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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024-05-31 | PENN | PENN240705P00017000 | 17.00 | 20.0 | 1.000 | 0.766 | 0.273 | 0.9 | 0.3 | -0.010 | 1.780 | 1.210 | 1.12 | 17.50 | 2024-07-05 | PUT | Long | 0.232 | 0.297 | 0.197 |
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 | PENN | 0.909 | 0.077 | 0.263 | 0.150 | 0.139 | -0.002 | 19.16 | -0.077 | 0.0000 | 14.63 | 26.60 | 21 | 1y | 19.85 |
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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
PENN240705P00017000 | PENN | PUT | Long | 17.00 | None | $-1.11 | -0.99 | $-1.24 | -0.07 | 0.12 | 1.12 | 0.01 | 17.50 | 18.74 | -1.11 | $-111.00 | 112.00 | 34 | 15.0 | 331.000 | -1.24 | 2024-07-04 |
PENN240705P00017000 | PENN | PUT | Long | 17.00 | None | $-1.11 | -0.99 | $-1.24 | -0.07 | -0.05 | 1.12 | 0.01 | 17.50 | 18.74 | -1.11 | $-111.00 | 112.00 | 33 | 15.0 | 331.000 | -1.24 | 2024-07-03 |
PENN240705P00017000 | PENN | PUT | Long | 17.00 | None | $-1.11 | -0.99 | $-1.31 | -0.07 | -0.27 | 1.12 | 0.01 | 17.50 | 18.81 | -1.11 | $-111.00 | 112.00 | 32 | 15.0 | 317.000 | -1.31 | 2024-07-02 |
PENN240705P00017000 | PENN | PUT | Long | 17.00 | None | $-1.10 | -0.98 | $-1.28 | -0.07 | -0.24 | 1.12 | 0.02 | 17.50 | 18.78 | -1.10 | $-110.00 | 112.00 | 31 | 27.0 | 328.000 | -1.28 | 2024-07-01 |
PENN240705P00017000 | PENN | PUT | Long | 17.00 | None | $-1.08 | -0.96 | $-1.85 | -0.11 | -0.22 | 1.12 | 0.04 | 17.50 | 19.35 | -1.08 | $-108.00 | 112.00 | 28 | 43.0 | 289.000 | -1.85 | 2024-06-28 |
PENN240705P00017000 | PENN | PUT | Long | 17.00 | None | $-0.99 | -0.88 | $-1.39 | -0.08 | -0.24 | 1.12 | 0.13 | 17.50 | 18.89 | -0.99 | $-99.00 | 112.00 | 27 | 104.0 | 289.000 | -1.39 | 2024-06-27 |
PENN240705P00017000 | PENN | PUT | Long | 17.00 | None | $-0.96 | -0.86 | $-0.85 | -0.05 | -0.27 | 1.12 | 0.16 | 17.50 | 18.35 | -0.96 | $-96.00 | 112.00 | 25 | 61.0 | 194.000 | -0.85 | 2024-06-25 |
PENN240705P00017000 | PENN | PUT | Long | 17.00 | None | $-1.06 | -0.95 | $-1.84 | -0.11 | 0.30 | 1.12 | 0.06 | 17.50 | 19.34 | -1.06 | $-106.00 | 112.00 | 24 | 2.0 | 195.000 | -1.84 | 2024-06-24 |
PENN240705P00017000 | PENN | PUT | Long | 17.00 | None | $-0.82 | -0.73 | $-0.73 | -0.04 | -0.01 | 1.12 | 0.30 | 17.50 | 18.23 | -0.82 | $-82.00 | 112.00 | 18 | 29.0 | 191.000 | -0.73 | 2024-06-18 |
PENN240705P00017000 | PENN | PUT | Long | 17.00 | None | $-0.80 | -0.71 | $-1.02 | -0.06 | -0.16 | 1.12 | 0.32 | 17.50 | 18.52 | -0.80 | $-80.00 | 112.00 | 17 | 7.0 | 189.000 | -1.02 | 2024-06-17 |
PENN240705P00017000 | PENN | PUT | Long | 17.00 | None | $-0.38 | -0.34 | $0.10 | 0.01 | -0.26 | 1.12 | 0.74 | 17.50 | 17.40 | -0.38 | $-38.00 | 112.00 | 14 | 167.0 | 33.000 | 0.10 | 2024-06-14 |
PENN240705P00017000 | PENN | PUT | Long | 17.00 | None | $-0.85 | -0.76 | $-1.55 | -0.09 | -0.18 | 1.12 | 0.27 | 17.50 | 19.05 | -0.85 | $-85.00 | 112.00 | 13 | 3.0 | 36.000 | -1.55 | 2024-06-13 |
PENN240705P00017000 | PENN | PUT | Long | 17.00 | None | $-0.69 | -0.62 | $-1.05 | -0.06 | -0.26 | 1.12 | 0.43 | 17.50 | 18.55 | -0.69 | $-69.00 | 112.00 | 12 | 6.0 | 37.000 | -1.05 | 2024-06-12 |
PENN240705P00017000 | PENN | PUT | Long | 17.00 | None | $-0.28 | -0.25 | $0.17 | 0.01 | -0.16 | 1.12 | 0.84 | 17.50 | 17.33 | -0.28 | $-28.00 | 112.00 | 11 | 1.0 | 37.000 | 0.17 | 2024-06-11 |
PENN240705P00017000 | PENN | PUT | Long | 17.00 | None | $-0.28 | -0.25 | $0.25 | 0.01 | -0.25 | 1.12 | 0.84 | 17.50 | 17.25 | -0.28 | $-28.00 | 112.00 | 10 | 1.0 | 36.000 | 0.25 | 2024-06-10 |
PENN240705P00017000 | PENN | PUT | Long | 17.00 | None | $-0.09 | -0.08 | $0.34 | 0.02 | -0.22 | 1.12 | 1.03 | 17.50 | 17.16 | -0.09 | $-9.00 | 112.00 | 9 | 20.0 | 16.000 | 0.34 | 2024-06-09 |
PENN240705P00017000 | PENN | PUT | Long | 17.00 | None | $-0.09 | -0.08 | $0.34 | 0.02 | -0.21 | 1.12 | 1.03 | 17.50 | 17.16 | -0.09 | $-9.00 | 112.00 | 7 | 20.0 | 16.000 | 0.34 | 2024-06-07 |
PENN240705P00017000 | PENN | PUT | Long | 17.00 | None | $0.13 | 0.12 | $0.22 | 0.01 | -0.22 | 1.12 | 1.25 | 17.50 | 17.28 | 0.13 | $13.00 | 112.00 | 6 | 6.0 | 16.000 | 0.22 | 2024-06-06 |
PENN240705P00017000 | PENN | PUT | Long | 17.00 | None | $0.18 | 0.16 | $1.15 | 0.07 | -0.14 | 1.12 | 1.30 | 17.50 | 16.35 | 0.18 | $18.00 | 112.00 | 5 | 4.0 | 16.000 | 1.15 | 2024-06-05 |
PENN240705P00017000 | PENN | PUT | Long | 17.00 | None | $0.18 | 0.16 | $1.04 | 0.06 | -0.17 | 1.12 | 1.30 | 17.50 | 16.46 | 0.18 | $18.00 | 112.00 | 4 | 4.0 | 13.000 | 1.04 | 2024-06-04 |
PENN240705P00017000 | PENN | PUT | Long | 17.00 | Exit OP PnL: $-0.21;Exit EQ PnL: 0.17; Position is Long and position continued to lose. Latest OP price is: $0.91 (EQ: $17.33). Initial OP price was: $1.12 (EQ: $17.50). Surpassed Stop Loss Percentage: -0.1875 < -0.16. | $-0.12 | -0.11 | $0.17 | 0.01 | -0.25 | 1.12 | 1.00 | 17.50 | 17.33 | -0.12 | $-12.00 | 112.00 | 3 | 12.0 | 14.000 | 0.17 | 2024-06-03 |
PENN240705P00017000 | PENN | PUT | Long | 17.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | -0.74 | 1.12 | 1.12 | 17.50 | 17.50 | 0.00 | $0.00 | 112.00 | 2 | 20.0 | 14.000 | -0.00 | 2024-06-02 |
PENN240705P00017000 | PENN | PUT | Long | 17.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 1.12 | 1.12 | 17.50 | 17.50 | 0.00 | $0.00 | 112.00 | 0 | 20.0 | 1.000 | -0.00 | 2024-05-31 |