| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-04-17 | VNDA | VNDA240517P00005000 | 5.00 | 1456.0 | 131.000 | 0.902 | 0.416 | 0.4 | 0.2 | -0.020 | 0.700 | 0.440 | 0.45 | 5.24 | 2024-05-17 | PUT | Long | 0.372 | 0.453 | 0.294 |
| 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 | VNDA | 0.909 | 0.083 | 0.402 | 0.170 | 0.092 | -0.044 | 4.73 | 0.013 | 0.0000 | 3.47 | 6.50 | 21 | 1y | 4.88 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VNDA240517P00005000 | VNDA | PUT | Long | 5.00 | None | $-0.35 | -0.78 | $-0.12 | -0.02 | 0.21 | 0.45 | 0.10 | 5.24 | 5.36 | -0.35 | $-35.00 | 45.00 | 28 | 19.0 | 1327.000 | -0.12 | 2024-05-15 |
| VNDA240517P00005000 | VNDA | PUT | Long | 5.00 | None | $-0.30 | -0.67 | $0.11 | 0.02 | -0.04 | 0.45 | 0.15 | 5.24 | 5.13 | -0.30 | $-30.00 | 45.00 | 27 | 10.0 | 1324.000 | 0.11 | 2024-05-14 |
| VNDA240517P00005000 | VNDA | PUT | Long | 5.00 | None | $-0.25 | -0.56 | $0.19 | 0.04 | -0.16 | 0.45 | 0.20 | 5.24 | 5.05 | -0.25 | $-25.00 | 45.00 | 26 | 8.0 | 1324.000 | 0.19 | 2024-05-13 |
| VNDA240517P00005000 | VNDA | PUT | Long | 5.00 | None | $-0.25 | -0.56 | $0.20 | 0.04 | -0.87 | 0.45 | 0.20 | 5.24 | 5.04 | -0.25 | $-25.00 | 45.00 | 25 | 8.0 | 1324.000 | 0.20 | 2024-05-12 |
| VNDA240517P00005000 | VNDA | PUT | Long | 5.00 | None | $-0.25 | -0.56 | $0.23 | 0.04 | -0.33 | 0.45 | 0.20 | 5.24 | 5.01 | -0.25 | $-25.00 | 45.00 | 22 | 76.0 | 1334.000 | 0.23 | 2024-05-09 |
| VNDA240517P00005000 | VNDA | PUT | Long | 5.00 | None | $-0.25 | -0.56 | $-0.12 | -0.02 | 0.04 | 0.45 | 0.20 | 5.24 | 5.36 | -0.25 | $-25.00 | 45.00 | 21 | 98.0 | 1241.000 | -0.12 | 2024-05-08 |
| VNDA240517P00005000 | VNDA | PUT | Long | 5.00 | None | $-0.35 | -0.78 | $-0.24 | -0.05 | -0.05 | 0.45 | 0.10 | 5.24 | 5.48 | -0.35 | $-35.00 | 45.00 | 20 | 30.0 | 1214.000 | -0.24 | 2024-05-07 |
| VNDA240517P00005000 | VNDA | PUT | Long | 5.00 | None | $0.00 | 0.00 | $0.36 | 0.07 | 0.24 | 0.45 | 0.45 | 5.24 | 4.88 | 0.00 | $0.00 | 45.00 | 16 | 1.0 | 1206.000 | 0.36 | 2024-05-03 |
| VNDA240517P00005000 | VNDA | PUT | Long | 5.00 | None | $0.05 | 0.11 | $0.56 | 0.11 | 0.24 | 0.45 | 0.50 | 5.24 | 4.68 | 0.05 | $5.00 | 45.00 | 15 | 4.0 | 1206.000 | 0.56 | 2024-05-02 |
| VNDA240517P00005000 | VNDA | PUT | Long | 5.00 | None | $0.06 | 0.13 | $0.46 | 0.09 | -0.04 | 0.45 | 0.51 | 5.24 | 4.78 | 0.06 | $6.00 | 45.00 | 12 | 8.0 | 1195.000 | 0.46 | 2024-04-29 |
| VNDA240517P00005000 | VNDA | PUT | Long | 5.00 | None | $0.20 | 0.44 | $0.62 | 0.12 | -0.09 | 0.45 | 0.65 | 5.24 | 4.62 | 0.20 | $20.00 | 45.00 | 9 | 36.0 | 1195.000 | 0.62 | 2024-04-26 |
| VNDA240517P00005000 | VNDA | PUT | Long | 5.00 | None | $0.20 | 0.44 | $0.76 | 0.15 | -0.09 | 0.45 | 0.65 | 5.24 | 4.48 | 0.20 | $20.00 | 45.00 | 8 | 36.0 | 1190.000 | 0.76 | 2024-04-25 |
| VNDA240517P00005000 | VNDA | PUT | Long | 5.00 | None | $0.15 | 0.33 | $0.68 | 0.13 | -0.16 | 0.45 | 0.60 | 5.24 | 4.56 | 0.15 | $15.00 | 45.00 | 7 | 1.0 | 1189.000 | 0.68 | 2024-04-24 |
| VNDA240517P00005000 | VNDA | PUT | Long | 5.00 | None | $0.20 | 0.44 | $0.61 | 0.12 | -0.13 | 0.45 | 0.65 | 5.24 | 4.63 | 0.20 | $20.00 | 45.00 | 6 | 53.0 | 1223.000 | 0.61 | 2024-04-23 |
| VNDA240517P00005000 | VNDA | PUT | Long | 5.00 | None | $0.05 | 0.11 | $0.44 | 0.08 | -0.10 | 0.45 | 0.50 | 5.24 | 4.80 | 0.05 | $5.00 | 45.00 | 5 | 88.0 | 1213.000 | 0.44 | 2024-04-22 |
| VNDA240517P00005000 | VNDA | PUT | Long | 5.00 | None | $0.10 | 0.22 | $0.13 | 0.02 | -0.10 | 0.45 | 0.55 | 5.24 | 5.11 | 0.10 | $10.00 | 45.00 | 2 | 67.0 | 1186.000 | 0.13 | 2024-04-19 |
| VNDA240517P00005000 | VNDA | PUT | Long | 5.00 | Exit OP PnL: $-0.10;Exit EQ PnL: 0.16; Position is Long and position continued to lose. Latest OP price is: $0.35 (EQ: $5.08). Initial OP price was: $0.45 (EQ: $5.24). Surpassed Stop Loss Percentage: -0.2222222222222222222222222222 < -0.16. | $0.05 | 0.11 | $0.27 | 0.05 | -0.14 | 0.45 | 0.50 | 5.24 | 4.97 | 0.05 | $5.00 | 45.00 | 1 | 218.0 | 1125.000 | 0.27 | 2024-04-18 |
| VNDA240517P00005000 | VNDA | PUT | Long | 5.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.45 | 0.45 | 5.24 | 5.24 | 0.00 | $0.00 | 45.00 | 0 | 1456.0 | 131.000 | -0.00 | 2024-04-17 |