| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-22 | WOOF | WOOF240621P00003000 | 3.00 | 260.0 | 9201.000 | 0.914 | 0.386 | 0.1 | 0.2 | 0.000 | 0.230 | 0.340 | 0.35 | 2.88 | 2024-06-21 | PUT | Long | 0.472 | 0.499 | 0.176 |
| 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 | WOOF | 0.636 | 0.160 | 0.377 | 0.263 | 0.281 | 0.107 | 4.44 | 0.000 | 0.0000 | 1.50 | 5.77 | 21 | 1y | 4.45 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| WOOF240621P00003000 | WOOF | PUT | Long | 3.00 | None | $-0.30 | -0.86 | $-0.77 | -0.27 | 0.56 | 0.35 | 0.05 | 2.88 | 3.65 | -0.30 | $-30.00 | 35.00 | 27 | 1.0 | 10042.000 | -0.77 | 2024-06-18 |
| WOOF240621P00003000 | WOOF | PUT | Long | 3.00 | None | $-0.30 | -0.86 | $-0.58 | -0.20 | 0.15 | 0.35 | 0.05 | 2.88 | 3.46 | -0.30 | $-30.00 | 35.00 | 26 | 1.0 | 10041.000 | -0.58 | 2024-06-17 |
| WOOF240621P00003000 | WOOF | PUT | Long | 3.00 | None | $-0.30 | -0.86 | $-0.57 | -0.20 | -0.09 | 0.35 | 0.05 | 2.88 | 3.45 | -0.30 | $-30.00 | 35.00 | 23 | 37.0 | 10031.000 | -0.57 | 2024-06-14 |
| WOOF240621P00003000 | WOOF | PUT | Long | 3.00 | None | $-0.30 | -0.86 | $-0.70 | -0.24 | 0.01 | 0.35 | 0.05 | 2.88 | 3.58 | -0.30 | $-30.00 | 35.00 | 22 | 70.0 | 9992.000 | -0.70 | 2024-06-13 |
| WOOF240621P00003000 | WOOF | PUT | Long | 3.00 | None | $-0.25 | -0.71 | $-0.70 | -0.24 | 0.34 | 0.35 | 0.10 | 2.88 | 3.58 | -0.25 | $-25.00 | 35.00 | 21 | 153.0 | 9943.000 | -0.70 | 2024-06-12 |
| WOOF240621P00003000 | WOOF | PUT | Long | 3.00 | None | $-0.25 | -0.71 | $-0.69 | -0.24 | -0.10 | 0.35 | 0.10 | 2.88 | 3.57 | -0.25 | $-25.00 | 35.00 | 20 | 10.0 | 9943.000 | -0.69 | 2024-06-11 |
| WOOF240621P00003000 | WOOF | PUT | Long | 3.00 | None | $-0.25 | -0.71 | $-0.76 | -0.26 | -0.07 | 0.35 | 0.10 | 2.88 | 3.64 | -0.25 | $-25.00 | 35.00 | 19 | 10.0 | 9937.000 | -0.76 | 2024-06-10 |
| WOOF240621P00003000 | WOOF | PUT | Long | 3.00 | None | $-0.30 | -0.86 | $-0.77 | -0.27 | 0.30 | 0.35 | 0.05 | 2.88 | 3.65 | -0.30 | $-30.00 | 35.00 | 18 | 39.0 | 9912.000 | -0.77 | 2024-06-09 |
| WOOF240621P00003000 | WOOF | PUT | Long | 3.00 | None | $-0.30 | -0.86 | $-0.77 | -0.27 | 0.18 | 0.35 | 0.05 | 2.88 | 3.65 | -0.30 | $-30.00 | 35.00 | 16 | 39.0 | 9912.000 | -0.77 | 2024-06-07 |
| WOOF240621P00003000 | WOOF | PUT | Long | 3.00 | None | $-0.30 | -0.86 | $-0.94 | -0.33 | -0.06 | 0.35 | 0.05 | 2.88 | 3.82 | -0.30 | $-30.00 | 35.00 | 15 | 5.0 | 9908.000 | -0.94 | 2024-06-06 |
| WOOF240621P00003000 | WOOF | PUT | Long | 3.00 | None | $-0.30 | -0.86 | $-1.25 | -0.43 | 0.10 | 0.35 | 0.05 | 2.88 | 4.13 | -0.30 | $-30.00 | 35.00 | 14 | 2.0 | 9908.000 | -1.25 | 2024-06-05 |
| WOOF240621P00003000 | WOOF | PUT | Long | 3.00 | None | $-0.30 | -0.86 | $-1.10 | -0.38 | -0.01 | 0.35 | 0.05 | 2.88 | 3.98 | -0.30 | $-30.00 | 35.00 | 13 | 2.0 | 9906.000 | -1.10 | 2024-06-04 |
| WOOF240621P00003000 | WOOF | PUT | Long | 3.00 | None | $-0.30 | -0.86 | $-1.24 | -0.43 | 0.23 | 0.35 | 0.05 | 2.88 | 4.12 | -0.30 | $-30.00 | 35.00 | 12 | 66.0 | 9846.000 | -1.24 | 2024-06-03 |
| WOOF240621P00003000 | WOOF | PUT | Long | 3.00 | None | $-0.25 | -0.71 | $-0.98 | -0.34 | 0.13 | 0.35 | 0.10 | 2.88 | 3.86 | -0.25 | $-25.00 | 35.00 | 9 | 60.0 | 9825.000 | -0.98 | 2024-05-31 |
| WOOF240621P00003000 | WOOF | PUT | Long | 3.00 | None | $-0.25 | -0.71 | $-1.05 | -0.36 | 0.15 | 0.35 | 0.10 | 2.88 | 3.93 | -0.25 | $-25.00 | 35.00 | 8 | 374.0 | 9562.000 | -1.05 | 2024-05-30 |
| WOOF240621P00003000 | WOOF | PUT | Long | 3.00 | None | $-0.13 | -0.37 | $-0.25 | -0.09 | -0.09 | 0.35 | 0.22 | 2.88 | 3.13 | -0.13 | $-13.00 | 35.00 | 7 | 115.0 | 9631.000 | -0.25 | 2024-05-29 |
| WOOF240621P00003000 | WOOF | PUT | Long | 3.00 | None | $-0.20 | -0.57 | $-0.54 | -0.19 | -0.04 | 0.35 | 0.15 | 2.88 | 3.42 | -0.20 | $-20.00 | 35.00 | 6 | 53.0 | 9600.000 | -0.54 | 2024-05-28 |
| WOOF240621P00003000 | WOOF | PUT | Long | 3.00 | None | $-0.15 | -0.43 | $-0.70 | -0.24 | 0.15 | 0.35 | 0.20 | 2.88 | 3.58 | -0.15 | $-15.00 | 35.00 | 5 | 357.0 | 9365.000 | -0.70 | 2024-05-27 |
| WOOF240621P00003000 | WOOF | PUT | Long | 3.00 | None | $-0.15 | -0.43 | $-0.70 | -0.24 | 0.09 | 0.35 | 0.20 | 2.88 | 3.58 | -0.15 | $-15.00 | 35.00 | 2 | 357.0 | 9365.000 | -0.70 | 2024-05-24 |
| WOOF240621P00003000 | WOOF | PUT | Long | 3.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.03; Exit EQ PnL: -0.11 | $-0.12 | -0.34 | $-0.29 | -0.10 | -0.06 | 0.35 | 0.23 | 2.88 | 3.17 | -0.12 | $-12.00 | 35.00 | 1 | 307.0 | 9302.000 | -0.29 | 2024-05-23 |
| WOOF240621P00003000 | WOOF | PUT | Long | 3.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.35 | 0.35 | 2.88 | 2.88 | 0.00 | $0.00 | 35.00 | 0 | 260.0 | 9201.000 | -0.00 | 2024-05-22 |