| 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 | TXG | TXG240816P00020000 | 20.00 | 3.0 | 110.000 | 0.859 | 0.282 | 0.8 | 0.7 | -0.010 | 2.220 | 2.120 | 2.21 | 20.00 | 2024-08-16 | PUT | Long | 0.263 | 0.305 | 0.155 |
| 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 | TXG | 0.818 | 0.102 | 0.326 | 0.180 | 0.185 | 0.044 | 14.72 | -0.412 | 0.0000 | 13.18 | 57.55 | 21 | 1y | 15.67 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TXG240816P00020000 | TXG | PUT | Long | 20.00 | None | $-2.15 | -0.97 | $-2.64 | -0.13 | 0.46 | 2.21 | 0.06 | 20.00 | 22.64 | -2.15 | $-215.00 | 221.00 | 30 | 39.0 | 147.000 | -2.64 | 2024-08-15 |
| TXG240816P00020000 | TXG | PUT | Long | 20.00 | None | $-1.71 | -0.77 | $0.24 | 0.01 | 0.01 | 2.21 | 0.50 | 20.00 | 19.76 | -1.71 | $-171.00 | 221.00 | 29 | 15.0 | 142.000 | 0.24 | 2024-08-14 |
| TXG240816P00020000 | TXG | PUT | Long | 20.00 | None | $-1.93 | -0.87 | $-1.53 | -0.08 | 0.09 | 2.21 | 0.28 | 20.00 | 21.53 | -1.93 | $-193.00 | 221.00 | 28 | 124.0 | 165.000 | -1.53 | 2024-08-13 |
| TXG240816P00020000 | TXG | PUT | Long | 20.00 | None | $-1.41 | -0.64 | $0.35 | 0.02 | 0.08 | 2.21 | 0.80 | 20.00 | 19.65 | -1.41 | $-141.00 | 221.00 | 27 | 31.0 | 154.000 | 0.35 | 2024-08-12 |
| TXG240816P00020000 | TXG | PUT | Long | 20.00 | None | $-1.67 | -0.76 | $-0.43 | -0.02 | 0.13 | 2.21 | 0.54 | 20.00 | 20.43 | -1.67 | $-167.00 | 221.00 | 24 | 28.0 | 154.000 | -0.43 | 2024-08-09 |
| TXG240816P00020000 | TXG | PUT | Long | 20.00 | None | $-0.30 | -0.14 | $0.45 | 0.02 | 0.55 | 2.21 | 1.91 | 20.00 | 19.55 | -0.30 | $-30.00 | 221.00 | 23 | 6.0 | 158.000 | 0.45 | 2024-08-08 |
| TXG240816P00020000 | TXG | PUT | Long | 20.00 | None | $0.52 | 0.24 | $1.87 | 0.09 | 0.34 | 2.21 | 2.73 | 20.00 | 18.13 | 0.52 | $52.00 | 221.00 | 22 | 4.0 | 156.000 | 1.87 | 2024-08-07 |
| TXG240816P00020000 | TXG | PUT | Long | 20.00 | None | $0.29 | 0.13 | $1.13 | 0.06 | 0.13 | 2.21 | 2.50 | 20.00 | 18.87 | 0.29 | $29.00 | 221.00 | 21 | 1.0 | 155.000 | 1.13 | 2024-08-06 |
| TXG240816P00020000 | TXG | PUT | Long | 20.00 | None | $-0.41 | -0.19 | $-0.63 | -0.03 | 0.66 | 2.21 | 1.80 | 20.00 | 20.63 | -0.41 | $-41.00 | 221.00 | 13 | 10.0 | 160.000 | -0.63 | 2024-07-29 |
| TXG240816P00020000 | TXG | PUT | Long | 20.00 | None | $-0.41 | -0.19 | $-0.22 | -0.01 | 0.11 | 2.21 | 1.80 | 20.00 | 20.22 | -0.41 | $-41.00 | 221.00 | 10 | 10.0 | 156.000 | -0.22 | 2024-07-26 |
| TXG240816P00020000 | TXG | PUT | Long | 20.00 | None | $-0.41 | -0.19 | $0.08 | 0.00 | -0.03 | 2.21 | 1.80 | 20.00 | 19.92 | -0.41 | $-41.00 | 221.00 | 9 | 64.0 | 124.000 | 0.08 | 2024-07-25 |
| TXG240816P00020000 | TXG | PUT | Long | 20.00 | None | $0.04 | 0.02 | $1.03 | 0.05 | 0.03 | 2.21 | 2.25 | 20.00 | 18.97 | 0.04 | $4.00 | 221.00 | 8 | 6.0 | 118.000 | 1.03 | 2024-07-24 |
| TXG240816P00020000 | TXG | PUT | Long | 20.00 | None | $0.39 | 0.18 | $1.03 | 0.05 | 0.17 | 2.21 | 2.60 | 20.00 | 18.97 | 0.39 | $39.00 | 221.00 | 7 | 4.0 | 110.000 | 1.03 | 2024-07-23 |
| TXG240816P00020000 | TXG | PUT | Long | 20.00 | None | $-0.21 | -0.10 | $1.89 | 0.09 | 0.18 | 2.21 | 2.00 | 20.00 | 18.11 | -0.21 | $-21.00 | 221.00 | 6 | 1.0 | 0.000 | 1.89 | 2024-07-22 |
| TXG240816P00020000 | TXG | PUT | Long | 20.00 | None | $-0.21 | -0.10 | $3.30 | 0.16 | -0.20 | 2.21 | 2.00 | 20.00 | 16.70 | -0.21 | $-21.00 | 221.00 | 3 | 7.0 | 110.000 | 3.30 | 2024-07-19 |
| TXG240816P00020000 | TXG | PUT | Long | 20.00 | Underlying has moved in favorable position (0.085) however, position is suffering from IV crush;Exit OP PnL: $-0.21;Exit EQ PnL: 1.70 | $-0.21 | -0.10 | $3.44 | 0.17 | -0.07 | 2.21 | 2.00 | 20.00 | 16.56 | -0.21 | $-21.00 | 221.00 | 2 | 7.0 | 110.000 | 3.44 | 2024-07-18 |
| TXG240816P00020000 | TXG | PUT | Long | 20.00 | None | $-0.21 | -0.10 | $0.16 | 0.01 | 0.50 | 2.21 | 2.00 | 20.00 | 19.84 | -0.21 | $-21.00 | 221.00 | 1 | 7.0 | 110.000 | 0.16 | 2024-07-17 |
| TXG240816P00020000 | TXG | PUT | Long | 20.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 2.21 | 2.21 | 20.00 | 20.00 | 0.00 | $0.00 | 221.00 | 0 | 3.0 | 110.000 | -0.00 | 2024-07-16 |