| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-12-02 | PL | PL250117P00005000 | 5.00 | 32.0 | 3.000 | 1.834 | 0.265 | 0.0 | 0.6 | 0.000 | 0.790 | 1.350 | 1.56 | 4.41 | 2025-01-17 | PUT | Long | 0.440 | 0.459 | 0.148 |
| 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 | PL | 0.909 | 0.121 | 0.409 | 0.202 | 0.225 | 0.041 | 4.20 | -0.637 | 0.0000 | 1.69 | 4.51 | 21 | 1y | 2.46 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PL250117P00005000 | PL | PUT | Long | 5.00 | None | $-0.58 | -0.36 | $0.47 | 0.10 | -1.11 | 1.59 | 1.01 | 4.51 | 4.04 | -0.58 | $-58.00 | 159.00 | 18 | 5.0 | 263.000 | 0.47 | 2024-12-20 |
| PL250117P00005000 | PL | PUT | Long | 5.00 | None | $-0.30 | -0.19 | $0.62 | 0.14 | -0.88 | 1.59 | 1.29 | 4.51 | 3.89 | -0.30 | $-30.00 | 159.00 | 17 | 3.0 | 262.000 | 0.62 | 2024-12-19 |
| PL250117P00005000 | PL | PUT | Long | 5.00 | None | $-0.52 | -0.33 | $0.64 | 0.14 | -0.94 | 1.59 | 1.07 | 4.51 | 3.87 | -0.52 | $-52.00 | 159.00 | 16 | 11.0 | 262.000 | 0.64 | 2024-12-18 |
| PL250117P00005000 | PL | PUT | Long | 5.00 | None | $-0.52 | -0.33 | $0.31 | 0.07 | -0.76 | 1.59 | 1.07 | 4.51 | 4.20 | -0.52 | $-52.00 | 159.00 | 15 | 11.0 | 255.000 | 0.31 | 2024-12-17 |
| PL250117P00005000 | PL | PUT | Long | 5.00 | None | $-0.61 | -0.38 | $0.19 | 0.04 | -0.91 | 1.59 | 0.98 | 4.51 | 4.32 | -0.61 | $-61.00 | 159.00 | 14 | 32.0 | 270.000 | 0.19 | 2024-12-16 |
| PL250117P00005000 | PL | PUT | Long | 5.00 | None | $-0.34 | -0.21 | $0.50 | 0.11 | -0.71 | 1.59 | 1.25 | 4.51 | 4.01 | -0.34 | $-34.00 | 159.00 | 11 | 31.0 | 270.000 | 0.50 | 2024-12-13 |
| PL250117P00005000 | PL | PUT | Long | 5.00 | None | $-0.27 | -0.17 | $0.61 | 0.14 | -0.77 | 1.59 | 1.32 | 4.51 | 3.90 | -0.27 | $-27.00 | 159.00 | 10 | 1.0 | 270.000 | 0.61 | 2024-12-12 |
| PL250117P00005000 | PL | PUT | Long | 5.00 | None | $-0.28 | -0.18 | $0.56 | 0.12 | -0.77 | 1.59 | 1.31 | 4.51 | 3.95 | -0.28 | $-28.00 | 159.00 | 9 | 18.0 | 275.000 | 0.56 | 2024-12-11 |
| PL250117P00005000 | PL | PUT | Long | 5.00 | None | $-0.19 | -0.12 | $0.64 | 0.14 | -0.80 | 1.59 | 1.40 | 4.51 | 3.87 | -0.19 | $-19.00 | 159.00 | 8 | 67.0 | 325.000 | 0.64 | 2024-12-10 |
| PL250117P00005000 | PL | PUT | Long | 5.00 | None | $-0.13 | -0.08 | $0.46 | 0.10 | -0.28 | 1.59 | 1.46 | 4.51 | 4.05 | -0.13 | $-13.00 | 159.00 | 7 | 10.0 | 326.000 | 0.46 | 2024-12-09 |
| PL250117P00005000 | PL | PUT | Long | 5.00 | None | $-0.16 | -0.10 | $0.35 | 0.08 | -0.54 | 1.59 | 1.43 | 4.51 | 4.16 | -0.16 | $-16.00 | 159.00 | 6 | 2.0 | 324.000 | 0.35 | 2024-12-08 |
| PL250117P00005000 | PL | PUT | Long | 5.00 | None | $-0.16 | -0.10 | $0.35 | 0.08 | -0.42 | 1.59 | 1.43 | 4.51 | 4.16 | -0.16 | $-16.00 | 159.00 | 4 | 2.0 | 324.000 | 0.35 | 2024-12-06 |
| PL250117P00005000 | PL | PUT | Long | 5.00 | None | $-0.09 | -0.06 | $0.41 | 0.09 | -0.49 | 1.59 | 1.50 | 4.51 | 4.10 | -0.09 | $-9.00 | 159.00 | 3 | 16.0 | 307.000 | 0.41 | 2024-12-05 |
| PL250117P00005000 | PL | PUT | Long | 5.00 | None | $-0.20 | -0.13 | $0.35 | 0.08 | -0.44 | 1.59 | 1.39 | 4.51 | 4.16 | -0.20 | $-20.00 | 159.00 | 2 | 86.0 | 255.000 | 0.35 | 2024-12-04 |
| PL250117P00005000 | PL | PUT | Long | 5.00 | None | $-0.08 | -0.05 | $0.11 | 0.02 | -0.10 | 1.59 | 1.51 | 4.51 | 4.40 | -0.08 | $-8.00 | 159.00 | 1 | 116.0 | 201.000 | 0.11 | 2024-12-03 |
| PL250117P00005000 | PL | PUT | Long | 5.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 1.59 | 1.59 | 4.51 | 4.51 | 0.00 | $0.00 | 159.00 | 0 | 44.0 | 3.000 | -0.00 | 2024-12-02 |