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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2023-12-07 | SMTC | SMTC240119P00020000 | 20.00 | 83.0 | 4.000 | 0.510 | 0.388 | 0.9 | 1.0 | -0.010 | 1.180 | 1.320 | 1.42 | 19.76 | 2024-01-19 | PUT | Long | 0.368 | 0.401 | 0.163 |
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 | SMTC | 0.818 | 0.094 | 0.246 | 0.176 | 0.216 | 0.039 | 65.73 | -1.257 | 0.0000 | 18.48 | 69.10 | 21 | 1y | 46.52 |
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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SMTC240119P00020000 | SMTC | PUT | Long | 20.00 | None | $-1.07 | -0.75 | $-0.43 | -0.02 | -0.01 | 1.42 | 0.35 | 19.42 | 19.85 | -1.07 | $-107.00 | 142.00 | 42 | 21.0 | 106.000 | -0.43 | 2024-01-18 |
SMTC240119P00020000 | SMTC | PUT | Long | 20.00 | None | $0.08 | 0.06 | $0.94 | 0.05 | -0.05 | 1.42 | 1.50 | 19.42 | 18.48 | 0.08 | $8.00 | 142.00 | 41 | 1.0 | 105.000 | 0.94 | 2024-01-17 |
SMTC240119P00020000 | SMTC | PUT | Long | 20.00 | None | $-0.60 | -0.42 | $0.88 | 0.05 | 0.16 | 1.42 | 0.82 | 19.42 | 18.54 | -0.60 | $-60.00 | 142.00 | 40 | 3.0 | 105.000 | 0.88 | 2024-01-16 |
SMTC240119P00020000 | SMTC | PUT | Long | 20.00 | None | $-0.60 | -0.42 | $0.36 | 0.02 | -0.07 | 1.42 | 0.82 | 19.42 | 19.06 | -0.60 | $-60.00 | 142.00 | 36 | 3.0 | 105.000 | 0.36 | 2024-01-12 |
SMTC240119P00020000 | SMTC | PUT | Long | 20.00 | None | $-0.97 | -0.68 | $-0.58 | -0.03 | -0.08 | 1.42 | 0.45 | 19.42 | 20.00 | -0.97 | $-97.00 | 142.00 | 35 | 5.0 | 105.000 | -0.58 | 2024-01-11 |
SMTC240119P00020000 | SMTC | PUT | Long | 20.00 | None | $-1.02 | -0.72 | $-1.18 | -0.06 | -0.02 | 1.42 | 0.40 | 19.42 | 20.60 | -1.02 | $-102.00 | 142.00 | 34 | 10.0 | 103.000 | -1.18 | 2024-01-10 |
SMTC240119P00020000 | SMTC | PUT | Long | 20.00 | None | $-1.07 | -0.75 | $-1.52 | -0.08 | -0.04 | 1.42 | 0.35 | 19.42 | 20.94 | -1.07 | $-107.00 | 142.00 | 33 | 4.0 | 103.000 | -1.52 | 2024-01-09 |
SMTC240119P00020000 | SMTC | PUT | Long | 20.00 | None | $-1.07 | -0.75 | $-1.61 | -0.08 | -0.02 | 1.42 | 0.35 | 19.42 | 21.03 | -1.07 | $-107.00 | 142.00 | 32 | 4.0 | 102.000 | -1.61 | 2024-01-08 |
SMTC240119P00020000 | SMTC | PUT | Long | 20.00 | None | $-0.62 | -0.44 | $-1.05 | -0.05 | 0.05 | 1.42 | 0.80 | 19.42 | 20.47 | -0.62 | $-62.00 | 142.00 | 31 | 10.0 | 102.000 | -1.05 | 2024-01-07 |
SMTC240119P00020000 | SMTC | PUT | Long | 20.00 | None | $-0.62 | -0.44 | $-1.05 | -0.05 | -0.01 | 1.42 | 0.80 | 19.42 | 20.47 | -0.62 | $-62.00 | 142.00 | 29 | 10.0 | 102.000 | -1.05 | 2024-01-05 |
SMTC240119P00020000 | SMTC | PUT | Long | 20.00 | None | $-0.62 | -0.44 | $-0.98 | -0.05 | -0.52 | 1.42 | 0.80 | 19.42 | 20.40 | -0.62 | $-62.00 | 142.00 | 28 | 10.0 | 102.000 | -0.98 | 2024-01-04 |
SMTC240119P00020000 | SMTC | PUT | Long | 20.00 | None | $-0.67 | -0.47 | $-1.04 | -0.05 | -0.52 | 1.42 | 0.75 | 19.42 | 20.46 | -0.67 | $-67.00 | 142.00 | 27 | 66.0 | 97.000 | -1.04 | 2024-01-03 |
SMTC240119P00020000 | SMTC | PUT | Long | 20.00 | None | $-1.12 | -0.79 | $-2.22 | -0.11 | -0.43 | 1.42 | 0.30 | 19.42 | 21.64 | -1.12 | $-112.00 | 142.00 | 26 | 2.0 | 87.000 | -2.22 | 2024-01-02 |
SMTC240119P00020000 | SMTC | PUT | Long | 20.00 | None | $-1.07 | -0.75 | $-2.49 | -0.13 | 0.01 | 1.42 | 0.35 | 19.42 | 21.91 | -1.07 | $-107.00 | 142.00 | 25 | 1.0 | 85.000 | -2.49 | 2024-01-01 |
SMTC240119P00020000 | SMTC | PUT | Long | 20.00 | None | $-1.07 | -0.75 | $-2.49 | -0.13 | -0.02 | 1.42 | 0.35 | 19.42 | 21.91 | -1.07 | $-107.00 | 142.00 | 23 | 1.0 | 85.000 | -2.49 | 2023-12-30 |
SMTC240119P00020000 | SMTC | PUT | Long | 20.00 | None | $-1.07 | -0.75 | $-2.49 | -0.13 | -0.03 | 1.42 | 0.35 | 19.42 | 21.91 | -1.07 | $-107.00 | 142.00 | 22 | 2.0 | 85.000 | -2.49 | 2023-12-29 |
SMTC240119P00020000 | SMTC | PUT | Long | 20.00 | None | $-0.82 | -0.58 | $-2.83 | -0.15 | -0.02 | 1.42 | 0.60 | 19.42 | 22.25 | -0.82 | $-82.00 | 142.00 | 21 | 1.0 | 85.000 | -2.83 | 2023-12-28 |
SMTC240119P00020000 | SMTC | PUT | Long | 20.00 | None | $-0.82 | -0.58 | $-2.95 | -0.15 | 0.02 | 1.42 | 0.60 | 19.42 | 22.37 | -0.82 | $-82.00 | 142.00 | 20 | 1.0 | 85.000 | -2.95 | 2023-12-27 |
SMTC240119P00020000 | SMTC | PUT | Long | 20.00 | None | $-0.82 | -0.58 | $-3.14 | -0.16 | -0.02 | 1.42 | 0.60 | 19.42 | 22.56 | -0.82 | $-82.00 | 142.00 | 19 | 1.0 | 85.000 | -3.14 | 2023-12-26 |
SMTC240119P00020000 | SMTC | PUT | Long | 20.00 | None | $-0.82 | -0.58 | $-2.86 | -0.15 | 0.02 | 1.42 | 0.60 | 19.42 | 22.28 | -0.82 | $-82.00 | 142.00 | 18 | 1.0 | 85.000 | -2.86 | 2023-12-25 |
SMTC240119P00020000 | SMTC | PUT | Long | 20.00 | None | $-0.82 | -0.58 | $-2.86 | -0.15 | -0.00 | 1.42 | 0.60 | 19.42 | 22.28 | -0.82 | $-82.00 | 142.00 | 16 | 1.0 | 85.000 | -2.86 | 2023-12-23 |
SMTC240119P00020000 | SMTC | PUT | Long | 20.00 | None | $-0.82 | -0.58 | $-2.86 | -0.15 | -0.02 | 1.42 | 0.60 | 19.42 | 22.28 | -0.82 | $-82.00 | 142.00 | 15 | 1.0 | 85.000 | -2.86 | 2023-12-22 |
SMTC240119P00020000 | SMTC | PUT | Long | 20.00 | None | $-0.82 | -0.58 | $-2.83 | -0.15 | -0.01 | 1.42 | 0.60 | 19.42 | 22.25 | -0.82 | $-82.00 | 142.00 | 14 | 1.0 | 85.000 | -2.83 | 2023-12-21 |
SMTC240119P00020000 | SMTC | PUT | Long | 20.00 | None | $-0.92 | -0.65 | $-2.41 | -0.12 | -0.04 | 1.42 | 0.50 | 19.42 | 21.83 | -0.92 | $-92.00 | 142.00 | 13 | 2.0 | 85.000 | -2.41 | 2023-12-20 |
SMTC240119P00020000 | SMTC | PUT | Long | 20.00 | None | $-0.92 | -0.65 | $-2.28 | -0.12 | -0.04 | 1.42 | 0.50 | 19.42 | 21.70 | -0.92 | $-92.00 | 142.00 | 12 | 2.0 | 85.000 | -2.28 | 2023-12-19 |
SMTC240119P00020000 | SMTC | PUT | Long | 20.00 | None | $-0.94 | -0.66 | $-2.67 | -0.14 | -0.01 | 1.42 | 0.48 | 19.42 | 22.09 | -0.94 | $-94.00 | 142.00 | 11 | 5.0 | 87.000 | -2.67 | 2023-12-18 |
SMTC240119P00020000 | SMTC | PUT | Long | 20.00 | None | $-0.97 | -0.68 | $-2.87 | -0.15 | -0.03 | 1.42 | 0.45 | 19.42 | 22.29 | -0.97 | $-97.00 | 142.00 | 9 | 3.0 | 87.000 | -2.87 | 2023-12-16 |
SMTC240119P00020000 | SMTC | PUT | Long | 20.00 | None | $-0.97 | -0.68 | $-2.87 | -0.15 | -0.02 | 1.42 | 0.45 | 19.42 | 22.29 | -0.97 | $-97.00 | 142.00 | 8 | 3.0 | 87.000 | -2.87 | 2023-12-15 |
SMTC240119P00020000 | SMTC | PUT | Long | 20.00 | None | $-0.97 | -0.68 | $-3.46 | -0.18 | -0.04 | 1.42 | 0.45 | 19.42 | 22.88 | -0.97 | $-97.00 | 142.00 | 7 | 3.0 | 86.000 | -3.46 | 2023-12-14 |
SMTC240119P00020000 | SMTC | PUT | Long | 20.00 | None | $-0.67 | -0.47 | $-2.07 | -0.11 | -0.04 | 1.42 | 0.75 | 19.42 | 21.49 | -0.67 | $-67.00 | 142.00 | 6 | 2.0 | 88.000 | -2.07 | 2023-12-13 |
SMTC240119P00020000 | SMTC | PUT | Long | 20.00 | None | $0.28 | 0.20 | $-1.06 | -0.05 | -0.07 | 1.42 | 1.70 | 19.42 | 20.48 | 0.28 | $28.00 | 142.00 | 5 | 1.0 | 88.000 | -1.06 | 2023-12-12 |
SMTC240119P00020000 | SMTC | PUT | Long | 20.00 | None | $0.28 | 0.20 | $-1.20 | -0.06 | -0.05 | 1.42 | 1.70 | 19.42 | 20.62 | 0.28 | $28.00 | 142.00 | 4 | 1.0 | 88.000 | -1.20 | 2023-12-11 |
SMTC240119P00020000 | SMTC | PUT | Long | 20.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.28; Exit EQ PnL: -0.71 | $0.28 | 0.20 | $-0.62 | -0.03 | -0.04 | 1.42 | 1.70 | 19.42 | 20.04 | 0.28 | $28.00 | 142.00 | 1 | 1.0 | 87.000 | -0.62 | 2023-12-08 |
SMTC240119P00020000 | SMTC | PUT | Long | 20.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 1.42 | 1.42 | 19.42 | 19.42 | 0.00 | $0.00 | 142.00 | 0 | 83.0 | 4.000 | -0.00 | 2023-12-07 |