| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-12 | VEV | VEV240816P00002500 | 2.50 | 3.0 | 1.000 | 2.813 | 0.963 | 0.0 | 1.8 | -0.550 | 0.040 | 1.820 | 1.92 | 0.71 | 2024-08-16 | PUT | Long | 0.520 | 0.968 | 1.221 |
| 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 | VEV | 0.909 | 0.096 | 2.059 | 0.598 | 0.888 | -1.171 | 0.00 | -0.873 | 0.0000 | 0.00 | 0.94 | 21 | 1y | 0.02 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VEV240816P00002500 | VEV | PUT | Long | 2.50 | None | $0.42 | 0.22 | $0.54 | 0.76 | -2.81 | 1.92 | 2.34 | 0.71 | 0.17 | 0.42 | $42.00 | 192.00 | 34 | 2.0 | 4.000 | 0.54 | 2024-08-15 |
| VEV240816P00002500 | VEV | PUT | Long | 2.50 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.42 | 0.22 | $0.53 | 0.75 | -2.81 | 1.92 | 2.34 | 0.71 | 0.18 | 0.42 | $42.00 | 192.00 | 33 | 2.0 | 4.000 | 0.53 | 2024-08-14 |
| VEV240816P00002500 | VEV | PUT | Long | 2.50 | None | $0.42 | 0.22 | $0.50 | 0.70 | 22.69 | 1.92 | 2.34 | 0.71 | 0.21 | 0.42 | $42.00 | 192.00 | 32 | 2.0 | 4.000 | 0.50 | 2024-08-13 |
| VEV240816P00002500 | VEV | PUT | Long | 2.50 | None | $0.23 | 0.12 | $0.61 | 0.86 | 21.69 | 1.92 | 2.15 | 0.71 | 0.10 | 0.23 | $23.00 | 192.00 | 31 | 1.0 | 4.000 | 0.61 | 2024-08-12 |
| VEV240816P00002500 | VEV | PUT | Long | 2.50 | None | $0.23 | 0.12 | $0.59 | 0.83 | -2.81 | 1.92 | 2.15 | 0.71 | 0.12 | 0.23 | $23.00 | 192.00 | 28 | 1.0 | 4.000 | 0.59 | 2024-08-09 |
| VEV240816P00002500 | VEV | PUT | Long | 2.50 | None | $0.23 | 0.12 | $0.41 | 0.58 | 7.56 | 1.92 | 2.15 | 0.71 | 0.30 | 0.23 | $23.00 | 192.00 | 27 | 1.0 | 4.000 | 0.41 | 2024-08-08 |
| VEV240816P00002500 | VEV | PUT | Long | 2.50 | None | $0.23 | 0.12 | $0.40 | 0.56 | 7.19 | 1.92 | 2.15 | 0.71 | 0.31 | 0.23 | $23.00 | 192.00 | 26 | 1.0 | 4.000 | 0.40 | 2024-08-07 |
| VEV240816P00002500 | VEV | PUT | Long | 2.50 | None | $0.23 | 0.12 | $0.40 | 0.56 | -2.81 | 1.92 | 2.15 | 0.71 | 0.31 | 0.23 | $23.00 | 192.00 | 25 | 1.0 | 4.000 | 0.40 | 2024-08-06 |
| VEV240816P00002500 | VEV | PUT | Long | 2.50 | None | $0.23 | 0.12 | $0.33 | 0.46 | 2.62 | 1.92 | 2.15 | 0.71 | 0.38 | 0.23 | $23.00 | 192.00 | 17 | 1.0 | 4.000 | 0.33 | 2024-07-29 |
| VEV240816P00002500 | VEV | PUT | Long | 2.50 | None | $0.23 | 0.12 | $0.33 | 0.46 | 3.12 | 1.92 | 2.15 | 0.71 | 0.38 | 0.23 | $23.00 | 192.00 | 14 | 1.0 | 5.000 | 0.33 | 2024-07-26 |
| VEV240816P00002500 | VEV | PUT | Long | 2.50 | None | $0.33 | 0.17 | $0.34 | 0.48 | 3.62 | 1.92 | 2.25 | 0.71 | 0.37 | 0.33 | $33.00 | 192.00 | 13 | 1.0 | 5.000 | 0.34 | 2024-07-25 |
| VEV240816P00002500 | VEV | PUT | Long | 2.50 | None | $0.33 | 0.17 | $0.34 | 0.48 | 4.75 | 1.92 | 2.25 | 0.71 | 0.37 | 0.33 | $33.00 | 192.00 | 12 | 1.0 | 5.000 | 0.34 | 2024-07-24 |
| VEV240816P00002500 | VEV | PUT | Long | 2.50 | None | $0.33 | 0.17 | $0.31 | 0.44 | 2.38 | 1.92 | 2.25 | 0.71 | 0.40 | 0.33 | $33.00 | 192.00 | 11 | 1.0 | 5.000 | 0.31 | 2024-07-23 |
| VEV240816P00002500 | VEV | PUT | Long | 2.50 | None | $0.33 | 0.17 | $0.30 | 0.42 | 6.19 | 1.92 | 2.25 | 0.71 | 0.41 | 0.33 | $33.00 | 192.00 | 10 | 1.0 | 5.000 | 0.30 | 2024-07-22 |
| VEV240816P00002500 | VEV | PUT | Long | 2.50 | None | $0.33 | 0.17 | $0.27 | 0.38 | 5.88 | 1.92 | 2.25 | 0.71 | 0.44 | 0.33 | $33.00 | 192.00 | 7 | 1.0 | 5.000 | 0.27 | 2024-07-19 |
| VEV240816P00002500 | VEV | PUT | Long | 2.50 | None | $0.33 | 0.17 | $0.19 | 0.27 | 5.22 | 1.92 | 2.25 | 0.71 | 0.52 | 0.33 | $33.00 | 192.00 | 6 | 1.0 | 5.000 | 0.19 | 2024-07-18 |
| VEV240816P00002500 | VEV | PUT | Long | 2.50 | None | $0.33 | 0.17 | $0.11 | 0.15 | 5.47 | 1.92 | 2.25 | 0.71 | 0.60 | 0.33 | $33.00 | 192.00 | 5 | 1.0 | 5.000 | 0.11 | 2024-07-17 |
| VEV240816P00002500 | VEV | PUT | Long | 2.50 | None | $-0.12 | -0.06 | $0.14 | 0.20 | 5.25 | 1.92 | 1.80 | 0.71 | 0.57 | -0.12 | $-12.00 | 192.00 | 4 | 1.0 | 6.000 | 0.14 | 2024-07-16 |
| VEV240816P00002500 | VEV | PUT | Long | 2.50 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.03 | 0.02 | $0.07 | 0.10 | 1.59 | 1.92 | 1.95 | 0.71 | 0.64 | 0.03 | $3.00 | 192.00 | 3 | 6.0 | 4.000 | 0.07 | 2024-07-15 |
| VEV240816P00002500 | VEV | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.03 | 1.92 | 1.92 | 0.71 | 0.71 | 0.00 | $0.00 | 192.00 | 1 | 3.0 | 1.000 | -0.00 | 2024-07-13 |
| VEV240816P00002500 | VEV | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 1.92 | 1.92 | 0.71 | 0.71 | 0.00 | $0.00 | 192.00 | 0 | 3.0 | 1.000 | -0.00 | 2024-07-12 |