| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-08-12 | RGTI | RGTI240920P00001000 | 1.00 | 25.0 | 13.000 | 0.578 | 0.439 | 0.0 | 0.1 | 0.000 | 0.030 | 0.120 | 0.20 | 0.91 | 2024-09-20 | PUT | Long | 0.426 | 0.435 | 0.081 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| RGTI240920P00001000 | RGTI | PUT | Long | 1.00 | None | $-0.04 | -0.20 | $0.03 | 0.04 | 4.09 | 0.20 | 0.16 | 0.85 | 0.82 | -0.04 | $-4.00 | 20.00 | 38 | 10.0 | 52.000 | 0.03 | 2024-09-19 |
| RGTI240920P00001000 | RGTI | PUT | Long | 1.00 | None | $-0.04 | -0.20 | $0.03 | 0.04 | 3.22 | 0.20 | 0.16 | 0.85 | 0.82 | -0.04 | $-4.00 | 20.00 | 37 | 10.0 | 52.000 | 0.03 | 2024-09-18 |
| RGTI240920P00001000 | RGTI | PUT | Long | 1.00 | None | $-0.02 | -0.10 | $0.01 | 0.01 | 2.97 | 0.20 | 0.18 | 0.85 | 0.84 | -0.02 | $-2.00 | 20.00 | 36 | 7.0 | 52.000 | 0.01 | 2024-09-17 |
| RGTI240920P00001000 | RGTI | PUT | Long | 1.00 | None | $-0.02 | -0.10 | $0.03 | 0.04 | 3.59 | 0.20 | 0.18 | 0.85 | 0.82 | -0.02 | $-2.00 | 20.00 | 35 | 7.0 | 52.000 | 0.03 | 2024-09-16 |
| RGTI240920P00001000 | RGTI | PUT | Long | 1.00 | None | $-0.02 | -0.10 | $-0.00 | -0.00 | 1.22 | 0.20 | 0.18 | 0.85 | 0.85 | -0.02 | $-2.00 | 20.00 | 33 | 7.0 | 54.000 | -0.00 | 2024-09-14 |
| RGTI240920P00001000 | RGTI | PUT | Long | 1.00 | None | $-0.02 | -0.10 | $-0.00 | -0.00 | 0.91 | 0.20 | 0.18 | 0.85 | 0.85 | -0.02 | $-2.00 | 20.00 | 32 | 7.0 | 54.000 | -0.00 | 2024-09-13 |
| RGTI240920P00001000 | RGTI | PUT | Long | 1.00 | None | $-0.02 | -0.10 | $0.03 | 0.04 | 3.34 | 0.20 | 0.18 | 0.85 | 0.82 | -0.02 | $-2.00 | 20.00 | 31 | 57.0 | 52.000 | 0.03 | 2024-09-12 |
| RGTI240920P00001000 | RGTI | PUT | Long | 1.00 | None | $0.10 | 0.50 | $0.05 | 0.06 | 0.50 | 0.20 | 0.30 | 0.85 | 0.80 | 0.10 | $10.00 | 20.00 | 30 | 2.0 | 51.000 | 0.05 | 2024-09-11 |
| RGTI240920P00001000 | RGTI | PUT | Long | 1.00 | None | $0.10 | 0.50 | $0.12 | 0.14 | 0.22 | 0.20 | 0.30 | 0.85 | 0.73 | 0.10 | $10.00 | 20.00 | 29 | 2.0 | 51.000 | 0.12 | 2024-09-10 |
| RGTI240920P00001000 | RGTI | PUT | Long | 1.00 | None | $0.10 | 0.50 | $0.16 | 0.19 | 1.22 | 0.20 | 0.30 | 0.85 | 0.69 | 0.10 | $10.00 | 20.00 | 28 | 2.0 | 51.000 | 0.16 | 2024-09-09 |
| RGTI240920P00001000 | RGTI | PUT | Long | 1.00 | None | $-0.06 | -0.30 | $0.10 | 0.12 | 2.59 | 0.20 | 0.14 | 0.85 | 0.75 | -0.06 | $-6.00 | 20.00 | 27 | 3.0 | 51.000 | 0.10 | 2024-09-08 |
| RGTI240920P00001000 | RGTI | PUT | Long | 1.00 | None | $-0.06 | -0.30 | $0.10 | 0.12 | 0.91 | 0.20 | 0.14 | 0.85 | 0.75 | -0.06 | $-6.00 | 20.00 | 25 | 3.0 | 51.000 | 0.10 | 2024-09-06 |
| RGTI240920P00001000 | RGTI | PUT | Long | 1.00 | None | $-0.06 | -0.30 | $0.05 | 0.06 | 0.53 | 0.20 | 0.14 | 0.85 | 0.80 | -0.06 | $-6.00 | 20.00 | 24 | 3.0 | 51.000 | 0.05 | 2024-09-05 |
| RGTI240920P00001000 | RGTI | PUT | Long | 1.00 | None | $-0.06 | -0.30 | $0.02 | 0.02 | 0.81 | 0.20 | 0.14 | 0.85 | 0.83 | -0.06 | $-6.00 | 20.00 | 23 | 3.0 | 51.000 | 0.02 | 2024-09-04 |
| RGTI240920P00001000 | RGTI | PUT | Long | 1.00 | None | $-0.05 | -0.25 | $-0.07 | -0.08 | -0.62 | 0.20 | 0.15 | 0.85 | 0.92 | -0.05 | $-5.00 | 20.00 | 19 | 1.0 | 51.000 | -0.07 | 2024-08-31 |
| RGTI240920P00001000 | RGTI | PUT | Long | 1.00 | None | $-0.05 | -0.25 | $-0.07 | -0.08 | -0.66 | 0.20 | 0.15 | 0.85 | 0.92 | -0.05 | $-5.00 | 20.00 | 18 | 1.0 | 51.000 | -0.07 | 2024-08-30 |
| RGTI240920P00001000 | RGTI | PUT | Long | 1.00 | None | $-0.05 | -0.25 | $-0.03 | -0.04 | -0.34 | 0.20 | 0.15 | 0.85 | 0.88 | -0.05 | $-5.00 | 20.00 | 17 | 4.0 | 50.000 | -0.03 | 2024-08-29 |
| RGTI240920P00001000 | RGTI | PUT | Long | 1.00 | None | $-0.05 | -0.25 | $-0.01 | -0.01 | 0.66 | 0.20 | 0.15 | 0.85 | 0.86 | -0.05 | $-5.00 | 20.00 | 16 | 4.0 | 50.000 | -0.01 | 2024-08-28 |
| RGTI240920P00001000 | RGTI | PUT | Long | 1.00 | None | $-0.05 | -0.25 | $-0.08 | -0.09 | -1.16 | 0.20 | 0.15 | 0.85 | 0.93 | -0.05 | $-5.00 | 20.00 | 15 | 4.0 | 50.000 | -0.08 | 2024-08-27 |
| RGTI240920P00001000 | RGTI | PUT | Long | 1.00 | None | $-0.05 | -0.25 | $-0.10 | -0.12 | 0.02 | 0.20 | 0.15 | 0.85 | 0.95 | -0.05 | $-5.00 | 20.00 | 14 | 4.0 | 51.000 | -0.10 | 2024-08-26 |
| RGTI240920P00001000 | RGTI | PUT | Long | 1.00 | None | $-0.05 | -0.25 | $-0.12 | -0.14 | -0.16 | 0.20 | 0.15 | 0.85 | 0.97 | -0.05 | $-5.00 | 20.00 | 13 | 2.0 | 51.000 | -0.12 | 2024-08-25 |
| RGTI240920P00001000 | RGTI | PUT | Long | 1.00 | None | $-0.05 | -0.25 | $-0.12 | -0.14 | -0.17 | 0.20 | 0.15 | 0.85 | 0.97 | -0.05 | $-5.00 | 20.00 | 12 | 2.0 | 51.000 | -0.12 | 2024-08-24 |
| RGTI240920P00001000 | RGTI | PUT | Long | 1.00 | None | $-0.05 | -0.25 | $-0.12 | -0.14 | -0.19 | 0.20 | 0.15 | 0.85 | 0.97 | -0.05 | $-5.00 | 20.00 | 11 | 2.0 | 51.000 | -0.12 | 2024-08-23 |
| RGTI240920P00001000 | RGTI | PUT | Long | 1.00 | None | $0.00 | 0.00 | $-0.06 | -0.07 | -0.03 | 0.20 | 0.20 | 0.85 | 0.91 | 0.00 | $0.00 | 20.00 | 10 | 1.0 | 51.000 | -0.06 | 2024-08-22 |
| RGTI240920P00001000 | RGTI | PUT | Long | 1.00 | None | $0.00 | 0.00 | $-0.08 | -0.09 | 0.06 | 0.20 | 0.20 | 0.85 | 0.93 | 0.00 | $0.00 | 20.00 | 9 | 1.0 | 51.000 | -0.08 | 2024-08-21 |
| RGTI240920P00001000 | RGTI | PUT | Long | 1.00 | None | $0.00 | 0.00 | $0.01 | 0.01 | 0.02 | 0.20 | 0.20 | 0.85 | 0.84 | 0.00 | $0.00 | 20.00 | 8 | 1.0 | 50.000 | 0.01 | 2024-08-20 |
| RGTI240920P00001000 | RGTI | PUT | Long | 1.00 | None | $-0.04 | -0.20 | $-0.02 | -0.02 | -0.03 | 0.20 | 0.16 | 0.85 | 0.87 | -0.04 | $-4.00 | 20.00 | 7 | 7.0 | 50.000 | -0.02 | 2024-08-19 |
| RGTI240920P00001000 | RGTI | PUT | Long | 1.00 | None | $-0.04 | -0.20 | $-0.05 | -0.06 | 0.33 | 0.20 | 0.16 | 0.85 | 0.90 | -0.04 | $-4.00 | 20.00 | 6 | 7.0 | 43.000 | -0.05 | 2024-08-18 |
| RGTI240920P00001000 | RGTI | PUT | Long | 1.00 | None | $-0.04 | -0.20 | $-0.05 | -0.06 | 0.30 | 0.20 | 0.16 | 0.85 | 0.90 | -0.04 | $-4.00 | 20.00 | 5 | 7.0 | 43.000 | -0.05 | 2024-08-17 |
| RGTI240920P00001000 | RGTI | PUT | Long | 1.00 | None | $-0.04 | -0.20 | $-0.05 | -0.06 | 3.39 | 0.20 | 0.16 | 0.85 | 0.90 | -0.04 | $-4.00 | 20.00 | 4 | 7.0 | 43.000 | -0.05 | 2024-08-16 |
| RGTI240920P00001000 | RGTI | PUT | Long | 1.00 | None | $0.00 | 0.00 | $-0.04 | -0.05 | 0.42 | 0.20 | 0.20 | 0.85 | 0.89 | 0.00 | $0.00 | 20.00 | 3 | 30.0 | 43.000 | -0.04 | 2024-08-15 |
| RGTI240920P00001000 | RGTI | PUT | Long | 1.00 | None | $0.00 | 0.00 | $0.01 | 0.01 | -0.59 | 0.20 | 0.20 | 0.85 | 0.84 | 0.00 | $0.00 | 20.00 | 2 | 30.0 | 43.000 | 0.01 | 2024-08-14 |
| RGTI240920P00001000 | RGTI | PUT | Long | 1.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.05 | $0.00 | 0.00 | $-0.05 | -0.06 | -0.22 | 0.20 | 0.20 | 0.85 | 0.90 | 0.00 | $0.00 | 20.00 | 1 | 30.0 | 43.000 | -0.05 | 2024-08-13 |
| RGTI240920P00001000 | RGTI | PUT | Long | 1.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.20 | 0.20 | 0.85 | 0.85 | 0.00 | $0.00 | 20.00 | 0 | 30.0 | 13.000 | -0.00 | 2024-08-12 |