| 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 | SLQT | SLQT250117P00002500 | 2.50 | 68.0 | 442.000 | 1.016 | 0.282 | 0.9 | 0.0 | -0.010 | 0.930 | 0.070 | 0.09 | 3.35 | 2025-01-17 | PUT | Long | 0.302 | 0.357 | 0.213 |
| 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 | SLQT | 1.000 | 0.154 | 0.654 | 0.252 | 0.255 | 0.100 | 3.35 | -0.026 | 0.0000 | 1.03 | 4.32 | 21 | 1y | 2.16 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SLQT250117P00002500 | SLQT | PUT | Long | 2.50 | None | $0.01 | 0.11 | $0.32 | 0.10 | -0.07 | 0.09 | 0.10 | 3.35 | 3.03 | 0.01 | $1.00 | 9.00 | 3 | 1.0 | 500.000 | 0.32 | 2024-12-20 |
| SLQT250117P00002500 | SLQT | PUT | Long | 2.50 | None | $0.01 | 0.11 | $0.35 | 0.10 | -0.22 | 0.09 | 0.10 | 3.35 | 3.00 | 0.01 | $1.00 | 9.00 | 2 | 1.0 | 500.000 | 0.35 | 2024-12-19 |
| SLQT250117P00002500 | SLQT | PUT | Long | 2.50 | None | $0.01 | 0.11 | $0.23 | 0.07 | -0.14 | 0.09 | 0.10 | 3.35 | 3.12 | 0.01 | $1.00 | 9.00 | 1 | 1.0 | 500.000 | 0.23 | 2024-12-18 |
| SLQT250117P00002500 | SLQT | PUT | Long | 2.50 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.09 | 0.09 | 3.35 | 3.35 | 0.00 | $0.00 | 9.00 | 0 | 68.0 | 442.000 | -0.00 | 2024-12-17 |