| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-09-09 | TERN | TERN241018P00009000 | 9.00 | 31.0 | 12.000 | 1.100 | 0.371 | 0.5 | 0.3 | 0.000 | 1.270 | 1.110 | 1.06 | 9.12 | 2024-10-18 | PUT | Long | 0.401 | 0.429 | 0.168 |
| 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 | TERN | 0.727 | 0.113 | 0.334 | 0.224 | 0.204 | 0.046 | 6.80 | 0.000 | 0.0000 | 4.54 | 11.23 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TERN241018P00009000 | TERN | PUT | Long | 9.00 | None | $0.39 | 0.37 | $1.43 | 0.16 | 0.64 | 1.06 | 1.45 | 9.12 | 7.69 | 0.39 | $39.00 | 106.00 | 37 | 81.0 | 597.000 | 1.43 | 2024-10-16 |
| TERN241018P00009000 | TERN | PUT | Long | 9.00 | None | $0.14 | 0.13 | $1.50 | 0.16 | -0.23 | 1.06 | 1.20 | 9.12 | 7.62 | 0.14 | $14.00 | 106.00 | 35 | 4.0 | 611.000 | 1.50 | 2024-10-14 |
| TERN241018P00009000 | TERN | PUT | Long | 9.00 | None | $0.28 | 0.26 | $1.45 | 0.16 | 0.68 | 1.06 | 1.34 | 9.12 | 7.67 | 0.28 | $28.00 | 106.00 | 32 | 2.0 | 611.000 | 1.45 | 2024-10-11 |
| TERN241018P00009000 | TERN | PUT | Long | 9.00 | None | $0.28 | 0.26 | $1.71 | 0.19 | 0.19 | 1.06 | 1.34 | 9.12 | 7.41 | 0.28 | $28.00 | 106.00 | 31 | 2.0 | 621.000 | 1.71 | 2024-10-10 |
| TERN241018P00009000 | TERN | PUT | Long | 9.00 | None | $0.28 | 0.26 | $1.24 | 0.14 | 0.14 | 1.06 | 1.34 | 9.12 | 7.88 | 0.28 | $28.00 | 106.00 | 30 | 2.0 | 622.000 | 1.24 | 2024-10-09 |
| TERN241018P00009000 | TERN | PUT | Long | 9.00 | None | $0.14 | 0.13 | $1.27 | 0.14 | -0.36 | 1.06 | 1.20 | 9.12 | 7.85 | 0.14 | $14.00 | 106.00 | 28 | 2.0 | 623.000 | 1.27 | 2024-10-07 |
| TERN241018P00009000 | TERN | PUT | Long | 9.00 | None | $0.01 | 0.01 | $0.85 | 0.09 | -1.12 | 1.06 | 1.07 | 9.12 | 8.27 | 0.01 | $1.00 | 106.00 | 27 | 20.0 | 0.000 | 0.85 | 2024-10-06 |
| TERN241018P00009000 | TERN | PUT | Long | 9.00 | None | $0.01 | 0.01 | $0.85 | 0.09 | -0.56 | 1.06 | 1.07 | 9.12 | 8.27 | 0.01 | $1.00 | 106.00 | 26 | 20.0 | 623.000 | 0.85 | 2024-10-05 |
| TERN241018P00009000 | TERN | PUT | Long | 9.00 | None | $0.01 | 0.01 | $0.85 | 0.09 | -0.49 | 1.06 | 1.07 | 9.12 | 8.27 | 0.01 | $1.00 | 106.00 | 25 | 20.0 | 623.000 | 0.85 | 2024-10-04 |
| TERN241018P00009000 | TERN | PUT | Long | 9.00 | None | $0.01 | 0.01 | $0.92 | 0.10 | -0.46 | 1.06 | 1.07 | 9.12 | 8.20 | 0.01 | $1.00 | 106.00 | 24 | 20.0 | 623.000 | 0.92 | 2024-10-03 |
| TERN241018P00009000 | TERN | PUT | Long | 9.00 | None | $0.01 | 0.01 | $0.92 | 0.10 | -0.48 | 1.06 | 1.07 | 9.12 | 8.20 | 0.01 | $1.00 | 106.00 | 23 | 20.0 | 623.000 | 0.92 | 2024-10-02 |
| TERN241018P00009000 | TERN | PUT | Long | 9.00 | None | $0.01 | 0.01 | $1.02 | 0.11 | -0.38 | 1.06 | 1.07 | 9.12 | 8.10 | 0.01 | $1.00 | 106.00 | 22 | 20.0 | 643.000 | 1.02 | 2024-10-01 |
| TERN241018P00009000 | TERN | PUT | Long | 9.00 | None | $0.04 | 0.04 | $0.78 | 0.09 | -0.34 | 1.06 | 1.10 | 9.12 | 8.34 | 0.04 | $4.00 | 106.00 | 21 | 152.0 | 793.000 | 0.78 | 2024-09-30 |
| TERN241018P00009000 | TERN | PUT | Long | 9.00 | None | $-0.26 | -0.25 | $0.57 | 0.06 | -1.12 | 1.06 | 0.80 | 9.12 | 8.55 | -0.26 | $-26.00 | 106.00 | 20 | 50.0 | 793.000 | 0.57 | 2024-09-29 |
| TERN241018P00009000 | TERN | PUT | Long | 9.00 | None | $-0.26 | -0.25 | $0.57 | 0.06 | -0.28 | 1.06 | 0.80 | 9.12 | 8.55 | -0.26 | $-26.00 | 106.00 | 19 | 50.0 | 793.000 | 0.57 | 2024-09-28 |
| TERN241018P00009000 | TERN | PUT | Long | 9.00 | None | $-0.26 | -0.25 | $0.57 | 0.06 | -0.42 | 1.06 | 0.80 | 9.12 | 8.55 | -0.26 | $-26.00 | 106.00 | 18 | 50.0 | 793.000 | 0.57 | 2024-09-27 |
| TERN241018P00009000 | TERN | PUT | Long | 9.00 | None | $-0.51 | -0.48 | $0.27 | 0.03 | -0.48 | 1.06 | 0.55 | 9.12 | 8.85 | -0.51 | $-51.00 | 106.00 | 17 | 1.0 | 792.000 | 0.27 | 2024-09-26 |
| TERN241018P00009000 | TERN | PUT | Long | 9.00 | None | $-0.58 | -0.55 | $-0.13 | -0.01 | -0.46 | 1.06 | 0.48 | 9.12 | 9.25 | -0.58 | $-58.00 | 106.00 | 16 | 43.0 | 799.000 | -0.13 | 2024-09-25 |
| TERN241018P00009000 | TERN | PUT | Long | 9.00 | None | $-0.56 | -0.53 | $-0.49 | -0.05 | -0.38 | 1.06 | 0.50 | 9.12 | 9.61 | -0.56 | $-56.00 | 106.00 | 15 | 57.0 | 781.000 | -0.49 | 2024-09-24 |
| TERN241018P00009000 | TERN | PUT | Long | 9.00 | None | $-0.71 | -0.67 | $-0.61 | -0.07 | -0.47 | 1.06 | 0.35 | 9.12 | 9.73 | -0.71 | $-71.00 | 106.00 | 14 | 24.0 | 769.000 | -0.61 | 2024-09-23 |
| TERN241018P00009000 | TERN | PUT | Long | 9.00 | None | $-0.66 | -0.62 | $-0.90 | -0.10 | -1.00 | 1.06 | 0.40 | 9.12 | 10.02 | -0.66 | $-66.00 | 106.00 | 13 | 4.0 | 0.000 | -0.90 | 2024-09-22 |
| TERN241018P00009000 | TERN | PUT | Long | 9.00 | None | $-0.66 | -0.62 | $-0.90 | -0.10 | -0.28 | 1.06 | 0.40 | 9.12 | 10.02 | -0.66 | $-66.00 | 106.00 | 11 | 4.0 | 767.000 | -0.90 | 2024-09-20 |
| TERN241018P00009000 | TERN | PUT | Long | 9.00 | None | $-0.46 | -0.43 | $-0.92 | -0.10 | 0.04 | 1.06 | 0.60 | 9.12 | 10.04 | -0.46 | $-46.00 | 106.00 | 10 | 1.0 | 757.000 | -0.92 | 2024-09-19 |
| TERN241018P00009000 | TERN | PUT | Long | 9.00 | None | $-0.56 | -0.53 | $-1.09 | -0.12 | -0.13 | 1.06 | 0.50 | 9.12 | 10.21 | -0.56 | $-56.00 | 106.00 | 9 | 50.0 | 707.000 | -1.09 | 2024-09-18 |
| TERN241018P00009000 | TERN | PUT | Long | 9.00 | None | $-0.26 | -0.25 | $-0.59 | -0.06 | -0.20 | 1.06 | 0.80 | 9.12 | 9.71 | -0.26 | $-26.00 | 106.00 | 8 | 52.0 | 707.000 | -0.59 | 2024-09-17 |
| TERN241018P00009000 | TERN | PUT | Long | 9.00 | None | $-0.21 | -0.20 | $-0.29 | -0.03 | -0.15 | 1.06 | 0.85 | 9.12 | 9.41 | -0.21 | $-21.00 | 106.00 | 7 | 26.0 | 656.000 | -0.29 | 2024-09-16 |
| TERN241018P00009000 | TERN | PUT | Long | 9.00 | None | $0.06 | 0.06 | $0.17 | 0.02 | -0.55 | 1.06 | 1.12 | 9.12 | 8.95 | 0.06 | $6.00 | 106.00 | 5 | 150.0 | 582.000 | 0.17 | 2024-09-14 |
| TERN241018P00009000 | TERN | PUT | Long | 9.00 | None | $0.06 | 0.06 | $0.17 | 0.02 | -0.56 | 1.06 | 1.12 | 9.12 | 8.95 | 0.06 | $6.00 | 106.00 | 4 | 150.0 | 582.000 | 0.17 | 2024-09-13 |
| TERN241018P00009000 | TERN | PUT | Long | 9.00 | None | $-0.11 | -0.10 | $-0.39 | -0.04 | -0.13 | 1.06 | 0.95 | 9.12 | 9.51 | -0.11 | $-11.00 | 106.00 | 3 | 114.0 | 453.000 | -0.39 | 2024-09-12 |
| TERN241018P00009000 | TERN | PUT | Long | 9.00 | None | $-0.41 | -0.39 | $-1.56 | -0.17 | 0.00 | 1.06 | 0.65 | 9.12 | 10.68 | -0.41 | $-41.00 | 106.00 | 2 | 346.0 | 145.000 | -1.56 | 2024-09-11 |
| TERN241018P00009000 | TERN | PUT | Long | 9.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -1.35 | $-0.31 | -0.29 | $-2.11 | -0.23 | 0.06 | 1.06 | 0.75 | 9.12 | 11.23 | -0.31 | $-31.00 | 106.00 | 1 | 104.0 | 43.000 | -2.11 | 2024-09-10 |
| TERN241018P00009000 | TERN | PUT | Long | 9.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 1.06 | 1.06 | 9.12 | 9.12 | 0.00 | $0.00 | 106.00 | 0 | 31.0 | 12.000 | -0.00 | 2024-09-09 |