| 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 | SANA | SANA240816P00007500 | 7.50 | 23.0 | 417.000 | 2.164 | 0.442 | 0.3 | 0.6 | -0.010 | 1.850 | 2.110 | 1.85 | 7.20 | 2024-08-16 | PUT | Long | 0.431 | 0.439 | 0.079 |
| 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 | SANA | 0.909 | 0.188 | 0.429 | 0.262 | 0.355 | 0.167 | 1.91 | 0.000 | 0.0000 | 1.89 | 11.27 | 21 | 1y | 3.43 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SANA240816P00007500 | SANA | PUT | Long | 7.50 | None | $0.70 | 0.33 | $1.87 | 0.27 | 0.98 | 2.10 | 2.80 | 6.86 | 4.99 | 0.70 | $70.00 | 210.00 | 30 | 22.0 | 825.000 | 1.87 | 2024-08-15 |
| SANA240816P00007500 | SANA | PUT | Long | 7.50 | None | $0.70 | 0.33 | $2.11 | 0.31 | 4.00 | 2.10 | 2.80 | 6.86 | 4.75 | 0.70 | $70.00 | 210.00 | 29 | 22.0 | 825.000 | 2.11 | 2024-08-14 |
| SANA240816P00007500 | SANA | PUT | Long | 7.50 | None | $0.50 | 0.24 | $1.96 | 0.29 | -0.96 | 2.10 | 2.60 | 6.86 | 4.90 | 0.50 | $50.00 | 210.00 | 28 | 501.0 | 825.000 | 1.96 | 2024-08-13 |
| SANA240816P00007500 | SANA | PUT | Long | 7.50 | None | $0.50 | 0.24 | $1.97 | 0.29 | 1.86 | 2.10 | 2.60 | 6.86 | 4.89 | 0.50 | $50.00 | 210.00 | 27 | 501.0 | 825.000 | 1.97 | 2024-08-12 |
| SANA240816P00007500 | SANA | PUT | Long | 7.50 | None | $0.50 | 0.24 | $1.95 | 0.28 | 1.75 | 2.10 | 2.60 | 6.86 | 4.91 | 0.50 | $50.00 | 210.00 | 24 | 501.0 | 1009.000 | 1.95 | 2024-08-09 |
| SANA240816P00007500 | SANA | PUT | Long | 7.50 | None | $0.83 | 0.40 | $2.20 | 0.32 | 4.14 | 2.10 | 2.93 | 6.86 | 4.66 | 0.83 | $83.00 | 210.00 | 23 | 1.0 | 1009.000 | 2.20 | 2024-08-08 |
| SANA240816P00007500 | SANA | PUT | Long | 7.50 | None | $0.81 | 0.39 | $2.14 | 0.31 | 0.34 | 2.10 | 2.91 | 6.86 | 4.72 | 0.81 | $81.00 | 210.00 | 22 | 9.0 | 1009.000 | 2.14 | 2024-08-07 |
| SANA240816P00007500 | SANA | PUT | Long | 7.50 | None | $0.85 | 0.40 | $1.90 | 0.28 | 0.98 | 2.10 | 2.95 | 6.86 | 4.96 | 0.85 | $85.00 | 210.00 | 21 | 1.0 | 1009.000 | 1.90 | 2024-08-06 |
| SANA240816P00007500 | SANA | PUT | Long | 7.50 | None | $-0.17 | -0.08 | $0.54 | 0.08 | 0.36 | 2.10 | 1.93 | 6.86 | 6.32 | -0.17 | $-17.00 | 210.00 | 13 | 11.0 | 1012.000 | 0.54 | 2024-07-29 |
| SANA240816P00007500 | SANA | PUT | Long | 7.50 | None | $-0.17 | -0.08 | $0.46 | 0.07 | -0.02 | 2.10 | 1.93 | 6.86 | 6.40 | -0.17 | $-17.00 | 210.00 | 10 | 11.0 | 1012.000 | 0.46 | 2024-07-26 |
| SANA240816P00007500 | SANA | PUT | Long | 7.50 | None | $-0.25 | -0.12 | $0.81 | 0.12 | -1.09 | 2.10 | 1.85 | 6.86 | 6.05 | -0.25 | $-25.00 | 210.00 | 9 | 1.0 | 1012.000 | 0.81 | 2024-07-25 |
| SANA240816P00007500 | SANA | PUT | Long | 7.50 | Underlying has moved in favorable position (0.08309037900874635568513119534) however, position is suffering from IV crush;Exit OP PnL: $-0.25;Exit EQ PnL: 0.57 | $-0.25 | -0.12 | $0.74 | 0.11 | -0.66 | 2.10 | 1.85 | 6.86 | 6.12 | -0.25 | $-25.00 | 210.00 | 8 | 1.0 | 1012.000 | 0.74 | 2024-07-24 |
| SANA240816P00007500 | SANA | PUT | Long | 7.50 | None | $0.21 | 0.10 | $0.57 | 0.08 | -0.71 | 2.10 | 2.31 | 6.86 | 6.29 | 0.21 | $21.00 | 210.00 | 7 | 30.0 | 1012.000 | 0.57 | 2024-07-23 |
| SANA240816P00007500 | SANA | PUT | Long | 7.50 | None | $0.21 | 0.10 | $0.75 | 0.11 | 0.58 | 2.10 | 2.31 | 6.86 | 6.11 | 0.21 | $21.00 | 210.00 | 6 | 30.0 | 1012.000 | 0.75 | 2024-07-22 |
| SANA240816P00007500 | SANA | PUT | Long | 7.50 | None | $0.41 | 0.20 | $1.06 | 0.15 | 0.74 | 2.10 | 2.51 | 6.86 | 5.80 | 0.41 | $41.00 | 210.00 | 3 | 46.0 | 1037.000 | 1.06 | 2024-07-19 |
| SANA240816P00007500 | SANA | PUT | Long | 7.50 | None | $0.30 | 0.14 | $0.93 | 0.14 | 0.20 | 2.10 | 2.40 | 6.86 | 5.93 | 0.30 | $30.00 | 210.00 | 2 | 1.0 | 1037.000 | 0.93 | 2024-07-18 |
| SANA240816P00007500 | SANA | PUT | Long | 7.50 | None | $0.30 | 0.14 | $0.48 | 0.07 | 0.84 | 2.10 | 2.40 | 6.86 | 6.38 | 0.30 | $30.00 | 210.00 | 1 | 306.0 | 736.000 | 0.48 | 2024-07-17 |
| SANA240816P00007500 | SANA | PUT | Long | 7.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 2.10 | 2.10 | 6.86 | 6.86 | 0.00 | $0.00 | 210.00 | 0 | 323.0 | 417.000 | -0.00 | 2024-07-16 |