| 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 | SNAP240308P00013000 | 13.00 | 45.0 | 106.000 | 0.416 | 0.431 | 0.2 | 1.3 | 0.080 | 0.140 | 1.300 | 1.25 | 11.80 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SNAP240308P00013000 | SNAP | PUT | Short | 13.00 | None | $0.69 | 0.37 | $0.44 | 0.04 | 0.58 | 1.89 | 1.20 | 11.40 | 11.84 | 0.69 | $69.00 | 1300.00 | 29 | 53.0 | 103.000 | 0.44 | 2024-03-07 |
| SNAP240308P00013000 | SNAP | PUT | Short | 13.00 | None | $0.11 | 0.06 | $-0.24 | -0.02 | 0.96 | 1.89 | 1.78 | 11.40 | 11.16 | 0.11 | $11.00 | 1300.00 | 28 | 6.0 | 142.000 | -0.24 | 2024-03-06 |
| SNAP240308P00013000 | SNAP | PUT | Short | 13.00 | None | $-0.19 | -0.10 | $0.01 | 0.00 | 1.74 | 1.89 | 2.08 | 11.40 | 11.41 | -0.19 | $-19.00 | 1300.00 | 27 | 5.0 | 98.000 | 0.01 | 2024-03-05 |
| SNAP240308P00013000 | SNAP | PUT | Short | 13.00 | None | $-0.04 | -0.02 | $-0.37 | -0.03 | -0.57 | 1.89 | 1.93 | 11.40 | 11.03 | -0.04 | $-4.00 | 1300.00 | 26 | 15.0 | 0.000 | -0.37 | 2024-03-04 |
| SNAP240308P00013000 | SNAP | PUT | Short | 13.00 | None | $0.02 | 0.01 | $-0.15 | -0.01 | 0.17 | 1.89 | 1.87 | 11.40 | 11.25 | 0.02 | $2.00 | 1300.00 | 25 | 3.0 | 112.000 | -0.15 | 2024-03-03 |
| SNAP240308P00013000 | SNAP | PUT | Short | 13.00 | None | $0.02 | 0.01 | $-0.15 | -0.01 | 0.17 | 1.89 | 1.87 | 11.40 | 11.25 | 0.02 | $2.00 | 1300.00 | 24 | 3.0 | 112.000 | -0.15 | 2024-03-02 |
| SNAP240308P00013000 | SNAP | PUT | Short | 13.00 | None | $0.02 | 0.01 | $-0.21 | -0.02 | 0.08 | 1.89 | 1.87 | 11.40 | 11.19 | 0.02 | $2.00 | 1300.00 | 23 | 3.0 | 112.000 | -0.21 | 2024-03-01 |
| SNAP240308P00013000 | SNAP | PUT | Short | 13.00 | None | $0.02 | 0.01 | $-0.38 | -0.03 | 0.22 | 1.89 | 1.87 | 11.40 | 11.02 | 0.02 | $2.00 | 1300.00 | 22 | 3.0 | 113.000 | -0.38 | 2024-02-29 |
| SNAP240308P00013000 | SNAP | PUT | Short | 13.00 | None | $-0.33 | -0.17 | $-0.40 | -0.04 | 0.05 | 1.89 | 2.22 | 11.40 | 11.00 | -0.33 | $-33.00 | 1300.00 | 21 | 43.0 | 70.000 | -0.40 | 2024-02-28 |
| SNAP240308P00013000 | SNAP | PUT | Short | 13.00 | None | $-0.40 | -0.21 | $-0.51 | -0.04 | 0.07 | 1.89 | 2.29 | 11.40 | 10.89 | -0.40 | $-40.00 | 1300.00 | 20 | 1.0 | 70.000 | -0.51 | 2024-02-27 |
| SNAP240308P00013000 | SNAP | PUT | Short | 13.00 | None | $-0.40 | -0.21 | $-0.67 | -0.06 | 0.14 | 1.89 | 2.29 | 11.40 | 10.73 | -0.40 | $-40.00 | 1300.00 | 19 | 1.0 | 127.000 | -0.67 | 2024-02-26 |
| SNAP240308P00013000 | SNAP | PUT | Short | 13.00 | None | $-0.39 | -0.21 | $-0.60 | -0.05 | -0.01 | 1.89 | 2.28 | 11.40 | 10.80 | -0.39 | $-39.00 | 1300.00 | 18 | 67.0 | 146.000 | -0.60 | 2024-02-25 |
| SNAP240308P00013000 | SNAP | PUT | Short | 13.00 | None | $-0.39 | -0.21 | $-0.60 | -0.05 | -0.07 | 1.89 | 2.28 | 11.40 | 10.80 | -0.39 | $-39.00 | 1300.00 | 16 | 67.0 | 146.000 | -0.60 | 2024-02-23 |
| SNAP240308P00013000 | SNAP | PUT | Short | 13.00 | None | $-0.20 | -0.11 | $-0.68 | -0.06 | -0.32 | 1.89 | 2.09 | 11.40 | 10.72 | -0.20 | $-20.00 | 1300.00 | 15 | 57.0 | 103.000 | -0.68 | 2024-02-22 |
| SNAP240308P00013000 | SNAP | PUT | Short | 13.00 | None | $-0.40 | -0.21 | $-0.66 | -0.06 | 0.01 | 1.89 | 2.29 | 11.40 | 10.74 | -0.40 | $-40.00 | 1300.00 | 14 | 35.0 | 113.000 | -0.66 | 2024-02-21 |
| SNAP240308P00013000 | SNAP | PUT | Short | 13.00 | None | $-0.25 | -0.13 | $-0.45 | -0.04 | -0.04 | 1.89 | 2.14 | 11.40 | 10.95 | -0.25 | $-25.00 | 1300.00 | 13 | 4.0 | 116.000 | -0.45 | 2024-02-20 |
| SNAP240308P00013000 | SNAP | PUT | Short | 13.00 | None | $0.08 | 0.04 | $-0.23 | -0.02 | 0.00 | 1.89 | 1.81 | 11.40 | 11.17 | 0.08 | $8.00 | 1300.00 | 12 | 5.0 | 111.000 | -0.23 | 2024-02-19 |
| SNAP240308P00013000 | SNAP | PUT | Short | 13.00 | None | $-0.11 | -0.06 | $-0.29 | -0.03 | -0.03 | 1.89 | 2.00 | 11.40 | 11.11 | -0.11 | $-11.00 | 1300.00 | 2 | 25.0 | 112.000 | -0.29 | 2024-02-09 |
| SNAP240308P00013000 | SNAP | PUT | Short | 13.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.50 | $-0.25 | -0.13 | $-0.31 | -0.03 | 0.01 | 1.89 | 2.14 | 11.40 | 11.09 | -0.25 | $-25.00 | 1300.00 | 1 | 40.0 | 146.000 | -0.31 | 2024-02-08 |
| SNAP240308P00013000 | SNAP | PUT | Short | 13.00 | None | $-0.00 | -0.00 | $0.00 | 0.00 | 0.00 | 1.89 | 1.89 | 11.40 | 11.40 | -0.00 | $-0.00 | 1300.00 | 0 | 62.0 | 106.000 | 0.00 | 2024-02-07 |