| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-02-07 | SNAP | SNAP240308P00012500 | 12.50 | 51.0 | 33.000 | 0.544 | 0.463 | 0.2 | 1.2 | 0.100 | 0.270 | 1.320 | 1.41 | 11.40 | 2024-03-08 | PUT | Short | 0.208 | 0.483 | -0.346 |
| 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 | SNAP | 0.909 | 0.103 | 0.460 | 0.190 | 0.134 | -0.073 | 11.18 | -0.287 | 0.0000 | 8.29 | 17.45 | 21 | 1y | 11.28 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SNAP240308P00012500 | SNAP | PUT | Short | 12.50 | None | $0.72 | 0.51 | $0.44 | 0.04 | 0.21 | 1.41 | 0.69 | 11.40 | 11.84 | 0.72 | $72.00 | 1250.00 | 29 | 213.0 | 550.000 | 0.44 | 2024-03-07 |
| SNAP240308P00012500 | SNAP | PUT | Short | 12.50 | None | $0.05 | 0.04 | $-0.24 | -0.02 | 0.53 | 1.41 | 1.36 | 11.40 | 11.16 | 0.05 | $5.00 | 1250.00 | 28 | 8.0 | 551.000 | -0.24 | 2024-03-06 |
| SNAP240308P00012500 | SNAP | PUT | Short | 12.50 | None | $-0.24 | -0.17 | $0.01 | 0.00 | 1.48 | 1.41 | 1.65 | 11.40 | 11.41 | -0.24 | $-24.00 | 1250.00 | 27 | 84.0 | 478.000 | 0.01 | 2024-03-05 |
| SNAP240308P00012500 | SNAP | PUT | Short | 12.50 | None | $-0.10 | -0.07 | $-0.37 | -0.03 | -0.54 | 1.41 | 1.51 | 11.40 | 11.03 | -0.10 | $-10.00 | 1250.00 | 26 | 27.0 | 0.000 | -0.37 | 2024-03-04 |
| SNAP240308P00012500 | SNAP | PUT | Short | 12.50 | None | $0.10 | 0.07 | $-0.15 | -0.01 | 0.07 | 1.41 | 1.31 | 11.40 | 11.25 | 0.10 | $10.00 | 1250.00 | 25 | 9.0 | 490.000 | -0.15 | 2024-03-03 |
| SNAP240308P00012500 | SNAP | PUT | Short | 12.50 | None | $0.10 | 0.07 | $-0.15 | -0.01 | 0.07 | 1.41 | 1.31 | 11.40 | 11.25 | 0.10 | $10.00 | 1250.00 | 24 | 9.0 | 490.000 | -0.15 | 2024-03-02 |
| SNAP240308P00012500 | SNAP | PUT | Short | 12.50 | None | $0.10 | 0.07 | $-0.21 | -0.02 | 0.07 | 1.41 | 1.31 | 11.40 | 11.19 | 0.10 | $10.00 | 1250.00 | 23 | 6.0 | 490.000 | -0.21 | 2024-03-01 |
| SNAP240308P00012500 | SNAP | PUT | Short | 12.50 | None | $-0.07 | -0.05 | $-0.38 | -0.03 | -0.00 | 1.41 | 1.48 | 11.40 | 11.02 | -0.07 | $-7.00 | 1250.00 | 22 | 16.0 | 424.000 | -0.38 | 2024-02-29 |
| SNAP240308P00012500 | SNAP | PUT | Short | 12.50 | None | $-0.00 | -0.00 | $-0.40 | -0.04 | 0.00 | 1.41 | 1.41 | 11.40 | 11.00 | -0.00 | $-0.00 | 1250.00 | 21 | 24.0 | 418.000 | -0.40 | 2024-02-28 |
| SNAP240308P00012500 | SNAP | PUT | Short | 12.50 | None | $-0.29 | -0.21 | $-0.51 | -0.04 | -0.02 | 1.41 | 1.70 | 11.40 | 10.89 | -0.29 | $-29.00 | 1250.00 | 20 | 2.0 | 416.000 | -0.51 | 2024-02-27 |
| SNAP240308P00012500 | SNAP | PUT | Short | 12.50 | None | $-0.37 | -0.26 | $-0.67 | -0.06 | 0.02 | 1.41 | 1.78 | 11.40 | 10.73 | -0.37 | $-37.00 | 1250.00 | 19 | 12.0 | 416.000 | -0.67 | 2024-02-26 |
| SNAP240308P00012500 | SNAP | PUT | Short | 12.50 | None | $-0.32 | -0.23 | $-0.60 | -0.05 | -0.02 | 1.41 | 1.73 | 11.40 | 10.80 | -0.32 | $-32.00 | 1250.00 | 18 | 20.0 | 405.000 | -0.60 | 2024-02-25 |
| SNAP240308P00012500 | SNAP | PUT | Short | 12.50 | None | $-0.32 | -0.23 | $-0.60 | -0.05 | -0.01 | 1.41 | 1.73 | 11.40 | 10.80 | -0.32 | $-32.00 | 1250.00 | 16 | 20.0 | 405.000 | -0.60 | 2024-02-23 |
| SNAP240308P00012500 | SNAP | PUT | Short | 12.50 | None | $-0.28 | -0.20 | $-0.68 | -0.06 | 0.02 | 1.41 | 1.69 | 11.40 | 10.72 | -0.28 | $-28.00 | 1250.00 | 15 | 42.0 | 375.000 | -0.68 | 2024-02-22 |
| SNAP240308P00012500 | SNAP | PUT | Short | 12.50 | None | $-0.21 | -0.15 | $-0.66 | -0.06 | -0.00 | 1.41 | 1.62 | 11.40 | 10.74 | -0.21 | $-21.00 | 1250.00 | 14 | 1.0 | 376.000 | -0.66 | 2024-02-21 |
| SNAP240308P00012500 | SNAP | PUT | Short | 12.50 | None | $-0.26 | -0.18 | $-0.45 | -0.04 | -0.01 | 1.41 | 1.67 | 11.40 | 10.95 | -0.26 | $-26.00 | 1250.00 | 13 | 1.0 | 376.000 | -0.45 | 2024-02-20 |
| SNAP240308P00012500 | SNAP | PUT | Short | 12.50 | None | $0.02 | 0.01 | $-0.23 | -0.02 | -0.02 | 1.41 | 1.39 | 11.40 | 11.17 | 0.02 | $2.00 | 1250.00 | 12 | 14.0 | 377.000 | -0.23 | 2024-02-19 |
| SNAP240308P00012500 | SNAP | PUT | Short | 12.50 | None | $-0.19 | -0.13 | $-0.29 | -0.03 | 0.01 | 1.41 | 1.60 | 11.40 | 11.11 | -0.19 | $-19.00 | 1250.00 | 2 | 11.0 | 74.000 | -0.29 | 2024-02-09 |
| SNAP240308P00012500 | SNAP | PUT | Short | 12.50 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.06; Exit EQ PnL: -0.50 | $-0.17 | -0.12 | $-0.31 | -0.03 | 0.01 | 1.41 | 1.58 | 11.40 | 11.09 | -0.17 | $-17.00 | 1250.00 | 1 | 17.0 | 64.000 | -0.31 | 2024-02-08 |
| SNAP240308P00012500 | SNAP | PUT | Short | 12.50 | None | $-0.00 | -0.00 | $0.00 | 0.00 | 0.00 | 1.41 | 1.41 | 11.40 | 11.40 | -0.00 | $-0.00 | 1250.00 | 0 | 51.0 | 33.000 | 0.00 | 2024-02-07 |