| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-03-27 | RUN | RUN240426P00013000 | 13.00 | 6.0 | 61.000 | 0.829 | 0.388 | 0.6 | 0.5 | 0.000 | 1.200 | 1.050 | 1.21 | 13.10 | 2024-04-26 | PUT | Long | 0.409 | 0.439 | 0.161 |
| 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 | RUN | 0.909 | 0.115 | 0.430 | 0.243 | 0.171 | -0.259 | 10.06 | -0.710 | 0.0000 | 9.51 | 21.50 | 21 | 1y | 13.06 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| RUN240426P00013000 | RUN | PUT | Long | 13.00 | None | $0.99 | 0.82 | $3.39 | 0.26 | 2.80 | 1.21 | 2.20 | 13.10 | 9.71 | 0.99 | $99.00 | 121.00 | 29 | 4.0 | 0.000 | 3.39 | 2024-04-25 |
| RUN240426P00013000 | RUN | PUT | Long | 13.00 | None | $0.99 | 0.82 | $3.08 | 0.24 | 1.48 | 1.21 | 2.20 | 13.10 | 10.02 | 0.99 | $99.00 | 121.00 | 28 | 4.0 | 59.000 | 3.08 | 2024-04-24 |
| RUN240426P00013000 | RUN | PUT | Long | 13.00 | None | $0.99 | 0.82 | $2.83 | 0.22 | 1.30 | 1.21 | 2.20 | 13.10 | 10.27 | 0.99 | $99.00 | 121.00 | 27 | 4.0 | 61.000 | 2.83 | 2024-04-23 |
| RUN240426P00013000 | RUN | PUT | Long | 13.00 | None | $1.84 | 1.52 | $3.05 | 0.23 | 2.45 | 1.21 | 3.05 | 13.10 | 10.05 | 1.84 | $184.00 | 121.00 | 26 | 1.0 | 192.000 | 3.05 | 2024-04-22 |
| RUN240426P00013000 | RUN | PUT | Long | 13.00 | None | $1.84 | 1.52 | $2.85 | 0.22 | 0.30 | 1.21 | 3.05 | 13.10 | 10.25 | 1.84 | $184.00 | 121.00 | 23 | 1.0 | 191.000 | 2.85 | 2024-04-19 |
| RUN240426P00013000 | RUN | PUT | Long | 13.00 | None | $1.25 | 1.03 | $2.99 | 0.23 | 0.37 | 1.21 | 2.46 | 13.10 | 10.11 | 1.25 | $125.00 | 121.00 | 22 | 70.0 | 121.000 | 2.99 | 2024-04-18 |
| RUN240426P00013000 | RUN | PUT | Long | 13.00 | None | $1.15 | 0.95 | $2.25 | 0.17 | 0.13 | 1.21 | 2.36 | 13.10 | 10.85 | 1.15 | $115.00 | 121.00 | 21 | 1.0 | 121.000 | 2.25 | 2024-04-17 |
| RUN240426P00013000 | RUN | PUT | Long | 13.00 | None | $0.99 | 0.82 | $2.77 | 0.21 | 0.26 | 1.21 | 2.20 | 13.10 | 10.33 | 0.99 | $99.00 | 121.00 | 20 | 9.0 | 121.000 | 2.77 | 2024-04-16 |
| RUN240426P00013000 | RUN | PUT | Long | 13.00 | None | $0.99 | 0.82 | $2.41 | 0.18 | 0.07 | 1.21 | 2.20 | 13.10 | 10.69 | 0.99 | $99.00 | 121.00 | 19 | 9.0 | 124.000 | 2.41 | 2024-04-15 |
| RUN240426P00013000 | RUN | PUT | Long | 13.00 | None | $0.56 | 0.46 | $1.46 | 0.11 | 0.13 | 1.21 | 1.77 | 13.10 | 11.64 | 0.56 | $56.00 | 121.00 | 16 | 7.0 | 121.000 | 1.46 | 2024-04-12 |
| RUN240426P00013000 | RUN | PUT | Long | 13.00 | None | $0.43 | 0.36 | $1.25 | 0.10 | 0.01 | 1.21 | 1.64 | 13.10 | 11.85 | 0.43 | $43.00 | 121.00 | 15 | 5.0 | 120.000 | 1.25 | 2024-04-11 |
| RUN240426P00013000 | RUN | PUT | Long | 13.00 | None | $0.32 | 0.26 | $0.81 | 0.06 | 0.09 | 1.21 | 1.53 | 13.10 | 12.29 | 0.32 | $32.00 | 121.00 | 14 | 60.0 | 122.000 | 0.81 | 2024-04-10 |
| RUN240426P00013000 | RUN | PUT | Long | 13.00 | None | $-0.19 | -0.16 | $0.08 | 0.01 | 0.08 | 1.21 | 1.02 | 13.10 | 13.02 | -0.19 | $-19.00 | 121.00 | 13 | 52.0 | 71.000 | 0.08 | 2024-04-09 |
| RUN240426P00013000 | RUN | PUT | Long | 13.00 | None | $-0.04 | -0.03 | $1.22 | 0.09 | 0.04 | 1.21 | 1.17 | 13.10 | 11.88 | -0.04 | $-4.00 | 121.00 | 12 | 1.0 | 71.000 | 1.22 | 2024-04-08 |
| RUN240426P00013000 | RUN | PUT | Long | 13.00 | None | $-0.04 | -0.03 | $1.27 | 0.10 | 0.07 | 1.21 | 1.17 | 13.10 | 11.83 | -0.04 | $-4.00 | 121.00 | 9 | 1.0 | 71.000 | 1.27 | 2024-04-05 |
| RUN240426P00013000 | RUN | PUT | Long | 13.00 | None | $-0.04 | -0.03 | $0.98 | 0.07 | 0.07 | 1.21 | 1.17 | 13.10 | 12.12 | -0.04 | $-4.00 | 121.00 | 8 | 1.0 | 71.000 | 0.98 | 2024-04-04 |
| RUN240426P00013000 | RUN | PUT | Long | 13.00 | None | $0.46 | 0.38 | $0.69 | 0.05 | 0.05 | 1.21 | 1.67 | 13.10 | 12.41 | 0.46 | $46.00 | 121.00 | 7 | 2.0 | 70.000 | 0.69 | 2024-04-03 |
| RUN240426P00013000 | RUN | PUT | Long | 13.00 | None | $0.52 | 0.43 | $1.38 | 0.11 | -0.01 | 1.21 | 1.73 | 13.10 | 11.72 | 0.52 | $52.00 | 121.00 | 6 | 2.0 | 70.000 | 1.38 | 2024-04-02 |
| RUN240426P00013000 | RUN | PUT | Long | 13.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $-0.11 | -0.09 | $0.36 | 0.03 | 0.02 | 1.21 | 1.10 | 13.10 | 12.74 | -0.11 | $-11.00 | 121.00 | 5 | 31.0 | 70.000 | 0.36 | 2024-04-01 |
| RUN240426P00013000 | RUN | PUT | Long | 13.00 | None | $-0.11 | -0.09 | $-0.08 | -0.01 | -0.81 | 1.21 | 1.10 | 13.10 | 13.18 | -0.11 | $-11.00 | 121.00 | 4 | 31.0 | 70.000 | -0.08 | 2024-03-31 |
| RUN240426P00013000 | RUN | PUT | Long | 13.00 | None | $-0.11 | -0.09 | $-0.08 | -0.01 | 0.17 | 1.21 | 1.10 | 13.10 | 13.18 | -0.11 | $-11.00 | 121.00 | 3 | 31.0 | 67.000 | -0.08 | 2024-03-30 |
| RUN240426P00013000 | RUN | PUT | Long | 13.00 | None | $-0.11 | -0.09 | $-0.08 | -0.01 | 0.16 | 1.21 | 1.10 | 13.10 | 13.18 | -0.11 | $-11.00 | 121.00 | 2 | 31.0 | 67.000 | -0.08 | 2024-03-29 |
| RUN240426P00013000 | RUN | PUT | Long | 13.00 | None | $-0.11 | -0.09 | $-0.08 | -0.01 | -0.02 | 1.21 | 1.10 | 13.10 | 13.18 | -0.11 | $-11.00 | 121.00 | 1 | 31.0 | 67.000 | -0.08 | 2024-03-28 |
| RUN240426P00013000 | RUN | PUT | Long | 13.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 1.21 | 1.21 | 13.10 | 13.10 | 0.00 | $0.00 | 121.00 | 0 | 6.0 | 61.000 | -0.00 | 2024-03-27 |