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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2023-11-02 | SHOP | SHOP231208P00059000 | 59.00 | 0.000 | 0.270 | 2.2 | 1.3 | -0.020 | 0.920 | 0.000 | 10.82 | 59.70 | 2023-12-08 | PUT | Long | 0.229 | 0.308 | 0.224 |
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 | SHOP | 0.636 | 0.066 | 0.242 | 0.139 | 0.094 | -0.128 | 119.49 | 0.019 | 0.0000 | 52.26 | 119.49 | 21 | 1y | 87.01 |
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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHOP231208P00059000 | SHOP | PUT | Long | 59.00 | None | $-2.94 | -1.00 | $-10.46 | -0.17 | 0.84 | 2.95 | 0.01 | 61.40 | 71.86 | -2.94 | $-294.00 | 295.00 | 36 | 2.0 | 468.000 | -10.46 | 2023-12-07 |
SHOP231208P00059000 | SHOP | PUT | Long | 59.00 | None | $-2.94 | -1.00 | $-9.74 | -0.16 | 0.34 | 2.95 | 0.01 | 61.40 | 71.14 | -2.94 | $-294.00 | 295.00 | 35 | 0.0 | 468.000 | -9.74 | 2023-12-06 |
SHOP231208P00059000 | SHOP | PUT | Long | 59.00 | None | $-2.94 | -1.00 | $-13.32 | -0.22 | 0.49 | 2.95 | 0.01 | 61.40 | 74.72 | -2.94 | $-294.00 | 295.00 | 34 | 0.0 | 458.000 | -13.32 | 2023-12-05 |
SHOP231208P00059000 | SHOP | PUT | Long | 59.00 | None | $-2.92 | -0.99 | $-11.13 | -0.18 | 0.42 | 2.95 | 0.03 | 61.40 | 72.53 | -2.92 | $-292.00 | 295.00 | 33 | 0.0 | 453.000 | -11.13 | 2023-12-04 |
SHOP231208P00059000 | SHOP | PUT | Long | 59.00 | None | $-2.93 | -0.99 | $-12.46 | -0.20 | 0.28 | 2.95 | 0.02 | 61.40 | 73.86 | -2.93 | $-293.00 | 295.00 | 32 | 0.0 | 453.000 | -12.46 | 2023-12-03 |
SHOP231208P00059000 | SHOP | PUT | Long | 59.00 | None | $-2.93 | -0.99 | $-12.46 | -0.20 | 0.21 | 2.95 | 0.02 | 61.40 | 73.86 | -2.93 | $-293.00 | 295.00 | 31 | 0.0 | 453.000 | -12.46 | 2023-12-02 |
SHOP231208P00059000 | SHOP | PUT | Long | 59.00 | None | $-2.93 | -0.99 | $-12.48 | -0.20 | 0.16 | 2.95 | 0.02 | 61.40 | 73.88 | -2.93 | $-293.00 | 295.00 | 30 | 0.0 | 453.000 | -12.48 | 2023-12-01 |
SHOP231208P00059000 | SHOP | PUT | Long | 59.00 | None | $-2.93 | -0.99 | $-11.42 | -0.19 | 0.06 | 2.95 | 0.02 | 61.40 | 72.82 | -2.93 | $-293.00 | 295.00 | 29 | 0.0 | 468.000 | -11.42 | 2023-11-30 |
SHOP231208P00059000 | SHOP | PUT | Long | 59.00 | None | $-2.93 | -0.99 | $-11.93 | -0.19 | 0.04 | 2.95 | 0.02 | 61.40 | 73.33 | -2.93 | $-293.00 | 295.00 | 28 | 0.0 | 466.000 | -11.93 | 2023-11-29 |
SHOP231208P00059000 | SHOP | PUT | Long | 59.00 | None | $-2.91 | -0.99 | $-12.11 | -0.20 | 0.06 | 2.95 | 0.04 | 61.40 | 73.51 | -2.91 | $-291.00 | 295.00 | 27 | 0.0 | 466.000 | -12.11 | 2023-11-28 |
SHOP231208P00059000 | SHOP | PUT | Long | 59.00 | None | $-2.91 | -0.99 | $-11.75 | -0.19 | 0.06 | 2.95 | 0.04 | 61.40 | 73.15 | -2.91 | $-291.00 | 295.00 | 26 | 0.0 | 466.000 | -11.75 | 2023-11-27 |
SHOP231208P00059000 | SHOP | PUT | Long | 59.00 | None | $-2.85 | -0.97 | $-8.95 | -0.15 | -0.02 | 2.95 | 0.10 | 61.40 | 70.35 | -2.85 | $-285.00 | 295.00 | 23 | 0.0 | 0.000 | -8.95 | 2023-11-24 |
SHOP231208P00059000 | SHOP | PUT | Long | 59.00 | None | $-2.85 | -0.97 | $-9.56 | -0.16 | -0.28 | 2.95 | 0.10 | 61.40 | 70.96 | -2.85 | $-285.00 | 295.00 | 22 | 0.0 | 0.000 | -9.56 | 2023-11-23 |
SHOP231208P00059000 | SHOP | PUT | Long | 59.00 | None | $-2.84 | -0.96 | $-8.38 | -0.14 | -0.05 | 2.95 | 0.11 | 61.40 | 69.78 | -2.84 | $-284.00 | 295.00 | 21 | 0.0 | 463.000 | -8.38 | 2023-11-22 |
SHOP231208P00059000 | SHOP | PUT | Long | 59.00 | None | $-2.74 | -0.93 | $-8.33 | -0.14 | -0.04 | 2.95 | 0.21 | 61.40 | 69.73 | -2.74 | $-274.00 | 295.00 | 20 | 0.0 | 462.000 | -8.33 | 2023-11-21 |
SHOP231208P00059000 | SHOP | PUT | Long | 59.00 | None | $-2.77 | -0.94 | $-8.11 | -0.13 | -0.05 | 2.95 | 0.18 | 61.40 | 69.51 | -2.77 | $-277.00 | 295.00 | 19 | 0.0 | 459.000 | -8.11 | 2023-11-20 |
SHOP231208P00059000 | SHOP | PUT | Long | 59.00 | None | $-2.66 | -0.90 | $-6.94 | -0.11 | -0.06 | 2.95 | 0.29 | 61.40 | 68.34 | -2.66 | $-266.00 | 295.00 | 18 | 0.0 | 459.000 | -6.94 | 2023-11-19 |
SHOP231208P00059000 | SHOP | PUT | Long | 59.00 | None | $-2.66 | -0.90 | $-6.94 | -0.11 | -0.07 | 2.95 | 0.29 | 61.40 | 68.34 | -2.66 | $-266.00 | 295.00 | 16 | 0.0 | 459.000 | -6.94 | 2023-11-17 |
SHOP231208P00059000 | SHOP | PUT | Long | 59.00 | None | $-2.52 | -0.85 | $-5.88 | -0.10 | -0.08 | 2.95 | 0.43 | 61.40 | 67.28 | -2.52 | $-252.00 | 295.00 | 15 | 0.0 | 458.000 | -5.88 | 2023-11-16 |
SHOP231208P00059000 | SHOP | PUT | Long | 59.00 | None | $-2.50 | -0.85 | $-6.45 | -0.11 | -0.08 | 2.95 | 0.45 | 61.40 | 67.85 | -2.50 | $-250.00 | 295.00 | 14 | 0.0 | 476.000 | -6.45 | 2023-11-15 |
SHOP231208P00059000 | SHOP | PUT | Long | 59.00 | None | $-2.38 | -0.81 | $-4.12 | -0.07 | -0.10 | 2.95 | 0.57 | 61.40 | 65.52 | -2.38 | $-238.00 | 295.00 | 13 | 0.0 | 470.000 | -4.12 | 2023-11-14 |
SHOP231208P00059000 | SHOP | PUT | Long | 59.00 | None | $-1.39 | -0.47 | $-0.96 | -0.02 | -0.10 | 2.95 | 1.56 | 61.40 | 62.36 | -1.39 | $-139.00 | 295.00 | 12 | 0.0 | 455.000 | -0.96 | 2023-11-13 |
SHOP231208P00059000 | SHOP | PUT | Long | 59.00 | None | $-1.25 | -0.42 | $0.06 | 0.00 | -0.09 | 2.95 | 1.70 | 61.40 | 61.34 | -1.25 | $-125.00 | 295.00 | 9 | 0.0 | 444.000 | 0.06 | 2023-11-10 |
SHOP231208P00059000 | SHOP | PUT | Long | 59.00 | None | $-1.44 | -0.49 | $1.03 | 0.02 | -0.50 | 2.95 | 1.51 | 61.40 | 60.37 | -1.44 | $-144.00 | 295.00 | 8 | 0.0 | 0.000 | 1.03 | 2023-11-09 |
SHOP231208P00059000 | SHOP | PUT | Long | 59.00 | None | $-1.44 | -0.49 | $1.03 | 0.02 | -0.10 | 2.95 | 1.51 | 61.40 | 60.37 | -1.44 | $-144.00 | 295.00 | 7 | 0.0 | 443.000 | 1.03 | 2023-11-08 |
SHOP231208P00059000 | SHOP | PUT | Long | 59.00 | None | $-1.20 | -0.41 | $-1.34 | -0.02 | -0.10 | 2.95 | 1.75 | 61.40 | 62.74 | -1.20 | $-120.00 | 295.00 | 6 | 0.0 | 447.000 | -1.34 | 2023-11-07 |
SHOP231208P00059000 | SHOP | PUT | Long | 59.00 | None | $-0.37 | -0.13 | $0.97 | 0.02 | -0.10 | 2.95 | 2.58 | 61.40 | 60.43 | -0.37 | $-37.00 | 295.00 | 5 | 0.0 | 439.000 | 0.97 | 2023-11-06 |
SHOP231208P00059000 | SHOP | PUT | Long | 59.00 | None | $-0.37 | -0.13 | $0.97 | 0.02 | -0.10 | 2.95 | 2.58 | 61.40 | 60.43 | -0.37 | $-37.00 | 295.00 | 4 | 0.0 | 439.000 | 0.97 | 2023-11-05 |
SHOP231208P00059000 | SHOP | PUT | Long | 59.00 | None | $0.00 | 0.00 | $-0.07 | -0.00 | 0.00 | 2.95 | 2.95 | 61.40 | 61.47 | 0.00 | $0.00 | 295.00 | 2 | 0.0 | -0.07 | 2023-11-03 | |
SHOP231208P00059000 | SHOP | PUT | Long | 59.00 | Exit OP PnL: $787.00;Exit EQ PnL: 1.70; Position surpassed Take Profit. Latest OP price is: $10.82 (EQ: $59.70); Initial OP price was: $2.95 (EQ: $61.40). Option Percentage Gain: 2.667796610169491525423728814 > STOP_LOSS: -0.16 | $7.87 | 2.67 | $1.70 | 0.03 | -0.53 | 2.95 | 10.82 | 61.40 | 59.70 | 7.87 | $787.00 | 295.00 | 1 | 1.70 | 2023-11-02 | ||
SHOP231208P00059000 | SHOP | PUT | Long | 59.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 2.95 | 2.95 | 61.40 | 61.40 | 0.00 | $0.00 | 295.00 | 0 | 0.0 | -0.00 | 2023-11-01 |