| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-09-09 | SMMT | SMMT241018P00018000 | 18.00 | 168.0 | 26.000 | 1.016 | 0.542 | 1.9 | 0.7 | -0.110 | 2.910 | 1.690 | 2.00 | 19.14 | 2024-10-18 | PUT | Long | 0.379 | 0.581 | 0.560 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SMMT241018P00018000 | SMMT | PUT | Long | 18.00 | None | $-1.92 | -0.96 | $-4.48 | -0.23 | 0.83 | 2.00 | 0.08 | 19.14 | 23.62 | -1.92 | $-192.00 | 200.00 | 37 | 2.0 | 573.000 | -4.48 | 2024-10-16 |
| SMMT241018P00018000 | SMMT | PUT | Long | 18.00 | None | $-1.95 | -0.98 | $-1.11 | -0.06 | -0.32 | 2.00 | 0.05 | 19.14 | 20.25 | -1.95 | $-195.00 | 200.00 | 35 | 85.0 | 593.000 | -1.11 | 2024-10-14 |
| SMMT241018P00018000 | SMMT | PUT | Long | 18.00 | None | $-1.77 | -0.88 | $-0.81 | -0.04 | -0.24 | 2.00 | 0.23 | 19.14 | 19.95 | -1.77 | $-177.00 | 200.00 | 32 | 84.0 | 631.000 | -0.81 | 2024-10-11 |
| SMMT241018P00018000 | SMMT | PUT | Long | 18.00 | None | $-1.36 | -0.68 | $0.53 | 0.03 | -0.26 | 2.00 | 0.64 | 19.14 | 18.61 | -1.36 | $-136.00 | 200.00 | 31 | 170.0 | 467.000 | 0.53 | 2024-10-10 |
| SMMT241018P00018000 | SMMT | PUT | Long | 18.00 | None | $-1.35 | -0.68 | $0.24 | 0.01 | -0.16 | 2.00 | 0.65 | 19.14 | 18.90 | -1.35 | $-135.00 | 200.00 | 30 | 53.0 | 499.000 | 0.24 | 2024-10-09 |
| SMMT241018P00018000 | SMMT | PUT | Long | 18.00 | None | $-1.10 | -0.55 | $0.22 | 0.01 | -0.01 | 2.00 | 0.90 | 19.14 | 18.92 | -1.10 | $-110.00 | 200.00 | 28 | 27.0 | 497.000 | 0.22 | 2024-10-07 |
| SMMT241018P00018000 | SMMT | PUT | Long | 18.00 | None | $-1.10 | -0.55 | $0.05 | 0.00 | -0.06 | 2.00 | 0.90 | 19.14 | 19.09 | -1.10 | $-110.00 | 200.00 | 26 | 76.0 | 472.000 | 0.05 | 2024-10-05 |
| SMMT241018P00018000 | SMMT | PUT | Long | 18.00 | None | $-1.10 | -0.55 | $0.05 | 0.00 | -0.15 | 2.00 | 0.90 | 19.14 | 19.09 | -1.10 | $-110.00 | 200.00 | 25 | 76.0 | 472.000 | 0.05 | 2024-10-04 |
| SMMT241018P00018000 | SMMT | PUT | Long | 18.00 | None | $-0.70 | -0.35 | $0.53 | 0.03 | -0.08 | 2.00 | 1.30 | 19.14 | 18.61 | -0.70 | $-70.00 | 200.00 | 24 | 89.0 | 452.000 | 0.53 | 2024-10-03 |
| SMMT241018P00018000 | SMMT | PUT | Long | 18.00 | None | $-1.20 | -0.60 | $-0.40 | -0.02 | -0.07 | 2.00 | 0.80 | 19.14 | 19.54 | -1.20 | $-120.00 | 200.00 | 23 | 50.0 | 414.000 | -0.40 | 2024-10-02 |
| SMMT241018P00018000 | SMMT | PUT | Long | 18.00 | None | $-1.35 | -0.68 | $-0.96 | -0.05 | -0.14 | 2.00 | 0.65 | 19.14 | 20.10 | -1.35 | $-135.00 | 200.00 | 22 | 164.0 | 548.000 | -0.96 | 2024-10-01 |
| SMMT241018P00018000 | SMMT | PUT | Long | 18.00 | None | $-1.50 | -0.75 | $-2.75 | -0.14 | 0.01 | 2.00 | 0.50 | 19.14 | 21.89 | -1.50 | $-150.00 | 200.00 | 21 | 17.0 | 547.000 | -2.75 | 2024-09-30 |
| SMMT241018P00018000 | SMMT | PUT | Long | 18.00 | None | $-1.40 | -0.70 | $-1.75 | -0.09 | -0.89 | 2.00 | 0.60 | 19.14 | 20.89 | -1.40 | $-140.00 | 200.00 | 20 | 49.0 | 547.000 | -1.75 | 2024-09-29 |
| SMMT241018P00018000 | SMMT | PUT | Long | 18.00 | None | $-1.40 | -0.70 | $-1.75 | -0.09 | -0.07 | 2.00 | 0.60 | 19.14 | 20.89 | -1.40 | $-140.00 | 200.00 | 19 | 49.0 | 506.000 | -1.75 | 2024-09-28 |
| SMMT241018P00018000 | SMMT | PUT | Long | 18.00 | None | $-1.40 | -0.70 | $-1.75 | -0.09 | -0.14 | 2.00 | 0.60 | 19.14 | 20.89 | -1.40 | $-140.00 | 200.00 | 18 | 49.0 | 506.000 | -1.75 | 2024-09-27 |
| SMMT241018P00018000 | SMMT | PUT | Long | 18.00 | None | $-1.65 | -0.82 | $-3.67 | -0.19 | -0.11 | 2.00 | 0.35 | 19.14 | 22.81 | -1.65 | $-165.00 | 200.00 | 17 | 11.0 | 516.000 | -3.67 | 2024-09-26 |
| SMMT241018P00018000 | SMMT | PUT | Long | 18.00 | None | $-1.60 | -0.80 | $-3.50 | -0.18 | -0.11 | 2.00 | 0.40 | 19.14 | 22.64 | -1.60 | $-160.00 | 200.00 | 16 | 59.0 | 536.000 | -3.50 | 2024-09-25 |
| SMMT241018P00018000 | SMMT | PUT | Long | 18.00 | None | $-1.65 | -0.82 | $-4.86 | -0.25 | -0.06 | 2.00 | 0.35 | 19.14 | 24.00 | -1.65 | $-165.00 | 200.00 | 15 | 27.0 | 526.000 | -4.86 | 2024-09-24 |
| SMMT241018P00018000 | SMMT | PUT | Long | 18.00 | None | $-1.31 | -0.66 | $-2.77 | -0.14 | -0.04 | 2.00 | 0.69 | 19.14 | 21.91 | -1.31 | $-131.00 | 200.00 | 14 | 234.0 | 527.000 | -2.77 | 2024-09-23 |
| SMMT241018P00018000 | SMMT | PUT | Long | 18.00 | None | $-1.80 | -0.90 | $-5.25 | -0.27 | -0.77 | 2.00 | 0.20 | 19.14 | 24.39 | -1.80 | $-180.00 | 200.00 | 13 | 51.0 | 0.000 | -5.25 | 2024-09-22 |
| SMMT241018P00018000 | SMMT | PUT | Long | 18.00 | None | $-1.75 | -0.88 | $-5.25 | -0.27 | -0.18 | 2.00 | 0.25 | 19.14 | 24.39 | -1.75 | $-175.00 | 200.00 | 11 | 48.0 | 494.000 | -5.25 | 2024-09-20 |
| SMMT241018P00018000 | SMMT | PUT | Long | 18.00 | None | $-1.67 | -0.84 | $-4.02 | -0.21 | -0.17 | 2.00 | 0.33 | 19.14 | 23.16 | -1.67 | $-167.00 | 200.00 | 10 | 148.0 | 370.000 | -4.02 | 2024-09-19 |
| SMMT241018P00018000 | SMMT | PUT | Long | 18.00 | None | $-1.65 | -0.82 | $-5.42 | -0.28 | -0.11 | 2.00 | 0.35 | 19.14 | 24.56 | -1.65 | $-165.00 | 200.00 | 9 | 17.0 | 357.000 | -5.42 | 2024-09-18 |
| SMMT241018P00018000 | SMMT | PUT | Long | 18.00 | None | $-1.70 | -0.85 | $-7.09 | -0.37 | -0.00 | 2.00 | 0.30 | 19.14 | 26.23 | -1.70 | $-170.00 | 200.00 | 8 | 19.0 | 348.000 | -7.09 | 2024-09-17 |
| SMMT241018P00018000 | SMMT | PUT | Long | 18.00 | None | $-1.68 | -0.84 | $-10.34 | -0.54 | 0.21 | 2.00 | 0.32 | 19.14 | 29.48 | -1.68 | $-168.00 | 200.00 | 7 | 13.0 | 355.000 | -10.34 | 2024-09-16 |
| SMMT241018P00018000 | SMMT | PUT | Long | 18.00 | None | $-1.65 | -0.82 | $-12.79 | -0.67 | 0.39 | 2.00 | 0.35 | 19.14 | 31.93 | -1.65 | $-165.00 | 200.00 | 5 | 74.0 | 331.000 | -12.79 | 2024-09-14 |
| SMMT241018P00018000 | SMMT | PUT | Long | 18.00 | None | $-1.65 | -0.82 | $-12.79 | -0.67 | 0.28 | 2.00 | 0.35 | 19.14 | 31.93 | -1.65 | $-165.00 | 200.00 | 4 | 74.0 | 331.000 | -12.79 | 2024-09-13 |
| SMMT241018P00018000 | SMMT | PUT | Long | 18.00 | None | $-1.55 | -0.78 | $-8.27 | -0.43 | 0.15 | 2.00 | 0.45 | 19.14 | 27.41 | -1.55 | $-155.00 | 200.00 | 3 | 199.0 | 226.000 | -8.27 | 2024-09-12 |
| SMMT241018P00018000 | SMMT | PUT | Long | 18.00 | None | $-1.20 | -0.60 | $-3.56 | -0.19 | -0.03 | 2.00 | 0.80 | 19.14 | 22.70 | -1.20 | $-120.00 | 200.00 | 2 | 105.0 | 164.000 | -3.56 | 2024-09-11 |
| SMMT241018P00018000 | SMMT | PUT | Long | 18.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.39; Exit EQ PnL: -0.74 | $-1.00 | -0.50 | $-3.83 | -0.20 | 0.06 | 2.00 | 1.00 | 19.14 | 22.97 | -1.00 | $-100.00 | 200.00 | 1 | 92.0 | 119.000 | -3.83 | 2024-09-10 |
| SMMT241018P00018000 | SMMT | PUT | Long | 18.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 2.00 | 2.00 | 19.14 | 19.14 | 0.00 | $0.00 | 200.00 | 0 | 168.0 | 26.000 | -0.00 | 2024-09-09 |