| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-12-20 | TPIC | TPIC250221P00002500 | 2.50 | 2.0 | 61.000 | 1.359 | 0.869 | 0.3 | 0.4 | -0.360 | 0.470 | 0.550 | 0.69 | 2.40 | 2025-02-21 | PUT | Long | 0.488 | 0.856 | 0.967 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TPIC250221P00002500 | TPIC | PUT | Long | 2.50 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.69 | 0.69 | 2.40 | 2.40 | 0.00 | $0.00 | 69.00 | 0 | 2.0 | 61.000 | -0.00 | 2024-12-20 |