| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-06-12 | RVNC | RVNC240719P00002500 | 2.50 | 4.0 | 1516.000 | 1.000 | 0.417 | 0.7 | 0.0 | 0.000 | 0.790 | 0.120 | 0.17 | 3.15 | 2024-07-19 | PUT | Long | 0.419 | 0.434 | 0.104 |
| 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 | RVNC | 0.727 | 0.095 | 0.714 | 0.311 | 0.290 | -0.288 | 3.07 | -1.384 | 0.0000 | 2.34 | 9.31 | 21 | 1y | 5.13 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| RVNC240719P00002500 | RVNC | PUT | Long | 2.50 | None | $-0.03 | -0.38 | $-0.62 | -0.20 | 2.68 | 0.08 | 0.05 | 3.03 | 3.65 | -0.03 | $-3.00 | 8.00 | 36 | 5.0 | 1631.000 | -0.62 | 2024-07-18 |
| RVNC240719P00002500 | RVNC | PUT | Long | 2.50 | None | $-0.03 | -0.38 | $-0.93 | -0.31 | -0.32 | 0.08 | 0.05 | 3.03 | 3.96 | -0.03 | $-3.00 | 8.00 | 35 | 5.0 | 1631.000 | -0.93 | 2024-07-17 |
| RVNC240719P00002500 | RVNC | PUT | Long | 2.50 | None | $-0.03 | -0.38 | $-1.22 | -0.40 | 2.37 | 0.08 | 0.05 | 3.03 | 4.25 | -0.03 | $-3.00 | 8.00 | 34 | 5.0 | 1631.000 | -1.22 | 2024-07-16 |
| RVNC240719P00002500 | RVNC | PUT | Long | 2.50 | None | $-0.03 | -0.38 | $-0.78 | -0.26 | 6.45 | 0.08 | 0.05 | 3.03 | 3.81 | -0.03 | $-3.00 | 8.00 | 33 | 5.0 | 1631.000 | -0.78 | 2024-07-15 |
| RVNC240719P00002500 | RVNC | PUT | Long | 2.50 | None | $-0.03 | -0.38 | $-0.55 | -0.18 | 1.48 | 0.08 | 0.05 | 3.03 | 3.58 | -0.03 | $-3.00 | 8.00 | 30 | 5.0 | 1631.000 | -0.55 | 2024-07-12 |
| RVNC240719P00002500 | RVNC | PUT | Long | 2.50 | None | $0.02 | 0.25 | $-0.24 | -0.08 | 0.76 | 0.08 | 0.10 | 3.03 | 3.27 | 0.02 | $2.00 | 8.00 | 29 | 20.0 | 1631.000 | -0.24 | 2024-07-11 |
| RVNC240719P00002500 | RVNC | PUT | Long | 2.50 | None | $0.02 | 0.25 | $0.12 | 0.04 | 0.77 | 0.08 | 0.10 | 3.03 | 2.91 | 0.02 | $2.00 | 8.00 | 28 | 20.0 | 1646.000 | 0.12 | 2024-07-10 |
| RVNC240719P00002500 | RVNC | PUT | Long | 2.50 | None | $-0.03 | -0.38 | $0.14 | 0.05 | 0.16 | 0.08 | 0.05 | 3.03 | 2.89 | -0.03 | $-3.00 | 8.00 | 27 | 4.0 | 1646.000 | 0.14 | 2024-07-09 |
| RVNC240719P00002500 | RVNC | PUT | Long | 2.50 | None | $-0.03 | -0.38 | $0.23 | 0.08 | 0.16 | 0.08 | 0.05 | 3.03 | 2.80 | -0.03 | $-3.00 | 8.00 | 26 | 4.0 | 1646.000 | 0.23 | 2024-07-08 |
| RVNC240719P00002500 | RVNC | PUT | Long | 2.50 | None | $0.04 | 0.50 | $0.36 | 0.12 | 0.01 | 0.08 | 0.12 | 3.03 | 2.67 | 0.04 | $4.00 | 8.00 | 23 | 6.0 | 1646.000 | 0.36 | 2024-07-05 |
| RVNC240719P00002500 | RVNC | PUT | Long | 2.50 | None | $0.04 | 0.50 | $0.35 | 0.12 | 0.24 | 0.08 | 0.12 | 3.03 | 2.68 | 0.04 | $4.00 | 8.00 | 22 | 6.0 | 1646.000 | 0.35 | 2024-07-04 |
| RVNC240719P00002500 | RVNC | PUT | Long | 2.50 | None | $0.04 | 0.50 | $0.35 | 0.12 | 0.21 | 0.08 | 0.12 | 3.03 | 2.68 | 0.04 | $4.00 | 8.00 | 21 | 6.0 | 1646.000 | 0.35 | 2024-07-03 |
| RVNC240719P00002500 | RVNC | PUT | Long | 2.50 | None | $0.32 | 4.00 | $0.61 | 0.20 | 0.84 | 0.08 | 0.40 | 3.03 | 2.42 | 0.32 | $32.00 | 8.00 | 20 | 5.0 | 1646.000 | 0.61 | 2024-07-02 |
| RVNC240719P00002500 | RVNC | PUT | Long | 2.50 | None | $0.32 | 4.00 | $0.46 | 0.15 | -0.13 | 0.08 | 0.40 | 3.03 | 2.57 | 0.32 | $32.00 | 8.00 | 19 | 5.0 | 1646.000 | 0.46 | 2024-07-01 |
| RVNC240719P00002500 | RVNC | PUT | Long | 2.50 | None | $0.32 | 4.00 | $0.46 | 0.15 | 0.23 | 0.08 | 0.40 | 3.03 | 2.57 | 0.32 | $32.00 | 8.00 | 16 | 5.0 | 1646.000 | 0.46 | 2024-06-28 |
| RVNC240719P00002500 | RVNC | PUT | Long | 2.50 | None | $0.17 | 2.12 | $0.45 | 0.15 | 0.22 | 0.08 | 0.25 | 3.03 | 2.58 | 0.17 | $17.00 | 8.00 | 15 | 2.0 | 1644.000 | 0.45 | 2024-06-27 |
| RVNC240719P00002500 | RVNC | PUT | Long | 2.50 | None | $0.12 | 1.50 | $0.56 | 0.18 | -0.82 | 0.08 | 0.20 | 3.03 | 2.47 | 0.12 | $12.00 | 8.00 | 13 | 3.0 | 1618.000 | 0.56 | 2024-06-25 |
| RVNC240719P00002500 | RVNC | PUT | Long | 2.50 | None | $0.07 | 0.88 | $0.46 | 0.15 | -0.05 | 0.08 | 0.15 | 3.03 | 2.57 | 0.07 | $7.00 | 8.00 | 12 | 10.0 | 1606.000 | 0.46 | 2024-06-24 |
| RVNC240719P00002500 | RVNC | PUT | Long | 2.50 | None | $0.07 | 0.88 | $0.23 | 0.08 | 0.06 | 0.08 | 0.15 | 3.03 | 2.80 | 0.07 | $7.00 | 8.00 | 6 | 6.0 | 1554.000 | 0.23 | 2024-06-18 |
| RVNC240719P00002500 | RVNC | PUT | Long | 2.50 | None | $0.07 | 0.88 | $0.23 | 0.08 | 0.13 | 0.08 | 0.15 | 3.03 | 2.80 | 0.07 | $7.00 | 8.00 | 5 | 20.0 | 1534.000 | 0.23 | 2024-06-17 |
| RVNC240719P00002500 | RVNC | PUT | Long | 2.50 | None | $0.03 | 0.38 | $0.21 | 0.07 | 0.03 | 0.08 | 0.11 | 3.03 | 2.82 | 0.03 | $3.00 | 8.00 | 2 | 5.0 | 1529.000 | 0.21 | 2024-06-14 |
| RVNC240719P00002500 | RVNC | PUT | Long | 2.50 | Exit OP PnL: $-0.03;Exit EQ PnL: -0.07; Position is Long and position continued to lose. Latest OP price is: $0.05 (EQ: $3.10). Initial OP price was: $0.08 (EQ: $3.03). Surpassed Stop Loss Percentage: -0.375 < -0.16. | $0.04 | 0.50 | $0.06 | 0.02 | 0.06 | 0.08 | 0.12 | 3.03 | 2.97 | 0.04 | $4.00 | 8.00 | 1 | 12.0 | 1517.000 | 0.06 | 2024-06-13 |
| RVNC240719P00002500 | RVNC | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.08 | 0.08 | 3.03 | 3.03 | 0.00 | $0.00 | 8.00 | 0 | 1.0 | 1516.000 | -0.00 | 2024-06-12 |