| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-10-13 | RVMD | RVMD231117P00030000 | 30.00 | 6.0 | 431.000 | 1.140 | 0.269 | 0.9 | 0.9 | -0.020 | 3.620 | 3.610 | 7.50 | 29.91 | 2023-11-17 | PUT | Long | 0.270 | 0.345 | 0.236 |
| 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 | RVMD | 0.727 | 0.083 | 0.171 | 0.119 | 0.152 | 0.010 | 45.16 | -37.683 | 0.0000 | 25.69 | 60.60 | 21 | 1y | 53.66 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| RVMD231117P00030000 | RVMD | PUT | Long | 30.00 | None | $2.10 | 0.28 | $8.66 | 0.29 | -0.14 | 7.50 | 9.60 | 29.91 | 21.25 | 2.10 | $210.00 | 750.00 | 34 | 0.0 | 2022.000 | 8.66 | 2023-11-16 |
| RVMD231117P00030000 | RVMD | PUT | Long | 30.00 | None | $2.10 | 0.28 | $8.57 | 0.29 | 1.80 | 7.50 | 9.60 | 29.91 | 21.34 | 2.10 | $210.00 | 750.00 | 33 | 0.0 | 2022.000 | 8.57 | 2023-11-15 |
| RVMD231117P00030000 | RVMD | PUT | Long | 30.00 | None | $2.10 | 0.28 | $9.04 | 0.30 | 0.67 | 7.50 | 9.60 | 29.91 | 20.87 | 2.10 | $210.00 | 750.00 | 32 | 0.0 | 2022.000 | 9.04 | 2023-11-14 |
| RVMD231117P00030000 | RVMD | PUT | Long | 30.00 | None | $2.10 | 0.28 | $10.26 | 0.34 | -0.64 | 7.50 | 9.60 | 29.91 | 19.65 | 2.10 | $210.00 | 750.00 | 31 | 0.0 | 2022.000 | 10.26 | 2023-11-13 |
| RVMD231117P00030000 | RVMD | PUT | Long | 30.00 | None | $2.10 | 0.28 | $10.20 | 0.34 | 2.09 | 7.50 | 9.60 | 29.91 | 19.71 | 2.10 | $210.00 | 750.00 | 28 | 0.0 | 2022.000 | 10.20 | 2023-11-10 |
| RVMD231117P00030000 | RVMD | PUT | Long | 30.00 | None | $2.10 | 0.28 | $9.89 | 0.33 | -1.14 | 7.50 | 9.60 | 29.91 | 20.02 | 2.10 | $210.00 | 750.00 | 27 | 0.0 | 0.000 | 9.89 | 2023-11-09 |
| RVMD231117P00030000 | RVMD | PUT | Long | 30.00 | None | $2.10 | 0.28 | $9.89 | 0.33 | 0.08 | 7.50 | 9.60 | 29.91 | 20.02 | 2.10 | $210.00 | 750.00 | 26 | 0.0 | 2022.000 | 9.89 | 2023-11-08 |
| RVMD231117P00030000 | RVMD | PUT | Long | 30.00 | None | $2.10 | 0.28 | $8.73 | 0.29 | 0.80 | 7.50 | 9.60 | 29.91 | 21.18 | 2.10 | $210.00 | 750.00 | 25 | 0.0 | 2022.000 | 8.73 | 2023-11-07 |
| RVMD231117P00030000 | RVMD | PUT | Long | 30.00 | None | $2.10 | 0.28 | $8.37 | 0.28 | -0.17 | 7.50 | 9.60 | 29.91 | 21.54 | 2.10 | $210.00 | 750.00 | 24 | 0.0 | 2022.000 | 8.37 | 2023-11-06 |
| RVMD231117P00030000 | RVMD | PUT | Long | 30.00 | None | $2.10 | 0.28 | $8.37 | 0.28 | -0.17 | 7.50 | 9.60 | 29.91 | 21.54 | 2.10 | $210.00 | 750.00 | 23 | 0.0 | 2022.000 | 8.37 | 2023-11-05 |
| RVMD231117P00030000 | RVMD | PUT | Long | 30.00 | None | $2.10 | 0.28 | $8.76 | 0.29 | -0.64 | 7.50 | 9.60 | 29.91 | 21.15 | 2.10 | $210.00 | 750.00 | 20 | 0.0 | 2022.000 | 8.76 | 2023-11-02 |
| RVMD231117P00030000 | RVMD | PUT | Long | 30.00 | None | $2.10 | 0.28 | $9.56 | 0.32 | 0.00 | 7.50 | 9.60 | 29.91 | 20.35 | 2.10 | $210.00 | 750.00 | 19 | 0.0 | 2022.000 | 9.56 | 2023-11-01 |
| RVMD231117P00030000 | RVMD | PUT | Long | 30.00 | None | $2.10 | 0.28 | $10.11 | 0.34 | 0.15 | 7.50 | 9.60 | 29.91 | 19.80 | 2.10 | $210.00 | 750.00 | 18 | 0.0 | 2022.000 | 10.11 | 2023-10-31 |
| RVMD231117P00030000 | RVMD | PUT | Long | 30.00 | None | $2.10 | 0.28 | $11.56 | 0.39 | -0.64 | 7.50 | 9.60 | 29.91 | 18.35 | 2.10 | $210.00 | 750.00 | 17 | 0.0 | 2022.000 | 11.56 | 2023-10-30 |
| RVMD231117P00030000 | RVMD | PUT | Long | 30.00 | None | $2.10 | 0.28 | $11.30 | 0.38 | -0.08 | 7.50 | 9.60 | 29.91 | 18.61 | 2.10 | $210.00 | 750.00 | 14 | 0.0 | 2097.000 | 11.30 | 2023-10-27 |
| RVMD231117P00030000 | RVMD | PUT | Long | 30.00 | None | $2.10 | 0.28 | $10.40 | 0.35 | -1.14 | 7.50 | 9.60 | 29.91 | 19.51 | 2.10 | $210.00 | 750.00 | 13 | 0.0 | 2097.000 | 10.40 | 2023-10-26 |
| RVMD231117P00030000 | RVMD | PUT | Long | 30.00 | None | $2.10 | 0.28 | $9.90 | 0.33 | -0.07 | 7.50 | 9.60 | 29.91 | 20.01 | 2.10 | $210.00 | 750.00 | 12 | 0.0 | 2097.000 | 9.90 | 2023-10-25 |
| RVMD231117P00030000 | RVMD | PUT | Long | 30.00 | None | $2.10 | 0.28 | $8.89 | 0.30 | -0.39 | 7.50 | 9.60 | 29.91 | 21.02 | 2.10 | $210.00 | 750.00 | 11 | 0.0 | 2097.000 | 8.89 | 2023-10-24 |
| RVMD231117P00030000 | RVMD | PUT | Long | 30.00 | Exit OP PnL: $550.00;Exit EQ PnL: 11.56; Position surpassed Take Profit. Latest OP price is: $13.00 (EQ: $18.35); Initial OP price was: $7.50 (EQ: $29.91). Option Percentage Gain: 0.7333333333333333333333333333 > STOP_LOSS: -0.3 | $5.50 | 0.73 | $11.56 | 0.39 | -0.42 | 7.50 | 13.00 | 29.91 | 18.35 | 5.50 | $550.00 | 750.00 | 10 | 0.0 | 2133.000 | 11.56 | 2023-10-23 |
| RVMD231117P00030000 | RVMD | PUT | Long | 30.00 | None | $-1.50 | -0.20 | $0.91 | 0.03 | 0.58 | 7.50 | 6.00 | 29.91 | 29.00 | -1.50 | $-150.00 | 750.00 | 6 | 0.0 | 2097.000 | 0.91 | 2023-10-19 |
| RVMD231117P00030000 | RVMD | PUT | Long | 30.00 | None | $-1.97 | -0.26 | $-0.59 | -0.02 | 0.55 | 7.50 | 5.53 | 29.91 | 30.50 | -1.97 | $-197.00 | 750.00 | 5 | 0.0 | 434.000 | -0.59 | 2023-10-18 |
| RVMD231117P00030000 | RVMD | PUT | Long | 30.00 | None | $-3.00 | -0.40 | $-2.20 | -0.07 | 0.16 | 7.50 | 4.50 | 29.91 | 32.11 | -3.00 | $-300.00 | 750.00 | 4 | 0.0 | 425.000 | -2.20 | 2023-10-17 |
| RVMD231117P00030000 | RVMD | PUT | Long | 30.00 | None | $-4.20 | -0.56 | $-4.21 | -0.14 | 0.20 | 7.50 | 3.30 | 29.91 | 34.12 | -4.20 | $-420.00 | 750.00 | 3 | 0.0 | 425.000 | -4.21 | 2023-10-16 |
| RVMD231117P00030000 | RVMD | PUT | Long | 30.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 7.50 | 7.50 | 29.91 | 29.91 | 0.00 | $0.00 | 750.00 | 0 | 6.0 | 431.000 | -0.00 | 2023-10-13 |