| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-12-18 | SLDP | SLDP250221P00001500 | 1.50 | 2.0 | 70.000 | 1.391 | 0.329 | 0.0 | 0.2 | -0.020 | 0.200 | 0.410 | 0.50 | 1.28 | 2025-02-21 | PUT | Long | 0.269 | 0.283 | 0.087 |
| 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 | SLDP | 1.000 | 0.133 | 0.415 | 0.207 | 0.142 | -0.019 | 1.09 | -3.765 | 0.0000 | 1.02 | 2.24 | 21 | 1y | 1.18 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SLDP250221P00001500 | SLDP | PUT | Long | 1.50 | None | $0.00 | 0.00 | $-0.12 | -0.10 | 0.45 | 0.50 | 0.50 | 1.18 | 1.30 | 0.00 | $0.00 | 50.00 | 2 | 2.0 | 70.000 | -0.12 | 2024-12-20 |
| SLDP250221P00001500 | SLDP | PUT | Long | 1.50 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $0.05 | 0.04 | 0.65 | 0.50 | 0.50 | 1.18 | 1.13 | 0.00 | $0.00 | 50.00 | 1 | 2.0 | 70.000 | 0.05 | 2024-12-19 |
| SLDP250221P00001500 | SLDP | PUT | Long | 1.50 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.50 | 0.50 | 1.18 | 1.18 | 0.00 | $0.00 | 50.00 | 0 | 2.0 | 70.000 | -0.00 | 2024-12-18 |