| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-08-08 | VSAT | VSAT240920P00023000 | 23.00 | 15.0 | 8.000 | 0.786 | 0.461 | 2.4 | 0.6 | -0.050 | 3.290 | 1.480 | 1.95 | 24.72 | 2024-09-20 | PUT | Long | 0.397 | 0.512 | 0.378 |
| 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 | VSAT | 1.000 | 0.121 | 0.504 | 0.224 | 0.330 | 0.165 | 9.14 | -0.250 | 0.0000 | 6.83 | 28.25 | 21 | 1y | 9.67 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VSAT240920P00023000 | VSAT | PUT | Long | 23.00 | None | $8.27 | 4.78 | $11.51 | 0.47 | 2.94 | 1.73 | 10.00 | 24.49 | 12.98 | 8.27 | $827.00 | 173.00 | 42 | 8.0 | 0.000 | 11.51 | 2024-09-19 |
| VSAT240920P00023000 | VSAT | PUT | Long | 23.00 | None | $8.27 | 4.78 | $11.93 | 0.49 | 6.28 | 1.73 | 10.00 | 24.49 | 12.56 | 8.27 | $827.00 | 173.00 | 41 | 8.0 | 30.000 | 11.93 | 2024-09-18 |
| VSAT240920P00023000 | VSAT | PUT | Long | 23.00 | None | $8.27 | 4.78 | $11.46 | 0.47 | 1.85 | 1.73 | 10.00 | 24.49 | 13.03 | 8.27 | $827.00 | 173.00 | 40 | 8.0 | 44.000 | 11.46 | 2024-09-17 |
| VSAT240920P00023000 | VSAT | PUT | Long | 23.00 | None | $8.27 | 4.78 | $10.92 | 0.45 | 2.22 | 1.73 | 10.00 | 24.49 | 13.57 | 8.27 | $827.00 | 173.00 | 39 | 8.0 | 52.000 | 10.92 | 2024-09-16 |
| VSAT240920P00023000 | VSAT | PUT | Long | 23.00 | None | $2.07 | 1.20 | $11.70 | 0.48 | -0.75 | 1.73 | 3.80 | 24.49 | 12.79 | 2.07 | $207.00 | 173.00 | 37 | 6.0 | 52.000 | 11.70 | 2024-09-14 |
| VSAT240920P00023000 | VSAT | PUT | Long | 23.00 | None | $2.07 | 1.20 | $11.70 | 0.48 | -0.75 | 1.73 | 3.80 | 24.49 | 12.79 | 2.07 | $207.00 | 173.00 | 36 | 6.0 | 52.000 | 11.70 | 2024-09-13 |
| VSAT240920P00023000 | VSAT | PUT | Long | 23.00 | None | $2.07 | 1.20 | $9.47 | 0.39 | -0.75 | 1.73 | 3.80 | 24.49 | 15.02 | 2.07 | $207.00 | 173.00 | 35 | 6.0 | 52.000 | 9.47 | 2024-09-12 |
| VSAT240920P00023000 | VSAT | PUT | Long | 23.00 | None | $2.07 | 1.20 | $9.62 | 0.39 | 1.44 | 1.73 | 3.80 | 24.49 | 14.87 | 2.07 | $207.00 | 173.00 | 34 | 6.0 | 52.000 | 9.62 | 2024-09-11 |
| VSAT240920P00023000 | VSAT | PUT | Long | 23.00 | None | $2.07 | 1.20 | $9.55 | 0.39 | 0.87 | 1.73 | 3.80 | 24.49 | 14.94 | 2.07 | $207.00 | 173.00 | 33 | 6.0 | 52.000 | 9.55 | 2024-09-10 |
| VSAT240920P00023000 | VSAT | PUT | Long | 23.00 | None | $2.07 | 1.20 | $8.52 | 0.35 | 0.76 | 1.73 | 3.80 | 24.49 | 15.97 | 2.07 | $207.00 | 173.00 | 32 | 6.0 | 52.000 | 8.52 | 2024-09-09 |
| VSAT240920P00023000 | VSAT | PUT | Long | 23.00 | None | $2.07 | 1.20 | $7.41 | 0.30 | 0.38 | 1.73 | 3.80 | 24.49 | 17.08 | 2.07 | $207.00 | 173.00 | 31 | 6.0 | 52.000 | 7.41 | 2024-09-08 |
| VSAT240920P00023000 | VSAT | PUT | Long | 23.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $2.07 | 1.20 | $7.41 | 0.30 | 0.16 | 1.73 | 3.80 | 24.49 | 17.08 | 2.07 | $207.00 | 173.00 | 29 | 6.0 | 52.000 | 7.41 | 2024-09-06 |
| VSAT240920P00023000 | VSAT | PUT | Long | 23.00 | None | $2.07 | 1.20 | $7.16 | 0.29 | 0.19 | 1.73 | 3.80 | 24.49 | 17.33 | 2.07 | $207.00 | 173.00 | 28 | 6.0 | 52.000 | 7.16 | 2024-09-05 |
| VSAT240920P00023000 | VSAT | PUT | Long | 23.00 | None | $2.07 | 1.20 | $9.33 | 0.38 | 0.56 | 1.73 | 3.80 | 24.49 | 15.16 | 2.07 | $207.00 | 173.00 | 27 | 6.0 | 52.000 | 9.33 | 2024-09-04 |
| VSAT240920P00023000 | VSAT | PUT | Long | 23.00 | None | $2.07 | 1.20 | $8.79 | 0.36 | 0.26 | 1.73 | 3.80 | 24.49 | 15.70 | 2.07 | $207.00 | 173.00 | 23 | 6.0 | 52.000 | 8.79 | 2024-08-31 |
| VSAT240920P00023000 | VSAT | PUT | Long | 23.00 | None | $2.07 | 1.20 | $8.79 | 0.36 | -0.25 | 1.73 | 3.80 | 24.49 | 15.70 | 2.07 | $207.00 | 173.00 | 22 | 6.0 | 52.000 | 8.79 | 2024-08-30 |
| VSAT240920P00023000 | VSAT | PUT | Long | 23.00 | None | $2.07 | 1.20 | $8.68 | 0.35 | -0.11 | 1.73 | 3.80 | 24.49 | 15.81 | 2.07 | $207.00 | 173.00 | 21 | 6.0 | 52.000 | 8.68 | 2024-08-29 |
| VSAT240920P00023000 | VSAT | PUT | Long | 23.00 | None | $2.07 | 1.20 | $8.62 | 0.35 | -0.75 | 1.73 | 3.80 | 24.49 | 15.87 | 2.07 | $207.00 | 173.00 | 20 | 6.0 | 52.000 | 8.62 | 2024-08-28 |
| VSAT240920P00023000 | VSAT | PUT | Long | 23.00 | None | $2.07 | 1.20 | $8.03 | 0.33 | -0.75 | 1.73 | 3.80 | 24.49 | 16.46 | 2.07 | $207.00 | 173.00 | 19 | 6.0 | 52.000 | 8.03 | 2024-08-27 |
| VSAT240920P00023000 | VSAT | PUT | Long | 23.00 | None | $2.07 | 1.20 | $7.47 | 0.31 | -0.20 | 1.73 | 3.80 | 24.49 | 17.02 | 2.07 | $207.00 | 173.00 | 18 | 6.0 | 52.000 | 7.47 | 2024-08-26 |
| VSAT240920P00023000 | VSAT | PUT | Long | 23.00 | None | $2.07 | 1.20 | $7.35 | 0.30 | -0.16 | 1.73 | 3.80 | 24.49 | 17.14 | 2.07 | $207.00 | 173.00 | 17 | 6.0 | 52.000 | 7.35 | 2024-08-25 |
| VSAT240920P00023000 | VSAT | PUT | Long | 23.00 | None | $2.07 | 1.20 | $7.35 | 0.30 | -0.17 | 1.73 | 3.80 | 24.49 | 17.14 | 2.07 | $207.00 | 173.00 | 16 | 6.0 | 52.000 | 7.35 | 2024-08-24 |
| VSAT240920P00023000 | VSAT | PUT | Long | 23.00 | None | $2.07 | 1.20 | $7.35 | 0.30 | -0.02 | 1.73 | 3.80 | 24.49 | 17.14 | 2.07 | $207.00 | 173.00 | 15 | 6.0 | 52.000 | 7.35 | 2024-08-23 |
| VSAT240920P00023000 | VSAT | PUT | Long | 23.00 | None | $2.07 | 1.20 | $7.91 | 0.32 | -0.06 | 1.73 | 3.80 | 24.49 | 16.58 | 2.07 | $207.00 | 173.00 | 14 | 6.0 | 70.000 | 7.91 | 2024-08-22 |
| VSAT240920P00023000 | VSAT | PUT | Long | 23.00 | None | $2.07 | 1.20 | $6.98 | 0.29 | -0.12 | 1.73 | 3.80 | 24.49 | 17.51 | 2.07 | $207.00 | 173.00 | 13 | 6.0 | 70.000 | 6.98 | 2024-08-21 |
| VSAT240920P00023000 | VSAT | PUT | Long | 23.00 | None | $2.07 | 1.20 | $6.88 | 0.28 | -0.14 | 1.73 | 3.80 | 24.49 | 17.61 | 2.07 | $207.00 | 173.00 | 12 | 6.0 | 70.000 | 6.88 | 2024-08-20 |
| VSAT240920P00023000 | VSAT | PUT | Long | 23.00 | None | $2.07 | 1.20 | $6.54 | 0.27 | -0.09 | 1.73 | 3.80 | 24.49 | 17.95 | 2.07 | $207.00 | 173.00 | 11 | 6.0 | 70.000 | 6.54 | 2024-08-19 |
| VSAT240920P00023000 | VSAT | PUT | Long | 23.00 | None | $2.07 | 1.20 | $6.92 | 0.28 | 0.45 | 1.73 | 3.80 | 24.49 | 17.57 | 2.07 | $207.00 | 173.00 | 10 | 6.0 | 70.000 | 6.92 | 2024-08-18 |
| VSAT240920P00023000 | VSAT | PUT | Long | 23.00 | None | $2.07 | 1.20 | $6.92 | 0.28 | 0.43 | 1.73 | 3.80 | 24.49 | 17.57 | 2.07 | $207.00 | 173.00 | 9 | 6.0 | 70.000 | 6.92 | 2024-08-17 |
| VSAT240920P00023000 | VSAT | PUT | Long | 23.00 | None | $2.07 | 1.20 | $6.92 | 0.28 | 0.81 | 1.73 | 3.80 | 24.49 | 17.57 | 2.07 | $207.00 | 173.00 | 8 | 6.0 | 70.000 | 6.92 | 2024-08-16 |
| VSAT240920P00023000 | VSAT | PUT | Long | 23.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $2.07 | 1.20 | $7.06 | 0.29 | 0.03 | 1.73 | 3.80 | 24.49 | 17.43 | 2.07 | $207.00 | 173.00 | 7 | 6.0 | 70.000 | 7.06 | 2024-08-15 |
| VSAT240920P00023000 | VSAT | PUT | Long | 23.00 | None | $2.07 | 1.20 | $7.72 | 0.32 | 0.27 | 1.73 | 3.80 | 24.49 | 16.77 | 2.07 | $207.00 | 173.00 | 6 | 6.0 | 70.000 | 7.72 | 2024-08-14 |
| VSAT240920P00023000 | VSAT | PUT | Long | 23.00 | None | $2.07 | 1.20 | $7.75 | 0.32 | 0.33 | 1.73 | 3.80 | 24.49 | 16.74 | 2.07 | $207.00 | 173.00 | 5 | 6.0 | 70.000 | 7.75 | 2024-08-13 |
| VSAT240920P00023000 | VSAT | PUT | Long | 23.00 | None | $0.82 | 0.47 | $2.87 | 0.12 | -0.14 | 1.73 | 2.55 | 24.49 | 21.62 | 0.82 | $82.00 | 173.00 | 4 | 4.0 | 68.000 | 2.87 | 2024-08-12 |
| VSAT240920P00023000 | VSAT | PUT | Long | 23.00 | None | $0.17 | 0.10 | $1.67 | 0.07 | -0.12 | 1.73 | 1.90 | 24.49 | 22.82 | 0.17 | $17.00 | 173.00 | 1 | 52.0 | 23.000 | 1.67 | 2024-08-09 |
| VSAT240920P00023000 | VSAT | PUT | Long | 23.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 1.73 | 1.73 | 24.49 | 24.49 | 0.00 | $0.00 | 173.00 | 0 | 17.0 | 8.000 | -0.00 | 2024-08-08 |