| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-10-29 | THC | THC241220P00160000 | 160.00 | 4.0 | 106.000 | 0.380 | 0.228 | 6.8 | 3.2 | -0.010 | 9.900 | 6.280 | 8.50 | 162.76 | 2024-12-20 | PUT | Long | 0.176 | 0.235 | 0.167 |
| 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 | THC | 0.909 | 0.068 | 0.218 | 0.099 | 0.068 | -0.150 | 132.58 | 0.030 | 0.0000 | 73.62 | 168.52 | 21 | 1y | 158.86 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| THC241220P00160000 | THC | PUT | Long | 160.00 | None | $14.95 | 1.76 | $37.07 | 0.23 | 1.81 | 8.50 | 23.45 | 162.76 | 125.69 | 14.95 | $1495.00 | 850.00 | 51 | 1.0 | 33.000 | 37.07 | 2024-12-19 |
| THC241220P00160000 | THC | PUT | Long | 160.00 | None | $14.95 | 1.76 | $35.29 | 0.22 | -0.38 | 8.50 | 23.45 | 162.76 | 127.47 | 14.95 | $1495.00 | 850.00 | 50 | 1.0 | 60.000 | 35.29 | 2024-12-18 |
| THC241220P00160000 | THC | PUT | Long | 160.00 | None | $14.95 | 1.76 | $30.18 | 0.19 | 0.37 | 8.50 | 23.45 | 162.76 | 132.58 | 14.95 | $1495.00 | 850.00 | 49 | 1.0 | 60.000 | 30.18 | 2024-12-17 |
| THC241220P00160000 | THC | PUT | Long | 160.00 | None | $14.95 | 1.76 | $29.04 | 0.18 | -0.38 | 8.50 | 23.45 | 162.76 | 133.72 | 14.95 | $1495.00 | 850.00 | 48 | 1.0 | 79.000 | 29.04 | 2024-12-16 |
| THC241220P00160000 | THC | PUT | Long | 160.00 | None | $14.95 | 1.76 | $26.05 | 0.16 | 0.41 | 8.50 | 23.45 | 162.76 | 136.71 | 14.95 | $1495.00 | 850.00 | 45 | 1.0 | 79.000 | 26.05 | 2024-12-13 |
| THC241220P00160000 | THC | PUT | Long | 160.00 | None | $10.10 | 1.19 | $27.38 | 0.17 | 0.23 | 8.50 | 18.60 | 162.76 | 135.38 | 10.10 | $1010.00 | 850.00 | 44 | 1.0 | 79.000 | 27.38 | 2024-12-12 |
| THC241220P00160000 | THC | PUT | Long | 160.00 | None | $10.10 | 1.19 | $22.67 | 0.14 | 0.20 | 8.50 | 18.60 | 162.76 | 140.09 | 10.10 | $1010.00 | 850.00 | 43 | 1.0 | 104.000 | 22.67 | 2024-12-11 |
| THC241220P00160000 | THC | PUT | Long | 160.00 | None | $10.10 | 1.19 | $23.66 | 0.15 | 0.47 | 8.50 | 18.60 | 162.76 | 139.10 | 10.10 | $1010.00 | 850.00 | 42 | 1.0 | 104.000 | 23.66 | 2024-12-10 |
| THC241220P00160000 | THC | PUT | Long | 160.00 | None | $10.15 | 1.19 | $21.79 | 0.13 | 0.24 | 8.50 | 18.65 | 162.76 | 140.97 | 10.15 | $1015.00 | 850.00 | 41 | 8.0 | 112.000 | 21.79 | 2024-12-09 |
| THC241220P00160000 | THC | PUT | Long | 160.00 | None | $14.73 | 1.73 | $23.82 | 0.15 | 0.13 | 8.50 | 23.23 | 162.76 | 138.94 | 14.73 | $1473.00 | 850.00 | 40 | 6.0 | 112.000 | 23.82 | 2024-12-08 |
| THC241220P00160000 | THC | PUT | Long | 160.00 | None | $14.73 | 1.73 | $23.83 | 0.15 | 0.26 | 8.50 | 23.23 | 162.76 | 138.93 | 14.73 | $1473.00 | 850.00 | 38 | 6.0 | 112.000 | 23.83 | 2024-12-06 |
| THC241220P00160000 | THC | PUT | Long | 160.00 | None | $13.00 | 1.53 | $23.82 | 0.15 | 0.17 | 8.50 | 21.50 | 162.76 | 138.94 | 13.00 | $1300.00 | 850.00 | 37 | 6.0 | 150.000 | 23.82 | 2024-12-05 |
| THC241220P00160000 | THC | PUT | Long | 160.00 | None | $10.77 | 1.27 | $21.28 | 0.13 | 0.08 | 8.50 | 19.27 | 162.76 | 141.48 | 10.77 | $1077.00 | 850.00 | 36 | 2.0 | 151.000 | 21.28 | 2024-12-04 |
| THC241220P00160000 | THC | PUT | Long | 160.00 | None | $9.41 | 1.11 | $21.49 | 0.13 | 0.04 | 8.50 | 17.91 | 162.76 | 141.27 | 9.41 | $941.00 | 850.00 | 35 | 1.0 | 151.000 | 21.49 | 2024-12-03 |
| THC241220P00160000 | THC | PUT | Long | 160.00 | None | $9.41 | 1.11 | $20.77 | 0.13 | 0.05 | 8.50 | 17.91 | 162.76 | 141.99 | 9.41 | $941.00 | 850.00 | 34 | 1.0 | 151.000 | 20.77 | 2024-12-02 |
| THC241220P00160000 | THC | PUT | Long | 160.00 | None | $9.00 | 1.06 | $20.08 | 0.12 | -0.38 | 8.50 | 17.50 | 162.76 | 142.68 | 9.00 | $900.00 | 850.00 | 33 | 2.0 | 0.000 | 20.08 | 2024-12-01 |
| THC241220P00160000 | THC | PUT | Long | 160.00 | None | $9.00 | 1.06 | $20.08 | 0.12 | 0.10 | 8.50 | 17.50 | 162.76 | 142.68 | 9.00 | $900.00 | 850.00 | 32 | 2.0 | 151.000 | 20.08 | 2024-11-30 |
| THC241220P00160000 | THC | PUT | Long | 160.00 | None | $9.00 | 1.06 | $20.78 | 0.13 | 0.16 | 8.50 | 17.50 | 162.76 | 141.98 | 9.00 | $900.00 | 850.00 | 30 | 2.0 | 151.000 | 20.78 | 2024-11-28 |
| THC241220P00160000 | THC | PUT | Long | 160.00 | None | $9.08 | 1.07 | $17.64 | 0.11 | -0.09 | 8.50 | 17.58 | 162.76 | 145.12 | 9.08 | $908.00 | 850.00 | 29 | 10.0 | 151.000 | 17.64 | 2024-11-27 |
| THC241220P00160000 | THC | PUT | Long | 160.00 | None | $9.08 | 1.07 | $17.14 | 0.11 | 0.07 | 8.50 | 17.58 | 162.76 | 145.62 | 9.08 | $908.00 | 850.00 | 28 | 10.0 | 151.000 | 17.14 | 2024-11-26 |
| THC241220P00160000 | THC | PUT | Long | 160.00 | None | $9.08 | 1.07 | $19.45 | 0.12 | -0.04 | 8.50 | 17.58 | 162.76 | 143.31 | 9.08 | $908.00 | 850.00 | 27 | 10.0 | 151.000 | 19.45 | 2024-11-25 |
| THC241220P00160000 | THC | PUT | Long | 160.00 | None | $1.00 | 0.12 | $19.13 | 0.12 | 0.03 | 8.50 | 9.50 | 162.76 | 143.63 | 1.00 | $100.00 | 850.00 | 26 | 8.0 | 151.000 | 19.13 | 2024-11-24 |
| THC241220P00160000 | THC | PUT | Long | 160.00 | None | $1.00 | 0.12 | $19.13 | 0.12 | 0.02 | 8.50 | 9.50 | 162.76 | 143.63 | 1.00 | $100.00 | 850.00 | 25 | 8.0 | 151.000 | 19.13 | 2024-11-23 |
| THC241220P00160000 | THC | PUT | Long | 160.00 | None | $1.00 | 0.12 | $19.19 | 0.12 | -0.05 | 8.50 | 9.50 | 162.76 | 143.57 | 1.00 | $100.00 | 850.00 | 24 | 8.0 | 151.000 | 19.19 | 2024-11-22 |
| THC241220P00160000 | THC | PUT | Long | 160.00 | None | $1.00 | 0.12 | $14.80 | 0.09 | -0.04 | 8.50 | 9.50 | 162.76 | 147.96 | 1.00 | $100.00 | 850.00 | 23 | 8.0 | 151.000 | 14.80 | 2024-11-21 |
| THC241220P00160000 | THC | PUT | Long | 160.00 | None | $1.00 | 0.12 | $10.94 | 0.07 | -0.01 | 8.50 | 9.50 | 162.76 | 151.82 | 1.00 | $100.00 | 850.00 | 22 | 8.0 | 151.000 | 10.94 | 2024-11-20 |
| THC241220P00160000 | THC | PUT | Long | 160.00 | None | $1.00 | 0.12 | $9.41 | 0.06 | -0.03 | 8.50 | 9.50 | 162.76 | 153.35 | 1.00 | $100.00 | 850.00 | 21 | 8.0 | 148.000 | 9.41 | 2024-11-19 |
| THC241220P00160000 | THC | PUT | Long | 160.00 | None | $1.75 | 0.21 | $9.30 | 0.06 | -0.02 | 8.50 | 10.25 | 162.76 | 153.46 | 1.75 | $175.00 | 850.00 | 20 | 31.0 | 128.000 | 9.30 | 2024-11-18 |
| THC241220P00160000 | THC | PUT | Long | 160.00 | None | $1.40 | 0.16 | $7.42 | 0.05 | -0.02 | 8.50 | 9.90 | 162.76 | 155.34 | 1.40 | $140.00 | 850.00 | 19 | 6.0 | 125.000 | 7.42 | 2024-11-17 |
| THC241220P00160000 | THC | PUT | Long | 160.00 | None | $1.40 | 0.16 | $7.42 | 0.05 | -0.03 | 8.50 | 9.90 | 162.76 | 155.34 | 1.40 | $140.00 | 850.00 | 18 | 6.0 | 125.000 | 7.42 | 2024-11-16 |
| THC241220P00160000 | THC | PUT | Long | 160.00 | None | $1.40 | 0.16 | $7.42 | 0.05 | -0.01 | 8.50 | 9.90 | 162.76 | 155.34 | 1.40 | $140.00 | 850.00 | 17 | 6.0 | 125.000 | 7.42 | 2024-11-15 |
| THC241220P00160000 | THC | PUT | Long | 160.00 | None | $-3.50 | -0.41 | $0.08 | 0.00 | -0.08 | 8.50 | 5.00 | 162.76 | 162.68 | -3.50 | $-350.00 | 850.00 | 16 | 14.0 | 125.000 | 0.08 | 2024-11-14 |
| THC241220P00160000 | THC | PUT | Long | 160.00 | None | $-3.90 | -0.46 | $-0.17 | -0.00 | -0.07 | 8.50 | 4.60 | 162.76 | 162.93 | -3.90 | $-390.00 | 850.00 | 15 | 37.0 | 113.000 | -0.17 | 2024-11-13 |
| THC241220P00160000 | THC | PUT | Long | 160.00 | None | $-4.70 | -0.55 | $-1.55 | -0.01 | -0.07 | 8.50 | 3.80 | 162.76 | 164.31 | -4.70 | $-470.00 | 850.00 | 14 | 8.0 | 113.000 | -1.55 | 2024-11-12 |
| THC241220P00160000 | THC | PUT | Long | 160.00 | None | $-4.70 | -0.55 | $-4.08 | -0.03 | -0.06 | 8.50 | 3.80 | 162.76 | 166.84 | -4.70 | $-470.00 | 850.00 | 13 | 8.0 | 106.000 | -4.08 | 2024-11-11 |
| THC241220P00160000 | THC | PUT | Long | 160.00 | None | $-4.20 | -0.49 | $-2.45 | -0.02 | -0.07 | 8.50 | 4.30 | 162.76 | 165.21 | -4.20 | $-420.00 | 850.00 | 12 | 6.0 | 100.000 | -2.45 | 2024-11-10 |
| THC241220P00160000 | THC | PUT | Long | 160.00 | None | $-4.20 | -0.49 | $-2.45 | -0.02 | -0.07 | 8.50 | 4.30 | 162.76 | 165.21 | -4.20 | $-420.00 | 850.00 | 11 | 6.0 | 100.000 | -2.45 | 2024-11-09 |
| THC241220P00160000 | THC | PUT | Long | 160.00 | None | $-4.30 | -0.51 | $-2.73 | -0.02 | -0.08 | 8.50 | 4.20 | 162.76 | 165.49 | -4.30 | $-430.00 | 850.00 | 10 | 5.0 | 100.000 | -2.73 | 2024-11-08 |
| THC241220P00160000 | THC | PUT | Long | 160.00 | None | $-4.65 | -0.55 | $-5.76 | -0.04 | -0.06 | 8.50 | 3.85 | 162.76 | 168.52 | -4.65 | $-465.00 | 850.00 | 9 | 4.0 | 98.000 | -5.76 | 2024-11-07 |
| THC241220P00160000 | THC | PUT | Long | 160.00 | None | $-2.34 | -0.28 | $2.40 | 0.01 | -0.08 | 8.50 | 6.16 | 162.76 | 160.36 | -2.34 | $-234.00 | 850.00 | 8 | 21.0 | 91.000 | 2.40 | 2024-11-06 |
| THC241220P00160000 | THC | PUT | Long | 160.00 | None | $2.90 | 0.34 | $-4.14 | -0.03 | 0.02 | 8.50 | 11.40 | 162.76 | 166.90 | 2.90 | $290.00 | 850.00 | 7 | 15.0 | 91.000 | -4.14 | 2024-11-05 |
| THC241220P00160000 | THC | PUT | Long | 160.00 | None | $2.90 | 0.34 | $0.38 | 0.00 | 0.02 | 8.50 | 11.40 | 162.76 | 162.38 | 2.90 | $290.00 | 850.00 | 6 | 15.0 | 91.000 | 0.38 | 2024-11-04 |
| THC241220P00160000 | THC | PUT | Long | 160.00 | None | $2.90 | 0.34 | $6.63 | 0.04 | -0.01 | 8.50 | 11.40 | 162.76 | 156.13 | 2.90 | $290.00 | 850.00 | 3 | 15.0 | 91.000 | 6.63 | 2024-11-01 |
| THC241220P00160000 | THC | PUT | Long | 160.00 | None | $2.90 | 0.34 | $7.73 | 0.05 | -0.00 | 8.50 | 11.40 | 162.76 | 155.03 | 2.90 | $290.00 | 850.00 | 2 | 15.0 | 106.000 | 7.73 | 2024-10-31 |
| THC241220P00160000 | THC | PUT | Long | 160.00 | None | $0.00 | 0.00 | $4.72 | 0.03 | -0.03 | 8.50 | 8.50 | 162.76 | 158.04 | 0.00 | $0.00 | 850.00 | 1 | 4.0 | 106.000 | 4.72 | 2024-10-30 |
| THC241220P00160000 | THC | PUT | Long | 160.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 8.50 | 8.50 | 162.76 | 162.76 | 0.00 | $0.00 | 850.00 | 0 | 4.0 | 106.000 | -0.00 | 2024-10-29 |