| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-30 | SMMT | SMMT240719P00006000 | 6.00 | 2.0 | 26.000 | 2.064 | 1.484 | 5.2 | 0.2 | -1.000 | 5.480 | 0.530 | 1.00 | 10.92 | 2024-07-19 | PUT | Long | 0.697 | 1.502 | 2.721 |
| 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 | SMMT | 1.000 | 0.158 | 1.507 | 0.391 | 0.158 | -0.080 | 18.57 | 0.000 | 0.0000 | 2.37 | 31.93 | 21 | 1y | 20.33 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SMMT240719P00006000 | SMMT | PUT | Long | 6.00 | None | $-0.95 | -0.95 | $1.17 | 0.11 | 2.94 | 1.00 | 0.05 | 10.92 | 9.75 | -0.95 | $-95.00 | 100.00 | 49 | 8.0 | 99.000 | 1.17 | 2024-07-18 |
| SMMT240719P00006000 | SMMT | PUT | Long | 6.00 | None | $-0.95 | -0.95 | $1.61 | 0.15 | 1.76 | 1.00 | 0.05 | 10.92 | 9.31 | -0.95 | $-95.00 | 100.00 | 48 | 8.0 | 100.000 | 1.61 | 2024-07-17 |
| SMMT240719P00006000 | SMMT | PUT | Long | 6.00 | None | $-0.87 | -0.87 | $1.80 | 0.16 | 0.16 | 1.00 | 0.13 | 10.92 | 9.12 | -0.87 | $-87.00 | 100.00 | 47 | 5.0 | 100.000 | 1.80 | 2024-07-16 |
| SMMT240719P00006000 | SMMT | PUT | Long | 6.00 | None | $-0.87 | -0.87 | $1.45 | 0.13 | 0.37 | 1.00 | 0.13 | 10.92 | 9.47 | -0.87 | $-87.00 | 100.00 | 46 | 1.0 | 100.000 | 1.45 | 2024-07-15 |
| SMMT240719P00006000 | SMMT | PUT | Long | 6.00 | None | $-0.87 | -0.87 | $2.39 | 0.22 | -0.47 | 1.00 | 0.13 | 10.92 | 8.53 | -0.87 | $-87.00 | 100.00 | 43 | 1.0 | 100.000 | 2.39 | 2024-07-12 |
| SMMT240719P00006000 | SMMT | PUT | Long | 6.00 | None | $-0.87 | -0.87 | $2.24 | 0.21 | -0.51 | 1.00 | 0.13 | 10.92 | 8.68 | -0.87 | $-87.00 | 100.00 | 42 | 1.0 | 100.000 | 2.24 | 2024-07-11 |
| SMMT240719P00006000 | SMMT | PUT | Long | 6.00 | None | $-0.87 | -0.87 | $2.63 | 0.24 | -0.91 | 1.00 | 0.13 | 10.92 | 8.29 | -0.87 | $-87.00 | 100.00 | 41 | 1.0 | 100.000 | 2.63 | 2024-07-10 |
| SMMT240719P00006000 | SMMT | PUT | Long | 6.00 | None | $-0.87 | -0.87 | $3.08 | 0.28 | -1.11 | 1.00 | 0.13 | 10.92 | 7.84 | -0.87 | $-87.00 | 100.00 | 40 | 1.0 | 100.000 | 3.08 | 2024-07-09 |
| SMMT240719P00006000 | SMMT | PUT | Long | 6.00 | None | $-0.87 | -0.87 | $3.37 | 0.31 | -0.99 | 1.00 | 0.13 | 10.92 | 7.55 | -0.87 | $-87.00 | 100.00 | 39 | 1.0 | 100.000 | 3.37 | 2024-07-08 |
| SMMT240719P00006000 | SMMT | PUT | Long | 6.00 | None | $-0.87 | -0.87 | $3.68 | 0.34 | -1.32 | 1.00 | 0.13 | 10.92 | 7.24 | -0.87 | $-87.00 | 100.00 | 36 | 1.0 | 100.000 | 3.68 | 2024-07-05 |
| SMMT240719P00006000 | SMMT | PUT | Long | 6.00 | None | $-0.87 | -0.87 | $4.03 | 0.37 | -1.26 | 1.00 | 0.13 | 10.92 | 6.89 | -0.87 | $-87.00 | 100.00 | 35 | 1.0 | 0.000 | 4.03 | 2024-07-04 |
| SMMT240719P00006000 | SMMT | PUT | Long | 6.00 | None | $-0.87 | -0.87 | $4.03 | 0.37 | -1.28 | 1.00 | 0.13 | 10.92 | 6.89 | -0.87 | $-87.00 | 100.00 | 34 | 1.0 | 0.000 | 4.03 | 2024-07-03 |
| SMMT240719P00006000 | SMMT | PUT | Long | 6.00 | None | $-0.90 | -0.90 | $3.38 | 0.31 | -1.41 | 1.00 | 0.10 | 10.92 | 7.54 | -0.90 | $-90.00 | 100.00 | 33 | 31.0 | 100.000 | 3.38 | 2024-07-02 |
| SMMT240719P00006000 | SMMT | PUT | Long | 6.00 | None | $-0.90 | -0.90 | $2.78 | 0.25 | -0.43 | 1.00 | 0.10 | 10.92 | 8.14 | -0.90 | $-90.00 | 100.00 | 32 | 31.0 | 100.000 | 2.78 | 2024-07-01 |
| SMMT240719P00006000 | SMMT | PUT | Long | 6.00 | None | $-0.90 | -0.90 | $3.12 | 0.29 | -0.99 | 1.00 | 0.10 | 10.92 | 7.80 | -0.90 | $-90.00 | 100.00 | 29 | 31.0 | 105.000 | 3.12 | 2024-06-28 |
| SMMT240719P00006000 | SMMT | PUT | Long | 6.00 | None | $-0.94 | -0.94 | $3.05 | 0.28 | -1.20 | 1.00 | 0.06 | 10.92 | 7.87 | -0.94 | $-94.00 | 100.00 | 28 | 6.0 | 110.000 | 3.05 | 2024-06-27 |
| SMMT240719P00006000 | SMMT | PUT | Long | 6.00 | None | $-0.88 | -0.88 | $2.74 | 0.25 | -1.16 | 1.00 | 0.12 | 10.92 | 8.18 | -0.88 | $-88.00 | 100.00 | 26 | 81.0 | 138.000 | 2.74 | 2024-06-25 |
| SMMT240719P00006000 | SMMT | PUT | Long | 6.00 | None | $-0.88 | -0.88 | $2.92 | 0.27 | -1.08 | 1.00 | 0.12 | 10.92 | 8.00 | -0.88 | $-88.00 | 100.00 | 25 | 5.0 | 138.000 | 2.92 | 2024-06-24 |
| SMMT240719P00006000 | SMMT | PUT | Long | 6.00 | None | $-0.77 | -0.77 | $2.98 | 0.27 | -1.09 | 1.00 | 0.23 | 10.92 | 7.94 | -0.77 | $-77.00 | 100.00 | 19 | 15.0 | 152.000 | 2.98 | 2024-06-18 |
| SMMT240719P00006000 | SMMT | PUT | Long | 6.00 | None | $-0.70 | -0.70 | $3.02 | 0.28 | -1.12 | 1.00 | 0.30 | 10.92 | 7.90 | -0.70 | $-70.00 | 100.00 | 18 | 7.0 | 148.000 | 3.02 | 2024-06-17 |
| SMMT240719P00006000 | SMMT | PUT | Long | 6.00 | None | $-0.70 | -0.70 | $2.53 | 0.23 | -0.90 | 1.00 | 0.30 | 10.92 | 8.39 | -0.70 | $-70.00 | 100.00 | 15 | 4.0 | 148.000 | 2.53 | 2024-06-14 |
| SMMT240719P00006000 | SMMT | PUT | Long | 6.00 | None | $-0.70 | -0.70 | $2.83 | 0.26 | -1.03 | 1.00 | 0.30 | 10.92 | 8.09 | -0.70 | $-70.00 | 100.00 | 14 | 4.0 | 148.000 | 2.83 | 2024-06-13 |
| SMMT240719P00006000 | SMMT | PUT | Long | 6.00 | None | $-0.70 | -0.70 | $2.67 | 0.24 | -1.00 | 1.00 | 0.30 | 10.92 | 8.25 | -0.70 | $-70.00 | 100.00 | 13 | 4.0 | 148.000 | 2.67 | 2024-06-12 |
| SMMT240719P00006000 | SMMT | PUT | Long | 6.00 | None | $-0.70 | -0.70 | $3.38 | 0.31 | -1.08 | 1.00 | 0.30 | 10.92 | 7.54 | -0.70 | $-70.00 | 100.00 | 12 | 4.0 | 148.000 | 3.38 | 2024-06-11 |
| SMMT240719P00006000 | SMMT | PUT | Long | 6.00 | None | $-0.70 | -0.70 | $2.94 | 0.27 | -0.94 | 1.00 | 0.30 | 10.92 | 7.98 | -0.70 | $-70.00 | 100.00 | 11 | 4.0 | 145.000 | 2.94 | 2024-06-10 |
| SMMT240719P00006000 | SMMT | PUT | Long | 6.00 | None | $-0.60 | -0.60 | $3.20 | 0.29 | -1.01 | 1.00 | 0.40 | 10.92 | 7.72 | -0.60 | $-60.00 | 100.00 | 10 | 81.0 | 76.000 | 3.20 | 2024-06-09 |
| SMMT240719P00006000 | SMMT | PUT | Long | 6.00 | None | $-0.60 | -0.60 | $3.20 | 0.29 | -1.01 | 1.00 | 0.40 | 10.92 | 7.72 | -0.60 | $-60.00 | 100.00 | 8 | 81.0 | 76.000 | 3.20 | 2024-06-07 |
| SMMT240719P00006000 | SMMT | PUT | Long | 6.00 | None | $-0.58 | -0.58 | $2.79 | 0.26 | -0.82 | 1.00 | 0.42 | 10.92 | 8.13 | -0.58 | $-58.00 | 100.00 | 7 | 15.0 | 61.000 | 2.79 | 2024-06-06 |
| SMMT240719P00006000 | SMMT | PUT | Long | 6.00 | None | $-0.50 | -0.50 | $2.88 | 0.26 | -0.76 | 1.00 | 0.50 | 10.92 | 8.04 | -0.50 | $-50.00 | 100.00 | 6 | 10.0 | 51.000 | 2.88 | 2024-06-05 |
| SMMT240719P00006000 | SMMT | PUT | Long | 6.00 | None | $-0.35 | -0.35 | $3.62 | 0.33 | -0.91 | 1.00 | 0.65 | 10.92 | 7.30 | -0.35 | $-35.00 | 100.00 | 5 | 17.0 | 45.000 | 3.62 | 2024-06-04 |
| SMMT240719P00006000 | SMMT | PUT | Long | 6.00 | None | $-0.50 | -0.50 | $2.08 | 0.19 | -0.60 | 1.00 | 0.50 | 10.92 | 8.84 | -0.50 | $-50.00 | 100.00 | 4 | 9.0 | 43.000 | 2.08 | 2024-06-03 |
| SMMT240719P00006000 | SMMT | PUT | Long | 6.00 | Underlying has moved in favorable position (0.1794871794871794871794871795) however, position is suffering from IV crush;Exit OP PnL: $-0.43;Exit EQ PnL: 1.96 | $-0.20 | -0.20 | $2.23 | 0.20 | -1.81 | 1.00 | 0.80 | 10.92 | 8.69 | -0.20 | $-20.00 | 100.00 | 1 | 26.0 | 28.000 | 2.23 | 2024-05-31 |
| SMMT240719P00006000 | SMMT | PUT | Long | 6.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 1.00 | 1.00 | 10.92 | 10.92 | 0.00 | $0.00 | 100.00 | 0 | 2.0 | 26.000 | -0.00 | 2024-05-30 |