| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-15 | QBTS | QBTS240816P00001500 | 1.50 | 110.0 | 32.000 | 0.664 | 0.354 | 0.0 | 0.1 | 0.000 | 0.080 | 0.180 | 0.35 | 1.39 | 2024-08-16 | PUT | Long | 0.340 | 0.355 | 0.099 |
| 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 | QBTS | 0.909 | 0.139 | 0.714 | 0.317 | 0.714 | 0.291 | 8.40 | -9.445 | 0.0000 | 0.69 | 8.40 | 21 | 1y | 1.30 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| QBTS240816P00001500 | QBTS | PUT | Long | 1.50 | None | $0.23 | 0.66 | $0.39 | 0.29 | 8.76 | 0.35 | 0.58 | 1.33 | 0.94 | 0.23 | $23.00 | 35.00 | 31 | 1.0 | 11.000 | 0.39 | 2024-08-15 |
| QBTS240816P00001500 | QBTS | PUT | Long | 1.50 | None | $0.23 | 0.66 | $0.43 | 0.32 | 4.38 | 0.35 | 0.58 | 1.33 | 0.90 | 0.23 | $23.00 | 35.00 | 30 | 1.0 | 249.000 | 0.43 | 2024-08-14 |
| QBTS240816P00001500 | QBTS | PUT | Long | 1.50 | None | $0.23 | 0.66 | $0.39 | 0.29 | 7.13 | 0.35 | 0.58 | 1.33 | 0.94 | 0.23 | $23.00 | 35.00 | 29 | 1.0 | 250.000 | 0.39 | 2024-08-13 |
| QBTS240816P00001500 | QBTS | PUT | Long | 1.50 | None | $0.25 | 0.71 | $0.45 | 0.34 | 5.41 | 0.35 | 0.60 | 1.33 | 0.88 | 0.25 | $25.00 | 35.00 | 28 | 12.0 | 250.000 | 0.45 | 2024-08-12 |
| QBTS240816P00001500 | QBTS | PUT | Long | 1.50 | None | $0.25 | 0.71 | $0.49 | 0.37 | 3.48 | 0.35 | 0.60 | 1.33 | 0.84 | 0.25 | $25.00 | 35.00 | 25 | 12.0 | 250.000 | 0.49 | 2024-08-09 |
| QBTS240816P00001500 | QBTS | PUT | Long | 1.50 | None | $0.25 | 0.71 | $0.53 | 0.40 | 4.70 | 0.35 | 0.60 | 1.33 | 0.80 | 0.25 | $25.00 | 35.00 | 24 | 12.0 | 250.000 | 0.53 | 2024-08-08 |
| QBTS240816P00001500 | QBTS | PUT | Long | 1.50 | None | $0.25 | 0.71 | $0.52 | 0.39 | 4.51 | 0.35 | 0.60 | 1.33 | 0.81 | 0.25 | $25.00 | 35.00 | 23 | 12.0 | 250.000 | 0.52 | 2024-08-07 |
| QBTS240816P00001500 | QBTS | PUT | Long | 1.50 | None | $0.25 | 0.71 | $0.46 | 0.35 | 8.26 | 0.35 | 0.60 | 1.33 | 0.87 | 0.25 | $25.00 | 35.00 | 22 | 12.0 | 250.000 | 0.46 | 2024-08-06 |
| QBTS240816P00001500 | QBTS | PUT | Long | 1.50 | None | $0.20 | 0.57 | $0.31 | 0.23 | 1.91 | 0.35 | 0.55 | 1.33 | 1.02 | 0.20 | $20.00 | 35.00 | 14 | 100.0 | 254.000 | 0.31 | 2024-07-29 |
| QBTS240816P00001500 | QBTS | PUT | Long | 1.50 | None | $0.20 | 0.57 | $0.33 | 0.25 | 1.54 | 0.35 | 0.55 | 1.33 | 1.00 | 0.20 | $20.00 | 35.00 | 11 | 100.0 | 254.000 | 0.33 | 2024-07-26 |
| QBTS240816P00001500 | QBTS | PUT | Long | 1.50 | None | $0.20 | 0.57 | $0.30 | 0.23 | 1.65 | 0.35 | 0.55 | 1.33 | 1.03 | 0.20 | $20.00 | 35.00 | 10 | 100.0 | 254.000 | 0.30 | 2024-07-25 |
| QBTS240816P00001500 | QBTS | PUT | Long | 1.50 | None | $0.20 | 0.57 | $0.35 | 0.26 | 0.76 | 0.35 | 0.55 | 1.33 | 0.98 | 0.20 | $20.00 | 35.00 | 9 | 100.0 | 254.000 | 0.35 | 2024-07-24 |
| QBTS240816P00001500 | QBTS | PUT | Long | 1.50 | None | $0.20 | 0.57 | $0.24 | 0.18 | -0.07 | 0.35 | 0.55 | 1.33 | 1.09 | 0.20 | $20.00 | 35.00 | 8 | 100.0 | 254.000 | 0.24 | 2024-07-23 |
| QBTS240816P00001500 | QBTS | PUT | Long | 1.50 | None | $0.20 | 0.57 | $0.32 | 0.24 | 1.35 | 0.35 | 0.55 | 1.33 | 1.01 | 0.20 | $20.00 | 35.00 | 7 | 100.0 | 154.000 | 0.32 | 2024-07-22 |
| QBTS240816P00001500 | QBTS | PUT | Long | 1.50 | None | $0.10 | 0.29 | $0.29 | 0.22 | 0.48 | 0.35 | 0.45 | 1.33 | 1.04 | 0.10 | $10.00 | 35.00 | 4 | 1.0 | 154.000 | 0.29 | 2024-07-19 |
| QBTS240816P00001500 | QBTS | PUT | Long | 1.50 | None | $0.10 | 0.29 | $0.26 | 0.20 | 0.62 | 0.35 | 0.45 | 1.33 | 1.07 | 0.10 | $10.00 | 35.00 | 3 | 1.0 | 153.000 | 0.26 | 2024-07-18 |
| QBTS240816P00001500 | QBTS | PUT | Long | 1.50 | Underlying has moved in favorable position (0.1353383458646616541353383459) however, position is suffering from IV crush;Exit OP PnL: $-0.05;Exit EQ PnL: 0.18 | $-0.05 | -0.14 | $0.19 | 0.14 | -0.05 | 0.35 | 0.30 | 1.33 | 1.14 | -0.05 | $-5.00 | 35.00 | 2 | 2.0 | 153.000 | 0.19 | 2024-07-17 |
| QBTS240816P00001500 | QBTS | PUT | Long | 1.50 | None | $0.00 | 0.00 | $0.06 | 0.05 | 0.63 | 0.35 | 0.35 | 1.33 | 1.27 | 0.00 | $0.00 | 35.00 | 1 | 1.0 | 152.000 | 0.06 | 2024-07-16 |
| QBTS240816P00001500 | QBTS | PUT | Long | 1.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.35 | 0.35 | 1.33 | 1.33 | 0.00 | $0.00 | 35.00 | 0 | 130.0 | 32.000 | -0.00 | 2024-07-15 |