| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-04-09 | TLRY | TLRY240510P00002000 | 2.00 | 157.0 | 123.000 | 1.180 | 0.414 | 0.1 | 0.1 | 0.010 | 0.300 | 0.240 | 0.25 | 2.06 | 2024-05-10 | PUT | Short | 0.407 | 0.473 | -0.210 |
| 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 | TLRY | 0.818 | 0.052 | 0.435 | 0.194 | 0.118 | -0.097 | 1.24 | -0.311 | 0.0000 | 1.19 | 2.85 | 21 | 1y | 1.59 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TLRY240510P00002000 | TLRY | PUT | Short | 2.00 | None | $0.20 | 0.80 | $-0.08 | -0.04 | -0.62 | 0.25 | 0.05 | 2.06 | 1.98 | 0.20 | $20.00 | 200.00 | 30 | 1834.0 | 8848.000 | -0.08 | 2024-05-09 |
| TLRY240510P00002000 | TLRY | PUT | Short | 2.00 | None | $0.17 | 0.68 | $-0.11 | -0.05 | -0.56 | 0.25 | 0.08 | 2.06 | 1.95 | 0.17 | $17.00 | 200.00 | 29 | 2128.0 | 7892.000 | -0.11 | 2024-05-08 |
| TLRY240510P00002000 | TLRY | PUT | Short | 2.00 | None | $0.18 | 0.72 | $-0.08 | -0.04 | -0.40 | 0.25 | 0.07 | 2.06 | 1.98 | 0.18 | $18.00 | 200.00 | 28 | 3411.0 | 6840.000 | -0.08 | 2024-05-07 |
| TLRY240510P00002000 | TLRY | PUT | Short | 2.00 | None | $0.14 | 0.56 | $0.02 | 0.01 | -1.06 | 0.25 | 0.11 | 2.06 | 2.08 | 0.14 | $14.00 | 200.00 | 24 | 10.0 | 3993.000 | 0.02 | 2024-05-03 |
| TLRY240510P00002000 | TLRY | PUT | Short | 2.00 | None | $0.12 | 0.48 | $-0.04 | -0.02 | -0.04 | 0.25 | 0.13 | 2.06 | 2.02 | 0.12 | $12.00 | 200.00 | 23 | 1824.0 | 3377.000 | -0.04 | 2024-05-02 |
| TLRY240510P00002000 | TLRY | PUT | Short | 2.00 | None | $0.02 | 0.08 | $-0.23 | -0.11 | -0.29 | 0.25 | 0.23 | 2.06 | 1.83 | 0.02 | $2.00 | 200.00 | 20 | 58.0 | 1789.000 | -0.23 | 2024-04-29 |
| TLRY240510P00002000 | TLRY | PUT | Short | 2.00 | None | $-0.00 | -0.00 | $-0.28 | -0.14 | -0.32 | 0.25 | 0.25 | 2.06 | 1.78 | -0.00 | $-0.00 | 200.00 | 17 | 174.0 | 1618.000 | -0.28 | 2024-04-26 |
| TLRY240510P00002000 | TLRY | PUT | Short | 2.00 | None | $-0.05 | -0.20 | $-0.31 | -0.15 | -0.45 | 0.25 | 0.30 | 2.06 | 1.75 | -0.05 | $-5.00 | 200.00 | 16 | 127.0 | 1515.000 | -0.31 | 2024-04-25 |
| TLRY240510P00002000 | TLRY | PUT | Short | 2.00 | None | $-0.00 | -0.00 | $-0.22 | -0.11 | -0.16 | 0.25 | 0.25 | 2.06 | 1.84 | -0.00 | $-0.00 | 200.00 | 15 | 27.0 | 1489.000 | -0.22 | 2024-04-24 |
| TLRY240510P00002000 | TLRY | PUT | Short | 2.00 | None | $-0.00 | -0.00 | $-0.22 | -0.11 | -0.20 | 0.25 | 0.25 | 2.06 | 1.84 | -0.00 | $-0.00 | 200.00 | 14 | 15.0 | 1487.000 | -0.22 | 2024-04-23 |
| TLRY240510P00002000 | TLRY | PUT | Short | 2.00 | None | $-0.11 | -0.44 | $-0.34 | -0.17 | -0.21 | 0.25 | 0.36 | 2.06 | 1.72 | -0.11 | $-11.00 | 200.00 | 13 | 56.0 | 1437.000 | -0.34 | 2024-04-22 |
| TLRY240510P00002000 | TLRY | PUT | Short | 2.00 | None | $-0.09 | -0.36 | $-0.33 | -0.16 | -0.20 | 0.25 | 0.34 | 2.06 | 1.73 | -0.09 | $-9.00 | 200.00 | 10 | 624.0 | 815.000 | -0.33 | 2024-04-19 |
| TLRY240510P00002000 | TLRY | PUT | Short | 2.00 | None | $-0.10 | -0.40 | $-0.33 | -0.16 | -0.23 | 0.25 | 0.35 | 2.06 | 1.73 | -0.10 | $-10.00 | 200.00 | 9 | 13.0 | 802.000 | -0.33 | 2024-04-18 |
| TLRY240510P00002000 | TLRY | PUT | Short | 2.00 | None | $-0.12 | -0.48 | $-0.34 | -0.17 | -0.12 | 0.25 | 0.37 | 2.06 | 1.72 | -0.12 | $-12.00 | 200.00 | 8 | 115.0 | 705.000 | -0.34 | 2024-04-17 |
| TLRY240510P00002000 | TLRY | PUT | Short | 2.00 | None | $-0.03 | -0.12 | $-0.23 | -0.11 | -0.19 | 0.25 | 0.28 | 2.06 | 1.83 | -0.03 | $-3.00 | 200.00 | 7 | 42.0 | 698.000 | -0.23 | 2024-04-16 |
| TLRY240510P00002000 | TLRY | PUT | Short | 2.00 | None | $-0.07 | -0.28 | $-0.28 | -0.14 | -0.20 | 0.25 | 0.32 | 2.06 | 1.78 | -0.07 | $-7.00 | 200.00 | 6 | 17.0 | 690.000 | -0.28 | 2024-04-15 |
| TLRY240510P00002000 | TLRY | PUT | Short | 2.00 | None | $-0.08 | -0.32 | $-0.24 | -0.12 | -0.16 | 0.25 | 0.33 | 2.06 | 1.82 | -0.08 | $-8.00 | 200.00 | 3 | 122.0 | 748.000 | -0.24 | 2024-04-12 |
| TLRY240510P00002000 | TLRY | PUT | Short | 2.00 | None | $-0.04 | -0.16 | $-0.16 | -0.08 | -0.16 | 0.25 | 0.29 | 2.06 | 1.90 | -0.04 | $-4.00 | 200.00 | 2 | 355.0 | 397.000 | -0.16 | 2024-04-11 |
| TLRY240510P00002000 | TLRY | PUT | Short | 2.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.07 | $0.01 | 0.04 | $-0.04 | -0.02 | -0.11 | 0.25 | 0.24 | 2.06 | 2.02 | 0.01 | $1.00 | 200.00 | 1 | 206.0 | 210.000 | -0.04 | 2024-04-10 |
| TLRY240510P00002000 | TLRY | PUT | Short | 2.00 | None | $-0.00 | -0.00 | $0.00 | 0.00 | 0.00 | 0.25 | 0.25 | 2.06 | 2.06 | -0.00 | $-0.00 | 200.00 | 0 | 157.0 | 123.000 | 0.00 | 2024-04-09 |