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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024-03-21 | STEM | STEM240517P00002500 | 2.50 | 33.0 | 10.000 | 1.020 | 0.476 | 0.1 | 0.3 | 0.000 | 0.240 | 0.480 | 0.60 | 2.24 | 2024-05-17 | PUT | Long | 0.440 | 0.469 | 0.161 |
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 | STEM | 0.727 | 0.210 | 0.596 | 0.358 | 0.289 | -0.111 | 0.36 | -0.304 | 0.0000 | 0.31 | 4.12 | 21 | 1y | 0.45 |
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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
STEM240517P00002500 | STEM | PUT | Long | 2.50 | None | $0.60 | 1.00 | $0.91 | 0.41 | 3.98 | 0.60 | 1.20 | 2.24 | 1.33 | 0.60 | $60.00 | 60.00 | 55 | 1.0 | 73.000 | 0.91 | 2024-05-15 |
STEM240517P00002500 | STEM | PUT | Long | 2.50 | None | $0.75 | 1.25 | $0.87 | 0.39 | 3.60 | 0.60 | 1.35 | 2.24 | 1.37 | 0.75 | $75.00 | 60.00 | 54 | 2.0 | 73.000 | 0.87 | 2024-05-14 |
STEM240517P00002500 | STEM | PUT | Long | 2.50 | None | $0.75 | 1.25 | $1.03 | 0.46 | 4.23 | 0.60 | 1.35 | 2.24 | 1.21 | 0.75 | $75.00 | 60.00 | 53 | 2.0 | 73.000 | 1.03 | 2024-05-13 |
STEM240517P00002500 | STEM | PUT | Long | 2.50 | None | $0.75 | 1.25 | $1.04 | 0.46 | -1.02 | 0.60 | 1.35 | 2.24 | 1.20 | 0.75 | $75.00 | 60.00 | 52 | 2.0 | 73.000 | 1.04 | 2024-05-12 |
STEM240517P00002500 | STEM | PUT | Long | 2.50 | None | $0.30 | 0.50 | $0.91 | 0.41 | 2.95 | 0.60 | 0.90 | 2.24 | 1.33 | 0.30 | $30.00 | 60.00 | 50 | 2.0 | 104.000 | 0.91 | 2024-05-10 |
STEM240517P00002500 | STEM | PUT | Long | 2.50 | None | $0.30 | 0.50 | $0.90 | 0.40 | 5.50 | 0.60 | 0.90 | 2.24 | 1.34 | 0.30 | $30.00 | 60.00 | 49 | 2.0 | 104.000 | 0.90 | 2024-05-09 |
STEM240517P00002500 | STEM | PUT | Long | 2.50 | None | $0.30 | 0.50 | $0.87 | 0.39 | 2.96 | 0.60 | 0.90 | 2.24 | 1.37 | 0.30 | $30.00 | 60.00 | 48 | 2.0 | 104.000 | 0.87 | 2024-05-08 |
STEM240517P00002500 | STEM | PUT | Long | 2.50 | None | $0.30 | 0.50 | $0.95 | 0.42 | 3.39 | 0.60 | 0.90 | 2.24 | 1.29 | 0.30 | $30.00 | 60.00 | 47 | 2.0 | 104.000 | 0.95 | 2024-05-07 |
STEM240517P00002500 | STEM | PUT | Long | 2.50 | None | $0.35 | 0.58 | $0.67 | 0.30 | -1.02 | 0.60 | 0.95 | 2.24 | 1.57 | 0.35 | $35.00 | 60.00 | 43 | 25.0 | 102.000 | 0.67 | 2024-05-03 |
STEM240517P00002500 | STEM | PUT | Long | 2.50 | None | $0.35 | 0.58 | $0.33 | 0.15 | 0.42 | 0.60 | 0.95 | 2.24 | 1.91 | 0.35 | $35.00 | 60.00 | 42 | 25.0 | 102.000 | 0.33 | 2024-05-02 |
STEM240517P00002500 | STEM | PUT | Long | 2.50 | None | $0.35 | 0.58 | $0.36 | 0.16 | 0.45 | 0.60 | 0.95 | 2.24 | 1.88 | 0.35 | $35.00 | 60.00 | 39 | 25.0 | 102.000 | 0.36 | 2024-04-29 |
STEM240517P00002500 | STEM | PUT | Long | 2.50 | None | $0.35 | 0.58 | $0.41 | 0.18 | 0.60 | 0.60 | 0.95 | 2.24 | 1.83 | 0.35 | $35.00 | 60.00 | 36 | 25.0 | 102.000 | 0.41 | 2024-04-26 |
STEM240517P00002500 | STEM | PUT | Long | 2.50 | None | $0.35 | 0.58 | $0.58 | 0.26 | -0.05 | 0.60 | 0.95 | 2.24 | 1.66 | 0.35 | $35.00 | 60.00 | 35 | 25.0 | 102.000 | 0.58 | 2024-04-25 |
STEM240517P00002500 | STEM | PUT | Long | 2.50 | None | $0.35 | 0.58 | $0.51 | 0.23 | 0.12 | 0.60 | 0.95 | 2.24 | 1.73 | 0.35 | $35.00 | 60.00 | 34 | 25.0 | 102.000 | 0.51 | 2024-04-24 |
STEM240517P00002500 | STEM | PUT | Long | 2.50 | None | $0.35 | 0.58 | $0.54 | 0.24 | 0.32 | 0.60 | 0.95 | 2.24 | 1.70 | 0.35 | $35.00 | 60.00 | 33 | 25.0 | 102.000 | 0.54 | 2024-04-23 |
STEM240517P00002500 | STEM | PUT | Long | 2.50 | None | $0.35 | 0.58 | $0.62 | 0.28 | 0.10 | 0.60 | 0.95 | 2.24 | 1.62 | 0.35 | $35.00 | 60.00 | 32 | 25.0 | 102.000 | 0.62 | 2024-04-22 |
STEM240517P00002500 | STEM | PUT | Long | 2.50 | None | $0.35 | 0.58 | $0.69 | 0.31 | -0.52 | 0.60 | 0.95 | 2.24 | 1.55 | 0.35 | $35.00 | 60.00 | 29 | 25.0 | 102.000 | 0.69 | 2024-04-19 |
STEM240517P00002500 | STEM | PUT | Long | 2.50 | None | $0.35 | 0.58 | $0.64 | 0.29 | 0.70 | 0.60 | 0.95 | 2.24 | 1.60 | 0.35 | $35.00 | 60.00 | 28 | 25.0 | 102.000 | 0.64 | 2024-04-18 |
STEM240517P00002500 | STEM | PUT | Long | 2.50 | None | $0.35 | 0.58 | $0.66 | 0.29 | -0.21 | 0.60 | 0.95 | 2.24 | 1.58 | 0.35 | $35.00 | 60.00 | 27 | 25.0 | 102.000 | 0.66 | 2024-04-17 |
STEM240517P00002500 | STEM | PUT | Long | 2.50 | None | $0.35 | 0.58 | $0.66 | 0.29 | 0.57 | 0.60 | 0.95 | 2.24 | 1.58 | 0.35 | $35.00 | 60.00 | 26 | 25.0 | 77.000 | 0.66 | 2024-04-16 |
STEM240517P00002500 | STEM | PUT | Long | 2.50 | None | $0.30 | 0.50 | $0.65 | 0.29 | 1.05 | 0.60 | 0.90 | 2.24 | 1.59 | 0.30 | $30.00 | 60.00 | 25 | 7.0 | 76.000 | 0.65 | 2024-04-15 |
STEM240517P00002500 | STEM | PUT | Long | 2.50 | None | $0.25 | 0.42 | $0.49 | 0.22 | 0.04 | 0.60 | 0.85 | 2.24 | 1.75 | 0.25 | $25.00 | 60.00 | 22 | 17.0 | 76.000 | 0.49 | 2024-04-12 |
STEM240517P00002500 | STEM | PUT | Long | 2.50 | None | $0.25 | 0.42 | $0.42 | 0.19 | 0.06 | 0.60 | 0.85 | 2.24 | 1.82 | 0.25 | $25.00 | 60.00 | 21 | 17.0 | 59.000 | 0.42 | 2024-04-11 |
STEM240517P00002500 | STEM | PUT | Long | 2.50 | None | $0.11 | 0.18 | $0.39 | 0.17 | 0.17 | 0.60 | 0.71 | 2.24 | 1.85 | 0.11 | $11.00 | 60.00 | 20 | 1.0 | 59.000 | 0.39 | 2024-04-10 |
STEM240517P00002500 | STEM | PUT | Long | 2.50 | None | $-0.05 | -0.08 | $0.24 | 0.11 | -0.07 | 0.60 | 0.55 | 2.24 | 2.00 | -0.05 | $-5.00 | 60.00 | 19 | 2.0 | 57.000 | 0.24 | 2024-04-09 |
STEM240517P00002500 | STEM | PUT | Long | 2.50 | None | $-0.09 | -0.15 | $0.20 | 0.09 | 0.04 | 0.60 | 0.51 | 2.24 | 2.04 | -0.09 | $-9.00 | 60.00 | 18 | 10.0 | 57.000 | 0.20 | 2024-04-08 |
STEM240517P00002500 | STEM | PUT | Long | 2.50 | None | $-0.09 | -0.15 | $0.31 | 0.14 | -0.08 | 0.60 | 0.51 | 2.24 | 1.93 | -0.09 | $-9.00 | 60.00 | 15 | 10.0 | 57.000 | 0.31 | 2024-04-05 |
STEM240517P00002500 | STEM | PUT | Long | 2.50 | None | $-0.09 | -0.15 | $0.22 | 0.10 | 0.04 | 0.60 | 0.51 | 2.24 | 2.02 | -0.09 | $-9.00 | 60.00 | 14 | 10.0 | 47.000 | 0.22 | 2024-04-04 |
STEM240517P00002500 | STEM | PUT | Long | 2.50 | None | $0.03 | 0.05 | $0.22 | 0.10 | -0.06 | 0.60 | 0.63 | 2.24 | 2.02 | 0.03 | $3.00 | 60.00 | 13 | 1.0 | 46.000 | 0.22 | 2024-04-03 |
STEM240517P00002500 | STEM | PUT | Long | 2.50 | None | $0.02 | 0.03 | $0.31 | 0.14 | -0.13 | 0.60 | 0.62 | 2.24 | 1.93 | 0.02 | $2.00 | 60.00 | 12 | 2.0 | 44.000 | 0.31 | 2024-04-02 |
STEM240517P00002500 | STEM | PUT | Long | 2.50 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $-0.05 | -0.08 | $0.13 | 0.06 | -0.04 | 0.60 | 0.55 | 2.24 | 2.11 | -0.05 | $-5.00 | 60.00 | 11 | 7.0 | 44.000 | 0.13 | 2024-04-01 |
STEM240517P00002500 | STEM | PUT | Long | 2.50 | None | $-0.05 | -0.08 | $0.05 | 0.02 | -1.02 | 0.60 | 0.55 | 2.24 | 2.19 | -0.05 | $-5.00 | 60.00 | 10 | 7.0 | 44.000 | 0.05 | 2024-03-31 |
STEM240517P00002500 | STEM | PUT | Long | 2.50 | None | $-0.05 | -0.08 | $0.05 | 0.02 | 0.00 | 0.60 | 0.55 | 2.24 | 2.19 | -0.05 | $-5.00 | 60.00 | 9 | 7.0 | 44.000 | 0.05 | 2024-03-30 |
STEM240517P00002500 | STEM | PUT | Long | 2.50 | None | $-0.05 | -0.08 | $0.05 | 0.02 | -0.00 | 0.60 | 0.55 | 2.24 | 2.19 | -0.05 | $-5.00 | 60.00 | 8 | 7.0 | 44.000 | 0.05 | 2024-03-29 |
STEM240517P00002500 | STEM | PUT | Long | 2.50 | None | $-0.05 | -0.08 | $0.05 | 0.02 | -0.02 | 0.60 | 0.55 | 2.24 | 2.19 | -0.05 | $-5.00 | 60.00 | 7 | 7.0 | 44.000 | 0.05 | 2024-03-28 |
STEM240517P00002500 | STEM | PUT | Long | 2.50 | None | $-0.05 | -0.08 | $0.05 | 0.02 | -0.02 | 0.60 | 0.55 | 2.24 | 2.19 | -0.05 | $-5.00 | 60.00 | 6 | 7.0 | 41.000 | 0.05 | 2024-03-27 |
STEM240517P00002500 | STEM | PUT | Long | 2.50 | None | $0.05 | 0.08 | $0.38 | 0.17 | -0.09 | 0.60 | 0.65 | 2.24 | 1.86 | 0.05 | $5.00 | 60.00 | 5 | 1.0 | 41.000 | 0.38 | 2024-03-26 |
STEM240517P00002500 | STEM | PUT | Long | 2.50 | None | $0.05 | 0.08 | $0.25 | 0.11 | -0.05 | 0.60 | 0.65 | 2.24 | 1.99 | 0.05 | $5.00 | 60.00 | 4 | 1.0 | 41.000 | 0.25 | 2024-03-25 |
STEM240517P00002500 | STEM | PUT | Long | 2.50 | None | $0.05 | 0.08 | $0.25 | 0.11 | 0.02 | 0.60 | 0.65 | 2.24 | 1.99 | 0.05 | $5.00 | 60.00 | 1 | 1.0 | 41.000 | 0.25 | 2024-03-22 |
STEM240517P00002500 | STEM | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.60 | 0.60 | 2.24 | 2.24 | 0.00 | $0.00 | 60.00 | 0 | 33.0 | 10.000 | -0.00 | 2024-03-21 |