| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-06-17 | PSNY | PSNY240719P00001000 | 1.00 | 2.0 | 2184.000 | 1.453 | 0.428 | 0.0 | 0.2 | -0.020 | 0.110 | 0.260 | 0.30 | 0.84 | 2024-07-19 | PUT | Long | 0.376 | 0.441 | 0.240 |
| 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 | PSNY | 0.727 | 0.179 | 0.407 | 0.278 | 0.208 | -0.020 | 0.90 | -0.502 | 0.0000 | 0.63 | 2.50 | 21 | 1y | 1.24 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PSNY240719P00001000 | PSNY | PUT | Long | 1.00 | None | $-0.18 | -0.60 | $-0.06 | -0.07 | -0.95 | 0.30 | 0.12 | 0.84 | 0.90 | -0.18 | $-18.00 | 30.00 | 31 | 42.0 | 8100.000 | -0.06 | 2024-07-18 |
| PSNY240719P00001000 | PSNY | PUT | Long | 1.00 | None | $-0.25 | -0.83 | $-0.13 | -0.15 | 0.17 | 0.30 | 0.05 | 0.84 | 0.97 | -0.25 | $-25.00 | 30.00 | 30 | 8.0 | 8098.000 | -0.13 | 2024-07-17 |
| PSNY240719P00001000 | PSNY | PUT | Long | 1.00 | None | $-0.23 | -0.77 | $-0.13 | -0.15 | 0.02 | 0.30 | 0.07 | 0.84 | 0.97 | -0.23 | $-23.00 | 30.00 | 29 | 61.0 | 8043.000 | -0.13 | 2024-07-16 |
| PSNY240719P00001000 | PSNY | PUT | Long | 1.00 | None | $-0.20 | -0.67 | $-0.10 | -0.12 | 0.58 | 0.30 | 0.10 | 0.84 | 0.94 | -0.20 | $-20.00 | 30.00 | 28 | 80.0 | 7969.000 | -0.10 | 2024-07-15 |
| PSNY240719P00001000 | PSNY | PUT | Long | 1.00 | None | $-0.25 | -0.83 | $-0.17 | -0.20 | -0.11 | 0.30 | 0.05 | 0.84 | 1.01 | -0.25 | $-25.00 | 30.00 | 25 | 86.0 | 7970.000 | -0.17 | 2024-07-12 |
| PSNY240719P00001000 | PSNY | PUT | Long | 1.00 | None | $-0.15 | -0.50 | $-0.09 | -0.11 | -0.08 | 0.30 | 0.15 | 0.84 | 0.93 | -0.15 | $-15.00 | 30.00 | 24 | 139.0 | 7983.000 | -0.09 | 2024-07-11 |
| PSNY240719P00001000 | PSNY | PUT | Long | 1.00 | None | $-0.15 | -0.50 | $-0.08 | -0.10 | 0.64 | 0.30 | 0.15 | 0.84 | 0.92 | -0.15 | $-15.00 | 30.00 | 23 | 7.0 | 7982.000 | -0.08 | 2024-07-10 |
| PSNY240719P00001000 | PSNY | PUT | Long | 1.00 | None | $-0.15 | -0.50 | $-0.11 | -0.13 | -0.42 | 0.30 | 0.15 | 0.84 | 0.95 | -0.15 | $-15.00 | 30.00 | 22 | 148.0 | 8004.000 | -0.11 | 2024-07-09 |
| PSNY240719P00001000 | PSNY | PUT | Long | 1.00 | None | $-0.15 | -0.50 | $-0.05 | -0.06 | 0.20 | 0.30 | 0.15 | 0.84 | 0.89 | -0.15 | $-15.00 | 30.00 | 21 | 407.0 | 7923.000 | -0.05 | 2024-07-08 |
| PSNY240719P00001000 | PSNY | PUT | Long | 1.00 | None | $-0.15 | -0.50 | $-0.13 | -0.15 | -0.05 | 0.30 | 0.15 | 0.84 | 0.97 | -0.15 | $-15.00 | 30.00 | 18 | 249.0 | 7854.000 | -0.13 | 2024-07-05 |
| PSNY240719P00001000 | PSNY | PUT | Long | 1.00 | None | $-0.14 | -0.47 | $-0.05 | -0.06 | -0.39 | 0.30 | 0.16 | 0.84 | 0.89 | -0.14 | $-14.00 | 30.00 | 17 | 225.0 | 0.000 | -0.05 | 2024-07-04 |
| PSNY240719P00001000 | PSNY | PUT | Long | 1.00 | None | $-0.14 | -0.47 | $-0.05 | -0.06 | -0.42 | 0.30 | 0.16 | 0.84 | 0.89 | -0.14 | $-14.00 | 30.00 | 16 | 225.0 | 0.000 | -0.05 | 2024-07-03 |
| PSNY240719P00001000 | PSNY | PUT | Long | 1.00 | None | $-0.10 | -0.33 | $-0.06 | -0.07 | -0.02 | 0.30 | 0.20 | 0.84 | 0.90 | -0.10 | $-10.00 | 30.00 | 15 | 215.0 | 7545.000 | -0.06 | 2024-07-02 |
| PSNY240719P00001000 | PSNY | PUT | Long | 1.00 | None | $-0.10 | -0.33 | $-0.08 | -0.10 | 0.64 | 0.30 | 0.20 | 0.84 | 0.92 | -0.10 | $-10.00 | 30.00 | 14 | 421.0 | 7270.000 | -0.08 | 2024-07-01 |
| PSNY240719P00001000 | PSNY | PUT | Long | 1.00 | None | $0.00 | 0.00 | $0.05 | 0.06 | 0.20 | 0.30 | 0.30 | 0.84 | 0.79 | 0.00 | $0.00 | 30.00 | 11 | 24.0 | 7258.000 | 0.05 | 2024-06-28 |
| PSNY240719P00001000 | PSNY | PUT | Long | 1.00 | None | $0.05 | 0.17 | $0.01 | 0.01 | 0.78 | 0.30 | 0.35 | 0.84 | 0.83 | 0.05 | $5.00 | 30.00 | 10 | 5150.0 | 2254.000 | 0.01 | 2024-06-27 |
| PSNY240719P00001000 | PSNY | PUT | Long | 1.00 | None | $0.05 | 0.17 | $0.16 | 0.19 | 0.52 | 0.30 | 0.35 | 0.84 | 0.68 | 0.05 | $5.00 | 30.00 | 8 | 4.0 | 2250.000 | 0.16 | 2024-06-25 |
| PSNY240719P00001000 | PSNY | PUT | Long | 1.00 | None | $0.02 | 0.07 | $0.14 | 0.17 | -0.08 | 0.30 | 0.32 | 0.84 | 0.70 | 0.02 | $2.00 | 30.00 | 7 | 16.0 | 2242.000 | 0.14 | 2024-06-24 |
| PSNY240719P00001000 | PSNY | PUT | Long | 1.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $0.15 | 0.18 | -0.39 | 0.30 | 0.30 | 0.84 | 0.69 | 0.00 | $0.00 | 30.00 | 1 | 22.0 | 2185.000 | 0.15 | 2024-06-18 |
| PSNY240719P00001000 | PSNY | PUT | Long | 1.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.30 | 0.30 | 0.84 | 0.84 | 0.00 | $0.00 | 30.00 | 0 | 2.0 | 2184.000 | -0.00 | 2024-06-17 |