| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-02 | XPEV | XPEV240607P00008000 | 8.00 | 70.0 | 21.000 | 0.799 | 0.286 | 1.4 | 0.0 | 0.000 | 1.670 | 0.240 | 0.36 | 9.40 | 2024-06-07 | PUT | Long | 0.353 | 0.382 | 0.158 |
| 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 | XPEV | 0.636 | 0.158 | 0.283 | 0.209 | 0.192 | -0.078 | 12.84 | -0.338 | 0.0000 | 6.63 | 15.30 | 21 | 1y | 12.22 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| XPEV240607P00008000 | XPEV | PUT | Long | 8.00 | None | $-0.34 | -0.94 | $1.05 | 0.11 | -0.25 | 0.36 | 0.02 | 9.40 | 8.35 | -0.34 | $-34.00 | 36.00 | 35 | 877.0 | 2756.000 | 1.05 | 2024-06-06 |
| XPEV240607P00008000 | XPEV | PUT | Long | 8.00 | None | $-0.28 | -0.78 | $1.05 | 0.11 | -0.11 | 0.36 | 0.08 | 9.40 | 8.35 | -0.28 | $-28.00 | 36.00 | 34 | 1475.0 | 2361.000 | 1.05 | 2024-06-05 |
| XPEV240607P00008000 | XPEV | PUT | Long | 8.00 | None | $-0.19 | -0.53 | $1.29 | 0.14 | -0.13 | 0.36 | 0.17 | 9.40 | 8.11 | -0.19 | $-19.00 | 36.00 | 33 | 71.0 | 2129.000 | 1.29 | 2024-06-04 |
| XPEV240607P00008000 | XPEV | PUT | Long | 8.00 | None | $-0.16 | -0.44 | $1.28 | 0.14 | -0.15 | 0.36 | 0.20 | 9.40 | 8.12 | -0.16 | $-16.00 | 36.00 | 32 | 1151.0 | 1536.000 | 1.28 | 2024-06-03 |
| XPEV240607P00008000 | XPEV | PUT | Long | 8.00 | None | $-0.17 | -0.47 | $1.09 | 0.12 | -0.17 | 0.36 | 0.19 | 9.40 | 8.31 | -0.17 | $-17.00 | 36.00 | 29 | 487.0 | 1574.000 | 1.09 | 2024-05-31 |
| XPEV240607P00008000 | XPEV | PUT | Long | 8.00 | None | $-0.23 | -0.64 | $0.74 | 0.08 | -0.10 | 0.36 | 0.13 | 9.40 | 8.66 | -0.23 | $-23.00 | 36.00 | 28 | 89.0 | 1539.000 | 0.74 | 2024-05-30 |
| XPEV240607P00008000 | XPEV | PUT | Long | 8.00 | None | $-0.10 | -0.28 | $1.19 | 0.13 | -0.11 | 0.36 | 0.26 | 9.40 | 8.21 | -0.10 | $-10.00 | 36.00 | 27 | 129.0 | 1416.000 | 1.19 | 2024-05-29 |
| XPEV240607P00008000 | XPEV | PUT | Long | 8.00 | None | $-0.15 | -0.42 | $0.96 | 0.10 | -0.09 | 0.36 | 0.21 | 9.40 | 8.44 | -0.15 | $-15.00 | 36.00 | 26 | 290.0 | 1242.000 | 0.96 | 2024-05-28 |
| XPEV240607P00008000 | XPEV | PUT | Long | 8.00 | None | $0.02 | 0.06 | $1.20 | 0.13 | -0.03 | 0.36 | 0.38 | 9.40 | 8.20 | 0.02 | $2.00 | 36.00 | 25 | 660.0 | 936.000 | 1.20 | 2024-05-27 |
| XPEV240607P00008000 | XPEV | PUT | Long | 8.00 | None | $0.02 | 0.06 | $1.21 | 0.13 | -0.10 | 0.36 | 0.38 | 9.40 | 8.19 | 0.02 | $2.00 | 36.00 | 22 | 660.0 | 936.000 | 1.21 | 2024-05-24 |
| XPEV240607P00008000 | XPEV | PUT | Long | 8.00 | None | $0.14 | 0.39 | $1.30 | 0.14 | -0.01 | 0.36 | 0.50 | 9.40 | 8.10 | 0.14 | $14.00 | 36.00 | 21 | 146.0 | 927.000 | 1.30 | 2024-05-23 |
| XPEV240607P00008000 | XPEV | PUT | Long | 8.00 | None | $-0.11 | -0.31 | $0.64 | 0.07 | -0.01 | 0.36 | 0.25 | 9.40 | 8.76 | -0.11 | $-11.00 | 36.00 | 20 | 305.0 | 667.000 | 0.64 | 2024-05-22 |
| XPEV240607P00008000 | XPEV | PUT | Long | 8.00 | None | $-0.05 | -0.14 | $0.63 | 0.07 | 0.03 | 0.36 | 0.31 | 9.40 | 8.77 | -0.05 | $-5.00 | 36.00 | 19 | 309.0 | 502.000 | 0.63 | 2024-05-21 |
| XPEV240607P00008000 | XPEV | PUT | Long | 8.00 | None | $0.20 | 0.56 | $1.12 | 0.12 | -0.74 | 0.36 | 0.56 | 9.40 | 8.28 | 0.20 | $20.00 | 36.00 | 18 | 50.0 | 0.000 | 1.12 | 2024-05-20 |
| XPEV240607P00008000 | XPEV | PUT | Long | 8.00 | None | $0.19 | 0.53 | $1.10 | 0.12 | 0.10 | 0.36 | 0.55 | 9.40 | 8.30 | 0.19 | $19.00 | 36.00 | 17 | 378.0 | 100.000 | 1.10 | 2024-05-19 |
| XPEV240607P00008000 | XPEV | PUT | Long | 8.00 | None | $0.19 | 0.53 | $1.10 | 0.12 | 0.08 | 0.36 | 0.55 | 9.40 | 8.30 | 0.19 | $19.00 | 36.00 | 16 | 378.0 | 100.000 | 1.10 | 2024-05-18 |
| XPEV240607P00008000 | XPEV | PUT | Long | 8.00 | None | $0.19 | 0.53 | $1.10 | 0.12 | 0.13 | 0.36 | 0.55 | 9.40 | 8.30 | 0.19 | $19.00 | 36.00 | 15 | 378.0 | 100.000 | 1.10 | 2024-05-17 |
| XPEV240607P00008000 | XPEV | PUT | Long | 8.00 | None | $0.35 | 0.97 | $1.41 | 0.15 | 0.05 | 0.36 | 0.71 | 9.40 | 7.99 | 0.35 | $35.00 | 36.00 | 13 | 19.0 | 98.000 | 1.41 | 2024-05-15 |
| XPEV240607P00008000 | XPEV | PUT | Long | 8.00 | None | $0.24 | 0.67 | $1.12 | 0.12 | 0.05 | 0.36 | 0.60 | 9.40 | 8.28 | 0.24 | $24.00 | 36.00 | 12 | 5.0 | 95.000 | 1.12 | 2024-05-14 |
| XPEV240607P00008000 | XPEV | PUT | Long | 8.00 | None | $0.29 | 0.81 | $1.31 | 0.14 | 0.01 | 0.36 | 0.65 | 9.40 | 8.09 | 0.29 | $29.00 | 36.00 | 11 | 5.0 | 95.000 | 1.31 | 2024-05-13 |
| XPEV240607P00008000 | XPEV | PUT | Long | 8.00 | None | $0.48 | 1.33 | $1.67 | 0.18 | -0.80 | 0.36 | 0.84 | 9.40 | 7.73 | 0.48 | $48.00 | 36.00 | 10 | 2.0 | 95.000 | 1.67 | 2024-05-12 |
| XPEV240607P00008000 | XPEV | PUT | Long | 8.00 | None | $0.48 | 1.33 | $1.60 | 0.17 | -0.07 | 0.36 | 0.84 | 9.40 | 7.80 | 0.48 | $48.00 | 36.00 | 8 | 61.0 | 95.000 | 1.60 | 2024-05-10 |
| XPEV240607P00008000 | XPEV | PUT | Long | 8.00 | None | $0.48 | 1.33 | $1.25 | 0.13 | -0.03 | 0.36 | 0.84 | 9.40 | 8.15 | 0.48 | $48.00 | 36.00 | 7 | 61.0 | 95.000 | 1.25 | 2024-05-09 |
| XPEV240607P00008000 | XPEV | PUT | Long | 8.00 | None | $0.48 | 1.33 | $1.51 | 0.16 | -0.01 | 0.36 | 0.84 | 9.40 | 7.89 | 0.48 | $48.00 | 36.00 | 6 | 61.0 | 108.000 | 1.51 | 2024-05-08 |
| XPEV240607P00008000 | XPEV | PUT | Long | 8.00 | None | $0.18 | 0.50 | $0.97 | 0.10 | -0.06 | 0.36 | 0.54 | 9.40 | 8.43 | 0.18 | $18.00 | 36.00 | 5 | 27.0 | 104.000 | 0.97 | 2024-05-07 |
| XPEV240607P00008000 | XPEV | PUT | Long | 8.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $0.25 | 0.03 | -0.12 | 0.36 | 0.36 | 9.40 | 9.15 | 0.00 | $0.00 | 36.00 | 1 | 70.0 | 89.000 | 0.25 | 2024-05-03 |
| XPEV240607P00008000 | XPEV | PUT | Long | 8.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.36 | 0.36 | 9.40 | 9.40 | 0.00 | $0.00 | 36.00 | 0 | 70.0 | 21.000 | -0.00 | 2024-05-02 |