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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024-03-12 | TMC | TMC240419P00002000 | 2.00 | 5.0 | 15.000 | 0.711 | 0.355 | 0.0 | 0.2 | 0.000 | 0.100 | 0.260 | 0.55 | 1.83 | 2024-04-19 | PUT | Long | 0.381 | 0.399 | 0.129 |
2024-03-13 | TMC | TMC240419P00002000 | 2.00 | 16.0 | 15.000 | 1.203 | 0.364 | 0.1 | 0.1 | 0.000 | 0.310 | 0.280 | 0.30 | 2.02 | 2024-04-19 | PUT | Long | 0.395 | 0.397 | 0.046 |
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 | TMC | 0.636 | 0.072 | 0.299 | 0.184 | 0.189 | 0.116 | 0.80 | 0.000 | 0.0000 | 0.80 | 1.87 | 21 | 1y | 0.99 |
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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
TMC240419P00002000 | TMC | PUT | Long | 2.00 | None | $-0.15 | -0.27 | $0.06 | 0.03 | 2.71 | 0.55 | 0.40 | 1.75 | 1.69 | -0.15 | $-15.00 | 55.00 | 37 | 1.0 | 123.000 | 0.06 | 2024-04-18 |
TMC240419P00002000 | TMC | PUT | Long | 2.00 | None | $-0.23 | -0.42 | $0.09 | 0.05 | 3.40 | 0.55 | 0.32 | 1.75 | 1.66 | -0.23 | $-23.00 | 55.00 | 36 | 4.0 | 123.000 | 0.09 | 2024-04-17 |
TMC240419P00002000 | TMC | PUT | Long | 2.00 | None | $-0.25 | -0.45 | $0.03 | 0.02 | 0.21 | 0.55 | 0.30 | 1.75 | 1.72 | -0.25 | $-25.00 | 55.00 | 35 | 3.0 | 123.000 | 0.03 | 2024-04-16 |
TMC240419P00002000 | TMC | PUT | Long | 2.00 | None | $-0.25 | -0.45 | $0.02 | 0.01 | 0.62 | 0.55 | 0.30 | 1.75 | 1.73 | -0.25 | $-25.00 | 55.00 | 34 | 202.0 | 226.000 | 0.02 | 2024-04-15 |
TMC240419P00002000 | TMC | PUT | Long | 2.00 | None | $-0.27 | -0.49 | $-0.06 | -0.03 | 0.77 | 0.55 | 0.28 | 1.75 | 1.81 | -0.27 | $-27.00 | 55.00 | 31 | 16.0 | 237.000 | -0.06 | 2024-04-12 |
TMC240419P00002000 | TMC | PUT | Long | 2.00 | None | $-0.33 | -0.60 | $-0.11 | -0.06 | 0.26 | 0.55 | 0.22 | 1.75 | 1.86 | -0.33 | $-33.00 | 55.00 | 30 | 110.0 | 133.000 | -0.11 | 2024-04-11 |
TMC240419P00002000 | TMC | PUT | Long | 2.00 | None | $-0.31 | -0.56 | $-0.12 | -0.07 | 0.23 | 0.55 | 0.24 | 1.75 | 1.87 | -0.31 | $-31.00 | 55.00 | 29 | 98.0 | 52.000 | -0.12 | 2024-04-10 |
TMC240419P00002000 | TMC | PUT | Long | 2.00 | None | $-0.15 | -0.27 | $0.04 | 0.02 | 0.38 | 0.55 | 0.40 | 1.75 | 1.71 | -0.15 | $-15.00 | 55.00 | 28 | 1.0 | 52.000 | 0.04 | 2024-04-09 |
TMC240419P00002000 | TMC | PUT | Long | 2.00 | None | $-0.15 | -0.27 | $0.07 | 0.04 | 0.12 | 0.55 | 0.40 | 1.75 | 1.68 | -0.15 | $-15.00 | 55.00 | 27 | 1.0 | 52.000 | 0.07 | 2024-04-08 |
TMC240419P00002000 | TMC | PUT | Long | 2.00 | None | $-0.15 | -0.27 | $0.06 | 0.03 | 0.44 | 0.55 | 0.40 | 1.75 | 1.69 | -0.15 | $-15.00 | 55.00 | 24 | 14.0 | 52.000 | 0.06 | 2024-04-05 |
TMC240419P00002000 | TMC | PUT | Long | 2.00 | None | $-0.15 | -0.27 | $0.06 | 0.03 | 0.40 | 0.55 | 0.40 | 1.75 | 1.69 | -0.15 | $-15.00 | 55.00 | 23 | 12.0 | 50.000 | 0.06 | 2024-04-04 |
TMC240419P00002000 | TMC | PUT | Long | 2.00 | None | $-0.20 | -0.36 | $0.01 | 0.01 | 0.21 | 0.55 | 0.35 | 1.75 | 1.74 | -0.20 | $-20.00 | 55.00 | 22 | 38.0 | 25.000 | 0.01 | 2024-04-03 |
TMC240419P00002000 | TMC | PUT | Long | 2.00 | None | $-0.05 | -0.09 | $0.17 | 0.10 | 0.30 | 0.55 | 0.50 | 1.75 | 1.58 | -0.05 | $-5.00 | 55.00 | 21 | 9.0 | 23.000 | 0.17 | 2024-04-02 |
TMC240419P00002000 | TMC | PUT | Long | 2.00 | None | $0.15 | 0.27 | $0.31 | 0.18 | 0.52 | 0.55 | 0.70 | 1.75 | 1.44 | 0.15 | $15.00 | 55.00 | 20 | 7.0 | 23.000 | 0.31 | 2024-04-01 |
TMC240419P00002000 | TMC | PUT | Long | 2.00 | None | $0.15 | 0.27 | $0.32 | 0.18 | -0.35 | 0.55 | 0.70 | 1.75 | 1.43 | 0.15 | $15.00 | 55.00 | 19 | 7.0 | 23.000 | 0.32 | 2024-03-31 |
TMC240419P00002000 | TMC | PUT | Long | 2.00 | None | $0.15 | 0.27 | $0.32 | 0.18 | -0.35 | 0.55 | 0.70 | 1.75 | 1.43 | 0.15 | $15.00 | 55.00 | 18 | 7.0 | 23.000 | 0.32 | 2024-03-30 |
TMC240419P00002000 | TMC | PUT | Long | 2.00 | None | $0.15 | 0.27 | $0.32 | 0.18 | -0.41 | 0.55 | 0.70 | 1.75 | 1.43 | 0.15 | $15.00 | 55.00 | 17 | 7.0 | 23.000 | 0.32 | 2024-03-29 |
TMC240419P00002000 | TMC | PUT | Long | 2.00 | None | $0.15 | 0.27 | $0.32 | 0.18 | -0.41 | 0.55 | 0.70 | 1.75 | 1.43 | 0.15 | $15.00 | 55.00 | 16 | 7.0 | 23.000 | 0.32 | 2024-03-28 |
TMC240419P00002000 | TMC | PUT | Long | 2.00 | None | $0.15 | 0.27 | $0.41 | 0.23 | 1.90 | 0.55 | 0.70 | 1.75 | 1.34 | 0.15 | $15.00 | 55.00 | 15 | 7.0 | 27.000 | 0.41 | 2024-03-27 |
TMC240419P00002000 | TMC | PUT | Long | 2.00 | None | $0.15 | 0.27 | $0.40 | 0.23 | 0.27 | 0.55 | 0.70 | 1.75 | 1.35 | 0.15 | $15.00 | 55.00 | 14 | 6.0 | 32.000 | 0.40 | 2024-03-26 |
TMC240419P00002000 | TMC | PUT | Long | 2.00 | None | $0.05 | 0.09 | $0.20 | 0.11 | 0.26 | 0.55 | 0.60 | 1.75 | 1.55 | 0.05 | $5.00 | 55.00 | 13 | 8.0 | 25.000 | 0.20 | 2024-03-25 |
TMC240419P00002000 | TMC | PUT | Long | 2.00 | None | $-0.05 | -0.09 | $0.12 | 0.07 | 0.20 | 0.55 | 0.50 | 1.75 | 1.63 | -0.05 | $-5.00 | 55.00 | 10 | 7.0 | 25.000 | 0.12 | 2024-03-22 |
TMC240419P00002000 | TMC | PUT | Long | 2.00 | None | $-0.25 | -0.45 | $-0.01 | -0.01 | 0.32 | 0.55 | 0.30 | 1.75 | 1.76 | -0.25 | $-25.00 | 55.00 | 9 | 3.0 | 24.000 | -0.01 | 2024-03-21 |
TMC240419P00002000 | TMC | PUT | Long | 2.00 | None | $-0.07 | -0.13 | $0.05 | 0.03 | 0.25 | 0.55 | 0.48 | 1.75 | 1.70 | -0.07 | $-7.00 | 55.00 | 8 | 8.0 | 16.000 | 0.05 | 2024-03-20 |
TMC240419P00002000 | TMC | PUT | Long | 2.00 | None | $-0.10 | -0.18 | $0.08 | 0.05 | -0.13 | 0.55 | 0.45 | 1.75 | 1.67 | -0.10 | $-10.00 | 55.00 | 7 | 2.0 | 18.000 | 0.08 | 2024-03-19 |
TMC240419P00002000 | TMC | PUT | Long | 2.00 | None | $-0.13 | -0.24 | $0.01 | 0.01 | 0.20 | 0.55 | 0.42 | 1.75 | 1.74 | -0.13 | $-13.00 | 55.00 | 6 | 1.0 | 18.000 | 0.01 | 2024-03-18 |
TMC240419P00002000 | TMC | PUT | Long | 2.00 | None | $-0.13 | -0.24 | $0.08 | 0.05 | -0.06 | 0.55 | 0.42 | 1.75 | 1.67 | -0.13 | $-13.00 | 55.00 | 3 | 1.0 | 18.000 | 0.08 | 2024-03-15 |
TMC240419P00002000 | TMC | PUT | Long | 2.00 | None | $-0.15 | -0.27 | $0.04 | 0.02 | 0.16 | 0.55 | 0.40 | 1.75 | 1.71 | -0.15 | $-15.00 | 55.00 | 2 | 19.0 | 18.000 | 0.04 | 2024-03-14 |
TMC240419P00002000 | TMC | PUT | Long | 2.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.08 | $-0.15 | -0.27 | $-0.08 | -0.05 | 0.76 | 0.55 | 0.40 | 1.75 | 1.83 | -0.15 | $-15.00 | 55.00 | 1 | 19.0 | 15.000 | -0.08 | 2024-03-13 |
TMC240419P00002000 | TMC | PUT | Long | 2.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.55 | 0.55 | 1.75 | 1.75 | 0.00 | $0.00 | 55.00 | 0 | 5.0 | 15.000 | -0.00 | 2024-03-12 |