| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-11-11 | TWM | TWM241220P00009000 | 9.00 | 2.0 | 3.000 | 0.500 | 0.174 | 29.2 | 0.0 | -1.000 | 29.200 | 0.000 | 0.65 | 38.16 | 2024-12-20 | PUT | Long | 0.220 | 0.221 | -0.030 |
| 2024-11-07 | TWM | TWM241220P00009000 | 9.00 | 2.0 | 3.000 | 0.500 | 1.650 | 30.7 | 0.0 | -1.000 | 30.730 | 0.000 | 0.65 | 39.68 | 2024-12-20 | PUT | Long | 0.221 | 1.650 | 4.042 |
| 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 | TWM | 0.636 | 0.074 | 0.168 | 0.115 | 0.085 | -0.082 | 41.46 | 0.000 | 0.0000 | 37.73 | 65.50 | 21 | 1y | 43.56 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TWM241220P00009000 | TWM | PUT | Long | 9.00 | None | $0.00 | 0.00 | $-5.84 | -0.15 | 0.00 | 0.65 | 0.65 | 39.68 | 45.52 | 0.00 | $0.00 | 65.00 | 42 | 2.0 | 3.000 | -5.84 | 2024-12-19 |
| TWM241220P00009000 | TWM | PUT | Long | 9.00 | None | $0.00 | 0.00 | $-5.46 | -0.14 | 0.00 | 0.65 | 0.65 | 39.68 | 45.14 | 0.00 | $0.00 | 65.00 | 41 | 2.0 | 3.000 | -5.46 | 2024-12-18 |
| TWM241220P00009000 | TWM | PUT | Long | 9.00 | None | $0.00 | 0.00 | $-1.78 | -0.04 | 0.00 | 0.65 | 0.65 | 39.68 | 41.46 | 0.00 | $0.00 | 65.00 | 40 | 2.0 | 3.000 | -1.78 | 2024-12-17 |
| TWM241220P00009000 | TWM | PUT | Long | 9.00 | None | $0.00 | 0.00 | $-0.81 | -0.02 | 0.00 | 0.65 | 0.65 | 39.68 | 40.49 | 0.00 | $0.00 | 65.00 | 39 | 2.0 | 3.000 | -0.81 | 2024-12-16 |
| TWM241220P00009000 | TWM | PUT | Long | 9.00 | None | $0.00 | 0.00 | $-1.31 | -0.03 | 0.00 | 0.65 | 0.65 | 39.68 | 40.99 | 0.00 | $0.00 | 65.00 | 36 | 2.0 | 3.000 | -1.31 | 2024-12-13 |
| TWM241220P00009000 | TWM | PUT | Long | 9.00 | None | $0.00 | 0.00 | $-0.79 | -0.02 | 0.00 | 0.65 | 0.65 | 39.68 | 40.47 | 0.00 | $0.00 | 65.00 | 35 | 2.0 | 3.000 | -0.79 | 2024-12-12 |
| TWM241220P00009000 | TWM | PUT | Long | 9.00 | None | $0.00 | 0.00 | $0.34 | 0.01 | 0.00 | 0.65 | 0.65 | 39.68 | 39.34 | 0.00 | $0.00 | 65.00 | 34 | 2.0 | 3.000 | 0.34 | 2024-12-11 |
| TWM241220P00009000 | TWM | PUT | Long | 9.00 | None | $0.00 | 0.00 | $0.02 | 0.00 | 0.00 | 0.65 | 0.65 | 39.68 | 39.66 | 0.00 | $0.00 | 65.00 | 33 | 2.0 | 3.000 | 0.02 | 2024-12-10 |
| TWM241220P00009000 | TWM | PUT | Long | 9.00 | None | $0.00 | 0.00 | $0.28 | 0.01 | 0.50 | 0.65 | 0.65 | 39.68 | 39.40 | 0.00 | $0.00 | 65.00 | 32 | 2.0 | 3.000 | 0.28 | 2024-12-09 |
| TWM241220P00009000 | TWM | PUT | Long | 9.00 | None | $0.00 | 0.00 | $0.71 | 0.02 | 0.50 | 0.65 | 0.65 | 39.68 | 38.97 | 0.00 | $0.00 | 65.00 | 31 | 2.0 | 3.000 | 0.71 | 2024-12-08 |
| TWM241220P00009000 | TWM | PUT | Long | 9.00 | None | $0.00 | 0.00 | $0.71 | 0.02 | 0.00 | 0.65 | 0.65 | 39.68 | 38.97 | 0.00 | $0.00 | 65.00 | 29 | 2.0 | 3.000 | 0.71 | 2024-12-06 |
| TWM241220P00009000 | TWM | PUT | Long | 9.00 | None | $0.00 | 0.00 | $0.38 | 0.01 | 0.00 | 0.65 | 0.65 | 39.68 | 39.30 | 0.00 | $0.00 | 65.00 | 28 | 2.0 | 3.000 | 0.38 | 2024-12-05 |
| TWM241220P00009000 | TWM | PUT | Long | 9.00 | None | $0.00 | 0.00 | $1.38 | 0.03 | 0.00 | 0.65 | 0.65 | 39.68 | 38.30 | 0.00 | $0.00 | 65.00 | 27 | 2.0 | 3.000 | 1.38 | 2024-12-04 |
| TWM241220P00009000 | TWM | PUT | Long | 9.00 | None | $0.00 | 0.00 | $1.11 | 0.03 | 0.00 | 0.65 | 0.65 | 39.68 | 38.57 | 0.00 | $0.00 | 65.00 | 26 | 2.0 | 3.000 | 1.11 | 2024-12-03 |
| TWM241220P00009000 | TWM | PUT | Long | 9.00 | None | $0.00 | 0.00 | $1.66 | 0.04 | 0.00 | 0.65 | 0.65 | 39.68 | 38.02 | 0.00 | $0.00 | 65.00 | 25 | 2.0 | 3.000 | 1.66 | 2024-12-02 |
| TWM241220P00009000 | TWM | PUT | Long | 9.00 | None | $0.00 | 0.00 | $1.68 | 0.04 | 0.00 | 0.65 | 0.65 | 39.68 | 38.00 | 0.00 | $0.00 | 65.00 | 24 | 2.0 | 3.000 | 1.68 | 2024-12-01 |
| TWM241220P00009000 | TWM | PUT | Long | 9.00 | None | $0.00 | 0.00 | $1.68 | 0.04 | 0.00 | 0.65 | 0.65 | 39.68 | 38.00 | 0.00 | $0.00 | 65.00 | 23 | 2.0 | 3.000 | 1.68 | 2024-11-30 |
| TWM241220P00009000 | TWM | PUT | Long | 9.00 | None | $0.00 | 0.00 | $1.43 | 0.04 | 0.00 | 0.65 | 0.65 | 39.68 | 38.25 | 0.00 | $0.00 | 65.00 | 21 | 2.0 | 3.000 | 1.43 | 2024-11-28 |
| TWM241220P00009000 | TWM | PUT | Long | 9.00 | None | $0.00 | 0.00 | $1.72 | 0.04 | 0.00 | 0.65 | 0.65 | 39.68 | 37.96 | 0.00 | $0.00 | 65.00 | 20 | 2.0 | 3.000 | 1.72 | 2024-11-27 |
| TWM241220P00009000 | TWM | PUT | Long | 9.00 | None | $0.00 | 0.00 | $1.45 | 0.04 | 0.00 | 0.65 | 0.65 | 39.68 | 38.23 | 0.00 | $0.00 | 65.00 | 19 | 2.0 | 3.000 | 1.45 | 2024-11-26 |
| TWM241220P00009000 | TWM | PUT | Long | 9.00 | None | $0.00 | 0.00 | $1.98 | 0.05 | 0.00 | 0.65 | 0.65 | 39.68 | 37.70 | 0.00 | $0.00 | 65.00 | 18 | 2.0 | 3.000 | 1.98 | 2024-11-25 |
| TWM241220P00009000 | TWM | PUT | Long | 9.00 | None | $0.00 | 0.00 | $0.72 | 0.02 | 0.00 | 0.65 | 0.65 | 39.68 | 38.96 | 0.00 | $0.00 | 65.00 | 17 | 2.0 | 3.000 | 0.72 | 2024-11-24 |
| TWM241220P00009000 | TWM | PUT | Long | 9.00 | None | $0.00 | 0.00 | $0.72 | 0.02 | 0.00 | 0.65 | 0.65 | 39.68 | 38.96 | 0.00 | $0.00 | 65.00 | 16 | 2.0 | 3.000 | 0.72 | 2024-11-23 |
| TWM241220P00009000 | TWM | PUT | Long | 9.00 | None | $0.00 | 0.00 | $0.74 | 0.02 | 0.00 | 0.65 | 0.65 | 39.68 | 38.94 | 0.00 | $0.00 | 65.00 | 15 | 2.0 | 3.000 | 0.74 | 2024-11-22 |
| TWM241220P00009000 | TWM | PUT | Long | 9.00 | None | $0.00 | 0.00 | $-0.64 | -0.02 | 0.00 | 0.65 | 0.65 | 39.68 | 40.32 | 0.00 | $0.00 | 65.00 | 14 | 2.0 | 3.000 | -0.64 | 2024-11-21 |
| TWM241220P00009000 | TWM | PUT | Long | 9.00 | None | $0.00 | 0.00 | $-1.96 | -0.05 | 0.00 | 0.65 | 0.65 | 39.68 | 41.64 | 0.00 | $0.00 | 65.00 | 13 | 2.0 | 3.000 | -1.96 | 2024-11-20 |
| TWM241220P00009000 | TWM | PUT | Long | 9.00 | None | $0.00 | 0.00 | $-2.00 | -0.05 | 0.00 | 0.65 | 0.65 | 39.68 | 41.68 | 0.00 | $0.00 | 65.00 | 12 | 2.0 | 3.000 | -2.00 | 2024-11-19 |
| TWM241220P00009000 | TWM | PUT | Long | 9.00 | None | $0.00 | 0.00 | $-2.66 | -0.07 | 0.00 | 0.65 | 0.65 | 39.68 | 42.34 | 0.00 | $0.00 | 65.00 | 11 | 2.0 | 3.000 | -2.66 | 2024-11-18 |
| TWM241220P00009000 | TWM | PUT | Long | 9.00 | None | $0.00 | 0.00 | $-2.77 | -0.07 | 0.00 | 0.65 | 0.65 | 39.68 | 42.45 | 0.00 | $0.00 | 65.00 | 10 | 2.0 | 3.000 | -2.77 | 2024-11-17 |
| TWM241220P00009000 | TWM | PUT | Long | 9.00 | None | $0.00 | 0.00 | $-2.77 | -0.07 | 0.00 | 0.65 | 0.65 | 39.68 | 42.45 | 0.00 | $0.00 | 65.00 | 9 | 2.0 | 3.000 | -2.77 | 2024-11-16 |
| TWM241220P00009000 | TWM | PUT | Long | 9.00 | None | $0.00 | 0.00 | $-2.77 | -0.07 | 0.00 | 0.65 | 0.65 | 39.68 | 42.45 | 0.00 | $0.00 | 65.00 | 8 | 2.0 | 3.000 | -2.77 | 2024-11-15 |
| TWM241220P00009000 | TWM | PUT | Long | 9.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $-1.52 | -0.04 | 0.00 | 0.65 | 0.65 | 39.68 | 41.20 | 0.00 | $0.00 | 65.00 | 7 | 2.0 | 3.000 | -1.52 | 2024-11-14 |
| TWM241220P00009000 | TWM | PUT | Long | 9.00 | None | $0.00 | 0.00 | $-0.44 | -0.01 | 0.00 | 0.65 | 0.65 | 39.68 | 40.12 | 0.00 | $0.00 | 65.00 | 6 | 2.0 | 3.000 | -0.44 | 2024-11-13 |
| TWM241220P00009000 | TWM | PUT | Long | 9.00 | None | $0.00 | 0.00 | $0.34 | 0.01 | 0.00 | 0.65 | 0.65 | 39.68 | 39.34 | 0.00 | $0.00 | 65.00 | 5 | 2.0 | 3.000 | 0.34 | 2024-11-12 |
| TWM241220P00009000 | TWM | PUT | Long | 9.00 | None | $0.00 | 0.00 | $1.69 | 0.04 | 0.00 | 0.65 | 0.65 | 39.68 | 37.99 | 0.00 | $0.00 | 65.00 | 4 | 2.0 | 3.000 | 1.69 | 2024-11-11 |
| TWM241220P00009000 | TWM | PUT | Long | 9.00 | None | $0.00 | 0.00 | $0.53 | 0.01 | 0.00 | 0.65 | 0.65 | 39.68 | 39.15 | 0.00 | $0.00 | 65.00 | 3 | 2.0 | 3.000 | 0.53 | 2024-11-10 |
| TWM241220P00009000 | TWM | PUT | Long | 9.00 | None | $0.00 | 0.00 | $0.53 | 0.01 | 0.00 | 0.65 | 0.65 | 39.68 | 39.15 | 0.00 | $0.00 | 65.00 | 2 | 2.0 | 3.000 | 0.53 | 2024-11-09 |
| TWM241220P00009000 | TWM | PUT | Long | 9.00 | None | $0.00 | 0.00 | $0.16 | 0.00 | 0.00 | 0.65 | 0.65 | 39.68 | 39.52 | 0.00 | $0.00 | 65.00 | 1 | 2.0 | 3.000 | 0.16 | 2024-11-08 |
| TWM241220P00009000 | TWM | PUT | Long | 9.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.65 | 0.65 | 39.68 | 39.68 | 0.00 | $0.00 | 65.00 | 0 | 2.0 | 3.000 | -0.00 | 2024-11-07 |