| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-10 | SGH | SGH240816P00022500 | 22.50 | 178.0 | 439.000 | 0.584 | 0.270 | 6.9 | 0.0 | -0.030 | 7.090 | 0.160 | 0.16 | 29.32 | 2024-08-16 | PUT | Long | 0.183 | 0.296 | 0.263 |
| 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 | SGH | 0.818 | 0.087 | 0.302 | 0.166 | 0.105 | -0.030 | 19.61 | -0.045 | 0.0000 | 15.03 | 29.35 | 21 | 1y | 16.27 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SGH240816P00022500 | SGH | PUT | Long | 22.50 | None | $2.78 | 17.38 | $8.14 | 0.28 | 1.02 | 0.16 | 2.94 | 29.32 | 21.18 | 2.78 | $278.00 | 16.00 | 36 | 10.0 | 471.000 | 8.14 | 2024-08-15 |
| SGH240816P00022500 | SGH | PUT | Long | 22.50 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $2.78 | 17.38 | $8.70 | 0.30 | 0.51 | 0.16 | 2.94 | 29.32 | 20.62 | 2.78 | $278.00 | 16.00 | 35 | 10.0 | 471.000 | 8.70 | 2024-08-14 |
| SGH240816P00022500 | SGH | PUT | Long | 22.50 | None | $2.78 | 17.38 | $8.74 | 0.30 | 0.47 | 0.16 | 2.94 | 29.32 | 20.58 | 2.78 | $278.00 | 16.00 | 34 | 10.0 | 471.000 | 8.74 | 2024-08-13 |
| SGH240816P00022500 | SGH | PUT | Long | 22.50 | None | $2.78 | 17.38 | $9.80 | 0.33 | 0.18 | 0.16 | 2.94 | 29.32 | 19.52 | 2.78 | $278.00 | 16.00 | 33 | 10.0 | 483.000 | 9.80 | 2024-08-12 |
| SGH240816P00022500 | SGH | PUT | Long | 22.50 | None | $2.94 | 18.38 | $10.15 | 0.35 | 0.49 | 0.16 | 3.10 | 29.32 | 19.17 | 2.94 | $294.00 | 16.00 | 30 | 1.0 | 483.000 | 10.15 | 2024-08-09 |
| SGH240816P00022500 | SGH | PUT | Long | 22.50 | None | $3.34 | 20.88 | $9.97 | 0.34 | 0.65 | 0.16 | 3.50 | 29.32 | 19.35 | 3.34 | $334.00 | 16.00 | 29 | 5.0 | 488.000 | 9.97 | 2024-08-08 |
| SGH240816P00022500 | SGH | PUT | Long | 22.50 | None | $3.14 | 19.62 | $10.62 | 0.36 | 0.16 | 0.16 | 3.30 | 29.32 | 18.70 | 3.14 | $314.00 | 16.00 | 28 | 1.0 | 488.000 | 10.62 | 2024-08-07 |
| SGH240816P00022500 | SGH | PUT | Long | 22.50 | None | $3.14 | 19.62 | $10.28 | 0.35 | 0.32 | 0.16 | 3.30 | 29.32 | 19.04 | 3.14 | $314.00 | 16.00 | 27 | 1.0 | 488.000 | 10.28 | 2024-08-06 |
| SGH240816P00022500 | SGH | PUT | Long | 22.50 | None | $0.54 | 3.38 | $5.61 | 0.19 | -0.05 | 0.16 | 0.70 | 29.32 | 23.71 | 0.54 | $54.00 | 16.00 | 19 | 52.0 | 472.000 | 5.61 | 2024-07-29 |
| SGH240816P00022500 | SGH | PUT | Long | 22.50 | None | $0.54 | 3.38 | $6.15 | 0.21 | -0.14 | 0.16 | 0.70 | 29.32 | 23.17 | 0.54 | $54.00 | 16.00 | 16 | 52.0 | 420.000 | 6.15 | 2024-07-26 |
| SGH240816P00022500 | SGH | PUT | Long | 22.50 | None | $0.64 | 4.00 | $6.56 | 0.22 | -0.13 | 0.16 | 0.80 | 29.32 | 22.76 | 0.64 | $64.00 | 16.00 | 15 | 6.0 | 419.000 | 6.56 | 2024-07-25 |
| SGH240816P00022500 | SGH | PUT | Long | 22.50 | None | $0.47 | 2.94 | $6.00 | 0.20 | -0.11 | 0.16 | 0.63 | 29.32 | 23.32 | 0.47 | $47.00 | 16.00 | 14 | 167.0 | 331.000 | 6.00 | 2024-07-24 |
| SGH240816P00022500 | SGH | PUT | Long | 22.50 | None | $0.19 | 1.19 | $4.75 | 0.16 | -0.14 | 0.16 | 0.35 | 29.32 | 24.57 | 0.19 | $19.00 | 16.00 | 13 | 1.0 | 330.000 | 4.75 | 2024-07-23 |
| SGH240816P00022500 | SGH | PUT | Long | 22.50 | None | $0.44 | 2.75 | $5.06 | 0.17 | -0.11 | 0.16 | 0.60 | 29.32 | 24.26 | 0.44 | $44.00 | 16.00 | 12 | 19.0 | 330.000 | 5.06 | 2024-07-22 |
| SGH240816P00022500 | SGH | PUT | Long | 22.50 | None | $0.44 | 2.75 | $5.46 | 0.19 | -0.10 | 0.16 | 0.60 | 29.32 | 23.86 | 0.44 | $44.00 | 16.00 | 9 | 19.0 | 321.000 | 5.46 | 2024-07-19 |
| SGH240816P00022500 | SGH | PUT | Long | 22.50 | None | $0.31 | 1.94 | $4.68 | 0.16 | -0.12 | 0.16 | 0.47 | 29.32 | 24.64 | 0.31 | $31.00 | 16.00 | 8 | 95.0 | 329.000 | 4.68 | 2024-07-18 |
| SGH240816P00022500 | SGH | PUT | Long | 22.50 | None | $0.14 | 0.88 | $3.90 | 0.13 | -0.10 | 0.16 | 0.30 | 29.32 | 25.42 | 0.14 | $14.00 | 16.00 | 7 | 95.0 | 329.000 | 3.90 | 2024-07-17 |
| SGH240816P00022500 | SGH | PUT | Long | 22.50 | None | $0.04 | 0.25 | $1.86 | 0.06 | -0.05 | 0.16 | 0.20 | 29.32 | 27.46 | 0.04 | $4.00 | 16.00 | 6 | 32.0 | 361.000 | 1.86 | 2024-07-16 |
| SGH240816P00022500 | SGH | PUT | Long | 22.50 | None | $-0.06 | -0.38 | $-0.03 | -0.00 | -0.03 | 0.16 | 0.10 | 29.32 | 29.35 | -0.06 | $-6.00 | 16.00 | 5 | 7.0 | 360.000 | -0.03 | 2024-07-15 |
| SGH240816P00022500 | SGH | PUT | Long | 22.50 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $-0.01 | -0.06 | $0.42 | 0.01 | -0.02 | 0.16 | 0.15 | 29.32 | 28.90 | -0.01 | $-1.00 | 16.00 | 3 | 80.0 | 409.000 | 0.42 | 2024-07-13 |
| SGH240816P00022500 | SGH | PUT | Long | 22.50 | None | $-0.01 | -0.06 | $0.42 | 0.01 | -0.03 | 0.16 | 0.15 | 29.32 | 28.90 | -0.01 | $-1.00 | 16.00 | 2 | 80.0 | 409.000 | 0.42 | 2024-07-12 |
| SGH240816P00022500 | SGH | PUT | Long | 22.50 | None | $-0.02 | -0.12 | $0.78 | 0.03 | -0.06 | 0.16 | 0.14 | 29.32 | 28.54 | -0.02 | $-2.00 | 16.00 | 1 | 3.0 | 411.000 | 0.78 | 2024-07-11 |
| SGH240816P00022500 | SGH | PUT | Long | 22.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.16 | 0.16 | 29.32 | 29.32 | 0.00 | $0.00 | 16.00 | 0 | 178.0 | 439.000 | -0.00 | 2024-07-10 |