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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024-07-25 | TCS | TCS241018P00002500 | 2.50 | 2.0 | 4.000 | 2.008 | 0.807 | 0.0 | 1.4 | -0.300 | 0.140 | 1.570 | 1.60 | 1.05 | 2024-10-18 | PUT | Long | 0.430 | 0.772 | 0.875 |
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 | TCS | 0.818 | 0.168 | 1.106 | 0.473 | 1.106 | 0.544 | 0.45 | -0.122 | 0.0000 | 0.45 | 37.05 | 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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-11.66 | -11.10 | 29.18 | 1.60 | 1.60 | 1.05 | 12.71 | 0.00 | $0.00 | 160.00 | 83 | 1.0 | 3.000 | -11.66 | 2024-10-16 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-12.31 | -11.72 | 22.32 | 1.60 | 1.60 | 1.05 | 13.36 | 0.00 | $0.00 | 160.00 | 81 | 1.0 | 3.000 | -12.31 | 2024-10-14 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-15.72 | -14.97 | 17.85 | 1.60 | 1.60 | 1.05 | 16.77 | 0.00 | $0.00 | 160.00 | 78 | 1.0 | 3.000 | -15.72 | 2024-10-11 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-9.12 | -8.69 | 15.37 | 1.60 | 1.60 | 1.05 | 10.17 | 0.00 | $0.00 | 160.00 | 77 | 1.0 | 3.000 | -9.12 | 2024-10-10 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-9.67 | -9.21 | 14.62 | 1.60 | 1.60 | 1.05 | 10.72 | 0.00 | $0.00 | 160.00 | 76 | 1.0 | 3.000 | -9.67 | 2024-10-09 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-9.25 | -8.81 | 13.07 | 1.60 | 1.60 | 1.05 | 10.30 | 0.00 | $0.00 | 160.00 | 74 | 1.0 | 3.000 | -9.25 | 2024-10-07 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-6.64 | -6.32 | 12.35 | 1.60 | 1.60 | 1.05 | 7.69 | 0.00 | $0.00 | 160.00 | 73 | 1.0 | 3.000 | -6.64 | 2024-10-06 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-6.64 | -6.32 | 11.29 | 1.60 | 1.60 | 1.05 | 7.69 | 0.00 | $0.00 | 160.00 | 72 | 1.0 | 3.000 | -6.64 | 2024-10-05 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-6.64 | -6.32 | 10.84 | 1.60 | 1.60 | 1.05 | 7.69 | 0.00 | $0.00 | 160.00 | 71 | 1.0 | 3.000 | -6.64 | 2024-10-04 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-6.67 | -6.35 | 10.43 | 1.60 | 1.60 | 1.05 | 7.72 | 0.00 | $0.00 | 160.00 | 70 | 1.0 | 3.000 | -6.67 | 2024-10-03 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-7.82 | -7.45 | 10.35 | 1.60 | 1.60 | 1.05 | 8.87 | 0.00 | $0.00 | 160.00 | 69 | 1.0 | 3.000 | -7.82 | 2024-10-02 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-8.02 | -7.64 | 10.06 | 1.60 | 1.60 | 1.05 | 9.07 | 0.00 | $0.00 | 160.00 | 68 | 1.0 | 3.000 | -8.02 | 2024-10-01 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-8.11 | -7.72 | 9.76 | 1.60 | 1.60 | 1.05 | 9.16 | 0.00 | $0.00 | 160.00 | 67 | 1.0 | 3.000 | -8.11 | 2024-09-30 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-8.29 | -7.90 | 9.79 | 1.60 | 1.60 | 1.05 | 9.34 | 0.00 | $0.00 | 160.00 | 66 | 1.0 | 3.000 | -8.29 | 2024-09-29 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-8.29 | -7.90 | 9.21 | 1.60 | 1.60 | 1.05 | 9.34 | 0.00 | $0.00 | 160.00 | 65 | 1.0 | 3.000 | -8.29 | 2024-09-28 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-8.29 | -7.90 | 8.96 | 1.60 | 1.60 | 1.05 | 9.34 | 0.00 | $0.00 | 160.00 | 64 | 1.0 | 3.000 | -8.29 | 2024-09-27 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-8.59 | -8.18 | 8.77 | 1.60 | 1.60 | 1.05 | 9.64 | 0.00 | $0.00 | 160.00 | 63 | 1.0 | 3.000 | -8.59 | 2024-09-26 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-8.75 | -8.33 | 8.57 | 1.60 | 1.60 | 1.05 | 9.80 | 0.00 | $0.00 | 160.00 | 62 | 1.0 | 3.000 | -8.75 | 2024-09-25 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-10.78 | -10.27 | 8.67 | 1.60 | 1.60 | 1.05 | 11.83 | 0.00 | $0.00 | 160.00 | 61 | 1.0 | 3.000 | -10.78 | 2024-09-24 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-10.94 | -10.42 | 8.49 | 1.60 | 1.60 | 1.05 | 11.99 | 0.00 | $0.00 | 160.00 | 60 | 1.0 | 3.000 | -10.94 | 2024-09-23 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-11.17 | -10.64 | 8.52 | 1.60 | 1.60 | 1.05 | 12.22 | 0.00 | $0.00 | 160.00 | 59 | 1.0 | 3.000 | -11.17 | 2024-09-22 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-11.33 | -10.79 | 7.98 | 1.60 | 1.60 | 1.05 | 12.38 | 0.00 | $0.00 | 160.00 | 57 | 1.0 | 3.000 | -11.33 | 2024-09-20 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-13.72 | -13.07 | 8.07 | 1.60 | 1.60 | 1.05 | 14.77 | 0.00 | $0.00 | 160.00 | 56 | 1.0 | 3.000 | -13.72 | 2024-09-19 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-13.57 | -12.92 | 7.89 | 1.60 | 1.60 | 1.05 | 14.62 | 0.00 | $0.00 | 160.00 | 55 | 1.0 | 3.000 | -13.57 | 2024-09-18 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-12.67 | -12.07 | 7.65 | 1.60 | 1.60 | 1.05 | 13.72 | 0.00 | $0.00 | 160.00 | 54 | 1.0 | 3.000 | -12.67 | 2024-09-17 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-11.42 | -10.88 | 7.37 | 1.60 | 1.60 | 1.05 | 12.47 | 0.00 | $0.00 | 160.00 | 53 | 1.0 | 3.000 | -11.42 | 2024-09-16 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-8.98 | -8.55 | 6.91 | 1.60 | 1.60 | 1.05 | 10.03 | 0.00 | $0.00 | 160.00 | 51 | 1.0 | 3.000 | -8.98 | 2024-09-14 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-8.98 | -8.55 | 6.66 | 1.60 | 1.60 | 1.05 | 10.03 | 0.00 | $0.00 | 160.00 | 50 | 1.0 | 3.000 | -8.98 | 2024-09-13 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-9.09 | -8.66 | 6.56 | 1.60 | 1.60 | 1.05 | 10.14 | 0.00 | $0.00 | 160.00 | 49 | 1.0 | 3.000 | -9.09 | 2024-09-12 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-9.30 | -8.86 | 6.48 | 1.60 | 1.60 | 1.05 | 10.35 | 0.00 | $0.00 | 160.00 | 48 | 1.0 | 3.000 | -9.30 | 2024-09-11 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-8.87 | -8.45 | 6.31 | 1.60 | 1.60 | 1.05 | 9.92 | 0.00 | $0.00 | 160.00 | 47 | 1.0 | 3.000 | -8.87 | 2024-09-10 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-9.32 | -8.88 | 6.26 | 1.60 | 1.60 | 1.05 | 10.37 | 0.00 | $0.00 | 160.00 | 46 | 1.0 | 3.000 | -9.32 | 2024-09-09 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-9.64 | -9.18 | 6.30 | 1.60 | 1.60 | 1.05 | 10.69 | 0.00 | $0.00 | 160.00 | 45 | 1.0 | 3.000 | -9.64 | 2024-09-08 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-9.46 | -9.01 | 5.98 | 1.60 | 1.60 | 1.05 | 10.51 | 0.00 | $0.00 | 160.00 | 43 | 1.0 | 3.000 | -9.46 | 2024-09-06 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-10.30 | -9.81 | 5.99 | 1.60 | 1.60 | 1.05 | 11.35 | 0.00 | $0.00 | 160.00 | 42 | 1.0 | 3.000 | -10.30 | 2024-09-05 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-10.37 | -9.88 | 5.91 | 1.60 | 1.60 | 1.05 | 11.42 | 0.00 | $0.00 | 160.00 | 41 | 1.0 | 3.000 | -10.37 | 2024-09-04 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $0.24 | 0.23 | -0.26 | 1.60 | 1.60 | 1.05 | 0.81 | 0.00 | $0.00 | 160.00 | 37 | 1.0 | 3.000 | 0.24 | 2024-08-31 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $0.24 | 0.23 | -0.29 | 1.60 | 1.60 | 1.05 | 0.81 | 0.00 | $0.00 | 160.00 | 36 | 1.0 | 3.000 | 0.24 | 2024-08-30 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $0.25 | 0.24 | -0.63 | 1.60 | 1.60 | 1.05 | 0.80 | 0.00 | $0.00 | 160.00 | 35 | 1.0 | 3.000 | 0.25 | 2024-08-29 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $0.08 | 0.08 | 0.13 | 1.60 | 1.60 | 1.05 | 0.97 | 0.00 | $0.00 | 160.00 | 34 | 1.0 | 3.000 | 0.08 | 2024-08-28 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.06 | -0.06 | -2.01 | 1.60 | 1.60 | 1.05 | 1.11 | 0.00 | $0.00 | 160.00 | 33 | 1.0 | 3.000 | -0.06 | 2024-08-27 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.07 | -0.07 | 0.00 | 1.60 | 1.60 | 1.05 | 1.12 | 0.00 | $0.00 | 160.00 | 32 | 1.0 | 3.000 | -0.07 | 2024-08-26 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $0.06 | 0.06 | -0.29 | 1.60 | 1.60 | 1.05 | 0.99 | 0.00 | $0.00 | 160.00 | 31 | 1.0 | 3.000 | 0.06 | 2024-08-25 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $0.06 | 0.06 | -0.32 | 1.60 | 1.60 | 1.05 | 0.99 | 0.00 | $0.00 | 160.00 | 30 | 1.0 | 3.000 | 0.06 | 2024-08-24 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $0.06 | 0.06 | -0.30 | 1.60 | 1.60 | 1.05 | 0.99 | 0.00 | $0.00 | 160.00 | 29 | 1.0 | 3.000 | 0.06 | 2024-08-23 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $0.10 | 0.10 | -0.88 | 1.60 | 1.60 | 1.05 | 0.95 | 0.00 | $0.00 | 160.00 | 28 | 1.0 | 3.000 | 0.10 | 2024-08-22 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $0.09 | 0.09 | -0.06 | 1.60 | 1.60 | 1.05 | 0.96 | 0.00 | $0.00 | 160.00 | 27 | 1.0 | 3.000 | 0.09 | 2024-08-21 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $0.13 | 0.12 | -0.48 | 1.60 | 1.60 | 1.05 | 0.92 | 0.00 | $0.00 | 160.00 | 26 | 1.0 | 3.000 | 0.13 | 2024-08-20 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $0.17 | 0.16 | 1.54 | 1.60 | 1.60 | 1.05 | 0.88 | 0.00 | $0.00 | 160.00 | 25 | 1.0 | 3.000 | 0.17 | 2024-08-19 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $0.25 | 0.24 | 3.38 | 1.60 | 1.60 | 1.05 | 0.80 | 0.00 | $0.00 | 160.00 | 24 | 1.0 | 3.000 | 0.25 | 2024-08-18 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $0.25 | 0.24 | 3.34 | 1.60 | 1.60 | 1.05 | 0.80 | 0.00 | $0.00 | 160.00 | 23 | 1.0 | 3.000 | 0.25 | 2024-08-17 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $0.25 | 0.24 | 2.27 | 1.60 | 1.60 | 1.05 | 0.80 | 0.00 | $0.00 | 160.00 | 22 | 1.0 | 3.000 | 0.25 | 2024-08-16 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $0.24 | 0.23 | 0.56 | 1.60 | 1.60 | 1.05 | 0.81 | 0.00 | $0.00 | 160.00 | 21 | 1.0 | 3.000 | 0.24 | 2024-08-15 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $0.23 | 0.22 | 0.63 | 1.60 | 1.60 | 1.05 | 0.82 | 0.00 | $0.00 | 160.00 | 20 | 1.0 | 3.000 | 0.23 | 2024-08-14 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $0.21 | 0.20 | 0.68 | 1.60 | 1.60 | 1.05 | 0.84 | 0.00 | $0.00 | 160.00 | 19 | 1.0 | 3.000 | 0.21 | 2024-08-13 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $0.27 | 0.26 | 1.54 | 1.60 | 1.60 | 1.05 | 0.78 | 0.00 | $0.00 | 160.00 | 18 | 1.0 | 3.000 | 0.27 | 2024-08-12 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $0.22 | 0.21 | -0.35 | 1.60 | 1.60 | 1.05 | 0.83 | 0.00 | $0.00 | 160.00 | 15 | 1.0 | 3.000 | 0.22 | 2024-08-09 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $0.20 | 0.19 | 0.66 | 1.60 | 1.60 | 1.05 | 0.85 | 0.00 | $0.00 | 160.00 | 14 | 1.0 | 3.000 | 0.20 | 2024-08-08 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $0.17 | 0.16 | 1.71 | 1.60 | 1.60 | 1.05 | 0.88 | 0.00 | $0.00 | 160.00 | 13 | 1.0 | 3.000 | 0.17 | 2024-08-07 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.10 | -0.10 | -0.30 | 1.60 | 1.60 | 1.05 | 1.15 | 0.00 | $0.00 | 160.00 | 12 | 1.0 | 3.000 | -0.10 | 2024-08-06 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.14 | -0.13 | -0.12 | 1.60 | 1.60 | 1.05 | 1.19 | 0.00 | $0.00 | 160.00 | 4 | 2.0 | 5.000 | -0.14 | 2024-07-29 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.05 | $0.00 | 0.00 | $-0.18 | -0.17 | -0.17 | 1.60 | 1.60 | 1.05 | 1.23 | 0.00 | $0.00 | 160.00 | 1 | 2.0 | 5.000 | -0.18 | 2024-07-26 |
TCS241018P00002500 | TCS | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 1.60 | 1.60 | 1.05 | 1.05 | 0.00 | $0.00 | 160.00 | 0 | 2.0 | 4.000 | -0.00 | 2024-07-25 |