| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-16 | TPIC | TPIC240816P00005000 | 5.00 | 15.0 | 30.000 | 1.086 | 0.440 | 0.3 | 0.3 | 0.000 | 0.710 | 0.660 | 1.05 | 5.03 | 2024-08-16 | PUT | Long | 0.466 | 0.491 | 0.175 |
| 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 | TPIC | 0.818 | 0.140 | 0.415 | 0.289 | 0.282 | -0.070 | 1.20 | -0.139 | 0.0000 | 1.20 | 5.71 | 21 | 1y | 3.17 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TPIC240816P00005000 | TPIC | PUT | Long | 5.00 | None | $0.05 | 0.05 | $1.17 | 0.23 | 2.90 | 1.05 | 1.10 | 5.03 | 3.86 | 0.05 | $5.00 | 105.00 | 30 | 5.0 | 1.000 | 1.17 | 2024-08-15 |
| TPIC240816P00005000 | TPIC | PUT | Long | 5.00 | None | $0.05 | 0.05 | $1.29 | 0.26 | 1.96 | 1.05 | 1.10 | 5.03 | 3.74 | 0.05 | $5.00 | 105.00 | 29 | 5.0 | 36.000 | 1.29 | 2024-08-14 |
| TPIC240816P00005000 | TPIC | PUT | Long | 5.00 | None | $0.05 | 0.05 | $1.14 | 0.23 | 0.77 | 1.05 | 1.10 | 5.03 | 3.89 | 0.05 | $5.00 | 105.00 | 28 | 5.0 | 36.000 | 1.14 | 2024-08-13 |
| TPIC240816P00005000 | TPIC | PUT | Long | 5.00 | None | $-0.15 | -0.14 | $1.23 | 0.24 | 0.51 | 1.05 | 0.90 | 5.03 | 3.80 | -0.15 | $-15.00 | 105.00 | 27 | 1.0 | 36.000 | 1.23 | 2024-08-12 |
| TPIC240816P00005000 | TPIC | PUT | Long | 5.00 | None | $0.50 | 0.48 | $1.11 | 0.22 | 0.88 | 1.05 | 1.55 | 5.03 | 3.92 | 0.50 | $50.00 | 105.00 | 24 | 15.0 | 36.000 | 1.11 | 2024-08-09 |
| TPIC240816P00005000 | TPIC | PUT | Long | 5.00 | None | $0.50 | 0.48 | $1.57 | 0.31 | 1.47 | 1.05 | 1.55 | 5.03 | 3.46 | 0.50 | $50.00 | 105.00 | 23 | 15.0 | 36.000 | 1.57 | 2024-08-08 |
| TPIC240816P00005000 | TPIC | PUT | Long | 5.00 | None | $0.60 | 0.57 | $1.76 | 0.35 | 0.94 | 1.05 | 1.65 | 5.03 | 3.27 | 0.60 | $60.00 | 105.00 | 22 | 3.0 | 36.000 | 1.76 | 2024-08-07 |
| TPIC240816P00005000 | TPIC | PUT | Long | 5.00 | None | $0.60 | 0.57 | $1.51 | 0.30 | 0.77 | 1.05 | 1.65 | 5.03 | 3.52 | 0.60 | $60.00 | 105.00 | 21 | 3.0 | 39.000 | 1.51 | 2024-08-06 |
| TPIC240816P00005000 | TPIC | PUT | Long | 5.00 | None | $-0.08 | -0.08 | $0.31 | 0.06 | 0.04 | 1.05 | 0.97 | 5.03 | 4.72 | -0.08 | $-8.00 | 105.00 | 13 | 2.0 | 38.000 | 0.31 | 2024-07-29 |
| TPIC240816P00005000 | TPIC | PUT | Long | 5.00 | None | $-0.08 | -0.08 | $0.25 | 0.05 | -0.02 | 1.05 | 0.97 | 5.03 | 4.78 | -0.08 | $-8.00 | 105.00 | 10 | 2.0 | 38.000 | 0.25 | 2024-07-26 |
| TPIC240816P00005000 | TPIC | PUT | Long | 5.00 | None | $-0.08 | -0.08 | $0.50 | 0.10 | 0.04 | 1.05 | 0.97 | 5.03 | 4.53 | -0.08 | $-8.00 | 105.00 | 9 | 2.0 | 38.000 | 0.50 | 2024-07-25 |
| TPIC240816P00005000 | TPIC | PUT | Long | 5.00 | None | $-0.08 | -0.08 | $0.75 | 0.15 | 0.06 | 1.05 | 0.97 | 5.03 | 4.28 | -0.08 | $-8.00 | 105.00 | 8 | 2.0 | 38.000 | 0.75 | 2024-07-24 |
| TPIC240816P00005000 | TPIC | PUT | Long | 5.00 | None | $-0.20 | -0.19 | $0.61 | 0.12 | 0.12 | 1.05 | 0.85 | 5.03 | 4.42 | -0.20 | $-20.00 | 105.00 | 7 | 6.0 | 38.000 | 0.61 | 2024-07-23 |
| TPIC240816P00005000 | TPIC | PUT | Long | 5.00 | None | $-0.20 | -0.19 | $0.45 | 0.09 | 0.03 | 1.05 | 0.85 | 5.03 | 4.58 | -0.20 | $-20.00 | 105.00 | 6 | 6.0 | 38.000 | 0.45 | 2024-07-22 |
| TPIC240816P00005000 | TPIC | PUT | Long | 5.00 | None | $-0.20 | -0.19 | $0.61 | 0.12 | -0.02 | 1.05 | 0.85 | 5.03 | 4.42 | -0.20 | $-20.00 | 105.00 | 3 | 6.0 | 32.000 | 0.61 | 2024-07-19 |
| TPIC240816P00005000 | TPIC | PUT | Long | 5.00 | None | $-0.40 | -0.38 | $0.38 | 0.08 | -0.12 | 1.05 | 0.65 | 5.03 | 4.65 | -0.40 | $-40.00 | 105.00 | 2 | 3.0 | 32.000 | 0.38 | 2024-07-18 |
| TPIC240816P00005000 | TPIC | PUT | Long | 5.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.17 | $-0.40 | -0.38 | $0.22 | 0.04 | -0.03 | 1.05 | 0.65 | 5.03 | 4.81 | -0.40 | $-40.00 | 105.00 | 1 | 3.0 | 30.000 | 0.22 | 2024-07-17 |
| TPIC240816P00005000 | TPIC | PUT | Long | 5.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 1.05 | 1.05 | 5.03 | 5.03 | 0.00 | $0.00 | 105.00 | 0 | 15.0 | 30.000 | -0.00 | 2024-07-16 |