| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-03-06 | RGTI | RGTI240419P00002000 | 2.00 | 11.0 | 7.000 | 1.594 | 0.488 | 0.0 | 0.2 | 0.000 | 0.280 | 0.470 | 0.45 | 1.80 | 2024-04-19 | PUT | Long | 0.493 | 0.507 | 0.134 |
| 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 | RGTI | 0.909 | 0.116 | 0.795 | 0.320 | 0.795 | 0.382 | 11.13 | -6.255 | 0.0000 | 0.69 | 11.13 | 21 | 1y | 1.34 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| RGTI240419P00002000 | RGTI | PUT | Long | 2.00 | None | $0.36 | 0.80 | $0.61 | 0.34 | 10.57 | 0.45 | 0.81 | 1.78 | 1.17 | 0.36 | $36.00 | 45.00 | 43 | 12.0 | 594.000 | 0.61 | 2024-04-18 |
| RGTI240419P00002000 | RGTI | PUT | Long | 2.00 | None | $0.35 | 0.78 | $0.60 | 0.34 | 7.26 | 0.45 | 0.80 | 1.78 | 1.18 | 0.35 | $35.00 | 45.00 | 42 | 3.0 | 596.000 | 0.60 | 2024-04-17 |
| RGTI240419P00002000 | RGTI | PUT | Long | 2.00 | None | $0.35 | 0.78 | $0.57 | 0.32 | 3.13 | 0.45 | 0.80 | 1.78 | 1.21 | 0.35 | $35.00 | 45.00 | 41 | 16.0 | 611.000 | 0.57 | 2024-04-16 |
| RGTI240419P00002000 | RGTI | PUT | Long | 2.00 | None | $0.50 | 1.11 | $0.70 | 0.39 | 3.23 | 0.45 | 0.95 | 1.78 | 1.08 | 0.50 | $50.00 | 45.00 | 40 | 19.0 | 626.000 | 0.70 | 2024-04-15 |
| RGTI240419P00002000 | RGTI | PUT | Long | 2.00 | None | $0.40 | 0.89 | $0.60 | 0.34 | 1.26 | 0.45 | 0.85 | 1.78 | 1.18 | 0.40 | $40.00 | 45.00 | 37 | 28.0 | 670.000 | 0.60 | 2024-04-12 |
| RGTI240419P00002000 | RGTI | PUT | Long | 2.00 | None | $0.33 | 0.73 | $0.53 | 0.30 | 4.07 | 0.45 | 0.78 | 1.78 | 1.25 | 0.33 | $33.00 | 45.00 | 36 | 39.0 | 709.000 | 0.53 | 2024-04-11 |
| RGTI240419P00002000 | RGTI | PUT | Long | 2.00 | None | $0.05 | 0.11 | $0.52 | 0.29 | 0.20 | 0.45 | 0.50 | 1.78 | 1.26 | 0.05 | $5.00 | 45.00 | 35 | 1.0 | 709.000 | 0.52 | 2024-04-10 |
| RGTI240419P00002000 | RGTI | PUT | Long | 2.00 | None | $0.05 | 0.11 | $0.43 | 0.24 | 1.01 | 0.45 | 0.50 | 1.78 | 1.35 | 0.05 | $5.00 | 45.00 | 34 | 1.0 | 709.000 | 0.43 | 2024-04-09 |
| RGTI240419P00002000 | RGTI | PUT | Long | 2.00 | None | $0.05 | 0.11 | $0.42 | 0.24 | 0.32 | 0.45 | 0.50 | 1.78 | 1.36 | 0.05 | $5.00 | 45.00 | 33 | 1.0 | 709.000 | 0.42 | 2024-04-08 |
| RGTI240419P00002000 | RGTI | PUT | Long | 2.00 | None | $0.05 | 0.11 | $0.44 | 0.25 | 2.54 | 0.45 | 0.50 | 1.78 | 1.34 | 0.05 | $5.00 | 45.00 | 30 | 1.0 | 709.000 | 0.44 | 2024-04-05 |
| RGTI240419P00002000 | RGTI | PUT | Long | 2.00 | None | $0.15 | 0.33 | $0.39 | 0.22 | 0.07 | 0.45 | 0.60 | 1.78 | 1.39 | 0.15 | $15.00 | 45.00 | 29 | 10.0 | 698.000 | 0.39 | 2024-04-04 |
| RGTI240419P00002000 | RGTI | PUT | Long | 2.00 | None | $0.15 | 0.33 | $0.38 | 0.21 | -1.06 | 0.45 | 0.60 | 1.78 | 1.40 | 0.15 | $15.00 | 45.00 | 28 | 4.0 | 698.000 | 0.38 | 2024-04-03 |
| RGTI240419P00002000 | RGTI | PUT | Long | 2.00 | None | $0.15 | 0.33 | $0.41 | 0.23 | 0.07 | 0.45 | 0.60 | 1.78 | 1.37 | 0.15 | $15.00 | 45.00 | 27 | 4.0 | 697.000 | 0.41 | 2024-04-02 |
| RGTI240419P00002000 | RGTI | PUT | Long | 2.00 | None | $0.08 | 0.18 | $0.32 | 0.18 | -0.24 | 0.45 | 0.53 | 1.78 | 1.46 | 0.08 | $8.00 | 45.00 | 26 | 3.0 | 697.000 | 0.32 | 2024-04-01 |
| RGTI240419P00002000 | RGTI | PUT | Long | 2.00 | None | $0.05 | 0.11 | $0.25 | 0.14 | -0.48 | 0.45 | 0.50 | 1.78 | 1.53 | 0.05 | $5.00 | 45.00 | 25 | 5.0 | 701.000 | 0.25 | 2024-03-31 |
| RGTI240419P00002000 | RGTI | PUT | Long | 2.00 | None | $0.05 | 0.11 | $0.25 | 0.14 | -0.52 | 0.45 | 0.50 | 1.78 | 1.53 | 0.05 | $5.00 | 45.00 | 24 | 5.0 | 701.000 | 0.25 | 2024-03-30 |
| RGTI240419P00002000 | RGTI | PUT | Long | 2.00 | None | $0.05 | 0.11 | $0.25 | 0.14 | -0.56 | 0.45 | 0.50 | 1.78 | 1.53 | 0.05 | $5.00 | 45.00 | 23 | 5.0 | 701.000 | 0.25 | 2024-03-29 |
| RGTI240419P00002000 | RGTI | PUT | Long | 2.00 | None | $0.05 | 0.11 | $0.25 | 0.14 | -0.57 | 0.45 | 0.50 | 1.78 | 1.53 | 0.05 | $5.00 | 45.00 | 22 | 5.0 | 701.000 | 0.25 | 2024-03-28 |
| RGTI240419P00002000 | RGTI | PUT | Long | 2.00 | None | $0.05 | 0.11 | $0.24 | 0.13 | -0.30 | 0.45 | 0.50 | 1.78 | 1.54 | 0.05 | $5.00 | 45.00 | 21 | 1.0 | 701.000 | 0.24 | 2024-03-27 |
| RGTI240419P00002000 | RGTI | PUT | Long | 2.00 | None | $0.05 | 0.11 | $0.27 | 0.15 | -0.84 | 0.45 | 0.50 | 1.78 | 1.51 | 0.05 | $5.00 | 45.00 | 20 | 35.0 | 676.000 | 0.27 | 2024-03-26 |
| RGTI240419P00002000 | RGTI | PUT | Long | 2.00 | None | $-0.05 | -0.11 | $0.14 | 0.08 | -0.73 | 0.45 | 0.40 | 1.78 | 1.64 | -0.05 | $-5.00 | 45.00 | 19 | 1.0 | 677.000 | 0.14 | 2024-03-25 |
| RGTI240419P00002000 | RGTI | PUT | Long | 2.00 | None | $-0.05 | -0.11 | $0.15 | 0.08 | -0.65 | 0.45 | 0.40 | 1.78 | 1.63 | -0.05 | $-5.00 | 45.00 | 16 | 6.0 | 672.000 | 0.15 | 2024-03-22 |
| RGTI240419P00002000 | RGTI | PUT | Long | 2.00 | None | $-0.05 | -0.11 | $0.09 | 0.05 | -0.56 | 0.45 | 0.40 | 1.78 | 1.69 | -0.05 | $-5.00 | 45.00 | 15 | 47.0 | 665.000 | 0.09 | 2024-03-21 |
| RGTI240419P00002000 | RGTI | PUT | Long | 2.00 | None | $-0.05 | -0.11 | $0.07 | 0.04 | -0.50 | 0.45 | 0.40 | 1.78 | 1.71 | -0.05 | $-5.00 | 45.00 | 14 | 31.0 | 652.000 | 0.07 | 2024-03-20 |
| RGTI240419P00002000 | RGTI | PUT | Long | 2.00 | None | $-0.10 | -0.22 | $0.03 | 0.02 | -0.39 | 0.45 | 0.35 | 1.78 | 1.75 | -0.10 | $-10.00 | 45.00 | 13 | 14.0 | 638.000 | 0.03 | 2024-03-19 |
| RGTI240419P00002000 | RGTI | PUT | Long | 2.00 | None | $-0.20 | -0.44 | $-0.25 | -0.14 | -0.56 | 0.45 | 0.25 | 1.78 | 2.03 | -0.20 | $-20.00 | 45.00 | 12 | 165.0 | 480.000 | -0.25 | 2024-03-18 |
| RGTI240419P00002000 | RGTI | PUT | Long | 2.00 | None | $-0.17 | -0.38 | $-0.19 | -0.11 | -0.52 | 0.45 | 0.28 | 1.78 | 1.97 | -0.17 | $-17.00 | 45.00 | 9 | 225.0 | 276.000 | -0.19 | 2024-03-15 |
| RGTI240419P00002000 | RGTI | PUT | Long | 2.00 | None | $-0.10 | -0.22 | $-0.20 | -0.11 | -0.10 | 0.45 | 0.35 | 1.78 | 1.98 | -0.10 | $-10.00 | 45.00 | 8 | 4.0 | 274.000 | -0.20 | 2024-03-14 |
| RGTI240419P00002000 | RGTI | PUT | Long | 2.00 | None | $-0.10 | -0.22 | $-0.26 | -0.15 | -0.20 | 0.45 | 0.35 | 1.78 | 2.04 | -0.10 | $-10.00 | 45.00 | 7 | 17.0 | 269.000 | -0.26 | 2024-03-13 |
| RGTI240419P00002000 | RGTI | PUT | Long | 2.00 | None | $-0.15 | -0.33 | $-0.43 | -0.24 | 0.00 | 0.45 | 0.30 | 1.78 | 2.21 | -0.15 | $-15.00 | 45.00 | 6 | 265.0 | 22.000 | -0.43 | 2024-03-12 |
| RGTI240419P00002000 | RGTI | PUT | Long | 2.00 | None | $-0.05 | -0.11 | $-0.08 | -0.04 | -0.16 | 0.45 | 0.40 | 1.78 | 1.86 | -0.05 | $-5.00 | 45.00 | 5 | 4.0 | 21.000 | -0.08 | 2024-03-11 |
| RGTI240419P00002000 | RGTI | PUT | Long | 2.00 | None | $-0.05 | -0.11 | $-0.20 | -0.11 | -0.20 | 0.45 | 0.40 | 1.78 | 1.98 | -0.05 | $-5.00 | 45.00 | 2 | 5.0 | 17.000 | -0.20 | 2024-03-08 |
| RGTI240419P00002000 | RGTI | PUT | Long | 2.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.06 | $0.00 | 0.00 | $-0.30 | -0.17 | 0.11 | 0.45 | 0.45 | 1.78 | 2.08 | 0.00 | $0.00 | 45.00 | 1 | 11.0 | 17.000 | -0.30 | 2024-03-07 |
| RGTI240419P00002000 | RGTI | PUT | Long | 2.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.45 | 0.45 | 1.78 | 1.78 | 0.00 | $0.00 | 45.00 | 0 | 11.0 | 7.000 | -0.00 | 2024-03-06 |