| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-10-24 | VKTX | VKTX241129P00075000 | 75.00 | 20.0 | 2.000 | 0.960 | 0.303 | 1.8 | 3.3 | -0.010 | 6.960 | 8.460 | 10.50 | 73.22 | 2024-11-29 | PUT | Long | 0.362 | 0.411 | 0.212 |
| 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 | VKTX | 1.000 | 0.116 | 0.920 | 0.282 | 0.116 | -0.201 | 46.70 | 0.000 | 0.0000 | 17.40 | 94.50 | 21 | 1y | 65.79 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VKTX241129P00075000 | VKTX | PUT | Long | 75.00 | None | $15.00 | 1.43 | $18.71 | 0.26 | 2.42 | 10.50 | 25.50 | 73.22 | 54.51 | 15.00 | $1500.00 | 1050.00 | 35 | 1.0 | 10.000 | 18.71 | 2024-11-28 |
| VKTX241129P00075000 | VKTX | PUT | Long | 75.00 | None | $15.00 | 1.43 | $20.41 | 0.28 | 2.90 | 10.50 | 25.50 | 73.22 | 52.81 | 15.00 | $1500.00 | 1050.00 | 34 | 1.0 | 10.000 | 20.41 | 2024-11-27 |
| VKTX241129P00075000 | VKTX | PUT | Long | 75.00 | None | $15.00 | 1.43 | $19.80 | 0.27 | 1.46 | 10.50 | 25.50 | 73.22 | 53.42 | 15.00 | $1500.00 | 1050.00 | 33 | 1.0 | 10.000 | 19.80 | 2024-11-26 |
| VKTX241129P00075000 | VKTX | PUT | Long | 75.00 | None | $15.00 | 1.43 | $21.23 | 0.29 | 1.60 | 10.50 | 25.50 | 73.22 | 51.99 | 15.00 | $1500.00 | 1050.00 | 32 | 1.0 | 34.000 | 21.23 | 2024-11-25 |
| VKTX241129P00075000 | VKTX | PUT | Long | 75.00 | None | $15.00 | 1.43 | $20.63 | 0.28 | 2.21 | 10.50 | 25.50 | 73.22 | 52.59 | 15.00 | $1500.00 | 1050.00 | 31 | 1.0 | 34.000 | 20.63 | 2024-11-24 |
| VKTX241129P00075000 | VKTX | PUT | Long | 75.00 | None | $15.00 | 1.43 | $20.63 | 0.28 | 1.72 | 10.50 | 25.50 | 73.22 | 52.59 | 15.00 | $1500.00 | 1050.00 | 30 | 1.0 | 34.000 | 20.63 | 2024-11-23 |
| VKTX241129P00075000 | VKTX | PUT | Long | 75.00 | None | $15.00 | 1.43 | $20.63 | 0.28 | 1.32 | 10.50 | 25.50 | 73.22 | 52.59 | 15.00 | $1500.00 | 1050.00 | 29 | 1.0 | 34.000 | 20.63 | 2024-11-22 |
| VKTX241129P00075000 | VKTX | PUT | Long | 75.00 | None | $15.00 | 1.43 | $21.59 | 0.29 | 0.28 | 10.50 | 25.50 | 73.22 | 51.63 | 15.00 | $1500.00 | 1050.00 | 28 | 1.0 | 34.000 | 21.59 | 2024-11-21 |
| VKTX241129P00075000 | VKTX | PUT | Long | 75.00 | None | $15.00 | 1.43 | $21.69 | 0.30 | 0.74 | 10.50 | 25.50 | 73.22 | 51.53 | 15.00 | $1500.00 | 1050.00 | 27 | 1.0 | 34.000 | 21.69 | 2024-11-20 |
| VKTX241129P00075000 | VKTX | PUT | Long | 75.00 | None | $15.00 | 1.43 | $21.71 | 0.30 | 0.66 | 10.50 | 25.50 | 73.22 | 51.51 | 15.00 | $1500.00 | 1050.00 | 26 | 1.0 | 34.000 | 21.71 | 2024-11-19 |
| VKTX241129P00075000 | VKTX | PUT | Long | 75.00 | None | $7.04 | 0.67 | $24.11 | 0.33 | 0.35 | 10.50 | 17.54 | 73.22 | 49.11 | 7.04 | $704.00 | 1050.00 | 25 | 2.0 | 34.000 | 24.11 | 2024-11-18 |
| VKTX241129P00075000 | VKTX | PUT | Long | 75.00 | None | $7.04 | 0.67 | $23.64 | 0.32 | 0.44 | 10.50 | 17.54 | 73.22 | 49.58 | 7.04 | $704.00 | 1050.00 | 24 | 2.0 | 34.000 | 23.64 | 2024-11-17 |
| VKTX241129P00075000 | VKTX | PUT | Long | 75.00 | None | $7.04 | 0.67 | $23.64 | 0.32 | 0.38 | 10.50 | 17.54 | 73.22 | 49.58 | 7.04 | $704.00 | 1050.00 | 23 | 2.0 | 34.000 | 23.64 | 2024-11-16 |
| VKTX241129P00075000 | VKTX | PUT | Long | 75.00 | None | $7.04 | 0.67 | $23.64 | 0.32 | 0.10 | 10.50 | 17.54 | 73.22 | 49.58 | 7.04 | $704.00 | 1050.00 | 22 | 2.0 | 34.000 | 23.64 | 2024-11-15 |
| VKTX241129P00075000 | VKTX | PUT | Long | 75.00 | None | $7.04 | 0.67 | $19.65 | 0.27 | 0.08 | 10.50 | 17.54 | 73.22 | 53.57 | 7.04 | $704.00 | 1050.00 | 21 | 2.0 | 34.000 | 19.65 | 2024-11-14 |
| VKTX241129P00075000 | VKTX | PUT | Long | 75.00 | None | $7.04 | 0.67 | $18.16 | 0.25 | 0.17 | 10.50 | 17.54 | 73.22 | 55.06 | 7.04 | $704.00 | 1050.00 | 20 | 2.0 | 34.000 | 18.16 | 2024-11-13 |
| VKTX241129P00075000 | VKTX | PUT | Long | 75.00 | None | $7.04 | 0.67 | $12.62 | 0.17 | -0.24 | 10.50 | 17.54 | 73.22 | 60.60 | 7.04 | $704.00 | 1050.00 | 19 | 2.0 | 34.000 | 12.62 | 2024-11-12 |
| VKTX241129P00075000 | VKTX | PUT | Long | 75.00 | None | $-0.40 | -0.04 | $10.25 | 0.14 | -0.08 | 10.50 | 10.10 | 73.22 | 62.97 | -0.40 | $-40.00 | 1050.00 | 18 | 1.0 | 34.000 | 10.25 | 2024-11-11 |
| VKTX241129P00075000 | VKTX | PUT | Long | 75.00 | None | $-0.40 | -0.04 | $4.74 | 0.06 | -0.31 | 10.50 | 10.10 | 73.22 | 68.48 | -0.40 | $-40.00 | 1050.00 | 17 | 1.0 | 34.000 | 4.74 | 2024-11-10 |
| VKTX241129P00075000 | VKTX | PUT | Long | 75.00 | None | $-0.40 | -0.04 | $4.74 | 0.06 | -0.33 | 10.50 | 10.10 | 73.22 | 68.48 | -0.40 | $-40.00 | 1050.00 | 16 | 1.0 | 34.000 | 4.74 | 2024-11-09 |
| VKTX241129P00075000 | VKTX | PUT | Long | 75.00 | None | $-0.40 | -0.04 | $6.34 | 0.09 | -0.15 | 10.50 | 10.10 | 73.22 | 66.88 | -0.40 | $-40.00 | 1050.00 | 15 | 1.0 | 34.000 | 6.34 | 2024-11-08 |
| VKTX241129P00075000 | VKTX | PUT | Long | 75.00 | None | $-0.40 | -0.04 | $4.37 | 0.06 | -0.32 | 10.50 | 10.10 | 73.22 | 68.85 | -0.40 | $-40.00 | 1050.00 | 14 | 1.0 | 35.000 | 4.37 | 2024-11-07 |
| VKTX241129P00075000 | VKTX | PUT | Long | 75.00 | None | $0.78 | 0.07 | $7.35 | 0.10 | -0.44 | 10.50 | 11.28 | 73.22 | 65.87 | 0.78 | $78.00 | 1050.00 | 13 | 2.0 | 35.000 | 7.35 | 2024-11-06 |
| VKTX241129P00075000 | VKTX | PUT | Long | 75.00 | None | $0.78 | 0.07 | $8.59 | 0.12 | -0.18 | 10.50 | 11.28 | 73.22 | 64.63 | 0.78 | $78.00 | 1050.00 | 12 | 2.0 | 35.000 | 8.59 | 2024-11-05 |
| VKTX241129P00075000 | VKTX | PUT | Long | 75.00 | None | $0.78 | 0.07 | $10.08 | 0.14 | -0.16 | 10.50 | 11.28 | 73.22 | 63.14 | 0.78 | $78.00 | 1050.00 | 11 | 2.0 | 33.000 | 10.08 | 2024-11-04 |
| VKTX241129P00075000 | VKTX | PUT | Long | 75.00 | None | $-0.40 | -0.04 | $0.34 | 0.00 | -0.08 | 10.50 | 10.10 | 73.22 | 72.88 | -0.40 | $-40.00 | 1050.00 | 8 | 1.0 | 33.000 | 0.34 | 2024-11-01 |
| VKTX241129P00075000 | VKTX | PUT | Long | 75.00 | None | $-0.40 | -0.04 | $0.68 | 0.01 | 0.07 | 10.50 | 10.10 | 73.22 | 72.54 | -0.40 | $-40.00 | 1050.00 | 7 | 1.0 | 33.000 | 0.68 | 2024-10-31 |
| VKTX241129P00075000 | VKTX | PUT | Long | 75.00 | None | $-0.40 | -0.04 | $1.47 | 0.02 | -0.07 | 10.50 | 10.10 | 73.22 | 71.75 | -0.40 | $-40.00 | 1050.00 | 6 | 1.0 | 33.000 | 1.47 | 2024-10-30 |
| VKTX241129P00075000 | VKTX | PUT | Long | 75.00 | None | $-0.40 | -0.04 | $-0.13 | -0.00 | 0.05 | 10.50 | 10.10 | 73.22 | 73.35 | -0.40 | $-40.00 | 1050.00 | 5 | 1.0 | 33.000 | -0.13 | 2024-10-29 |
| VKTX241129P00075000 | VKTX | PUT | Long | 75.00 | None | $-2.50 | -0.24 | $-1.30 | -0.02 | -0.00 | 10.50 | 8.00 | 73.22 | 74.52 | -2.50 | $-250.00 | 1050.00 | 4 | 2.0 | 32.000 | -1.30 | 2024-10-28 |
| VKTX241129P00075000 | VKTX | PUT | Long | 75.00 | None | $-2.30 | -0.22 | $-4.81 | -0.07 | 0.00 | 10.50 | 8.20 | 73.22 | 78.03 | -2.30 | $-230.00 | 1050.00 | 3 | 10.0 | 22.000 | -4.81 | 2024-10-27 |
| VKTX241129P00075000 | VKTX | PUT | Long | 75.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-2.30; Exit EQ PnL: -4.81 | $-2.30 | -0.22 | $-4.81 | -0.07 | -0.01 | 10.50 | 8.20 | 73.22 | 78.03 | -2.30 | $-230.00 | 1050.00 | 2 | 10.0 | 22.000 | -4.81 | 2024-10-26 |
| VKTX241129P00075000 | VKTX | PUT | Long | 75.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 10.50 | 10.50 | 73.22 | 73.22 | 0.00 | $0.00 | 1050.00 | 0 | 20.0 | 2.000 | -0.00 | 2024-10-24 |