| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-06-12 | RNA | RNA240719P00037000 | 37.00 | 28.0 | 10.000 | 0.705 | 0.441 | 3.0 | 1.5 | -0.070 | 4.280 | 2.720 | 2.95 | 38.36 | 2024-07-19 | PUT | Long | 0.281 | 0.448 | 0.415 |
| 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 | RNA | 0.727 | 0.126 | 0.329 | 0.209 | 0.147 | -0.112 | 32.74 | -22.199 | 0.0000 | 8.40 | 52.50 | 21 | 1y | 46.08 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| RNA240719P00037000 | RNA | PUT | Long | 37.00 | None | $-2.80 | -0.95 | $-6.41 | -0.17 | 1.23 | 2.95 | 0.15 | 38.36 | 44.77 | -2.80 | $-280.00 | 295.00 | 36 | 1.0 | 31.000 | -6.41 | 2024-07-18 |
| RNA240719P00037000 | RNA | PUT | Long | 37.00 | None | $-2.80 | -0.95 | $-6.77 | -0.18 | 0.93 | 2.95 | 0.15 | 38.36 | 45.13 | -2.80 | $-280.00 | 295.00 | 35 | 1.0 | 31.000 | -6.77 | 2024-07-17 |
| RNA240719P00037000 | RNA | PUT | Long | 37.00 | None | $-2.80 | -0.95 | $-8.32 | -0.22 | 0.88 | 2.95 | 0.15 | 38.36 | 46.68 | -2.80 | $-280.00 | 295.00 | 34 | 1.0 | 31.000 | -8.32 | 2024-07-16 |
| RNA240719P00037000 | RNA | PUT | Long | 37.00 | None | $-2.45 | -0.83 | $-7.26 | -0.19 | 1.01 | 2.95 | 0.50 | 38.36 | 45.62 | -2.45 | $-245.00 | 295.00 | 33 | 10.0 | 31.000 | -7.26 | 2024-07-15 |
| RNA240719P00037000 | RNA | PUT | Long | 37.00 | None | $-1.55 | -0.53 | $-6.44 | -0.17 | 0.69 | 2.95 | 1.40 | 38.36 | 44.80 | -1.55 | $-155.00 | 295.00 | 30 | 1.0 | 31.000 | -6.44 | 2024-07-12 |
| RNA240719P00037000 | RNA | PUT | Long | 37.00 | None | $-1.55 | -0.53 | $-5.95 | -0.16 | 0.04 | 2.95 | 1.40 | 38.36 | 44.31 | -1.55 | $-155.00 | 295.00 | 29 | 1.0 | 31.000 | -5.95 | 2024-07-11 |
| RNA240719P00037000 | RNA | PUT | Long | 37.00 | None | $-1.55 | -0.53 | $-4.17 | -0.11 | 0.19 | 2.95 | 1.40 | 38.36 | 42.53 | -1.55 | $-155.00 | 295.00 | 28 | 1.0 | 31.000 | -4.17 | 2024-07-10 |
| RNA240719P00037000 | RNA | PUT | Long | 37.00 | None | $-1.55 | -0.53 | $-2.01 | -0.05 | -0.13 | 2.95 | 1.40 | 38.36 | 40.37 | -1.55 | $-155.00 | 295.00 | 27 | 1.0 | 31.000 | -2.01 | 2024-07-09 |
| RNA240719P00037000 | RNA | PUT | Long | 37.00 | None | $-1.55 | -0.53 | $-0.26 | -0.01 | 0.12 | 2.95 | 1.40 | 38.36 | 38.62 | -1.55 | $-155.00 | 295.00 | 26 | 1.0 | 31.000 | -0.26 | 2024-07-08 |
| RNA240719P00037000 | RNA | PUT | Long | 37.00 | None | $-1.05 | -0.36 | $-0.64 | -0.02 | -0.11 | 2.95 | 1.90 | 38.36 | 39.00 | -1.05 | $-105.00 | 295.00 | 23 | 1.0 | 31.000 | -0.64 | 2024-07-05 |
| RNA240719P00037000 | RNA | PUT | Long | 37.00 | None | $-1.05 | -0.36 | $1.15 | 0.03 | 0.03 | 2.95 | 1.90 | 38.36 | 37.21 | -1.05 | $-105.00 | 295.00 | 22 | 1.0 | 31.000 | 1.15 | 2024-07-04 |
| RNA240719P00037000 | RNA | PUT | Long | 37.00 | None | $-1.05 | -0.36 | $1.15 | 0.03 | 0.01 | 2.95 | 1.90 | 38.36 | 37.21 | -1.05 | $-105.00 | 295.00 | 21 | 1.0 | 31.000 | 1.15 | 2024-07-03 |
| RNA240719P00037000 | RNA | PUT | Long | 37.00 | None | $-2.40 | -0.81 | $-0.44 | -0.01 | -0.02 | 2.95 | 0.55 | 38.36 | 38.80 | -2.40 | $-240.00 | 295.00 | 20 | 18.0 | 34.000 | -0.44 | 2024-07-02 |
| RNA240719P00037000 | RNA | PUT | Long | 37.00 | None | $-2.07 | -0.70 | $-2.92 | -0.08 | 0.12 | 2.95 | 0.88 | 38.36 | 41.28 | -2.07 | $-207.00 | 295.00 | 19 | 10.0 | 34.000 | -2.92 | 2024-07-01 |
| RNA240719P00037000 | RNA | PUT | Long | 37.00 | None | $-2.07 | -0.70 | $-2.49 | -0.06 | -0.18 | 2.95 | 0.88 | 38.36 | 40.85 | -2.07 | $-207.00 | 295.00 | 16 | 10.0 | 34.000 | -2.49 | 2024-06-28 |
| RNA240719P00037000 | RNA | PUT | Long | 37.00 | None | $-2.07 | -0.70 | $-2.18 | -0.06 | 0.12 | 2.95 | 0.88 | 38.36 | 40.54 | -2.07 | $-207.00 | 295.00 | 15 | 10.0 | 24.000 | -2.18 | 2024-06-27 |
| RNA240719P00037000 | RNA | PUT | Long | 37.00 | None | $-1.45 | -0.49 | $-1.91 | -0.05 | -0.03 | 2.95 | 1.50 | 38.36 | 40.27 | -1.45 | $-145.00 | 295.00 | 13 | 11.0 | 24.000 | -1.91 | 2024-06-25 |
| RNA240719P00037000 | RNA | PUT | Long | 37.00 | None | $-1.45 | -0.49 | $-1.30 | -0.03 | 0.01 | 2.95 | 1.50 | 38.36 | 39.66 | -1.45 | $-145.00 | 295.00 | 12 | 11.0 | 24.000 | -1.30 | 2024-06-24 |
| RNA240719P00037000 | RNA | PUT | Long | 37.00 | None | $-1.14 | -0.39 | $0.03 | 0.00 | -0.08 | 2.95 | 1.81 | 38.36 | 38.33 | -1.14 | $-114.00 | 295.00 | 6 | 13.0 | 24.000 | 0.03 | 2024-06-18 |
| RNA240719P00037000 | RNA | PUT | Long | 37.00 | None | $-1.14 | -0.39 | $-1.24 | -0.03 | -0.03 | 2.95 | 1.81 | 38.36 | 39.60 | -1.14 | $-114.00 | 295.00 | 5 | 13.0 | 27.000 | -1.24 | 2024-06-17 |
| RNA240719P00037000 | RNA | PUT | Long | 37.00 | None | $-1.10 | -0.37 | $-1.28 | -0.03 | -0.20 | 2.95 | 1.85 | 38.36 | 39.64 | -1.10 | $-110.00 | 295.00 | 2 | 1.0 | 27.000 | -1.28 | 2024-06-14 |
| RNA240719P00037000 | RNA | PUT | Long | 37.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -1.19 | $-1.10 | -0.37 | $-1.60 | -0.04 | -0.04 | 2.95 | 1.85 | 38.36 | 39.96 | -1.10 | $-110.00 | 295.00 | 1 | 1.0 | 27.000 | -1.60 | 2024-06-13 |
| RNA240719P00037000 | RNA | PUT | Long | 37.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 2.95 | 2.95 | 38.36 | 38.36 | 0.00 | $0.00 | 295.00 | 0 | 28.0 | 10.000 | -0.00 | 2024-06-12 |