| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-09 | WRBY | WRBY240621P00015000 | 15.00 | 17.0 | 263.000 | 0.404 | 0.258 | 0.4 | 0.6 | -0.010 | 0.610 | 0.860 | 1.20 | 14.68 | 2024-06-21 | PUT | Long | 0.282 | 0.329 | 0.180 |
| 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 | WRBY | 0.636 | 0.093 | 0.215 | 0.145 | 0.103 | -0.029 | 24.30 | -0.094 | 0.0000 | 11.46 | 24.30 | 21 | 1y | 18.54 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| WRBY240621P00015000 | WRBY | PUT | Long | 15.00 | None | $-1.08 | -0.90 | $-0.68 | -0.05 | 0.06 | 1.20 | 0.12 | 14.68 | 15.36 | -1.08 | $-108.00 | 120.00 | 40 | 22.0 | 343.000 | -0.68 | 2024-06-18 |
| WRBY240621P00015000 | WRBY | PUT | Long | 15.00 | None | $-1.10 | -0.92 | $-0.82 | -0.06 | 0.08 | 1.20 | 0.10 | 14.68 | 15.50 | -1.10 | $-110.00 | 120.00 | 39 | 7.0 | 343.000 | -0.82 | 2024-06-17 |
| WRBY240621P00015000 | WRBY | PUT | Long | 15.00 | None | $-1.10 | -0.92 | $-1.51 | -0.10 | 0.12 | 1.20 | 0.10 | 14.68 | 16.19 | -1.10 | $-110.00 | 120.00 | 36 | 7.0 | 343.000 | -1.51 | 2024-06-14 |
| WRBY240621P00015000 | WRBY | PUT | Long | 15.00 | None | $-1.10 | -0.92 | $-1.46 | -0.10 | 0.07 | 1.20 | 0.10 | 14.68 | 16.14 | -1.10 | $-110.00 | 120.00 | 35 | 7.0 | 343.000 | -1.46 | 2024-06-13 |
| WRBY240621P00015000 | WRBY | PUT | Long | 15.00 | None | $-1.10 | -0.92 | $-1.88 | -0.13 | 0.10 | 1.20 | 0.10 | 14.68 | 16.56 | -1.10 | $-110.00 | 120.00 | 34 | 7.0 | 342.000 | -1.88 | 2024-06-12 |
| WRBY240621P00015000 | WRBY | PUT | Long | 15.00 | None | $-1.15 | -0.96 | $-1.98 | -0.13 | 0.14 | 1.20 | 0.05 | 14.68 | 16.66 | -1.15 | $-115.00 | 120.00 | 33 | 1.0 | 342.000 | -1.98 | 2024-06-11 |
| WRBY240621P00015000 | WRBY | PUT | Long | 15.00 | None | $-1.15 | -0.96 | $-2.20 | -0.15 | 0.16 | 1.20 | 0.05 | 14.68 | 16.88 | -1.15 | $-115.00 | 120.00 | 32 | 1.0 | 342.000 | -2.20 | 2024-06-10 |
| WRBY240621P00015000 | WRBY | PUT | Long | 15.00 | None | $-1.08 | -0.90 | $-1.95 | -0.13 | 0.11 | 1.20 | 0.12 | 14.68 | 16.63 | -1.08 | $-108.00 | 120.00 | 31 | 14.0 | 342.000 | -1.95 | 2024-06-09 |
| WRBY240621P00015000 | WRBY | PUT | Long | 15.00 | None | $-1.08 | -0.90 | $-1.95 | -0.13 | 0.06 | 1.20 | 0.12 | 14.68 | 16.63 | -1.08 | $-108.00 | 120.00 | 29 | 14.0 | 342.000 | -1.95 | 2024-06-07 |
| WRBY240621P00015000 | WRBY | PUT | Long | 15.00 | None | $-1.08 | -0.90 | $-2.31 | -0.16 | 0.10 | 1.20 | 0.12 | 14.68 | 16.99 | -1.08 | $-108.00 | 120.00 | 28 | 14.0 | 342.000 | -2.31 | 2024-06-06 |
| WRBY240621P00015000 | WRBY | PUT | Long | 15.00 | None | $-1.08 | -0.90 | $-2.59 | -0.18 | 0.20 | 1.20 | 0.12 | 14.68 | 17.27 | -1.08 | $-108.00 | 120.00 | 27 | 14.0 | 342.000 | -2.59 | 2024-06-05 |
| WRBY240621P00015000 | WRBY | PUT | Long | 15.00 | None | $-1.10 | -0.92 | $-2.41 | -0.16 | 0.09 | 1.20 | 0.10 | 14.68 | 17.09 | -1.10 | $-110.00 | 120.00 | 26 | 1.0 | 342.000 | -2.41 | 2024-06-04 |
| WRBY240621P00015000 | WRBY | PUT | Long | 15.00 | None | $-1.10 | -0.92 | $-2.95 | -0.20 | 0.19 | 1.20 | 0.10 | 14.68 | 17.63 | -1.10 | $-110.00 | 120.00 | 25 | 1.0 | 342.000 | -2.95 | 2024-06-03 |
| WRBY240621P00015000 | WRBY | PUT | Long | 15.00 | None | $-1.10 | -0.92 | $-3.05 | -0.21 | 0.16 | 1.20 | 0.10 | 14.68 | 17.73 | -1.10 | $-110.00 | 120.00 | 22 | 1.0 | 342.000 | -3.05 | 2024-05-31 |
| WRBY240621P00015000 | WRBY | PUT | Long | 15.00 | None | $-1.10 | -0.92 | $-2.76 | -0.19 | 0.11 | 1.20 | 0.10 | 14.68 | 17.44 | -1.10 | $-110.00 | 120.00 | 21 | 1.0 | 342.000 | -2.76 | 2024-05-30 |
| WRBY240621P00015000 | WRBY | PUT | Long | 15.00 | None | $-1.10 | -0.92 | $-2.09 | -0.14 | 0.17 | 1.20 | 0.10 | 14.68 | 16.77 | -1.10 | $-110.00 | 120.00 | 20 | 1.0 | 342.000 | -2.09 | 2024-05-29 |
| WRBY240621P00015000 | WRBY | PUT | Long | 15.00 | None | $-1.10 | -0.92 | $-2.46 | -0.17 | 0.18 | 1.20 | 0.10 | 14.68 | 17.14 | -1.10 | $-110.00 | 120.00 | 19 | 1.0 | 341.000 | -2.46 | 2024-05-28 |
| WRBY240621P00015000 | WRBY | PUT | Long | 15.00 | None | $-0.95 | -0.79 | $-2.57 | -0.18 | 0.11 | 1.20 | 0.25 | 14.68 | 17.25 | -0.95 | $-95.00 | 120.00 | 18 | 1.0 | 341.000 | -2.57 | 2024-05-27 |
| WRBY240621P00015000 | WRBY | PUT | Long | 15.00 | None | $-0.95 | -0.79 | $-2.59 | -0.18 | 0.15 | 1.20 | 0.25 | 14.68 | 17.27 | -0.95 | $-95.00 | 120.00 | 15 | 1.0 | 341.000 | -2.59 | 2024-05-24 |
| WRBY240621P00015000 | WRBY | PUT | Long | 15.00 | None | $-0.95 | -0.79 | $-2.13 | -0.15 | 0.11 | 1.20 | 0.25 | 14.68 | 16.81 | -0.95 | $-95.00 | 120.00 | 14 | 1.0 | 341.000 | -2.13 | 2024-05-23 |
| WRBY240621P00015000 | WRBY | PUT | Long | 15.00 | None | $-0.95 | -0.79 | $-2.19 | -0.15 | 0.12 | 1.20 | 0.25 | 14.68 | 16.87 | -0.95 | $-95.00 | 120.00 | 13 | 1.0 | 341.000 | -2.19 | 2024-05-22 |
| WRBY240621P00015000 | WRBY | PUT | Long | 15.00 | None | $-0.95 | -0.79 | $-2.21 | -0.15 | 0.18 | 1.20 | 0.25 | 14.68 | 16.89 | -0.95 | $-95.00 | 120.00 | 12 | 1.0 | 341.000 | -2.21 | 2024-05-21 |
| WRBY240621P00015000 | WRBY | PUT | Long | 15.00 | None | $-0.80 | -0.67 | $-2.01 | -0.14 | -0.28 | 1.20 | 0.40 | 14.68 | 16.69 | -0.80 | $-80.00 | 120.00 | 11 | 50.0 | 0.000 | -2.01 | 2024-05-20 |
| WRBY240621P00015000 | WRBY | PUT | Long | 15.00 | None | $-0.80 | -0.67 | $-1.85 | -0.13 | 0.08 | 1.20 | 0.40 | 14.68 | 16.53 | -0.80 | $-80.00 | 120.00 | 10 | 50.0 | 341.000 | -1.85 | 2024-05-19 |
| WRBY240621P00015000 | WRBY | PUT | Long | 15.00 | None | $-0.80 | -0.67 | $-1.85 | -0.13 | 0.07 | 1.20 | 0.40 | 14.68 | 16.53 | -0.80 | $-80.00 | 120.00 | 9 | 50.0 | 341.000 | -1.85 | 2024-05-18 |
| WRBY240621P00015000 | WRBY | PUT | Long | 15.00 | None | $-0.80 | -0.67 | $-1.86 | -0.13 | 0.06 | 1.20 | 0.40 | 14.68 | 16.54 | -0.80 | $-80.00 | 120.00 | 8 | 50.0 | 341.000 | -1.86 | 2024-05-17 |
| WRBY240621P00015000 | WRBY | PUT | Long | 15.00 | None | $-0.72 | -0.60 | $-1.04 | -0.07 | 0.06 | 1.20 | 0.48 | 14.68 | 15.72 | -0.72 | $-72.00 | 120.00 | 6 | 4.0 | 291.000 | -1.04 | 2024-05-15 |
| WRBY240621P00015000 | WRBY | PUT | Long | 15.00 | None | $-0.70 | -0.58 | $-0.89 | -0.06 | 0.05 | 1.20 | 0.50 | 14.68 | 15.57 | -0.70 | $-70.00 | 120.00 | 5 | 28.0 | 0.000 | -0.89 | 2024-05-14 |
| WRBY240621P00015000 | WRBY | PUT | Long | 15.00 | None | $-0.65 | -0.54 | $-0.82 | -0.06 | 0.06 | 1.20 | 0.55 | 14.68 | 15.50 | -0.65 | $-65.00 | 120.00 | 4 | 13.0 | 264.000 | -0.82 | 2024-05-13 |
| WRBY240621P00015000 | WRBY | PUT | Long | 15.00 | Exit OP PnL: $-0.40;Exit EQ PnL: -0.11; Position is Long and position continued to lose. Latest OP price is: $0.80 (EQ: $14.79). Initial OP price was: $1.20 (EQ: $14.68). Surpassed Stop Loss Percentage: -0.3333333333333333333333333333 < -0.16. | $-0.40 | -0.33 | $-0.11 | -0.01 | -0.40 | 1.20 | 0.80 | 14.68 | 14.79 | -0.40 | $-40.00 | 120.00 | 3 | 1.0 | 264.000 | -0.11 | 2024-05-12 |
| WRBY240621P00015000 | WRBY | PUT | Long | 15.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 1.20 | 1.20 | 14.68 | 14.68 | 0.00 | $0.00 | 120.00 | 0 | 17.0 | 263.000 | -0.00 | 2024-05-09 |