | 0.95 | 1.25 | 4.99 | 3.83 | 0.30 | $30.00 | 95.00 | 25 | 0.0 | 127.000 | 1.16 | 2023-11-28 |
| PCT231215P00005000 | PCT | PUT | Long | 5.00 | None | $0.30 | 0.32 | $1.22 | 0.24 | -0.25 | 0.95 | 1.25 | 4.99 | 3.77 | 0.30 | $30.00 | 95.00 | 24 | 0.0 | 127.000 | 1.22 | 2023-11-27 |
| PCT231215P00005000 | PCT | PUT | Long | 5.00 | None | $0.30 | 0.32 | $1.05 | 0.21 | -0.09 | 0.95 | 1.25 | 4.99 | 3.94 | 0.30 | $30.00 | 95.00 | 21 | 0.0 | 0.000 | 1.05 | 2023-11-24 |
| PCT231215P00005000 | PCT | PUT | Long | 5.00 | None | $0.07 | 0.07 | $1.11 | 0.22 | -1.36 | 0.95 | 1.02 | 4.99 | 3.88 | 0.07 | $7.00 | 95.00 | 20 | 0.0 | 0.000 | 1.11 | 2023-11-23 |
| PCT231215P00005000 | PCT | PUT | Long | 5.00 | None | $0.07 | 0.07 | $1.18 | 0.24 | -0.27 | 0.95 | 1.02 | 4.99 | 3.81 | 0.07 | $7.00 | 95.00 | 19 | 0.0 | 127.000 | 1.18 | 2023-11-22 |
| PCT231215P00005000 | PCT | PUT | Long | 5.00 | None | $0.07 | 0.07 | $1.21 | 0.24 | -0.08 | 0.95 | 1.02 | 4.99 | 3.78 | 0.07 | $7.00 | 95.00 | 18 | 0.0 | 127.000 | 1.21 | 2023-11-21 |
| PCT231215P00005000 | PCT | PUT | Long | 5.00 | None | $0.07 | 0.07 | $0.78 | 0.16 | -0.04 | 0.95 | 1.02 | 4.99 | 4.21 | 0.07 | $7.00 | 95.00 | 17 | 0.0 | 127.000 | 0.78 | 2023-11-20 |
| PCT231215P00005000 | PCT | PUT | Long | 5.00 | None | $0.07 | 0.07 | $0.58 | 0.12 | 0.01 | 0.95 | 1.02 | 4.99 | 4.41 | 0.07 | $7.00 | 95.00 | 16 | 0.0 | 170.000 | 0.58 | 2023-11-19 |
| PCT231215P00005000 | PCT | PUT | Long | 5.00 | None | $0.07 | 0.07 | $0.58 | 0.12 | -0.02 | 0.95 | 1.02 | 4.99 | 4.41 | 0.07 | $7.00 | 95.00 | 14 | 0.0 | 170.000 | 0.58 | 2023-11-17 |
| PCT231215P00005000 | PCT | PUT | Long | 5.00 | None | $0.25 | 0.26 | $0.84 | 0.17 | 0.00 | 0.95 | 1.20 | 4.99 | 4.15 | 0.25 | $25.00 | 95.00 | 13 | 0.0 | 170.000 | 0.84 | 2023-11-16 |
| PCT231215P00005000 | PCT | PUT | Long | 5.00 | None | $0.23 | 0.24 | $0.78 | 0.16 | 0.06 | 0.95 | 1.18 | 4.99 | 4.21 | 0.23 | $23.00 | 95.00 | 12 | 0.0 | 164.000 | 0.78 | 2023-11-15 |
| PCT231215P00005000 | PCT | PUT | Long | 5.00 | None | $0.48 | 0.51 | $1.10 | 0.22 | -0.02 | 0.95 | 1.43 | 4.99 | 3.89 | 0.48 | $48.00 | 95.00 | 11 | 0.0 | 118.000 | 1.10 | 2023-11-14 |
| PCT231215P00005000 | PCT | PUT | Long | 5.00 | None | $0.65 | 0.68 | $1.93 | 0.39 | -0.01 | 0.95 | 1.60 | 4.99 | 3.06 | 0.65 | $65.00 | 95.00 | 10 | 0.0 | 118.000 | 1.93 | 2023-11-13 |
| PCT231215P00005000 | PCT | PUT | Long | 5.00 | None | $0.65 | 0.68 | $1.62 | 0.32 | -0.00 | 0.95 | 1.60 | 4.99 | 3.37 | 0.65 | $65.00 | 95.00 | 7 | 0.0 | 118.000 | 1.62 | 2023-11-10 |
| PCT231215P00005000 | PCT | PUT | Long | 5.00 | None | $0.65 | 0.68 | $1.90 | 0.38 | -1.36 | 0.95 | 1.60 | 4.99 | 3.09 | 0.65 | $65.00 | 95.00 | 6 | 0.0 | 0.000 | 1.90 | 2023-11-09 |
| PCT231215P00005000 | PCT | PUT | Long | 5.00 | None | $0.65 | 0.68 | $1.90 | 0.38 | 0.13 | 0.95 | 1.60 | 4.99 | 3.09 | 0.65 | $65.00 | 95.00 | 5 | 0.0 | 116.000 | 1.90 | 2023-11-08 |
| PCT231215P00005000 | PCT | PUT | Long | 5.00 | None | $0.51 | 0.54 | $1.27 | 0.25 | -0.18 | 0.95 | 1.46 | 4.99 | 3.72 | 0.51 | $51.00 | 95.00 | 4 | 0.0 | 115.000 | 1.27 | 2023-11-07 |
| PCT231215P00005000 | PCT | PUT | Long | 5.00 | None | $0.30 | 0.32 | $0.86 | 0.17 | 0.17 | 0.95 | 1.25 | 4.99 | 4.13 | 0.30 | $30.00 | 95.00 | 3 | 0.0 | 67.000 | 0.86 | 2023-11-06 |
| PCT231215P00005000 | PCT | PUT | Long | 5.00 | None | $0.30 | 0.32 | $0.86 | 0.17 | 0.17 | 0.95 | 1.25 | 4.99 | 4.13 | 0.30 | $30.00 | 95.00 | 2 | 0.0 | 67.000 | 0.86 | 2023-11-05 |
| PCT231215P00005000 | PCT | PUT | Long | 5.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.95 | 0.95 | 4.99 | 4.99 | 0.00 | $0.00 | 95.00 | 0 | 55.0 | 75.000 | -0.00 | 2023-11-03 |