| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-04-23 | SPCE | SPCE240524P00001000 | 1.00 | 36.0 | 389.000 | 1.391 | 0.426 | 0.0 | 0.1 | -0.010 | 0.140 | 0.210 | 0.20 | 0.92 | 2024-05-24 | PUT | Long | 0.387 | 0.446 | 0.227 |
| 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 | SPCE | 0.727 | 0.146 | 0.432 | 0.258 | 0.154 | -0.168 | 6.57 | -73.873 | 0.0000 | 5.27 | 54.00 | 21 | 1y | 6.98 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SPCE240524P00001000 | SPCE | PUT | Long | 1.00 | None | $-0.09 | -0.45 | $0.01 | 0.01 | 0.55 | 0.20 | 0.11 | 0.92 | 0.91 | -0.09 | $-9.00 | 20.00 | 30 | 164.0 | 3404.000 | 0.01 | 2024-05-23 |
| SPCE240524P00001000 | SPCE | PUT | Long | 1.00 | None | $-0.10 | -0.50 | $-0.01 | -0.01 | -0.39 | 0.20 | 0.10 | 0.92 | 0.93 | -0.10 | $-10.00 | 20.00 | 29 | 649.0 | 3095.000 | -0.01 | 2024-05-22 |
| SPCE240524P00001000 | SPCE | PUT | Long | 1.00 | None | $-0.11 | -0.55 | $-0.04 | -0.04 | 0.45 | 0.20 | 0.09 | 0.92 | 0.96 | -0.11 | $-11.00 | 20.00 | 28 | 564.0 | 2938.000 | -0.04 | 2024-05-21 |
| SPCE240524P00001000 | SPCE | PUT | Long | 1.00 | None | $-0.13 | -0.65 | $-0.07 | -0.08 | -1.39 | 0.20 | 0.07 | 0.92 | 0.99 | -0.13 | $-13.00 | 20.00 | 27 | 888.0 | 0.000 | -0.07 | 2024-05-20 |
| SPCE240524P00001000 | SPCE | PUT | Long | 1.00 | None | $-0.13 | -0.65 | $-0.09 | -0.10 | 0.26 | 0.20 | 0.07 | 0.92 | 1.01 | -0.13 | $-13.00 | 20.00 | 26 | 881.0 | 1644.000 | -0.09 | 2024-05-19 |
| SPCE240524P00001000 | SPCE | PUT | Long | 1.00 | None | $-0.13 | -0.65 | $-0.09 | -0.10 | 0.14 | 0.20 | 0.07 | 0.92 | 1.01 | -0.13 | $-13.00 | 20.00 | 25 | 881.0 | 1644.000 | -0.09 | 2024-05-18 |
| SPCE240524P00001000 | SPCE | PUT | Long | 1.00 | None | $-0.13 | -0.65 | $-0.07 | -0.08 | -0.20 | 0.20 | 0.07 | 0.92 | 0.99 | -0.13 | $-13.00 | 20.00 | 24 | 868.0 | 1644.000 | -0.07 | 2024-05-17 |
| SPCE240524P00001000 | SPCE | PUT | Long | 1.00 | None | $-0.11 | -0.55 | $-0.14 | -0.15 | 0.42 | 0.20 | 0.09 | 0.92 | 1.06 | -0.11 | $-11.00 | 20.00 | 22 | 491.0 | 1113.000 | -0.14 | 2024-05-15 |
| SPCE240524P00001000 | SPCE | PUT | Long | 1.00 | None | $-0.11 | -0.55 | $-0.35 | -0.38 | 1.20 | 0.20 | 0.09 | 0.92 | 1.27 | -0.11 | $-11.00 | 20.00 | 21 | 1778.0 | 465.000 | -0.35 | 2024-05-14 |
| SPCE240524P00001000 | SPCE | PUT | Long | 1.00 | None | $-0.10 | -0.50 | $-0.12 | -0.13 | 0.02 | 0.20 | 0.10 | 0.92 | 1.04 | -0.10 | $-10.00 | 20.00 | 20 | 32.0 | 443.000 | -0.12 | 2024-05-13 |
| SPCE240524P00001000 | SPCE | PUT | Long | 1.00 | None | $-0.09 | -0.45 | $-0.03 | -0.03 | -1.39 | 0.20 | 0.11 | 0.92 | 0.95 | -0.09 | $-9.00 | 20.00 | 19 | 12.0 | 443.000 | -0.03 | 2024-05-12 |
| SPCE240524P00001000 | SPCE | PUT | Long | 1.00 | None | $-0.08 | -0.40 | $-0.10 | -0.11 | -0.17 | 0.20 | 0.12 | 0.92 | 1.02 | -0.08 | $-8.00 | 20.00 | 16 | 12.0 | 441.000 | -0.10 | 2024-05-09 |
| SPCE240524P00001000 | SPCE | PUT | Long | 1.00 | None | $-0.08 | -0.40 | $-0.08 | -0.09 | -0.19 | 0.20 | 0.12 | 0.92 | 1.00 | -0.08 | $-8.00 | 20.00 | 15 | 53.0 | 449.000 | -0.08 | 2024-05-08 |
| SPCE240524P00001000 | SPCE | PUT | Long | 1.00 | None | $-0.08 | -0.40 | $-0.09 | -0.10 | 0.02 | 0.20 | 0.12 | 0.92 | 1.01 | -0.08 | $-8.00 | 20.00 | 14 | 70.0 | 415.000 | -0.09 | 2024-05-07 |
| SPCE240524P00001000 | SPCE | PUT | Long | 1.00 | None | $-0.04 | -0.20 | $-0.03 | -0.03 | -0.08 | 0.20 | 0.16 | 0.92 | 0.95 | -0.04 | $-4.00 | 20.00 | 10 | 8.0 | 399.000 | -0.03 | 2024-05-03 |
| SPCE240524P00001000 | SPCE | PUT | Long | 1.00 | None | $0.00 | 0.00 | $0.04 | 0.04 | 0.00 | 0.20 | 0.20 | 0.92 | 0.88 | 0.00 | $0.00 | 20.00 | 9 | 5.0 | 397.000 | 0.04 | 2024-05-02 |
| SPCE240524P00001000 | SPCE | PUT | Long | 1.00 | Exit OP PnL: $-0.04;Exit EQ PnL: 0.06; Position is Long and position continued to lose. Latest OP price is: $0.16 (EQ: $0.86). Initial OP price was: $0.20 (EQ: $0.92). Surpassed Stop Loss Percentage: -0.2 < -0.16. | $-0.04 | -0.20 | $0.06 | 0.07 | 0.55 | 0.20 | 0.16 | 0.92 | 0.86 | -0.04 | $-4.00 | 20.00 | 6 | 2.0 | 396.000 | 0.06 | 2024-04-29 |
| SPCE240524P00001000 | SPCE | PUT | Long | 1.00 | None | $0.22 | 1.10 | $0.03 | 0.03 | -0.09 | 0.20 | 0.42 | 0.92 | 0.89 | 0.22 | $22.00 | 20.00 | 3 | 1.0 | 396.000 | 0.03 | 2024-04-26 |
| SPCE240524P00001000 | SPCE | PUT | Long | 1.00 | None | $0.02 | 0.10 | $0.06 | 0.07 | 0.36 | 0.20 | 0.22 | 0.92 | 0.86 | 0.02 | $2.00 | 20.00 | 2 | 2.0 | 396.000 | 0.06 | 2024-04-25 |
| SPCE240524P00001000 | SPCE | PUT | Long | 1.00 | None | $0.02 | 0.10 | $0.05 | 0.05 | -0.05 | 0.20 | 0.22 | 0.92 | 0.87 | 0.02 | $2.00 | 20.00 | 1 | 22.0 | 394.000 | 0.05 | 2024-04-24 |
| SPCE240524P00001000 | SPCE | PUT | Long | 1.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.20 | 0.20 | 0.92 | 0.92 | 0.00 | $0.00 | 20.00 | 0 | 36.0 | 389.000 | -0.00 | 2024-04-23 |