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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024-07-16 | RUM | RUM240816P00007000 | 7.00 | 2.0 | 60.000 | 1.078 | 0.232 | 0.2 | 0.2 | -0.010 | 0.920 | 0.970 | 0.75 | 6.92 | 2024-08-16 | PUT | Long | 0.275 | 0.275 | -0.008 |
2024-07-15 | RUM | RUM240816P00007000 | 7.00 | 7.0 | 41.000 | 1.191 | 0.259 | 0.4 | 0.1 | -0.020 | 1.170 | 0.960 | 0.95 | 7.17 | 2024-08-16 | PUT | Long | 0.200 | 0.276 | 0.207 |
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 | RUM | 0.818 | 0.089 | 0.503 | 0.227 | 0.268 | -0.033 | 8.09 | -1.438 | 0.0000 | 3.39 | 8.64 | 21 | 1y | 5.98 |
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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
RUM240816P00007000 | RUM | PUT | Long | 7.00 | None | $-0.21 | -0.22 | $0.88 | 0.12 | -0.22 | 0.95 | 0.74 | 7.17 | 6.29 | -0.21 | $-21.00 | 95.00 | 31 | 12.0 | 1851.000 | 0.88 | 2024-08-15 |
RUM240816P00007000 | RUM | PUT | Long | 7.00 | None | $0.15 | 0.16 | $1.12 | 0.16 | -0.04 | 0.95 | 1.10 | 7.17 | 6.05 | 0.15 | $15.00 | 95.00 | 30 | 2.0 | 1859.000 | 1.12 | 2024-08-14 |
RUM240816P00007000 | RUM | PUT | Long | 7.00 | None | $0.00 | 0.00 | $1.11 | 0.15 | 0.23 | 0.95 | 0.95 | 7.17 | 6.06 | 0.00 | $0.00 | 95.00 | 29 | 17.0 | 1866.000 | 1.11 | 2024-08-13 |
RUM240816P00007000 | RUM | PUT | Long | 7.00 | None | $0.54 | 0.57 | $1.42 | 0.20 | 0.46 | 0.95 | 1.49 | 7.17 | 5.75 | 0.54 | $54.00 | 95.00 | 28 | 65.0 | 1826.000 | 1.42 | 2024-08-12 |
RUM240816P00007000 | RUM | PUT | Long | 7.00 | None | $0.30 | 0.32 | $1.32 | 0.18 | 0.24 | 0.95 | 1.25 | 7.17 | 5.85 | 0.30 | $30.00 | 95.00 | 25 | 352.0 | 2122.000 | 1.32 | 2024-08-09 |
RUM240816P00007000 | RUM | PUT | Long | 7.00 | None | $0.27 | 0.28 | $1.36 | 0.19 | -0.07 | 0.95 | 1.22 | 7.17 | 5.81 | 0.27 | $27.00 | 95.00 | 24 | 1.0 | 2122.000 | 1.36 | 2024-08-08 |
RUM240816P00007000 | RUM | PUT | Long | 7.00 | None | $0.27 | 0.28 | $1.63 | 0.23 | 0.40 | 0.95 | 1.22 | 7.17 | 5.54 | 0.27 | $27.00 | 95.00 | 23 | 1.0 | 2121.000 | 1.63 | 2024-08-07 |
RUM240816P00007000 | RUM | PUT | Long | 7.00 | None | $0.34 | 0.36 | $1.34 | 0.19 | 0.14 | 0.95 | 1.29 | 7.17 | 5.83 | 0.34 | $34.00 | 95.00 | 22 | 1.0 | 2121.000 | 1.34 | 2024-08-06 |
RUM240816P00007000 | RUM | PUT | Long | 7.00 | None | $-0.10 | -0.11 | $0.77 | 0.11 | -0.29 | 0.95 | 0.85 | 7.17 | 6.40 | -0.10 | $-10.00 | 95.00 | 14 | 150.0 | 2143.000 | 0.77 | 2024-07-29 |
RUM240816P00007000 | RUM | PUT | Long | 7.00 | None | $-0.10 | -0.11 | $0.42 | 0.06 | -0.31 | 0.95 | 0.85 | 7.17 | 6.75 | -0.10 | $-10.00 | 95.00 | 11 | 150.0 | 2143.000 | 0.42 | 2024-07-26 |
RUM240816P00007000 | RUM | PUT | Long | 7.00 | None | $-0.10 | -0.11 | $0.59 | 0.08 | -0.47 | 0.95 | 0.85 | 7.17 | 6.58 | -0.10 | $-10.00 | 95.00 | 10 | 150.0 | 1993.000 | 0.59 | 2024-07-25 |
RUM240816P00007000 | RUM | PUT | Long | 7.00 | None | $-0.20 | -0.21 | $0.81 | 0.11 | -0.23 | 0.95 | 0.75 | 7.17 | 6.36 | -0.20 | $-20.00 | 95.00 | 9 | 11.0 | 1993.000 | 0.81 | 2024-07-24 |
RUM240816P00007000 | RUM | PUT | Long | 7.00 | None | $-0.20 | -0.21 | $0.31 | 0.04 | -0.25 | 0.95 | 0.75 | 7.17 | 6.86 | -0.20 | $-20.00 | 95.00 | 8 | 11.0 | 1982.000 | 0.31 | 2024-07-23 |
RUM240816P00007000 | RUM | PUT | Long | 7.00 | None | $-0.10 | -0.11 | $0.22 | 0.03 | -0.28 | 0.95 | 0.85 | 7.17 | 6.95 | -0.10 | $-10.00 | 95.00 | 7 | 17.0 | 1969.000 | 0.22 | 2024-07-22 |
RUM240816P00007000 | RUM | PUT | Long | 7.00 | None | $0.10 | 0.11 | $0.68 | 0.09 | -0.24 | 0.95 | 1.05 | 7.17 | 6.49 | 0.10 | $10.00 | 95.00 | 4 | 24.0 | 1948.000 | 0.68 | 2024-07-19 |
RUM240816P00007000 | RUM | PUT | Long | 7.00 | None | $-0.05 | -0.05 | $0.45 | 0.06 | -0.16 | 0.95 | 0.90 | 7.17 | 6.72 | -0.05 | $-5.00 | 95.00 | 3 | 513.0 | 1267.000 | 0.45 | 2024-07-18 |
RUM240816P00007000 | RUM | PUT | Long | 7.00 | None | $-0.10 | -0.11 | $0.20 | 0.03 | -0.19 | 0.95 | 0.85 | 7.17 | 6.97 | -0.10 | $-10.00 | 95.00 | 2 | 118.0 | 1169.000 | 0.20 | 2024-07-17 |
RUM240816P00007000 | RUM | PUT | Long | 7.00 | Exit OP PnL: $-0.20;Exit EQ PnL: 0.26; Position is Long and position continued to lose. Latest OP price is: $0.75 (EQ: $6.91). Initial OP price was: $0.95 (EQ: $7.17). Surpassed Stop Loss Percentage: -0.2105263157894736842105263158 < -0.16. | $-0.19 | -0.20 | $0.06 | 0.01 | -0.22 | 0.95 | 0.76 | 7.17 | 7.11 | -0.19 | $-19.00 | 95.00 | 1 | 1115.0 | 60.000 | 0.06 | 2024-07-16 |
RUM240816P00007000 | RUM | PUT | Long | 7.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.95 | 0.95 | 7.17 | 7.17 | 0.00 | $0.00 | 95.00 | 0 | 7.0 | 41.000 | -0.00 | 2024-07-15 |