| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-01-12 | WIT | WIT240216P00005000 | 5.00 | 1007.0 | 2.000 | 0.578 | 0.177 | 1.3 | 0.0 | -0.010 | 1.330 | 0.030 | 0.05 | 6.28 | 2024-02-16 | PUT | Long | 0.104 | 0.188 | 0.169 |
| 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 | WIT | 1.000 | 0.062 | 0.718 | 0.144 | 0.718 | 0.642 | 3.70 | 0.123 | 0.0000 | 3.62 | 7.24 | 21 | 1y | 6.69 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| WIT240216P00005000 | WIT | PUT | Long | 5.00 | None | $0.05 | 1.00 | $0.42 | 0.07 | 0.20 | 0.05 | 0.10 | 6.28 | 5.86 | 0.05 | $5.00 | 5.00 | 28 | 1.0 | 1014.000 | 0.42 | 2024-02-09 |
| WIT240216P00005000 | WIT | PUT | Long | 5.00 | None | $0.05 | 1.00 | $0.44 | 0.07 | 0.31 | 0.05 | 0.10 | 6.28 | 5.84 | 0.05 | $5.00 | 5.00 | 27 | 1.0 | 1014.000 | 0.44 | 2024-02-08 |
| WIT240216P00005000 | WIT | PUT | Long | 5.00 | None | $0.05 | 1.00 | $0.39 | 0.06 | 0.30 | 0.05 | 0.10 | 6.28 | 5.89 | 0.05 | $5.00 | 5.00 | 26 | 1.0 | 1014.000 | 0.39 | 2024-02-07 |
| WIT240216P00005000 | WIT | PUT | Long | 5.00 | None | $0.05 | 1.00 | $0.34 | 0.05 | 0.14 | 0.05 | 0.10 | 6.28 | 5.94 | 0.05 | $5.00 | 5.00 | 25 | 1.0 | 1014.000 | 0.34 | 2024-02-06 |
| WIT240216P00005000 | WIT | PUT | Long | 5.00 | None | $0.05 | 1.00 | $0.51 | 0.08 | -0.33 | 0.05 | 0.10 | 6.28 | 5.77 | 0.05 | $5.00 | 5.00 | 24 | 1.0 | 1014.000 | 0.51 | 2024-02-05 |
| WIT240216P00005000 | WIT | PUT | Long | 5.00 | None | $0.05 | 1.00 | $0.51 | 0.08 | -0.33 | 0.05 | 0.10 | 6.28 | 5.77 | 0.05 | $5.00 | 5.00 | 23 | 1.0 | 1014.000 | 0.51 | 2024-02-04 |
| WIT240216P00005000 | WIT | PUT | Long | 5.00 | None | $0.05 | 1.00 | $0.51 | 0.08 | -0.05 | 0.05 | 0.10 | 6.28 | 5.77 | 0.05 | $5.00 | 5.00 | 21 | 1.0 | 1014.000 | 0.51 | 2024-02-02 |
| WIT240216P00005000 | WIT | PUT | Long | 5.00 | None | $0.05 | 1.00 | $0.58 | 0.09 | 0.02 | 0.05 | 0.10 | 6.28 | 5.70 | 0.05 | $5.00 | 5.00 | 20 | 1.0 | 1014.000 | 0.58 | 2024-02-01 |
| WIT240216P00005000 | WIT | PUT | Long | 5.00 | None | $0.05 | 1.00 | $0.62 | 0.10 | -0.02 | 0.05 | 0.10 | 6.28 | 5.66 | 0.05 | $5.00 | 5.00 | 19 | 1.0 | 1014.000 | 0.62 | 2024-01-31 |
| WIT240216P00005000 | WIT | PUT | Long | 5.00 | None | $0.05 | 1.00 | $0.63 | 0.10 | -0.04 | 0.05 | 0.10 | 6.28 | 5.65 | 0.05 | $5.00 | 5.00 | 18 | 1.0 | 1014.000 | 0.63 | 2024-01-30 |
| WIT240216P00005000 | WIT | PUT | Long | 5.00 | None | $0.05 | 1.00 | $0.55 | 0.09 | -0.02 | 0.05 | 0.10 | 6.28 | 5.73 | 0.05 | $5.00 | 5.00 | 17 | 1.0 | 1014.000 | 0.55 | 2024-01-29 |
| WIT240216P00005000 | WIT | PUT | Long | 5.00 | None | $0.05 | 1.00 | $0.56 | 0.09 | -0.04 | 0.05 | 0.10 | 6.28 | 5.72 | 0.05 | $5.00 | 5.00 | 16 | 1.0 | 1014.000 | 0.56 | 2024-01-28 |
| WIT240216P00005000 | WIT | PUT | Long | 5.00 | None | $0.05 | 1.00 | $0.56 | 0.09 | -0.05 | 0.05 | 0.10 | 6.28 | 5.72 | 0.05 | $5.00 | 5.00 | 15 | 1.0 | 1014.000 | 0.56 | 2024-01-27 |
| WIT240216P00005000 | WIT | PUT | Long | 5.00 | None | $0.05 | 1.00 | $0.56 | 0.09 | -0.06 | 0.05 | 0.10 | 6.28 | 5.72 | 0.05 | $5.00 | 5.00 | 14 | 1.0 | 1014.000 | 0.56 | 2024-01-26 |
| WIT240216P00005000 | WIT | PUT | Long | 5.00 | None | $0.05 | 1.00 | $0.56 | 0.09 | -0.08 | 0.05 | 0.10 | 6.28 | 5.72 | 0.05 | $5.00 | 5.00 | 13 | 1.0 | 1014.000 | 0.56 | 2024-01-25 |
| WIT240216P00005000 | WIT | PUT | Long | 5.00 | None | $0.05 | 1.00 | $0.53 | 0.08 | -0.07 | 0.05 | 0.10 | 6.28 | 5.75 | 0.05 | $5.00 | 5.00 | 12 | 1.0 | 1014.000 | 0.53 | 2024-01-24 |
| WIT240216P00005000 | WIT | PUT | Long | 5.00 | None | $0.05 | 1.00 | $0.60 | 0.10 | 0.02 | 0.05 | 0.10 | 6.28 | 5.68 | 0.05 | $5.00 | 5.00 | 11 | 1.0 | 1014.000 | 0.60 | 2024-01-23 |
| WIT240216P00005000 | WIT | PUT | Long | 5.00 | None | $0.05 | 1.00 | $0.52 | 0.08 | 0.05 | 0.05 | 0.10 | 6.28 | 5.76 | 0.05 | $5.00 | 5.00 | 10 | 1.0 | 1014.000 | 0.52 | 2024-01-22 |
| WIT240216P00005000 | WIT | PUT | Long | 5.00 | None | $0.05 | 1.00 | $0.50 | 0.08 | 0.03 | 0.05 | 0.10 | 6.28 | 5.78 | 0.05 | $5.00 | 5.00 | 7 | 1.0 | 1014.000 | 0.50 | 2024-01-19 |
| WIT240216P00005000 | WIT | PUT | Long | 5.00 | None | $0.05 | 1.00 | $0.50 | 0.08 | -0.11 | 0.05 | 0.10 | 6.28 | 5.78 | 0.05 | $5.00 | 5.00 | 6 | 1.0 | 1013.000 | 0.50 | 2024-01-18 |
| WIT240216P00005000 | WIT | PUT | Long | 5.00 | None | $0.05 | 1.00 | $0.59 | 0.09 | -0.02 | 0.05 | 0.10 | 6.28 | 5.69 | 0.05 | $5.00 | 5.00 | 5 | 5.0 | 1013.000 | 0.59 | 2024-01-17 |
| WIT240216P00005000 | WIT | PUT | Long | 5.00 | None | $0.05 | 1.00 | $0.49 | 0.08 | -0.06 | 0.05 | 0.10 | 6.28 | 5.79 | 0.05 | $5.00 | 5.00 | 4 | 5.0 | 1008.000 | 0.49 | 2024-01-16 |
| WIT240216P00005000 | WIT | PUT | Long | 5.00 | OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position. | $0.00 | 0.00 | $-0.00 | -0.00 | 0.02 | 0.05 | 0.05 | 6.28 | 6.28 | 0.00 | $0.00 | 5.00 | 3 | 1007.0 | 2.000 | -0.00 | 2024-01-15 |
| WIT240216P00005000 | WIT | PUT | Long | 5.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.01 | 0.05 | 0.05 | 6.28 | 6.28 | 0.00 | $0.00 | 5.00 | 1 | 1007.0 | 2.000 | -0.00 | 2024-01-13 |
| WIT240216P00005000 | WIT | PUT | Long | 5.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.05 | 0.05 | 6.28 | 6.28 | 0.00 | $0.00 | 5.00 | 0 | 1007.0 | 2.000 | -0.00 | 2024-01-12 |