| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-07 | VNDA | VNDA240621P00005000 | 5.00 | 10.0 | 326.000 | 0.758 | 0.441 | 0.7 | 0.1 | 0.000 | 0.840 | 0.250 | 0.35 | 5.57 | 2024-06-21 | PUT | Long | 0.440 | 0.456 | 0.132 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VNDA240621P00005000 | VNDA | PUT | Long | 5.00 | None | $-0.26 | -0.87 | $-0.86 | -0.16 | 0.82 | 0.30 | 0.04 | 5.48 | 6.34 | -0.26 | $-26.00 | 30.00 | 42 | 3.0 | 632.000 | -0.86 | 2024-06-18 |
| VNDA240621P00005000 | VNDA | PUT | Long | 5.00 | None | $-0.26 | -0.87 | $-0.87 | -0.16 | 0.91 | 0.30 | 0.04 | 5.48 | 6.35 | -0.26 | $-26.00 | 30.00 | 41 | 3.0 | 632.000 | -0.87 | 2024-06-17 |
| VNDA240621P00005000 | VNDA | PUT | Long | 5.00 | None | $-0.26 | -0.87 | $-0.76 | -0.14 | 0.67 | 0.30 | 0.04 | 5.48 | 6.24 | -0.26 | $-26.00 | 30.00 | 38 | 3.0 | 632.000 | -0.76 | 2024-06-14 |
| VNDA240621P00005000 | VNDA | PUT | Long | 5.00 | None | $-0.26 | -0.87 | $-1.02 | -0.19 | 0.40 | 0.30 | 0.04 | 5.48 | 6.50 | -0.26 | $-26.00 | 30.00 | 37 | 3.0 | 632.000 | -1.02 | 2024-06-13 |
| VNDA240621P00005000 | VNDA | PUT | Long | 5.00 | None | $-0.20 | -0.67 | $-0.44 | -0.08 | 0.05 | 0.30 | 0.10 | 5.48 | 5.92 | -0.20 | $-20.00 | 30.00 | 36 | 9.0 | 632.000 | -0.44 | 2024-06-12 |
| VNDA240621P00005000 | VNDA | PUT | Long | 5.00 | None | $-0.20 | -0.67 | $-0.51 | -0.09 | 0.33 | 0.30 | 0.10 | 5.48 | 5.99 | -0.20 | $-20.00 | 30.00 | 35 | 9.0 | 632.000 | -0.51 | 2024-06-11 |
| VNDA240621P00005000 | VNDA | PUT | Long | 5.00 | None | $-0.25 | -0.83 | $-0.50 | -0.09 | 0.16 | 0.30 | 0.05 | 5.48 | 5.98 | -0.25 | $-25.00 | 30.00 | 34 | 3.0 | 631.000 | -0.50 | 2024-06-10 |
| VNDA240621P00005000 | VNDA | PUT | Long | 5.00 | None | $-0.25 | -0.83 | $-0.64 | -0.12 | 0.08 | 0.30 | 0.05 | 5.48 | 6.12 | -0.25 | $-25.00 | 30.00 | 33 | 11.0 | 621.000 | -0.64 | 2024-06-09 |
| VNDA240621P00005000 | VNDA | PUT | Long | 5.00 | None | $-0.25 | -0.83 | $-0.64 | -0.12 | 0.01 | 0.30 | 0.05 | 5.48 | 6.12 | -0.25 | $-25.00 | 30.00 | 31 | 11.0 | 621.000 | -0.64 | 2024-06-07 |
| VNDA240621P00005000 | VNDA | PUT | Long | 5.00 | None | $-0.25 | -0.83 | $-0.79 | -0.14 | 0.04 | 0.30 | 0.05 | 5.48 | 6.27 | -0.25 | $-25.00 | 30.00 | 30 | 103.0 | 530.000 | -0.79 | 2024-06-06 |
| VNDA240621P00005000 | VNDA | PUT | Long | 5.00 | None | $-0.10 | -0.33 | $0.43 | 0.08 | -0.16 | 0.30 | 0.20 | 5.48 | 5.05 | -0.10 | $-10.00 | 30.00 | 29 | 3.0 | 530.000 | 0.43 | 2024-06-05 |
| VNDA240621P00005000 | VNDA | PUT | Long | 5.00 | None | $-0.10 | -0.33 | $0.45 | 0.08 | -0.14 | 0.30 | 0.20 | 5.48 | 5.03 | -0.10 | $-10.00 | 30.00 | 28 | 3.0 | 530.000 | 0.45 | 2024-06-04 |
| VNDA240621P00005000 | VNDA | PUT | Long | 5.00 | None | $-0.10 | -0.33 | $0.36 | 0.07 | -0.18 | 0.30 | 0.20 | 5.48 | 5.12 | -0.10 | $-10.00 | 30.00 | 27 | 3.0 | 530.000 | 0.36 | 2024-06-03 |
| VNDA240621P00005000 | VNDA | PUT | Long | 5.00 | None | $-0.10 | -0.33 | $0.37 | 0.07 | -0.17 | 0.30 | 0.20 | 5.48 | 5.11 | -0.10 | $-10.00 | 30.00 | 24 | 3.0 | 533.000 | 0.37 | 2024-05-31 |
| VNDA240621P00005000 | VNDA | PUT | Long | 5.00 | None | $-0.05 | -0.17 | $0.47 | 0.09 | -0.67 | 0.30 | 0.25 | 5.48 | 5.01 | -0.05 | $-5.00 | 30.00 | 23 | 15.0 | 518.000 | 0.47 | 2024-05-30 |
| VNDA240621P00005000 | VNDA | PUT | Long | 5.00 | None | $-0.05 | -0.17 | $0.56 | 0.10 | -0.17 | 0.30 | 0.25 | 5.48 | 4.92 | -0.05 | $-5.00 | 30.00 | 22 | 9.0 | 509.000 | 0.56 | 2024-05-29 |
| VNDA240621P00005000 | VNDA | PUT | Long | 5.00 | None | $-0.10 | -0.33 | $0.50 | 0.09 | -0.31 | 0.30 | 0.20 | 5.48 | 4.98 | -0.10 | $-10.00 | 30.00 | 21 | 10.0 | 501.000 | 0.50 | 2024-05-28 |
| VNDA240621P00005000 | VNDA | PUT | Long | 5.00 | None | $-0.05 | -0.17 | $0.25 | 0.05 | -0.13 | 0.30 | 0.25 | 5.48 | 5.23 | -0.05 | $-5.00 | 30.00 | 20 | 4.0 | 497.000 | 0.25 | 2024-05-27 |
| VNDA240621P00005000 | VNDA | PUT | Long | 5.00 | None | $-0.05 | -0.17 | $0.25 | 0.05 | -0.16 | 0.30 | 0.25 | 5.48 | 5.23 | -0.05 | $-5.00 | 30.00 | 17 | 4.0 | 497.000 | 0.25 | 2024-05-24 |
| VNDA240621P00005000 | VNDA | PUT | Long | 5.00 | None | $0.05 | 0.17 | $0.57 | 0.10 | 0.03 | 0.30 | 0.35 | 5.48 | 4.91 | 0.05 | $5.00 | 30.00 | 16 | 13.0 | 486.000 | 0.57 | 2024-05-23 |
| VNDA240621P00005000 | VNDA | PUT | Long | 5.00 | None | $-0.05 | -0.17 | $0.34 | 0.06 | -0.06 | 0.30 | 0.25 | 5.48 | 5.14 | -0.05 | $-5.00 | 30.00 | 15 | 2.0 | 488.000 | 0.34 | 2024-05-22 |
| VNDA240621P00005000 | VNDA | PUT | Long | 5.00 | None | $0.00 | 0.00 | $0.37 | 0.07 | -0.01 | 0.30 | 0.30 | 5.48 | 5.11 | 0.00 | $0.00 | 30.00 | 14 | 23.0 | 465.000 | 0.37 | 2024-05-21 |
| VNDA240621P00005000 | VNDA | PUT | Long | 5.00 | None | $-0.10 | -0.33 | $0.21 | 0.04 | -0.62 | 0.30 | 0.20 | 5.48 | 5.27 | -0.10 | $-10.00 | 30.00 | 13 | 18.0 | 0.000 | 0.21 | 2024-05-20 |
| VNDA240621P00005000 | VNDA | PUT | Long | 5.00 | None | $-0.20 | -0.67 | $-0.00 | -0.00 | -0.16 | 0.30 | 0.10 | 5.48 | 5.48 | -0.20 | $-20.00 | 30.00 | 12 | 15.0 | 436.000 | -0.00 | 2024-05-19 |
| VNDA240621P00005000 | VNDA | PUT | Long | 5.00 | None | $-0.20 | -0.67 | $-0.00 | -0.00 | -0.16 | 0.30 | 0.10 | 5.48 | 5.48 | -0.20 | $-20.00 | 30.00 | 11 | 15.0 | 436.000 | -0.00 | 2024-05-18 |
| VNDA240621P00005000 | VNDA | PUT | Long | 5.00 | None | $-0.20 | -0.67 | $-0.00 | -0.00 | -0.17 | 0.30 | 0.10 | 5.48 | 5.48 | -0.20 | $-20.00 | 30.00 | 10 | 15.0 | 436.000 | -0.00 | 2024-05-17 |
| VNDA240621P00005000 | VNDA | PUT | Long | 5.00 | Exit OP PnL: $-0.10;Exit EQ PnL: 0.14; Position is Long and position continued to lose. Latest OP price is: $0.20 (EQ: $5.34). Initial OP price was: $0.30 (EQ: $5.48). Surpassed Stop Loss Percentage: -0.3333333333333333333333333333 < -0.16. | $-0.10 | -0.33 | $0.12 | 0.02 | -0.07 | 0.30 | 0.20 | 5.48 | 5.36 | -0.10 | $-10.00 | 30.00 | 8 | 20.0 | 371.000 | 0.12 | 2024-05-15 |
| VNDA240621P00005000 | VNDA | PUT | Long | 5.00 | None | $0.10 | 0.33 | $0.35 | 0.06 | 0.02 | 0.30 | 0.40 | 5.48 | 5.13 | 0.10 | $10.00 | 30.00 | 7 | 12.0 | 359.000 | 0.35 | 2024-05-14 |
| VNDA240621P00005000 | VNDA | PUT | Long | 5.00 | None | $0.10 | 0.33 | $0.43 | 0.08 | -0.16 | 0.30 | 0.40 | 5.48 | 5.05 | 0.10 | $10.00 | 30.00 | 6 | 50.0 | 409.000 | 0.43 | 2024-05-13 |
| VNDA240621P00005000 | VNDA | PUT | Long | 5.00 | None | $0.10 | 0.33 | $0.44 | 0.08 | -0.67 | 0.30 | 0.40 | 5.48 | 5.04 | 0.10 | $10.00 | 30.00 | 5 | 2.0 | 409.000 | 0.44 | 2024-05-12 |
| VNDA240621P00005000 | VNDA | PUT | Long | 5.00 | None | $0.10 | 0.33 | $0.47 | 0.09 | -0.17 | 0.30 | 0.40 | 5.48 | 5.01 | 0.10 | $10.00 | 30.00 | 2 | 29.0 | 376.000 | 0.47 | 2024-05-09 |
| VNDA240621P00005000 | VNDA | PUT | Long | 5.00 | None | $0.04 | 0.13 | $0.12 | 0.02 | -0.05 | 0.30 | 0.34 | 5.48 | 5.36 | 0.04 | $4.00 | 30.00 | 1 | 43.0 | 356.000 | 0.12 | 2024-05-08 |
| VNDA240621P00005000 | VNDA | PUT | Long | 5.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.30 | 0.30 | 5.48 | 5.48 | 0.00 | $0.00 | 30.00 | 0 | 30.0 | 326.000 | -0.00 | 2024-05-07 |