| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-11-26 | SMTC | SMTC250117P00060000 | 60.00 | 85.0 | 3.000 | 0.519 | 0.299 | 4.5 | 1.1 | -0.010 | 6.140 | 2.700 | 4.20 | 63.11 | 2025-01-17 | PUT | Long | 0.291 | 0.333 | 0.181 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SMTC250117P00060000 | SMTC | PUT | Long | 60.00 | None | $-1.65 | -0.39 | $-0.44 | -0.01 | 0.07 | 4.20 | 2.55 | 63.11 | 63.55 | -1.65 | $-165.00 | 420.00 | 24 | 8.0 | 240.000 | -0.44 | 2024-12-20 |
| SMTC250117P00060000 | SMTC | PUT | Long | 60.00 | None | $-1.67 | -0.40 | $-0.47 | -0.01 | 0.05 | 4.20 | 2.53 | 63.11 | 63.58 | -1.67 | $-167.00 | 420.00 | 23 | 29.0 | 225.000 | -0.47 | 2024-12-19 |
| SMTC250117P00060000 | SMTC | PUT | Long | 60.00 | None | $-2.30 | -0.55 | $0.19 | 0.00 | 0.03 | 4.20 | 1.90 | 63.11 | 62.92 | -2.30 | $-230.00 | 420.00 | 22 | 67.0 | 225.000 | 0.19 | 2024-12-18 |
| SMTC250117P00060000 | SMTC | PUT | Long | 60.00 | None | $-2.50 | -0.60 | $-2.62 | -0.04 | 0.05 | 4.20 | 1.70 | 63.11 | 65.73 | -2.50 | $-250.00 | 420.00 | 21 | 34.0 | 211.000 | -2.62 | 2024-12-17 |
| SMTC250117P00060000 | SMTC | PUT | Long | 60.00 | None | $-2.40 | -0.57 | $-5.16 | -0.08 | 0.04 | 4.20 | 1.80 | 63.11 | 68.27 | -2.40 | $-240.00 | 420.00 | 20 | 1.0 | 210.000 | -5.16 | 2024-12-16 |
| SMTC250117P00060000 | SMTC | PUT | Long | 60.00 | None | $-2.40 | -0.57 | $-2.04 | -0.03 | -0.02 | 4.20 | 1.80 | 63.11 | 65.15 | -2.40 | $-240.00 | 420.00 | 17 | 8.0 | 202.000 | -2.04 | 2024-12-13 |
| SMTC250117P00060000 | SMTC | PUT | Long | 60.00 | None | $-2.05 | -0.49 | $-1.43 | -0.02 | 0.02 | 4.20 | 2.15 | 63.11 | 64.54 | -2.05 | $-205.00 | 420.00 | 16 | 6.0 | 196.000 | -1.43 | 2024-12-12 |
| SMTC250117P00060000 | SMTC | PUT | Long | 60.00 | None | $-1.30 | -0.31 | $-1.00 | -0.02 | -0.01 | 4.20 | 2.90 | 63.11 | 64.11 | -1.30 | $-130.00 | 420.00 | 15 | 4.0 | 186.000 | -1.00 | 2024-12-11 |
| SMTC250117P00060000 | SMTC | PUT | Long | 60.00 | None | $-1.00 | -0.24 | $0.21 | 0.00 | 0.03 | 4.20 | 3.20 | 63.11 | 62.90 | -1.00 | $-100.00 | 420.00 | 14 | 5.0 | 182.000 | 0.21 | 2024-12-10 |
| SMTC250117P00060000 | SMTC | PUT | Long | 60.00 | None | $-1.75 | -0.42 | $-1.83 | -0.03 | 0.04 | 4.20 | 2.45 | 63.11 | 64.94 | -1.75 | $-175.00 | 420.00 | 13 | 8.0 | 178.000 | -1.83 | 2024-12-09 |
| SMTC250117P00060000 | SMTC | PUT | Long | 60.00 | None | $-2.00 | -0.48 | $-3.01 | -0.05 | 0.03 | 4.20 | 2.20 | 63.11 | 66.12 | -2.00 | $-200.00 | 420.00 | 12 | 79.0 | 142.000 | -3.01 | 2024-12-08 |
| SMTC250117P00060000 | SMTC | PUT | Long | 60.00 | None | $-1.90 | -0.45 | $-3.01 | -0.05 | -0.01 | 4.20 | 2.30 | 63.11 | 66.12 | -1.90 | $-190.00 | 420.00 | 10 | 66.0 | 142.000 | -3.01 | 2024-12-06 |
| SMTC250117P00060000 | SMTC | PUT | Long | 60.00 | None | $-1.90 | -0.45 | $-2.27 | -0.04 | 0.01 | 4.20 | 2.30 | 63.11 | 65.38 | -1.90 | $-190.00 | 420.00 | 9 | 20.0 | 131.000 | -2.27 | 2024-12-05 |
| SMTC250117P00060000 | SMTC | PUT | Long | 60.00 | None | $-2.50 | -0.60 | $-5.99 | -0.09 | 0.00 | 4.20 | 1.70 | 63.11 | 69.10 | -2.50 | $-250.00 | 420.00 | 8 | 23.0 | 116.000 | -5.99 | 2024-12-04 |
| SMTC250117P00060000 | SMTC | PUT | Long | 60.00 | None | $-1.81 | -0.43 | $-3.84 | -0.06 | 0.02 | 4.20 | 2.39 | 63.11 | 66.95 | -1.81 | $-181.00 | 420.00 | 7 | 17.0 | 102.000 | -3.84 | 2024-12-03 |
| SMTC250117P00060000 | SMTC | PUT | Long | 60.00 | None | $-0.70 | -0.17 | $0.43 | 0.01 | -0.00 | 4.20 | 3.50 | 63.11 | 62.68 | -0.70 | $-70.00 | 420.00 | 6 | 25.0 | 76.000 | 0.43 | 2024-12-02 |
| SMTC250117P00060000 | SMTC | PUT | Long | 60.00 | None | $-1.23 | -0.29 | $-0.93 | -0.01 | -0.47 | 4.20 | 2.97 | 63.11 | 64.04 | -1.23 | $-123.00 | 420.00 | 5 | 15.0 | 0.000 | -0.93 | 2024-12-01 |
| SMTC250117P00060000 | SMTC | PUT | Long | 60.00 | None | $-1.23 | -0.29 | $-0.93 | -0.01 | -0.00 | 4.20 | 2.97 | 63.11 | 64.04 | -1.23 | $-123.00 | 420.00 | 4 | 15.0 | 78.000 | -0.93 | 2024-11-30 |
| SMTC250117P00060000 | SMTC | PUT | Long | 60.00 | None | $-0.60 | -0.14 | $-1.09 | -0.02 | 0.02 | 4.20 | 3.60 | 63.11 | 64.20 | -0.60 | $-60.00 | 420.00 | 2 | 24.0 | 72.000 | -1.09 | 2024-11-28 |
| SMTC250117P00060000 | SMTC | PUT | Long | 60.00 | None | $0.00 | 0.00 | $-0.86 | -0.01 | -0.01 | 4.20 | 4.20 | 63.11 | 63.97 | 0.00 | $0.00 | 420.00 | 1 | 85.0 | 72.000 | -0.86 | 2024-11-27 |
| SMTC250117P00060000 | SMTC | PUT | Long | 60.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 4.20 | 4.20 | 63.11 | 63.11 | 0.00 | $0.00 | 420.00 | 0 | 85.0 | 3.000 | -0.00 | 2024-11-26 |