| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-11 | RUN | RUN240816P00016000 | 16.00 | 140.0 | 1436.000 | 0.854 | 0.398 | 0.9 | 0.7 | 0.000 | 1.810 | 1.660 | 1.84 | 16.07 | 2024-08-16 | PUT | Long | 0.408 | 0.431 | 0.154 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| RUN240816P00016000 | RUN | PUT | Long | 16.00 | None | $-1.82 | -0.99 | $-3.54 | -0.22 | 0.52 | 1.84 | 0.02 | 16.07 | 19.61 | -1.82 | $-182.00 | 184.00 | 35 | 151.0 | 4883.000 | -3.54 | 2024-08-15 |
| RUN240816P00016000 | RUN | PUT | Long | 16.00 | None | $-1.81 | -0.98 | $-2.44 | -0.15 | 0.14 | 1.84 | 0.03 | 16.07 | 18.51 | -1.81 | $-181.00 | 184.00 | 34 | 4.0 | 4883.000 | -2.44 | 2024-08-14 |
| RUN240816P00016000 | RUN | PUT | Long | 16.00 | None | $-1.80 | -0.98 | $-3.20 | -0.20 | 0.16 | 1.84 | 0.04 | 16.07 | 19.27 | -1.80 | $-180.00 | 184.00 | 33 | 138.0 | 4827.000 | -3.20 | 2024-08-13 |
| RUN240816P00016000 | RUN | PUT | Long | 16.00 | None | $-1.61 | -0.88 | $-1.26 | -0.08 | 0.07 | 1.84 | 0.23 | 16.07 | 17.33 | -1.61 | $-161.00 | 184.00 | 32 | 394.0 | 4881.000 | -1.26 | 2024-08-12 |
| RUN240816P00016000 | RUN | PUT | Long | 16.00 | None | $-1.64 | -0.89 | $-1.82 | -0.11 | -0.04 | 1.84 | 0.20 | 16.07 | 17.89 | -1.64 | $-164.00 | 184.00 | 29 | 414.0 | 4826.000 | -1.82 | 2024-08-09 |
| RUN240816P00016000 | RUN | PUT | Long | 16.00 | None | $-1.69 | -0.92 | $-2.76 | -0.17 | 0.03 | 1.84 | 0.15 | 16.07 | 18.83 | -1.69 | $-169.00 | 184.00 | 28 | 332.0 | 4692.000 | -2.76 | 2024-08-08 |
| RUN240816P00016000 | RUN | PUT | Long | 16.00 | None | $-1.53 | -0.83 | $-2.24 | -0.14 | 0.13 | 1.84 | 0.31 | 16.07 | 18.31 | -1.53 | $-153.00 | 184.00 | 27 | 2032.0 | 5238.000 | -2.24 | 2024-08-07 |
| RUN240816P00016000 | RUN | PUT | Long | 16.00 | None | $-0.84 | -0.46 | $-0.42 | -0.03 | 0.24 | 1.84 | 1.00 | 16.07 | 16.49 | -0.84 | $-84.00 | 184.00 | 26 | 884.0 | 5180.000 | -0.42 | 2024-08-06 |
| RUN240816P00016000 | RUN | PUT | Long | 16.00 | None | $-1.00 | -0.54 | $-1.18 | -0.07 | 0.07 | 1.84 | 0.84 | 16.07 | 17.25 | -1.00 | $-100.00 | 184.00 | 18 | 30.0 | 5322.000 | -1.18 | 2024-07-29 |
| RUN240816P00016000 | RUN | PUT | Long | 16.00 | None | $-1.04 | -0.57 | $-1.79 | -0.11 | 0.12 | 1.84 | 0.80 | 16.07 | 17.86 | -1.04 | $-104.00 | 184.00 | 15 | 29.0 | 5311.000 | -1.79 | 2024-07-26 |
| RUN240816P00016000 | RUN | PUT | Long | 16.00 | None | $-1.06 | -0.58 | $-1.41 | -0.09 | 0.08 | 1.84 | 0.78 | 16.07 | 17.48 | -1.06 | $-106.00 | 184.00 | 14 | 2.0 | 5905.000 | -1.41 | 2024-07-25 |
| RUN240816P00016000 | RUN | PUT | Long | 16.00 | None | $-0.77 | -0.42 | $-1.12 | -0.07 | 0.12 | 1.84 | 1.07 | 16.07 | 17.19 | -0.77 | $-77.00 | 184.00 | 13 | 1988.0 | 4177.000 | -1.12 | 2024-07-24 |
| RUN240816P00016000 | RUN | PUT | Long | 16.00 | None | $-0.84 | -0.46 | $-1.20 | -0.07 | 0.05 | 1.84 | 1.00 | 16.07 | 17.27 | -0.84 | $-84.00 | 184.00 | 12 | 1369.0 | 3172.000 | -1.20 | 2024-07-23 |
| RUN240816P00016000 | RUN | PUT | Long | 16.00 | None | $-0.72 | -0.39 | $-0.87 | -0.05 | 0.03 | 1.84 | 1.12 | 16.07 | 16.94 | -0.72 | $-72.00 | 184.00 | 11 | 551.0 | 3078.000 | -0.87 | 2024-07-22 |
| RUN240816P00016000 | RUN | PUT | Long | 16.00 | None | $-0.64 | -0.35 | $-0.88 | -0.05 | 0.06 | 1.84 | 1.20 | 16.07 | 16.95 | -0.64 | $-64.00 | 184.00 | 8 | 565.0 | 2564.000 | -0.88 | 2024-07-19 |
| RUN240816P00016000 | RUN | PUT | Long | 16.00 | None | $-0.56 | -0.30 | $-0.98 | -0.06 | 0.07 | 1.84 | 1.28 | 16.07 | 17.05 | -0.56 | $-56.00 | 184.00 | 7 | 871.0 | 1960.000 | -0.98 | 2024-07-18 |
| RUN240816P00016000 | RUN | PUT | Long | 16.00 | None | $-0.69 | -0.38 | $-1.09 | -0.07 | 0.04 | 1.84 | 1.15 | 16.07 | 17.16 | -0.69 | $-69.00 | 184.00 | 6 | 52.0 | 1929.000 | -1.09 | 2024-07-17 |
| RUN240816P00016000 | RUN | PUT | Long | 16.00 | None | $-0.59 | -0.32 | $-1.21 | -0.08 | 0.04 | 1.84 | 1.25 | 16.07 | 17.28 | -0.59 | $-59.00 | 184.00 | 5 | 298.0 | 1812.000 | -1.21 | 2024-07-16 |
| RUN240816P00016000 | RUN | PUT | Long | 16.00 | None | $-0.04 | -0.02 | $0.41 | 0.03 | -0.02 | 1.84 | 1.80 | 16.07 | 15.66 | -0.04 | $-4.00 | 184.00 | 4 | 757.0 | 1537.000 | 0.41 | 2024-07-15 |
| RUN240816P00016000 | RUN | PUT | Long | 16.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.10; Exit EQ PnL: -0.78 | $-0.65 | -0.35 | $-1.11 | -0.07 | -0.01 | 1.84 | 1.19 | 16.07 | 17.18 | -0.65 | $-65.00 | 184.00 | 1 | 150.0 | 1441.000 | -1.11 | 2024-07-12 |
| RUN240816P00016000 | RUN | PUT | Long | 16.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 1.84 | 1.84 | 16.07 | 16.07 | 0.00 | $0.00 | 184.00 | 0 | 140.0 | 1436.000 | -0.00 | 2024-07-11 |