| 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 | SPOT | SPOT240524P00310000 | 310.00 | 24.0 | 11.000 | 0.342 | 0.212 | 11.8 | 6.0 | -0.010 | 16.960 | 11.180 | 9.78 | 314.13 | 2024-05-24 | PUT | Long | 0.167 | 0.197 | 0.114 |
| 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 | SPOT | 0.727 | 0.051 | 0.159 | 0.095 | 0.072 | -0.062 | 474.37 | -0.040 | 0.0000 | 187.91 | 502.38 | 21 | 1y | 400.40 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SPOT240524P00310000 | SPOT | PUT | Long | 310.00 | None | $-3.82 | -0.29 | $2.95 | 0.01 | 0.46 | 13.00 | 9.18 | 303.49 | 300.54 | -3.82 | $-382.00 | 1300.00 | 30 | 12.0 | 146.000 | 2.95 | 2024-05-23 |
| SPOT240524P00310000 | SPOT | PUT | Long | 310.00 | None | $0.00 | 0.00 | $4.81 | 0.02 | 0.14 | 13.00 | 13.00 | 303.49 | 298.68 | 0.00 | $0.00 | 1300.00 | 29 | 2.0 | 148.000 | 4.81 | 2024-05-22 |
| SPOT240524P00310000 | SPOT | PUT | Long | 310.00 | None | $-6.90 | -0.53 | $-1.49 | -0.00 | -0.08 | 13.00 | 6.10 | 303.49 | 304.98 | -6.90 | $-690.00 | 1300.00 | 28 | 47.0 | 161.000 | -1.49 | 2024-05-21 |
| SPOT240524P00310000 | SPOT | PUT | Long | 310.00 | None | $-7.30 | -0.56 | $-4.72 | -0.02 | -0.36 | 13.00 | 5.70 | 303.49 | 308.21 | -7.30 | $-730.00 | 1300.00 | 27 | 247.0 | 0.000 | -4.72 | 2024-05-20 |
| SPOT240524P00310000 | SPOT | PUT | Long | 310.00 | None | $-2.30 | -0.18 | $0.67 | 0.00 | -0.03 | 13.00 | 10.70 | 303.49 | 302.82 | -2.30 | $-230.00 | 1300.00 | 26 | 100.0 | 183.000 | 0.67 | 2024-05-19 |
| SPOT240524P00310000 | SPOT | PUT | Long | 310.00 | None | $-2.30 | -0.18 | $0.67 | 0.00 | -0.06 | 13.00 | 10.70 | 303.49 | 302.82 | -2.30 | $-230.00 | 1300.00 | 25 | 100.0 | 183.000 | 0.67 | 2024-05-18 |
| SPOT240524P00310000 | SPOT | PUT | Long | 310.00 | None | $-2.30 | -0.18 | $0.65 | 0.00 | -0.04 | 13.00 | 10.70 | 303.49 | 302.84 | -2.30 | $-230.00 | 1300.00 | 24 | 100.0 | 183.000 | 0.65 | 2024-05-17 |
| SPOT240524P00310000 | SPOT | PUT | Long | 310.00 | None | $-2.26 | -0.17 | $0.45 | 0.00 | -0.04 | 13.00 | 10.74 | 303.49 | 303.04 | -2.26 | $-226.00 | 1300.00 | 22 | 201.0 | 17.000 | 0.45 | 2024-05-15 |
| SPOT240524P00310000 | SPOT | PUT | Long | 310.00 | None | $7.35 | 0.57 | $13.33 | 0.04 | 0.03 | 13.00 | 20.35 | 303.49 | 290.16 | 7.35 | $735.00 | 1300.00 | 21 | 1.0 | 17.000 | 13.33 | 2024-05-14 |
| SPOT240524P00310000 | SPOT | PUT | Long | 310.00 | None | $7.35 | 0.57 | $13.78 | 0.05 | 0.07 | 13.00 | 20.35 | 303.49 | 289.71 | 7.35 | $735.00 | 1300.00 | 20 | 1.0 | 16.000 | 13.78 | 2024-05-13 |
| SPOT240524P00310000 | SPOT | PUT | Long | 310.00 | None | $6.60 | 0.51 | $8.89 | 0.03 | -0.36 | 13.00 | 19.60 | 303.49 | 294.60 | 6.60 | $660.00 | 1300.00 | 19 | 12.0 | 16.000 | 8.89 | 2024-05-12 |
| SPOT240524P00310000 | SPOT | PUT | Long | 310.00 | None | $6.60 | 0.51 | $4.79 | 0.02 | -0.04 | 13.00 | 19.60 | 303.49 | 298.70 | 6.60 | $660.00 | 1300.00 | 16 | 12.0 | 16.000 | 4.79 | 2024-05-09 |
| SPOT240524P00310000 | SPOT | PUT | Long | 310.00 | None | $6.60 | 0.51 | $4.85 | 0.02 | -0.08 | 13.00 | 19.60 | 303.49 | 298.64 | 6.60 | $660.00 | 1300.00 | 15 | 12.0 | 16.000 | 4.85 | 2024-05-08 |
| SPOT240524P00310000 | SPOT | PUT | Long | 310.00 | None | $6.60 | 0.51 | $5.44 | 0.02 | -0.08 | 13.00 | 19.60 | 303.49 | 298.05 | 6.60 | $660.00 | 1300.00 | 14 | 12.0 | 16.000 | 5.44 | 2024-05-07 |
| SPOT240524P00310000 | SPOT | PUT | Long | 310.00 | None | $6.60 | 0.51 | $7.42 | 0.02 | -0.02 | 13.00 | 19.60 | 303.49 | 296.07 | 6.60 | $660.00 | 1300.00 | 10 | 12.0 | 16.000 | 7.42 | 2024-05-03 |
| SPOT240524P00310000 | SPOT | PUT | Long | 310.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $6.60 | 0.51 | $9.32 | 0.03 | -0.00 | 13.00 | 19.60 | 303.49 | 294.17 | 6.60 | $660.00 | 1300.00 | 9 | 12.0 | 16.000 | 9.32 | 2024-05-02 |
| SPOT240524P00310000 | SPOT | PUT | Long | 310.00 | None | $6.60 | 0.51 | $13.90 | 0.05 | 0.07 | 13.00 | 19.60 | 303.49 | 289.59 | 6.60 | $660.00 | 1300.00 | 3 | 12.0 | 16.000 | 13.90 | 2024-04-26 |
| SPOT240524P00310000 | SPOT | PUT | Long | 310.00 | None | $6.60 | 0.51 | $14.48 | 0.05 | -0.04 | 13.00 | 19.60 | 303.49 | 289.01 | 6.60 | $660.00 | 1300.00 | 2 | 12.0 | 16.000 | 14.48 | 2024-04-25 |
| SPOT240524P00310000 | SPOT | PUT | Long | 310.00 | None | $6.60 | 0.51 | $22.26 | 0.07 | 0.04 | 13.00 | 19.60 | 303.49 | 281.23 | 6.60 | $660.00 | 1300.00 | 1 | 12.0 | 22.000 | 22.26 | 2024-04-24 |
| SPOT240524P00310000 | SPOT | PUT | Long | 310.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 13.00 | 13.00 | 303.49 | 303.49 | 0.00 | $0.00 | 1300.00 | 0 | 26.0 | 11.000 | -0.00 | 2024-04-23 |