| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-12-17 | TEVA | TEVA250117P00019000 | 19.00 | 1999.0 | 731.000 | 0.396 | 0.232 | 1.2 | 0.2 | -0.010 | 1.480 | 0.470 | 0.57 | 19.93 | 2025-01-17 | PUT | Long | 0.152 | 0.282 | 0.264 |
| 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 | TEVA | 1.000 | 0.060 | 0.257 | 0.106 | 0.257 | 0.161 | 20.88 | -0.035 | 0.0000 | 10.13 | 20.88 | 21 | 1y | 17.88 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TEVA250117P00019000 | TEVA | PUT | Long | 19.00 | None | $-0.16 | -0.70 | $-1.21 | -0.06 | 0.00 | 0.23 | 0.07 | 20.88 | 22.09 | -0.16 | $-16.00 | 23.00 | 3 | 35.0 | 2367.000 | -1.21 | 2024-12-20 |
| TEVA250117P00019000 | TEVA | PUT | Long | 19.00 | None | $-0.12 | -0.52 | $-0.43 | -0.02 | -0.03 | 0.23 | 0.11 | 20.88 | 21.31 | -0.12 | $-12.00 | 23.00 | 2 | 3.0 | 2358.000 | -0.43 | 2024-12-19 |
| TEVA250117P00019000 | TEVA | PUT | Long | 19.00 | Exit OP PnL: $-0.06;Exit EQ PnL: -0.57; Position is Long and position continued to lose. Latest OP price is: $0.17 (EQ: $21.45). Initial OP price was: $0.23 (EQ: $20.88). Surpassed Stop Loss Percentage: -0.2608695652173913043478260870 < -0.16. | $-0.13 | -0.57 | $-0.32 | -0.02 | -0.00 | 0.23 | 0.10 | 20.88 | 21.20 | -0.13 | $-13.00 | 23.00 | 1 | 1754.0 | 2840.000 | -0.32 | 2024-12-18 |
| TEVA250117P00019000 | TEVA | PUT | Long | 19.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.23 | 0.23 | 20.88 | 20.88 | 0.00 | $0.00 | 23.00 | 0 | 4441.0 | 731.000 | -0.00 | 2024-12-17 |