| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-12-04 | PSTG | PSTG250321P00065000 | 65.00 | 15.0 | 131.000 | 0.448 | 0.379 | 5.2 | 4.0 | -0.020 | 6.040 | 4.840 | 5.75 | 65.49 | 2025-03-21 | PUT | Long | 0.196 | 0.278 | 0.219 |
| 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 | PSTG | 0.909 | 0.084 | 0.260 | 0.140 | 0.235 | 0.086 | 65.76 | 0.022 | 0.0000 | 34.82 | 68.35 | 21 | 1y | 52.55 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PSTG250321P00065000 | PSTG | PUT | Long | 65.00 | None | $0.05 | 0.01 | $0.87 | 0.01 | -0.00 | 5.75 | 5.80 | 65.27 | 64.40 | 0.05 | $5.00 | 575.00 | 16 | 50.0 | 344.000 | 0.87 | 2024-12-20 |
| PSTG250321P00065000 | PSTG | PUT | Long | 65.00 | None | $1.57 | 0.27 | $2.94 | 0.05 | 0.02 | 5.75 | 7.32 | 65.27 | 62.33 | 1.57 | $157.00 | 575.00 | 15 | 37.0 | 344.000 | 2.94 | 2024-12-19 |
| PSTG250321P00065000 | PSTG | PUT | Long | 65.00 | None | $-0.15 | -0.03 | $2.66 | 0.04 | -0.02 | 5.75 | 5.60 | 65.27 | 62.61 | -0.15 | $-15.00 | 575.00 | 14 | 67.0 | 335.000 | 2.66 | 2024-12-18 |
| PSTG250321P00065000 | PSTG | PUT | Long | 65.00 | None | $-0.15 | -0.03 | $-0.50 | -0.01 | 0.02 | 5.75 | 5.60 | 65.27 | 65.77 | -0.15 | $-15.00 | 575.00 | 13 | 44.0 | 323.000 | -0.50 | 2024-12-17 |
| PSTG250321P00065000 | PSTG | PUT | Long | 65.00 | None | $-0.59 | -0.10 | $-1.35 | -0.02 | 0.01 | 5.75 | 5.16 | 65.27 | 66.62 | -0.59 | $-59.00 | 575.00 | 12 | 31.0 | 311.000 | -1.35 | 2024-12-16 |
| PSTG250321P00065000 | PSTG | PUT | Long | 65.00 | None | $1.25 | 0.22 | $1.55 | 0.02 | -0.02 | 5.75 | 7.00 | 65.27 | 63.72 | 1.25 | $125.00 | 575.00 | 9 | 3.0 | 311.000 | 1.55 | 2024-12-13 |
| PSTG250321P00065000 | PSTG | PUT | Long | 65.00 | None | $1.25 | 0.22 | $2.73 | 0.04 | 0.00 | 5.75 | 7.00 | 65.27 | 62.54 | 1.25 | $125.00 | 575.00 | 8 | 3.0 | 311.000 | 2.73 | 2024-12-12 |
| PSTG250321P00065000 | PSTG | PUT | Long | 65.00 | None | $1.25 | 0.22 | $3.27 | 0.05 | -0.02 | 5.75 | 7.00 | 65.27 | 62.00 | 1.25 | $125.00 | 575.00 | 7 | 3.0 | 311.000 | 3.27 | 2024-12-11 |
| PSTG250321P00065000 | PSTG | PUT | Long | 65.00 | None | $0.43 | 0.07 | $4.98 | 0.08 | -0.01 | 5.75 | 6.18 | 65.27 | 60.29 | 0.43 | $43.00 | 575.00 | 6 | 8.0 | 311.000 | 4.98 | 2024-12-10 |
| PSTG250321P00065000 | PSTG | PUT | Long | 65.00 | None | $0.43 | 0.07 | $1.46 | 0.02 | -0.02 | 5.75 | 6.18 | 65.27 | 63.81 | 0.43 | $43.00 | 575.00 | 5 | 8.0 | 311.000 | 1.46 | 2024-12-09 |
| PSTG250321P00065000 | PSTG | PUT | Long | 65.00 | None | $-0.05 | -0.01 | $0.35 | 0.01 | 0.02 | 5.75 | 5.70 | 65.27 | 64.92 | -0.05 | $-5.00 | 575.00 | 4 | 20.0 | 295.000 | 0.35 | 2024-12-08 |
| PSTG250321P00065000 | PSTG | PUT | Long | 65.00 | None | $-0.05 | -0.01 | $0.35 | 0.01 | -0.01 | 5.75 | 5.70 | 65.27 | 64.92 | -0.05 | $-5.00 | 575.00 | 2 | 20.0 | 295.000 | 0.35 | 2024-12-06 |
| PSTG250321P00065000 | PSTG | PUT | Long | 65.00 | None | $0.65 | 0.11 | $2.71 | 0.04 | -0.04 | 5.75 | 6.40 | 65.27 | 62.56 | 0.65 | $65.00 | 575.00 | 1 | 159.0 | 154.000 | 2.71 | 2024-12-05 |
| PSTG250321P00065000 | PSTG | PUT | Long | 65.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 5.75 | 5.75 | 65.27 | 65.27 | 0.00 | $0.00 | 575.00 | 0 | 15.0 | 131.000 | -0.00 | 2024-12-04 |