| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-12-02 | WOOF | WOOF250117P00005000 | 5.00 | 3.0 | 12.000 | 1.070 | 0.361 | 0.2 | 0.3 | 0.000 | 0.620 | 0.680 | 0.95 | 4.91 | 2025-01-17 | PUT | Long | 0.491 | 0.509 | 0.150 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| WOOF250117P00005000 | WOOF | PUT | Long | 5.00 | None | $0.15 | 0.16 | $0.95 | 0.19 | -0.34 | 0.95 | 1.10 | 4.91 | 3.96 | 0.15 | $15.00 | 95.00 | 18 | 5.0 | 156.000 | 0.95 | 2024-12-20 |
| WOOF250117P00005000 | WOOF | PUT | Long | 5.00 | None | $0.15 | 0.16 | $0.98 | 0.20 | -0.26 | 0.95 | 1.10 | 4.91 | 3.93 | 0.15 | $15.00 | 95.00 | 17 | 5.0 | 151.000 | 0.98 | 2024-12-19 |
| WOOF250117P00005000 | WOOF | PUT | Long | 5.00 | None | $-0.20 | -0.21 | $0.77 | 0.16 | -0.23 | 0.95 | 0.75 | 4.91 | 4.14 | -0.20 | $-20.00 | 95.00 | 16 | 48.0 | 103.000 | 0.77 | 2024-12-18 |
| WOOF250117P00005000 | WOOF | PUT | Long | 5.00 | None | $-0.05 | -0.05 | $0.47 | 0.10 | -0.23 | 0.95 | 0.90 | 4.91 | 4.44 | -0.05 | $-5.00 | 95.00 | 15 | 7.0 | 103.000 | 0.47 | 2024-12-17 |
| WOOF250117P00005000 | WOOF | PUT | Long | 5.00 | None | $-0.05 | -0.05 | $0.62 | 0.13 | -0.24 | 0.95 | 0.90 | 4.91 | 4.29 | -0.05 | $-5.00 | 95.00 | 14 | 7.0 | 103.000 | 0.62 | 2024-12-16 |
| WOOF250117P00005000 | WOOF | PUT | Long | 5.00 | None | $-0.40 | -0.42 | $0.46 | 0.09 | -0.26 | 0.95 | 0.55 | 4.91 | 4.45 | -0.40 | $-40.00 | 95.00 | 11 | 49.0 | 103.000 | 0.46 | 2024-12-13 |
| WOOF250117P00005000 | WOOF | PUT | Long | 5.00 | None | $-0.40 | -0.42 | $0.34 | 0.07 | -0.32 | 0.95 | 0.55 | 4.91 | 4.57 | -0.40 | $-40.00 | 95.00 | 10 | 49.0 | 103.000 | 0.34 | 2024-12-12 |
| WOOF250117P00005000 | WOOF | PUT | Long | 5.00 | None | $-0.20 | -0.21 | $-0.00 | -0.00 | -0.36 | 0.95 | 0.75 | 4.91 | 4.91 | -0.20 | $-20.00 | 95.00 | 9 | 31.0 | 67.000 | -0.00 | 2024-12-11 |
| WOOF250117P00005000 | WOOF | PUT | Long | 5.00 | None | $-0.20 | -0.21 | $0.36 | 0.07 | -0.23 | 0.95 | 0.75 | 4.91 | 4.55 | -0.20 | $-20.00 | 95.00 | 8 | 31.0 | 79.000 | 0.36 | 2024-12-10 |
| WOOF250117P00005000 | WOOF | PUT | Long | 5.00 | None | $-0.36 | -0.38 | $0.21 | 0.04 | -0.30 | 0.95 | 0.59 | 4.91 | 4.70 | -0.36 | $-36.00 | 95.00 | 7 | 42.0 | 84.000 | 0.21 | 2024-12-09 |
| WOOF250117P00005000 | WOOF | PUT | Long | 5.00 | None | $-0.56 | -0.59 | $-0.38 | -0.08 | -0.17 | 0.95 | 0.39 | 4.91 | 5.29 | -0.56 | $-56.00 | 95.00 | 6 | 64.0 | 31.000 | -0.38 | 2024-12-08 |
| WOOF250117P00005000 | WOOF | PUT | Long | 5.00 | None | $-0.56 | -0.59 | $-0.38 | -0.08 | -0.31 | 0.95 | 0.39 | 4.91 | 5.29 | -0.56 | $-56.00 | 95.00 | 4 | 64.0 | 31.000 | -0.38 | 2024-12-06 |
| WOOF250117P00005000 | WOOF | PUT | Long | 5.00 | None | $-0.20 | -0.21 | $0.01 | 0.00 | 0.07 | 0.95 | 0.75 | 4.91 | 4.90 | -0.20 | $-20.00 | 95.00 | 3 | 3.0 | 30.000 | 0.01 | 2024-12-05 |
| WOOF250117P00005000 | WOOF | PUT | Long | 5.00 | None | $-0.19 | -0.20 | $-0.14 | -0.03 | 0.08 | 0.95 | 0.76 | 4.91 | 5.05 | -0.19 | $-19.00 | 95.00 | 2 | 11.0 | 17.000 | -0.14 | 2024-12-04 |
| WOOF250117P00005000 | WOOF | PUT | Long | 5.00 | None | $-0.20 | -0.21 | $-0.26 | -0.05 | 0.02 | 0.95 | 0.75 | 4.91 | 5.17 | -0.20 | $-20.00 | 95.00 | 1 | 4.0 | 15.000 | -0.26 | 2024-12-03 |
| WOOF250117P00005000 | WOOF | PUT | Long | 5.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.95 | 0.95 | 4.91 | 4.91 | 0.00 | $0.00 | 95.00 | 0 | 3.0 | 12.000 | -0.00 | 2024-12-02 |