| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-12-17 | SHLS | SHLS250117P00005000 | 5.00 | 25.0 | 1091.000 | 0.742 | 0.369 | 0.2 | 0.2 | -0.010 | 0.390 | 0.450 | 0.62 | 4.92 | 2025-01-17 | PUT | Long | 0.367 | 0.406 | 0.180 |
| 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 | SHLS | 0.818 | 0.090 | 0.274 | 0.194 | 0.250 | -0.024 | 4.92 | 0.082 | 0.0000 | 4.15 | 17.02 | 21 | 1y | 5.33 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SHLS250117P00005000 | SHLS | PUT | Long | 5.00 | None | $-0.24 | -0.39 | $-0.20 | -0.04 | 0.02 | 0.62 | 0.38 | 4.92 | 5.12 | -0.24 | $-24.00 | 62.00 | 3 | 34.0 | 1105.000 | -0.20 | 2024-12-20 |
| SHLS250117P00005000 | SHLS | PUT | Long | 5.00 | None | $0.02 | 0.03 | $0.38 | 0.08 | 0.00 | 0.62 | 0.64 | 4.92 | 4.54 | 0.02 | $2.00 | 62.00 | 2 | 4.0 | 1101.000 | 0.38 | 2024-12-19 |
| SHLS250117P00005000 | SHLS | PUT | Long | 5.00 | Exit OP PnL: $-0.22;Exit EQ PnL: 0.03; Position is Long and position continued to lose. Latest OP price is: $0.40 (EQ: $4.89). Initial OP price was: $0.62 (EQ: $4.92). Surpassed Stop Loss Percentage: -0.3548387096774193548387096774 < -0.16. | $-0.22 | -0.35 | $0.26 | 0.05 | -0.02 | 0.62 | 0.40 | 4.92 | 4.66 | -0.22 | $-22.00 | 62.00 | 1 | 1.0 | 1100.000 | 0.26 | 2024-12-18 |
| SHLS250117P00005000 | SHLS | PUT | Long | 5.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.62 | 0.62 | 4.92 | 4.92 | 0.00 | $0.00 | 62.00 | 0 | 25.0 | 1091.000 | -0.00 | 2024-12-17 |