| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-09-05 | PRMW | PRMW241018P00025000 | 25.00 | 5.0 | 3.000 | 0.000 | 0.112 | 0.0 | 1.1 | 0.000 | 0.000 | 1.070 | 4.30 | 23.82 | 2024-10-18 | PUT | Long | 0.092 | 0.127 | 0.090 |
| 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 | PRMW | 0.909 | 0.045 | 0.100 | 0.062 | 0.077 | 0.006 | 24.21 | 0.134 | 0.0000 | 14.28 | 27.94 | 19 | 1y | 25.33 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PRMW241018P00025000 | PRMW | PUT | Long | 25.00 | None | $-4.15 | -0.97 | $-3.37 | -0.14 | 1.23 | 4.30 | 0.15 | 23.84 | 27.21 | -4.15 | $-415.00 | 430.00 | 41 | 8.0 | 40.000 | -3.37 | 2024-10-16 |
| PRMW241018P00025000 | PRMW | PUT | Long | 25.00 | None | $-4.15 | -0.97 | $-2.42 | -0.10 | 0.41 | 4.30 | 0.15 | 23.84 | 26.26 | -4.15 | $-415.00 | 430.00 | 39 | 8.0 | 40.000 | -2.42 | 2024-10-14 |
| PRMW241018P00025000 | PRMW | PUT | Long | 25.00 | None | $-4.15 | -0.97 | $-2.04 | -0.09 | 0.35 | 4.30 | 0.15 | 23.84 | 25.88 | -4.15 | $-415.00 | 430.00 | 36 | 8.0 | 40.000 | -2.04 | 2024-10-11 |
| PRMW241018P00025000 | PRMW | PUT | Long | 25.00 | None | $-4.15 | -0.97 | $-1.32 | -0.06 | 0.30 | 4.30 | 0.15 | 23.84 | 25.16 | -4.15 | $-415.00 | 430.00 | 35 | 8.0 | 41.000 | -1.32 | 2024-10-10 |
| PRMW241018P00025000 | PRMW | PUT | Long | 25.00 | None | $-4.15 | -0.97 | $-1.91 | -0.08 | 0.29 | 4.30 | 0.15 | 23.84 | 25.75 | -4.15 | $-415.00 | 430.00 | 34 | 11.0 | 38.000 | -1.91 | 2024-10-09 |
| PRMW241018P00025000 | PRMW | PUT | Long | 25.00 | None | $-3.95 | -0.92 | $-1.38 | -0.06 | 0.30 | 4.30 | 0.35 | 23.84 | 25.22 | -3.95 | $-395.00 | 430.00 | 32 | 4.0 | 33.000 | -1.38 | 2024-10-07 |
| PRMW241018P00025000 | PRMW | PUT | Long | 25.00 | None | $-3.65 | -0.85 | $-1.35 | -0.06 | 0.02 | 4.30 | 0.65 | 23.84 | 25.19 | -3.65 | $-365.00 | 430.00 | 31 | 30.0 | 0.000 | -1.35 | 2024-10-06 |
| PRMW241018P00025000 | PRMW | PUT | Long | 25.00 | None | $-3.65 | -0.85 | $-1.35 | -0.06 | 0.30 | 4.30 | 0.65 | 23.84 | 25.19 | -3.65 | $-365.00 | 430.00 | 30 | 30.0 | 33.000 | -1.35 | 2024-10-05 |
| PRMW241018P00025000 | PRMW | PUT | Long | 25.00 | None | $-3.65 | -0.85 | $-1.35 | -0.06 | 0.29 | 4.30 | 0.65 | 23.84 | 25.19 | -3.65 | $-365.00 | 430.00 | 29 | 30.0 | 33.000 | -1.35 | 2024-10-04 |
| PRMW241018P00025000 | PRMW | PUT | Long | 25.00 | None | $-3.65 | -0.85 | $-1.14 | -0.05 | 0.31 | 4.30 | 0.65 | 23.84 | 24.98 | -3.65 | $-365.00 | 430.00 | 28 | 30.0 | 23.000 | -1.14 | 2024-10-03 |
| PRMW241018P00025000 | PRMW | PUT | Long | 25.00 | None | $-3.95 | -0.92 | $-0.92 | -0.04 | 0.29 | 4.30 | 0.35 | 23.84 | 24.76 | -3.95 | $-395.00 | 430.00 | 27 | 10.0 | 23.000 | -0.92 | 2024-10-02 |
| PRMW241018P00025000 | PRMW | PUT | Long | 25.00 | None | $-3.95 | -0.92 | $-1.10 | -0.05 | 0.28 | 4.30 | 0.35 | 23.84 | 24.94 | -3.95 | $-395.00 | 430.00 | 26 | 10.0 | 23.000 | -1.10 | 2024-10-01 |
| PRMW241018P00025000 | PRMW | PUT | Long | 25.00 | None | $-3.80 | -0.88 | $-1.41 | -0.06 | 0.34 | 4.30 | 0.50 | 23.84 | 25.25 | -3.80 | $-380.00 | 430.00 | 25 | 1.0 | 24.000 | -1.41 | 2024-09-30 |
| PRMW241018P00025000 | PRMW | PUT | Long | 25.00 | None | $-3.87 | -0.90 | $-1.14 | -0.05 | 0.00 | 4.30 | 0.43 | 23.84 | 24.98 | -3.87 | $-387.00 | 430.00 | 24 | 1.0 | 24.000 | -1.14 | 2024-09-29 |
| PRMW241018P00025000 | PRMW | PUT | Long | 25.00 | None | $-3.87 | -0.90 | $-1.14 | -0.05 | 0.25 | 4.30 | 0.43 | 23.84 | 24.98 | -3.87 | $-387.00 | 430.00 | 23 | 1.0 | 23.000 | -1.14 | 2024-09-28 |
| PRMW241018P00025000 | PRMW | PUT | Long | 25.00 | None | $-3.87 | -0.90 | $-1.14 | -0.05 | 0.26 | 4.30 | 0.43 | 23.84 | 24.98 | -3.87 | $-387.00 | 430.00 | 22 | 1.0 | 23.000 | -1.14 | 2024-09-27 |
| PRMW241018P00025000 | PRMW | PUT | Long | 25.00 | None | $-3.53 | -0.82 | $-0.42 | -0.02 | 0.22 | 4.30 | 0.77 | 23.84 | 24.26 | -3.53 | $-353.00 | 430.00 | 21 | 40.0 | 3.000 | -0.42 | 2024-09-26 |
| PRMW241018P00025000 | PRMW | PUT | Long | 25.00 | None | $0.00 | 0.00 | $-1.33 | -0.06 | 0.01 | 4.30 | 4.30 | 23.84 | 25.17 | 0.00 | $0.00 | 430.00 | 20 | 5.0 | 3.000 | -1.33 | 2024-09-25 |
| PRMW241018P00025000 | PRMW | PUT | Long | 25.00 | None | $0.00 | 0.00 | $-1.63 | -0.07 | 0.03 | 4.30 | 4.30 | 23.84 | 25.47 | 0.00 | $0.00 | 430.00 | 19 | 5.0 | 3.000 | -1.63 | 2024-09-24 |
| PRMW241018P00025000 | PRMW | PUT | Long | 25.00 | None | $0.00 | 0.00 | $-1.56 | -0.07 | 0.02 | 4.30 | 4.30 | 23.84 | 25.40 | 0.00 | $0.00 | 430.00 | 18 | 5.0 | 3.000 | -1.56 | 2024-09-23 |
| PRMW241018P00025000 | PRMW | PUT | Long | 25.00 | None | $0.00 | 0.00 | $-1.44 | -0.06 | 0.02 | 4.30 | 4.30 | 23.84 | 25.28 | 0.00 | $0.00 | 430.00 | 17 | 5.0 | 3.000 | -1.44 | 2024-09-22 |
| PRMW241018P00025000 | PRMW | PUT | Long | 25.00 | None | $0.00 | 0.00 | $-1.42 | -0.06 | 0.02 | 4.30 | 4.30 | 23.84 | 25.26 | 0.00 | $0.00 | 430.00 | 15 | 5.0 | 3.000 | -1.42 | 2024-09-20 |
| PRMW241018P00025000 | PRMW | PUT | Long | 25.00 | None | $0.00 | 0.00 | $-1.45 | -0.06 | 0.02 | 4.30 | 4.30 | 23.84 | 25.29 | 0.00 | $0.00 | 430.00 | 14 | 5.0 | 3.000 | -1.45 | 2024-09-19 |
| PRMW241018P00025000 | PRMW | PUT | Long | 25.00 | None | $0.00 | 0.00 | $-1.45 | -0.06 | 0.02 | 4.30 | 4.30 | 23.84 | 25.29 | 0.00 | $0.00 | 430.00 | 13 | 5.0 | 3.000 | -1.45 | 2024-09-18 |
| PRMW241018P00025000 | PRMW | PUT | Long | 25.00 | None | $0.00 | 0.00 | $-1.00 | -0.04 | 0.00 | 4.30 | 4.30 | 23.84 | 24.84 | 0.00 | $0.00 | 430.00 | 12 | 5.0 | 3.000 | -1.00 | 2024-09-17 |
| PRMW241018P00025000 | PRMW | PUT | Long | 25.00 | None | $0.00 | 0.00 | $-0.39 | -0.02 | 0.00 | 4.30 | 4.30 | 23.84 | 24.23 | 0.00 | $0.00 | 430.00 | 11 | 5.0 | 3.000 | -0.39 | 2024-09-16 |
| PRMW241018P00025000 | PRMW | PUT | Long | 25.00 | None | $0.00 | 0.00 | $-0.15 | -0.01 | 0.00 | 4.30 | 4.30 | 23.84 | 23.99 | 0.00 | $0.00 | 430.00 | 9 | 5.0 | 3.000 | -0.15 | 2024-09-14 |
| PRMW241018P00025000 | PRMW | PUT | Long | 25.00 | None | $0.00 | 0.00 | $-0.15 | -0.01 | 0.00 | 4.30 | 4.30 | 23.84 | 23.99 | 0.00 | $0.00 | 430.00 | 8 | 5.0 | 3.000 | -0.15 | 2024-09-13 |
| PRMW241018P00025000 | PRMW | PUT | Long | 25.00 | None | $0.00 | 0.00 | $0.26 | 0.01 | 0.00 | 4.30 | 4.30 | 23.84 | 23.58 | 0.00 | $0.00 | 430.00 | 7 | 5.0 | 3.000 | 0.26 | 2024-09-12 |
| PRMW241018P00025000 | PRMW | PUT | Long | 25.00 | None | $0.00 | 0.00 | $0.61 | 0.03 | 0.00 | 4.30 | 4.30 | 23.84 | 23.23 | 0.00 | $0.00 | 430.00 | 6 | 5.0 | 3.000 | 0.61 | 2024-09-11 |
| PRMW241018P00025000 | PRMW | PUT | Long | 25.00 | None | $0.00 | 0.00 | $0.50 | 0.02 | 0.00 | 4.30 | 4.30 | 23.84 | 23.34 | 0.00 | $0.00 | 430.00 | 5 | 5.0 | 3.000 | 0.50 | 2024-09-10 |
| PRMW241018P00025000 | PRMW | PUT | Long | 25.00 | None | $0.00 | 0.00 | $0.25 | 0.01 | 0.00 | 4.30 | 4.30 | 23.84 | 23.59 | 0.00 | $0.00 | 430.00 | 4 | 5.0 | 3.000 | 0.25 | 2024-09-09 |
| PRMW241018P00025000 | PRMW | PUT | Long | 25.00 | OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position. | $0.00 | 0.00 | $0.56 | 0.02 | 0.00 | 4.30 | 4.30 | 23.84 | 23.28 | 0.00 | $0.00 | 430.00 | 3 | 5.0 | 3.000 | 0.56 | 2024-09-08 |
| PRMW241018P00025000 | PRMW | PUT | Long | 25.00 | None | $0.00 | 0.00 | $0.56 | 0.02 | 0.00 | 4.30 | 4.30 | 23.84 | 23.28 | 0.00 | $0.00 | 430.00 | 1 | 5.0 | 3.000 | 0.56 | 2024-09-06 |
| PRMW241018P00025000 | PRMW | PUT | Long | 25.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 4.30 | 4.30 | 23.84 | 23.84 | 0.00 | $0.00 | 430.00 | 0 | 5.0 | 3.000 | -0.00 | 2024-09-05 |