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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024-04-26 | SKX | SKX240621P00067500 | 67.50 | 28.0 | 34.000 | 0.216 | 0.224 | 3.1 | 1.8 | -0.010 | 3.040 | 1.750 | 1.95 | 68.25 | 2024-06-21 | PUT | Long | 0.154 | 0.189 | 0.112 |
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 | SKX | 0.636 | 0.057 | 0.131 | 0.087 | 0.089 | -0.002 | 68.29 | 0.068 | 0.0000 | 56.17 | 74.50 | 21 | 1y | 61.78 |
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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SKX240621P00067500 | SKX | PUT | Long | 67.50 | None | $-3.05 | -0.95 | $-7.74 | -0.12 | 0.34 | 3.20 | 0.15 | 65.41 | 73.15 | -3.05 | $-305.00 | 320.00 | 53 | 2.0 | 444.000 | -7.74 | 2024-06-18 |
SKX240621P00067500 | SKX | PUT | Long | 67.50 | None | $-3.05 | -0.95 | $-7.44 | -0.11 | 0.26 | 3.20 | 0.15 | 65.41 | 72.85 | -3.05 | $-305.00 | 320.00 | 52 | 2.0 | 444.000 | -7.44 | 2024-06-17 |
SKX240621P00067500 | SKX | PUT | Long | 67.50 | None | $-3.05 | -0.95 | $-6.75 | -0.10 | 0.16 | 3.20 | 0.15 | 65.41 | 72.16 | -3.05 | $-305.00 | 320.00 | 49 | 2.0 | 444.000 | -6.75 | 2024-06-14 |
SKX240621P00067500 | SKX | PUT | Long | 67.50 | None | $-3.05 | -0.95 | $-8.35 | -0.13 | 0.26 | 3.20 | 0.15 | 65.41 | 73.76 | -3.05 | $-305.00 | 320.00 | 48 | 2.0 | 444.000 | -8.35 | 2024-06-13 |
SKX240621P00067500 | SKX | PUT | Long | 67.50 | None | $-3.05 | -0.95 | $-9.09 | -0.14 | 0.23 | 3.20 | 0.15 | 65.41 | 74.50 | -3.05 | $-305.00 | 320.00 | 47 | 2.0 | 444.000 | -9.09 | 2024-06-12 |
SKX240621P00067500 | SKX | PUT | Long | 67.50 | None | $-3.12 | -0.98 | $-8.41 | -0.13 | 0.18 | 3.20 | 0.08 | 65.41 | 73.82 | -3.12 | $-312.00 | 320.00 | 46 | 8.0 | 444.000 | -8.41 | 2024-06-11 |
SKX240621P00067500 | SKX | PUT | Long | 67.50 | None | $-3.12 | -0.98 | $-8.49 | -0.13 | 0.11 | 3.20 | 0.08 | 65.41 | 73.90 | -3.12 | $-312.00 | 320.00 | 45 | 8.0 | 447.000 | -8.49 | 2024-06-10 |
SKX240621P00067500 | SKX | PUT | Long | 67.50 | None | $-3.07 | -0.96 | $-7.46 | -0.11 | 0.10 | 3.20 | 0.13 | 65.41 | 72.87 | -3.07 | $-307.00 | 320.00 | 44 | 7.0 | 448.000 | -7.46 | 2024-06-09 |
SKX240621P00067500 | SKX | PUT | Long | 67.50 | None | $-3.07 | -0.96 | $-7.45 | -0.11 | 0.06 | 3.20 | 0.13 | 65.41 | 72.86 | -3.07 | $-307.00 | 320.00 | 42 | 7.0 | 448.000 | -7.45 | 2024-06-07 |
SKX240621P00067500 | SKX | PUT | Long | 67.50 | None | $-2.99 | -0.93 | $-5.64 | -0.09 | 0.02 | 3.20 | 0.21 | 65.41 | 71.05 | -2.99 | $-299.00 | 320.00 | 41 | 3.0 | 445.000 | -5.64 | 2024-06-06 |
SKX240621P00067500 | SKX | PUT | Long | 67.50 | None | $-2.86 | -0.89 | $-5.39 | -0.08 | 0.03 | 3.20 | 0.34 | 65.41 | 70.80 | -2.86 | $-286.00 | 320.00 | 40 | 1.0 | 445.000 | -5.39 | 2024-06-05 |
SKX240621P00067500 | SKX | PUT | Long | 67.50 | None | $-2.70 | -0.84 | $-4.15 | -0.06 | 0.03 | 3.20 | 0.50 | 65.41 | 69.56 | -2.70 | $-270.00 | 320.00 | 39 | 1.0 | 446.000 | -4.15 | 2024-06-04 |
SKX240621P00067500 | SKX | PUT | Long | 67.50 | None | $-2.65 | -0.83 | $-5.02 | -0.08 | 0.04 | 3.20 | 0.55 | 65.41 | 70.43 | -2.65 | $-265.00 | 320.00 | 38 | 35.0 | 414.000 | -5.02 | 2024-06-03 |
SKX240621P00067500 | SKX | PUT | Long | 67.50 | None | $-2.75 | -0.86 | $-6.02 | -0.09 | 0.04 | 3.20 | 0.45 | 65.41 | 71.43 | -2.75 | $-275.00 | 320.00 | 35 | 124.0 | 414.000 | -6.02 | 2024-05-31 |
SKX240621P00067500 | SKX | PUT | Long | 67.50 | None | $-2.75 | -0.86 | $-5.04 | -0.08 | 0.02 | 3.20 | 0.45 | 65.41 | 70.45 | -2.75 | $-275.00 | 320.00 | 34 | 124.0 | 414.000 | -5.04 | 2024-05-30 |
SKX240621P00067500 | SKX | PUT | Long | 67.50 | None | $-2.69 | -0.84 | $-4.39 | -0.07 | 0.01 | 3.20 | 0.51 | 65.41 | 69.80 | -2.69 | $-269.00 | 320.00 | 33 | 1.0 | 414.000 | -4.39 | 2024-05-29 |
SKX240621P00067500 | SKX | PUT | Long | 67.50 | None | $-2.74 | -0.86 | $-5.05 | -0.08 | 0.00 | 3.20 | 0.46 | 65.41 | 70.46 | -2.74 | $-274.00 | 320.00 | 32 | 63.0 | 401.000 | -5.05 | 2024-05-28 |
SKX240621P00067500 | SKX | PUT | Long | 67.50 | None | $-2.20 | -0.69 | $-2.88 | -0.04 | -0.00 | 3.20 | 1.00 | 65.41 | 68.29 | -2.20 | $-220.00 | 320.00 | 31 | 4.0 | 400.000 | -2.88 | 2024-05-27 |
SKX240621P00067500 | SKX | PUT | Long | 67.50 | None | $-2.20 | -0.69 | $-2.89 | -0.04 | -0.02 | 3.20 | 1.00 | 65.41 | 68.30 | -2.20 | $-220.00 | 320.00 | 28 | 4.0 | 400.000 | -2.89 | 2024-05-24 |
SKX240621P00067500 | SKX | PUT | Long | 67.50 | None | $-1.60 | -0.50 | $-1.96 | -0.03 | 0.00 | 3.20 | 1.60 | 65.41 | 67.37 | -1.60 | $-160.00 | 320.00 | 27 | 42.0 | 363.000 | -1.96 | 2024-05-23 |
SKX240621P00067500 | SKX | PUT | Long | 67.50 | None | $-1.95 | -0.61 | $-2.43 | -0.04 | -0.01 | 3.20 | 1.25 | 65.41 | 67.84 | -1.95 | $-195.00 | 320.00 | 26 | 8.0 | 363.000 | -2.43 | 2024-05-22 |
SKX240621P00067500 | SKX | PUT | Long | 67.50 | None | $-2.15 | -0.67 | $-2.97 | -0.05 | -0.02 | 3.20 | 1.05 | 65.41 | 68.38 | -2.15 | $-215.00 | 320.00 | 25 | 12.0 | 355.000 | -2.97 | 2024-05-21 |
SKX240621P00067500 | SKX | PUT | Long | 67.50 | None | $-2.09 | -0.65 | $-2.83 | -0.04 | -0.19 | 3.20 | 1.11 | 65.41 | 68.24 | -2.09 | $-209.00 | 320.00 | 24 | 40.0 | 0.000 | -2.83 | 2024-05-20 |
SKX240621P00067500 | SKX | PUT | Long | 67.50 | None | $-2.10 | -0.66 | $-3.01 | -0.05 | -0.01 | 3.20 | 1.10 | 65.41 | 68.42 | -2.10 | $-210.00 | 320.00 | 23 | 30.0 | 349.000 | -3.01 | 2024-05-19 |
SKX240621P00067500 | SKX | PUT | Long | 67.50 | None | $-2.10 | -0.66 | $-3.01 | -0.05 | -0.02 | 3.20 | 1.10 | 65.41 | 68.42 | -2.10 | $-210.00 | 320.00 | 22 | 30.0 | 349.000 | -3.01 | 2024-05-18 |
SKX240621P00067500 | SKX | PUT | Long | 67.50 | None | $-2.18 | -0.68 | $-3.00 | -0.05 | -0.03 | 3.20 | 1.02 | 65.41 | 68.41 | -2.18 | $-218.00 | 320.00 | 21 | 15.0 | 349.000 | -3.00 | 2024-05-17 |
SKX240621P00067500 | SKX | PUT | Long | 67.50 | None | $-2.20 | -0.69 | $-3.96 | -0.06 | -0.01 | 3.20 | 1.00 | 65.41 | 69.37 | -2.20 | $-220.00 | 320.00 | 19 | 8.0 | 335.000 | -3.96 | 2024-05-15 |
SKX240621P00067500 | SKX | PUT | Long | 67.50 | None | $-2.07 | -0.65 | $-3.59 | -0.05 | -0.00 | 3.20 | 1.13 | 65.41 | 69.00 | -2.07 | $-207.00 | 320.00 | 18 | 74.0 | 265.000 | -3.59 | 2024-05-14 |
SKX240621P00067500 | SKX | PUT | Long | 67.50 | None | $-1.90 | -0.59 | $-2.83 | -0.04 | -0.02 | 3.20 | 1.30 | 65.41 | 68.24 | -1.90 | $-190.00 | 320.00 | 17 | 41.0 | 263.000 | -2.83 | 2024-05-13 |
SKX240621P00067500 | SKX | PUT | Long | 67.50 | None | $-1.60 | -0.50 | $-2.37 | -0.04 | -0.21 | 3.20 | 1.60 | 65.41 | 67.78 | -1.60 | $-160.00 | 320.00 | 16 | 6.0 | 263.000 | -2.37 | 2024-05-12 |
SKX240621P00067500 | SKX | PUT | Long | 67.50 | None | $-1.65 | -0.52 | $-2.65 | -0.04 | -0.02 | 3.20 | 1.55 | 65.41 | 68.06 | -1.65 | $-165.00 | 320.00 | 13 | 19.0 | 256.000 | -2.65 | 2024-05-09 |
SKX240621P00067500 | SKX | PUT | Long | 67.50 | None | $-0.85 | -0.27 | $-1.59 | -0.02 | -0.01 | 3.20 | 2.35 | 65.41 | 67.00 | -0.85 | $-85.00 | 320.00 | 12 | 21.0 | 255.000 | -1.59 | 2024-05-08 |
SKX240621P00067500 | SKX | PUT | Long | 67.50 | None | $-0.94 | -0.29 | $-0.99 | -0.02 | -0.02 | 3.20 | 2.26 | 65.41 | 66.40 | -0.94 | $-94.00 | 320.00 | 11 | 19.0 | 245.000 | -0.99 | 2024-05-07 |
SKX240621P00067500 | SKX | PUT | Long | 67.50 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $-0.30 | -0.09 | $-1.18 | -0.02 | -0.21 | 3.20 | 2.90 | 65.41 | 66.59 | -0.30 | $-30.00 | 320.00 | 7 | 16.0 | 211.000 | -1.18 | 2024-05-03 |
SKX240621P00067500 | SKX | PUT | Long | 67.50 | None | $-0.30 | -0.09 | $-0.66 | -0.01 | -0.01 | 3.20 | 2.90 | 65.41 | 66.07 | -0.30 | $-30.00 | 320.00 | 6 | 16.0 | 208.000 | -0.66 | 2024-05-02 |
SKX240621P00067500 | SKX | PUT | Long | 67.50 | None | $-0.45 | -0.14 | $-1.41 | -0.02 | 0.02 | 3.20 | 2.75 | 65.41 | 66.82 | -0.45 | $-45.00 | 320.00 | 3 | 22.0 | 113.000 | -1.41 | 2024-04-29 |
SKX240621P00067500 | SKX | PUT | Long | 67.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 3.20 | 3.20 | 65.41 | 65.41 | 0.00 | $0.00 | 320.00 | 0 | 155.0 | 34.000 | -0.00 | 2024-04-26 |