| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-11-13 | RNA | RNA241220P00045000 | 45.00 | 5.0 | 345.000 | 0.715 | 0.275 | 8.7 | 0.0 | -0.010 | 9.770 | 1.070 | 1.40 | 53.52 | 2024-12-20 | PUT | Long | 0.275 | 0.299 | 0.123 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| RNA241220P00045000 | RNA | PUT | Long | 45.00 | None | $9.74 | 6.96 | $21.45 | 0.41 | 5.26 | 1.40 | 11.14 | 52.50 | 31.05 | 9.74 | $974.00 | 140.00 | 36 | 290.0 | 343.000 | 21.45 | 2024-12-19 |
| RNA241220P00045000 | RNA | PUT | Long | 45.00 | None | $9.74 | 6.96 | $21.80 | 0.42 | 2.51 | 1.40 | 11.14 | 52.50 | 30.70 | 9.74 | $974.00 | 140.00 | 35 | 290.0 | 485.000 | 21.80 | 2024-12-18 |
| RNA241220P00045000 | RNA | PUT | Long | 45.00 | None | $9.74 | 6.96 | $19.76 | 0.38 | 0.92 | 1.40 | 11.14 | 52.50 | 32.74 | 9.74 | $974.00 | 140.00 | 34 | 290.0 | 488.000 | 19.76 | 2024-12-17 |
| RNA241220P00045000 | RNA | PUT | Long | 45.00 | None | $9.74 | 6.96 | $19.11 | 0.36 | 1.83 | 1.40 | 11.14 | 52.50 | 33.39 | 9.74 | $974.00 | 140.00 | 33 | 290.0 | 488.000 | 19.11 | 2024-12-16 |
| RNA241220P00045000 | RNA | PUT | Long | 45.00 | None | $9.74 | 6.96 | $20.01 | 0.38 | 1.42 | 1.40 | 11.14 | 52.50 | 32.49 | 9.74 | $974.00 | 140.00 | 30 | 290.0 | 735.000 | 20.01 | 2024-12-13 |
| RNA241220P00045000 | RNA | PUT | Long | 45.00 | None | $4.75 | 3.39 | $18.74 | 0.36 | 0.39 | 1.40 | 6.15 | 52.50 | 33.76 | 4.75 | $475.00 | 140.00 | 29 | 25.0 | 500.000 | 18.74 | 2024-12-12 |
| RNA241220P00045000 | RNA | PUT | Long | 45.00 | None | $4.75 | 3.39 | $16.92 | 0.32 | 0.39 | 1.40 | 6.15 | 52.50 | 35.58 | 4.75 | $475.00 | 140.00 | 28 | 25.0 | 500.000 | 16.92 | 2024-12-11 |
| RNA241220P00045000 | RNA | PUT | Long | 45.00 | None | $4.75 | 3.39 | $16.40 | 0.31 | 0.22 | 1.40 | 6.15 | 52.50 | 36.10 | 4.75 | $475.00 | 140.00 | 27 | 25.0 | 500.000 | 16.40 | 2024-12-10 |
| RNA241220P00045000 | RNA | PUT | Long | 45.00 | None | $4.75 | 3.39 | $15.65 | 0.30 | -0.08 | 1.40 | 6.15 | 52.50 | 36.85 | 4.75 | $475.00 | 140.00 | 26 | 25.0 | 500.000 | 15.65 | 2024-12-09 |
| RNA241220P00045000 | RNA | PUT | Long | 45.00 | None | $4.75 | 3.39 | $14.23 | 0.27 | 0.61 | 1.40 | 6.15 | 52.50 | 38.27 | 4.75 | $475.00 | 140.00 | 25 | 25.0 | 500.000 | 14.23 | 2024-12-08 |
| RNA241220P00045000 | RNA | PUT | Long | 45.00 | None | $4.75 | 3.39 | $14.23 | 0.27 | 0.10 | 1.40 | 6.15 | 52.50 | 38.27 | 4.75 | $475.00 | 140.00 | 23 | 25.0 | 500.000 | 14.23 | 2024-12-06 |
| RNA241220P00045000 | RNA | PUT | Long | 45.00 | None | $4.75 | 3.39 | $15.62 | 0.30 | 0.10 | 1.40 | 6.15 | 52.50 | 36.88 | 4.75 | $475.00 | 140.00 | 22 | 25.0 | 500.000 | 15.62 | 2024-12-05 |
| RNA241220P00045000 | RNA | PUT | Long | 45.00 | None | $4.75 | 3.39 | $14.57 | 0.28 | 0.27 | 1.40 | 6.15 | 52.50 | 37.93 | 4.75 | $475.00 | 140.00 | 21 | 25.0 | 500.000 | 14.57 | 2024-12-04 |
| RNA241220P00045000 | RNA | PUT | Long | 45.00 | None | $4.75 | 3.39 | $14.02 | 0.27 | 0.06 | 1.40 | 6.15 | 52.50 | 38.48 | 4.75 | $475.00 | 140.00 | 20 | 25.0 | 511.000 | 14.02 | 2024-12-03 |
| RNA241220P00045000 | RNA | PUT | Long | 45.00 | None | $1.35 | 0.96 | $11.20 | 0.21 | -0.12 | 1.40 | 2.75 | 52.50 | 41.30 | 1.35 | $135.00 | 140.00 | 19 | 26.0 | 511.000 | 11.20 | 2024-12-02 |
| RNA241220P00045000 | RNA | PUT | Long | 45.00 | None | $1.35 | 0.96 | $9.47 | 0.18 | -0.75 | 1.40 | 2.75 | 52.50 | 43.03 | 1.35 | $135.00 | 140.00 | 18 | 26.0 | 0.000 | 9.47 | 2024-12-01 |
| RNA241220P00045000 | RNA | PUT | Long | 45.00 | None | $1.35 | 0.96 | $9.47 | 0.18 | -0.12 | 1.40 | 2.75 | 52.50 | 43.03 | 1.35 | $135.00 | 140.00 | 17 | 26.0 | 0.000 | 9.47 | 2024-11-30 |
| RNA241220P00045000 | RNA | PUT | Long | 45.00 | None | $1.35 | 0.96 | $9.17 | 0.17 | -0.10 | 1.40 | 2.75 | 52.50 | 43.33 | 1.35 | $135.00 | 140.00 | 15 | 26.0 | 511.000 | 9.17 | 2024-11-28 |
| RNA241220P00045000 | RNA | PUT | Long | 45.00 | None | $1.35 | 0.96 | $8.75 | 0.17 | -0.15 | 1.40 | 2.75 | 52.50 | 43.75 | 1.35 | $135.00 | 140.00 | 14 | 26.0 | 511.000 | 8.75 | 2024-11-27 |
| RNA241220P00045000 | RNA | PUT | Long | 45.00 | None | $1.35 | 0.96 | $8.70 | 0.17 | -0.12 | 1.40 | 2.75 | 52.50 | 43.80 | 1.35 | $135.00 | 140.00 | 13 | 26.0 | 511.000 | 8.70 | 2024-11-26 |
| RNA241220P00045000 | RNA | PUT | Long | 45.00 | None | $1.35 | 0.96 | $7.37 | 0.14 | -0.20 | 1.40 | 2.75 | 52.50 | 45.13 | 1.35 | $135.00 | 140.00 | 12 | 26.0 | 485.000 | 7.37 | 2024-11-25 |
| RNA241220P00045000 | RNA | PUT | Long | 45.00 | None | $4.60 | 3.29 | $9.25 | 0.18 | -0.08 | 1.40 | 6.00 | 52.50 | 43.25 | 4.60 | $460.00 | 140.00 | 11 | 1.0 | 485.000 | 9.25 | 2024-11-24 |
| RNA241220P00045000 | RNA | PUT | Long | 45.00 | None | $4.60 | 3.29 | $9.25 | 0.18 | -0.10 | 1.40 | 6.00 | 52.50 | 43.25 | 4.60 | $460.00 | 140.00 | 10 | 1.0 | 485.000 | 9.25 | 2024-11-23 |
| RNA241220P00045000 | RNA | PUT | Long | 45.00 | None | $4.60 | 3.29 | $9.25 | 0.18 | -0.09 | 1.40 | 6.00 | 52.50 | 43.25 | 4.60 | $460.00 | 140.00 | 9 | 1.0 | 485.000 | 9.25 | 2024-11-22 |
| RNA241220P00045000 | RNA | PUT | Long | 45.00 | None | $4.60 | 3.29 | $9.94 | 0.19 | -0.18 | 1.40 | 6.00 | 52.50 | 42.56 | 4.60 | $460.00 | 140.00 | 8 | 1.0 | 485.000 | 9.94 | 2024-11-21 |
| RNA241220P00045000 | RNA | PUT | Long | 45.00 | None | $4.60 | 3.29 | $8.85 | 0.17 | -0.06 | 1.40 | 6.00 | 52.50 | 43.65 | 4.60 | $460.00 | 140.00 | 7 | 1.0 | 485.000 | 8.85 | 2024-11-20 |
| RNA241220P00045000 | RNA | PUT | Long | 45.00 | None | $4.60 | 3.29 | $9.25 | 0.18 | -0.03 | 1.40 | 6.00 | 52.50 | 43.25 | 4.60 | $460.00 | 140.00 | 6 | 1.0 | 485.000 | 9.25 | 2024-11-19 |
| RNA241220P00045000 | RNA | PUT | Long | 45.00 | None | $4.60 | 3.29 | $11.15 | 0.21 | -0.06 | 1.40 | 6.00 | 52.50 | 41.35 | 4.60 | $460.00 | 140.00 | 5 | 1.0 | 484.000 | 11.15 | 2024-11-18 |
| RNA241220P00045000 | RNA | PUT | Long | 45.00 | None | $2.80 | 2.00 | $10.32 | 0.20 | -0.00 | 1.40 | 4.20 | 52.50 | 42.18 | 2.80 | $280.00 | 140.00 | 4 | 164.0 | 345.000 | 10.32 | 2024-11-17 |
| RNA241220P00045000 | RNA | PUT | Long | 45.00 | None | $2.80 | 2.00 | $10.32 | 0.20 | -0.02 | 1.40 | 4.20 | 52.50 | 42.18 | 2.80 | $280.00 | 140.00 | 3 | 164.0 | 345.000 | 10.32 | 2024-11-16 |
| RNA241220P00045000 | RNA | PUT | Long | 45.00 | None | $2.80 | 2.00 | $10.32 | 0.20 | -0.05 | 1.40 | 4.20 | 52.50 | 42.18 | 2.80 | $280.00 | 140.00 | 2 | 164.0 | 345.000 | 10.32 | 2024-11-15 |
| RNA241220P00045000 | RNA | PUT | Long | 45.00 | None | $0.00 | 0.00 | $2.53 | 0.05 | -0.21 | 1.40 | 1.40 | 52.50 | 49.97 | 0.00 | $0.00 | 140.00 | 1 | 5.0 | 345.000 | 2.53 | 2024-11-14 |
| RNA241220P00045000 | RNA | PUT | Long | 45.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 1.40 | 1.40 | 52.50 | 52.50 | 0.00 | $0.00 | 140.00 | 0 | 5.0 | 345.000 | -0.00 | 2024-11-13 |