| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-06-18 | VXRT | VXRT240719P00000500 | 0.50 | 251.0 | 1623.000 | 2.188 | 0.501 | 0.2 | 0.0 | -0.020 | 0.240 | 0.060 | 0.05 | 0.68 | 2024-07-19 | PUT | Long | 0.495 | 0.563 | 0.290 |
| 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 | VXRT | 0.909 | 0.163 | 0.447 | 0.244 | 0.173 | -0.014 | 0.59 | -11.176 | 0.0000 | 0.53 | 1.41 | 21 | 1y | 0.74 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VXRT240719P00000500 | VXRT | PUT | Long | 0.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 2.94 | 0.05 | 0.05 | 0.68 | 0.68 | 0.00 | $0.00 | 5.00 | 30 | 3.0 | 2398.000 | -0.00 | 2024-07-18 |
| VXRT240719P00000500 | VXRT | PUT | Long | 0.50 | None | $0.00 | 0.00 | $-0.03 | -0.04 | 2.19 | 0.05 | 0.05 | 0.68 | 0.71 | 0.00 | $0.00 | 5.00 | 29 | 3.0 | 2398.000 | -0.03 | 2024-07-17 |
| VXRT240719P00000500 | VXRT | PUT | Long | 0.50 | None | $0.00 | 0.00 | $-0.05 | -0.07 | 1.81 | 0.05 | 0.05 | 0.68 | 0.73 | 0.00 | $0.00 | 5.00 | 28 | 2.0 | 2398.000 | -0.05 | 2024-07-16 |
| VXRT240719P00000500 | VXRT | PUT | Long | 0.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.94 | 0.05 | 0.05 | 0.68 | 0.68 | 0.00 | $0.00 | 5.00 | 27 | 2.0 | 2398.000 | -0.00 | 2024-07-15 |
| VXRT240719P00000500 | VXRT | PUT | Long | 0.50 | None | $0.00 | 0.00 | $0.01 | 0.01 | 0.31 | 0.05 | 0.05 | 0.68 | 0.67 | 0.00 | $0.00 | 5.00 | 24 | 2.0 | 2398.000 | 0.01 | 2024-07-12 |
| VXRT240719P00000500 | VXRT | PUT | Long | 0.50 | None | $-0.01 | -0.20 | $0.01 | 0.01 | 0.19 | 0.05 | 0.04 | 0.68 | 0.67 | -0.01 | $-1.00 | 5.00 | 23 | 1.0 | 2398.000 | 0.01 | 2024-07-11 |
| VXRT240719P00000500 | VXRT | PUT | Long | 0.50 | None | $-0.01 | -0.20 | $0.02 | 0.03 | -0.06 | 0.05 | 0.04 | 0.68 | 0.66 | -0.01 | $-1.00 | 5.00 | 22 | 1.0 | 2398.000 | 0.02 | 2024-07-10 |
| VXRT240719P00000500 | VXRT | PUT | Long | 0.50 | None | $-0.01 | -0.20 | $0.07 | 0.10 | -0.44 | 0.05 | 0.04 | 0.68 | 0.61 | -0.01 | $-1.00 | 5.00 | 21 | 1.0 | 2398.000 | 0.07 | 2024-07-09 |
| VXRT240719P00000500 | VXRT | PUT | Long | 0.50 | None | $-0.01 | -0.20 | $0.06 | 0.09 | -0.44 | 0.05 | 0.04 | 0.68 | 0.62 | -0.01 | $-1.00 | 5.00 | 20 | 1.0 | 2398.000 | 0.06 | 2024-07-08 |
| VXRT240719P00000500 | VXRT | PUT | Long | 0.50 | None | $-0.01 | -0.20 | $0.02 | 0.03 | -0.44 | 0.05 | 0.04 | 0.68 | 0.66 | -0.01 | $-1.00 | 5.00 | 17 | 1.0 | 2398.000 | 0.02 | 2024-07-05 |
| VXRT240719P00000500 | VXRT | PUT | Long | 0.50 | None | $-0.01 | -0.20 | $0.03 | 0.04 | -0.56 | 0.05 | 0.04 | 0.68 | 0.65 | -0.01 | $-1.00 | 5.00 | 16 | 1.0 | 0.000 | 0.03 | 2024-07-04 |
| VXRT240719P00000500 | VXRT | PUT | Long | 0.50 | None | $-0.01 | -0.20 | $0.03 | 0.04 | -0.62 | 0.05 | 0.04 | 0.68 | 0.65 | -0.01 | $-1.00 | 5.00 | 15 | 1.0 | 0.000 | 0.03 | 2024-07-03 |
| VXRT240719P00000500 | VXRT | PUT | Long | 0.50 | None | $-0.01 | -0.20 | $-0.00 | -0.00 | -0.50 | 0.05 | 0.04 | 0.68 | 0.68 | -0.01 | $-1.00 | 5.00 | 14 | 3.0 | 2398.000 | -0.00 | 2024-07-02 |
| VXRT240719P00000500 | VXRT | PUT | Long | 0.50 | None | $0.00 | 0.00 | $-0.01 | -0.01 | -1.69 | 0.05 | 0.05 | 0.68 | 0.69 | 0.00 | $0.00 | 5.00 | 13 | 3.0 | 2398.000 | -0.01 | 2024-07-01 |
| VXRT240719P00000500 | VXRT | PUT | Long | 0.50 | None | $0.00 | 0.00 | $0.01 | 0.01 | -0.72 | 0.05 | 0.05 | 0.68 | 0.67 | 0.00 | $0.00 | 5.00 | 10 | 3.0 | 2398.000 | 0.01 | 2024-06-28 |
| VXRT240719P00000500 | VXRT | PUT | Long | 0.50 | None | $0.00 | 0.00 | $0.01 | 0.01 | -0.75 | 0.05 | 0.05 | 0.68 | 0.67 | 0.00 | $0.00 | 5.00 | 9 | 3.0 | 2398.000 | 0.01 | 2024-06-27 |
| VXRT240719P00000500 | VXRT | PUT | Long | 0.50 | None | $0.00 | 0.00 | $-0.02 | -0.03 | -0.69 | 0.05 | 0.05 | 0.68 | 0.70 | 0.00 | $0.00 | 5.00 | 7 | 3.0 | 2398.000 | -0.02 | 2024-06-25 |
| VXRT240719P00000500 | VXRT | PUT | Long | 0.50 | None | $0.00 | 0.00 | $-0.07 | -0.10 | -0.56 | 0.05 | 0.05 | 0.68 | 0.75 | 0.00 | $0.00 | 5.00 | 6 | 3.0 | 2397.000 | -0.07 | 2024-06-24 |
| VXRT240719P00000500 | VXRT | PUT | Long | 0.50 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.05 | 0.05 | 0.68 | 0.68 | 0.00 | $0.00 | 5.00 | 0 | 251.0 | 1623.000 | -0.00 | 2024-06-18 |