| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-02-01 | TT | TT240315P00260000 | 260.00 | 34.0 | 33.000 | 0.242 | 0.097 | 13.0 | 0.2 | 0.000 | 16.110 | 3.280 | 5.10 | 271.52 | 2024-03-15 | PUT | Long | 0.077 | 0.104 | 0.074 |
| 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 | TT | 0.727 | 0.045 | 0.097 | 0.065 | 0.045 | -0.035 | 391.73 | 0.114 | 0.0000 | 235.96 | 419.14 | 21 | 1y | 395.52 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TT240315P00260000 | TT | PUT | Long | 260.00 | None | $-3.58 | -0.91 | $-21.21 | -0.08 | 0.41 | 3.93 | 0.35 | 270.74 | 291.95 | -3.58 | $-358.00 | 393.00 | 42 | 1.0 | 163.000 | -21.21 | 2024-03-14 |
| TT240315P00260000 | TT | PUT | Long | 260.00 | None | $-3.58 | -0.91 | $-15.19 | -0.06 | 0.30 | 3.93 | 0.35 | 270.74 | 285.93 | -3.58 | $-358.00 | 393.00 | 41 | 1.0 | 163.000 | -15.19 | 2024-03-13 |
| TT240315P00260000 | TT | PUT | Long | 260.00 | None | $-3.58 | -0.91 | $-16.92 | -0.06 | 0.38 | 3.93 | 0.35 | 270.74 | 287.66 | -3.58 | $-358.00 | 393.00 | 40 | 1.0 | 163.000 | -16.92 | 2024-03-12 |
| TT240315P00260000 | TT | PUT | Long | 260.00 | None | $-3.58 | -0.91 | $-12.18 | -0.04 | 0.29 | 3.93 | 0.35 | 270.74 | 282.92 | -3.58 | $-358.00 | 393.00 | 39 | 1.0 | 163.000 | -12.18 | 2024-03-11 |
| TT240315P00260000 | TT | PUT | Long | 260.00 | None | $-3.46 | -0.88 | $-14.11 | -0.05 | 0.21 | 3.93 | 0.47 | 270.74 | 284.85 | -3.46 | $-346.00 | 393.00 | 36 | 1.0 | 163.000 | -14.11 | 2024-03-08 |
| TT240315P00260000 | TT | PUT | Long | 260.00 | None | $-3.46 | -0.88 | $-16.76 | -0.06 | -0.09 | 3.93 | 0.47 | 270.74 | 287.50 | -3.46 | $-346.00 | 393.00 | 35 | 1.0 | 163.000 | -16.76 | 2024-03-07 |
| TT240315P00260000 | TT | PUT | Long | 260.00 | None | $-3.46 | -0.88 | $-15.66 | -0.06 | 0.21 | 3.93 | 0.47 | 270.74 | 286.40 | -3.46 | $-346.00 | 393.00 | 34 | 1.0 | 163.000 | -15.66 | 2024-03-06 |
| TT240315P00260000 | TT | PUT | Long | 260.00 | None | $-3.46 | -0.88 | $-12.32 | -0.05 | 0.30 | 3.93 | 0.47 | 270.74 | 283.06 | -3.46 | $-346.00 | 393.00 | 33 | 1.0 | 163.000 | -12.32 | 2024-03-05 |
| TT240315P00260000 | TT | PUT | Long | 260.00 | None | $-3.46 | -0.88 | $-17.39 | -0.06 | -0.09 | 3.93 | 0.47 | 270.74 | 288.13 | -3.46 | $-346.00 | 393.00 | 32 | 1.0 | 0.000 | -17.39 | 2024-03-04 |
| TT240315P00260000 | TT | PUT | Long | 260.00 | None | $-3.68 | -0.94 | $-15.24 | -0.06 | 0.30 | 3.93 | 0.25 | 270.74 | 285.98 | -3.68 | $-368.00 | 393.00 | 31 | 8.0 | 165.000 | -15.24 | 2024-03-03 |
| TT240315P00260000 | TT | PUT | Long | 260.00 | None | $-3.68 | -0.94 | $-15.24 | -0.06 | 0.30 | 3.93 | 0.25 | 270.74 | 285.98 | -3.68 | $-368.00 | 393.00 | 30 | 8.0 | 165.000 | -15.24 | 2024-03-02 |
| TT240315P00260000 | TT | PUT | Long | 260.00 | None | $-3.68 | -0.94 | $-15.47 | -0.06 | 0.07 | 3.93 | 0.25 | 270.74 | 286.21 | -3.68 | $-368.00 | 393.00 | 29 | 7.0 | 165.000 | -15.47 | 2024-03-01 |
| TT240315P00260000 | TT | PUT | Long | 260.00 | None | $-3.26 | -0.83 | $-11.04 | -0.04 | 0.06 | 3.93 | 0.67 | 270.74 | 281.78 | -3.26 | $-326.00 | 393.00 | 28 | 2.0 | 167.000 | -11.04 | 2024-02-29 |
| TT240315P00260000 | TT | PUT | Long | 260.00 | None | $-3.61 | -0.92 | $-12.90 | -0.05 | 0.06 | 3.93 | 0.32 | 270.74 | 283.64 | -3.61 | $-361.00 | 393.00 | 27 | 1.0 | 167.000 | -12.90 | 2024-02-28 |
| TT240315P00260000 | TT | PUT | Long | 260.00 | None | $-3.48 | -0.89 | $-12.84 | -0.05 | 0.04 | 3.93 | 0.45 | 270.74 | 283.58 | -3.48 | $-348.00 | 393.00 | 26 | 100.0 | 119.000 | -12.84 | 2024-02-27 |
| TT240315P00260000 | TT | PUT | Long | 260.00 | None | $-3.50 | -0.89 | $-13.94 | -0.05 | 0.04 | 3.93 | 0.43 | 270.74 | 284.68 | -3.50 | $-350.00 | 393.00 | 25 | 5.0 | 114.000 | -13.94 | 2024-02-26 |
| TT240315P00260000 | TT | PUT | Long | 260.00 | None | $-3.31 | -0.84 | $-11.08 | -0.04 | 0.04 | 3.93 | 0.62 | 270.74 | 281.82 | -3.31 | $-331.00 | 393.00 | 24 | 2.0 | 115.000 | -11.08 | 2024-02-25 |
| TT240315P00260000 | TT | PUT | Long | 260.00 | None | $-3.31 | -0.84 | $-11.08 | -0.04 | 0.02 | 3.93 | 0.62 | 270.74 | 281.82 | -3.31 | $-331.00 | 393.00 | 22 | 2.0 | 115.000 | -11.08 | 2024-02-23 |
| TT240315P00260000 | TT | PUT | Long | 260.00 | None | $-3.22 | -0.82 | $-11.48 | -0.04 | 0.02 | 3.93 | 0.71 | 270.74 | 282.22 | -3.22 | $-322.00 | 393.00 | 21 | 1.0 | 115.000 | -11.48 | 2024-02-22 |
| TT240315P00260000 | TT | PUT | Long | 260.00 | None | $-2.53 | -0.64 | $-5.83 | -0.02 | 0.02 | 3.93 | 1.40 | 270.74 | 276.57 | -2.53 | $-253.00 | 393.00 | 20 | 11.0 | 125.000 | -5.83 | 2024-02-21 |
| TT240315P00260000 | TT | PUT | Long | 260.00 | None | $-2.53 | -0.64 | $-5.42 | -0.02 | 0.02 | 3.93 | 1.40 | 270.74 | 276.16 | -2.53 | $-253.00 | 393.00 | 19 | 2.0 | 125.000 | -5.42 | 2024-02-20 |
| TT240315P00260000 | TT | PUT | Long | 260.00 | None | $-2.10 | -0.53 | $-1.43 | -0.01 | 0.02 | 3.93 | 1.83 | 270.74 | 272.17 | -2.10 | $-210.00 | 393.00 | 18 | 4.0 | 125.000 | -1.43 | 2024-02-19 |
| TT240315P00260000 | TT | PUT | Long | 260.00 | None | $-1.12 | -0.28 | $-4.71 | -0.02 | 0.02 | 3.93 | 2.81 | 270.74 | 275.45 | -1.12 | $-112.00 | 393.00 | 8 | 2.0 | 85.000 | -4.71 | 2024-02-09 |
| TT240315P00260000 | TT | PUT | Long | 260.00 | None | $-1.12 | -0.28 | $0.90 | 0.00 | -0.01 | 3.93 | 2.81 | 270.74 | 269.84 | -1.12 | $-112.00 | 393.00 | 7 | 2.0 | 85.000 | 0.90 | 2024-02-08 |
| TT240315P00260000 | TT | PUT | Long | 260.00 | None | $-1.73 | -0.44 | $-2.63 | -0.01 | -0.00 | 3.93 | 2.20 | 270.74 | 273.37 | -1.73 | $-173.00 | 393.00 | 6 | 2.0 | 84.000 | -2.63 | 2024-02-07 |
| TT240315P00260000 | TT | PUT | Long | 260.00 | None | $-0.98 | -0.25 | $0.53 | 0.00 | -0.00 | 3.93 | 2.95 | 270.74 | 270.21 | -0.98 | $-98.00 | 393.00 | 5 | 11.0 | 95.000 | 0.53 | 2024-02-06 |
| TT240315P00260000 | TT | PUT | Long | 260.00 | None | $-0.83 | -0.21 | $-1.06 | -0.00 | -0.19 | 3.93 | 3.10 | 270.74 | 271.80 | -0.83 | $-83.00 | 393.00 | 4 | 47.0 | 95.000 | -1.06 | 2024-02-05 |
| TT240315P00260000 | TT | PUT | Long | 260.00 | None | $-1.48 | -0.38 | $-6.04 | -0.02 | -0.19 | 3.93 | 2.45 | 270.74 | 276.78 | -1.48 | $-148.00 | 393.00 | 3 | 56.0 | 96.000 | -6.04 | 2024-02-04 |
| TT240315P00260000 | TT | PUT | Long | 260.00 | Exit OP PnL: $-0.83;Exit EQ PnL: -3.14; Position is Long and position continued to lose. Latest OP price is: $3.10 (EQ: $273.88). Initial OP price was: $3.93 (EQ: $270.74). Surpassed Stop Loss Percentage: -0.2111959287531806615776081425 < -0.16. | $-1.48 | -0.38 | $-6.04 | -0.02 | 0.01 | 3.93 | 2.45 | 270.74 | 276.78 | -1.48 | $-148.00 | 393.00 | 1 | 56.0 | 47.000 | -6.04 | 2024-02-02 |
| TT240315P00260000 | TT | PUT | Long | 260.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 3.93 | 3.93 | 270.74 | 270.74 | 0.00 | $0.00 | 393.00 | 0 | 38.0 | 33.000 | -0.00 | 2024-02-01 |