| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-31 | VST | VST240830P00079000 | 79.00 | 24.0 | 26.000 | 0.636 | 0.255 | 2.5 | 1.8 | 0.000 | 5.580 | 4.920 | 9.98 | 79.39 | 2024-08-30 | PUT | Long | 0.297 | 0.329 | 0.148 |
| 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 | VST | 0.727 | 0.046 | 0.229 | 0.155 | 0.189 | 0.040 | 139.77 | 0.101 | 0.0000 | 37.61 | 166.61 | 21 | 1y | 130.35 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VST240830P00079000 | VST | PUT | Long | 79.00 | None | $-8.96 | -0.99 | $-10.28 | -0.14 | -0.00 | 9.01 | 0.05 | 74.39 | 84.67 | -8.96 | $-896.00 | 901.00 | 23 | 14.0 | 242.000 | -10.28 | 2024-08-29 |
| VST240830P00079000 | VST | PUT | Long | 79.00 | None | $-8.51 | -0.94 | $-8.13 | -0.11 | -0.06 | 9.01 | 0.50 | 74.39 | 82.52 | -8.51 | $-851.00 | 901.00 | 22 | 2.0 | 242.000 | -8.13 | 2024-08-28 |
| VST240830P00079000 | VST | PUT | Long | 79.00 | None | $-8.66 | -0.96 | $-9.55 | -0.13 | -0.52 | 9.01 | 0.35 | 74.39 | 83.94 | -8.66 | $-866.00 | 901.00 | 21 | 41.0 | 241.000 | -9.55 | 2024-08-27 |
| VST240830P00079000 | VST | PUT | Long | 79.00 | None | $-8.66 | -0.96 | $-10.49 | -0.14 | -0.06 | 9.01 | 0.35 | 74.39 | 84.88 | -8.66 | $-866.00 | 901.00 | 20 | 41.0 | 223.000 | -10.49 | 2024-08-26 |
| VST240830P00079000 | VST | PUT | Long | 79.00 | None | $-8.65 | -0.96 | $-11.38 | -0.15 | -0.10 | 9.01 | 0.36 | 74.39 | 85.77 | -8.65 | $-865.00 | 901.00 | 19 | 33.0 | 238.000 | -11.38 | 2024-08-25 |
| VST240830P00079000 | VST | PUT | Long | 79.00 | None | $-8.65 | -0.96 | $-11.38 | -0.15 | -0.14 | 9.01 | 0.36 | 74.39 | 85.77 | -8.65 | $-865.00 | 901.00 | 18 | 33.0 | 238.000 | -11.38 | 2024-08-24 |
| VST240830P00079000 | VST | PUT | Long | 79.00 | None | $-8.56 | -0.95 | $-11.39 | -0.15 | -0.15 | 9.01 | 0.45 | 74.39 | 85.78 | -8.56 | $-856.00 | 901.00 | 17 | 25.0 | 238.000 | -11.39 | 2024-08-23 |
| VST240830P00079000 | VST | PUT | Long | 79.00 | None | $-8.34 | -0.93 | $-8.90 | -0.12 | -0.16 | 9.01 | 0.67 | 74.39 | 83.29 | -8.34 | $-834.00 | 901.00 | 16 | 95.0 | 238.000 | -8.90 | 2024-08-22 |
| VST240830P00079000 | VST | PUT | Long | 79.00 | None | $-7.96 | -0.88 | $-7.89 | -0.11 | -0.18 | 9.01 | 1.05 | 74.39 | 82.28 | -7.96 | $-796.00 | 901.00 | 15 | 18.0 | 238.000 | -7.89 | 2024-08-21 |
| VST240830P00079000 | VST | PUT | Long | 79.00 | None | $-6.91 | -0.77 | $-5.26 | -0.07 | -0.19 | 9.01 | 2.10 | 74.39 | 79.65 | -6.91 | $-691.00 | 901.00 | 14 | 40.0 | 206.000 | -5.26 | 2024-08-20 |
| VST240830P00079000 | VST | PUT | Long | 79.00 | None | $-7.11 | -0.79 | $-6.35 | -0.09 | -0.13 | 9.01 | 1.90 | 74.39 | 80.74 | -7.11 | $-711.00 | 901.00 | 13 | 145.0 | 83.000 | -6.35 | 2024-08-19 |
| VST240830P00079000 | VST | PUT | Long | 79.00 | None | $-6.56 | -0.73 | $-4.96 | -0.07 | -0.16 | 9.01 | 2.45 | 74.39 | 79.35 | -6.56 | $-656.00 | 901.00 | 12 | 68.0 | 28.000 | -4.96 | 2024-08-18 |
| VST240830P00079000 | VST | PUT | Long | 79.00 | None | $-6.56 | -0.73 | $-4.96 | -0.07 | -0.18 | 9.01 | 2.45 | 74.39 | 79.35 | -6.56 | $-656.00 | 901.00 | 11 | 68.0 | 28.000 | -4.96 | 2024-08-17 |
| VST240830P00079000 | VST | PUT | Long | 79.00 | None | $-6.56 | -0.73 | $-4.96 | -0.07 | -0.18 | 9.01 | 2.45 | 74.39 | 79.35 | -6.56 | $-656.00 | 901.00 | 10 | 68.0 | 28.000 | -4.96 | 2024-08-16 |
| VST240830P00079000 | VST | PUT | Long | 79.00 | None | $-6.38 | -0.71 | $-7.06 | -0.09 | -0.16 | 9.01 | 2.63 | 74.39 | 81.45 | -6.38 | $-638.00 | 901.00 | 9 | 25.0 | 31.000 | -7.06 | 2024-08-15 |
| VST240830P00079000 | VST | PUT | Long | 79.00 | None | $-3.91 | -0.43 | $-4.85 | -0.07 | -0.16 | 9.01 | 5.10 | 74.39 | 79.24 | -3.91 | $-391.00 | 901.00 | 8 | 3.0 | 31.000 | -4.85 | 2024-08-14 |
| VST240830P00079000 | VST | PUT | Long | 79.00 | None | $-3.91 | -0.43 | $-6.04 | -0.08 | -0.14 | 9.01 | 5.10 | 74.39 | 80.43 | -3.91 | $-391.00 | 901.00 | 7 | 3.0 | 31.000 | -6.04 | 2024-08-13 |
| VST240830P00079000 | VST | PUT | Long | 79.00 | None | $-3.91 | -0.43 | $-3.57 | -0.05 | -0.01 | 9.01 | 5.10 | 74.39 | 77.96 | -3.91 | $-391.00 | 901.00 | 6 | 3.0 | 31.000 | -3.57 | 2024-08-12 |
| VST240830P00079000 | VST | PUT | Long | 79.00 | None | $-2.31 | -0.26 | $-4.25 | -0.06 | -0.03 | 9.01 | 6.70 | 74.39 | 78.64 | -2.31 | $-231.00 | 901.00 | 3 | 1.0 | 31.000 | -4.25 | 2024-08-09 |
| VST240830P00079000 | VST | PUT | Long | 79.00 | Exit OP PnL: $-2.31;Exit EQ PnL: -2.00; Position is Long and position continued to lose. Latest OP price is: $6.70 (EQ: $76.39). Initial OP price was: $9.01 (EQ: $74.39). Surpassed Stop Loss Percentage: -0.2563817980022197558268590455 < -0.16. | $-2.31 | -0.26 | $-4.69 | -0.06 | -0.07 | 9.01 | 6.70 | 74.39 | 79.08 | -2.31 | $-231.00 | 901.00 | 2 | 1.0 | 31.000 | -4.69 | 2024-08-08 |
| VST240830P00079000 | VST | PUT | Long | 79.00 | None | $0.00 | 0.00 | $0.44 | 0.01 | -0.01 | 9.01 | 9.01 | 74.39 | 73.95 | 0.00 | $0.00 | 901.00 | 1 | 1.0 | 31.000 | 0.44 | 2024-08-07 |
| VST240830P00079000 | VST | PUT | Long | 79.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 9.01 | 9.01 | 74.39 | 74.39 | 0.00 | $0.00 | 901.00 | 0 | 1.0 | 31.000 | -0.00 | 2024-08-06 |