| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-21 | XPEV | XPEV240621P00010000 | 10.00 | 12.0 | 7225.000 | 0.859 | 0.328 | 0.2 | 0.5 | -0.010 | 0.790 | 1.020 | 1.00 | 9.73 | 2024-06-21 | PUT | Long | 0.376 | 0.381 | 0.059 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-12-29 | XPEV | 0.727 | 0.141 | 0.245 | 0.207 | 0.186 | -0.058 | 12.63 | -0.338 | 0.0000 | 6.63 | 15.30 | 21 | 1y | 12.60 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| XPEV240621P00010000 | XPEV | PUT | Long | 10.00 | None | $0.81 | 0.49 | $1.30 | 0.15 | 0.63 | 1.64 | 2.45 | 8.77 | 7.47 | 0.81 | $81.00 | 164.00 | 28 | 6.0 | 5294.000 | 1.30 | 2024-06-18 |
| XPEV240621P00010000 | XPEV | PUT | Long | 10.00 | None | $1.04 | 0.63 | $1.45 | 0.17 | 2.03 | 1.64 | 2.68 | 8.77 | 7.32 | 1.04 | $104.00 | 164.00 | 27 | 1.0 | 5438.000 | 1.45 | 2024-06-17 |
| XPEV240621P00010000 | XPEV | PUT | Long | 10.00 | None | $1.18 | 0.72 | $1.57 | 0.18 | 0.51 | 1.64 | 2.82 | 8.77 | 7.20 | 1.18 | $118.00 | 164.00 | 24 | 2.0 | 5562.000 | 1.57 | 2024-06-14 |
| XPEV240621P00010000 | XPEV | PUT | Long | 10.00 | None | $0.93 | 0.57 | $1.39 | 0.16 | 0.65 | 1.64 | 2.57 | 8.77 | 7.38 | 0.93 | $93.00 | 164.00 | 23 | 3.0 | 6006.000 | 1.39 | 2024-06-13 |
| XPEV240621P00010000 | XPEV | PUT | Long | 10.00 | None | $0.93 | 0.57 | $1.29 | 0.15 | 0.22 | 1.64 | 2.57 | 8.77 | 7.48 | 0.93 | $93.00 | 164.00 | 22 | 3.0 | 6323.000 | 1.29 | 2024-06-12 |
| XPEV240621P00010000 | XPEV | PUT | Long | 10.00 | None | $0.74 | 0.45 | $1.27 | 0.14 | -0.34 | 1.64 | 2.38 | 8.77 | 7.50 | 0.74 | $74.00 | 164.00 | 21 | 1.0 | 6324.000 | 1.27 | 2024-06-11 |
| XPEV240621P00010000 | XPEV | PUT | Long | 10.00 | None | $0.24 | 0.15 | $0.84 | 0.10 | -0.07 | 1.64 | 1.88 | 8.77 | 7.93 | 0.24 | $24.00 | 164.00 | 20 | 7.0 | 6324.000 | 0.84 | 2024-06-10 |
| XPEV240621P00010000 | XPEV | PUT | Long | 10.00 | None | $0.24 | 0.15 | $0.62 | 0.07 | 0.43 | 1.64 | 1.88 | 8.77 | 8.15 | 0.24 | $24.00 | 164.00 | 19 | 7.0 | 6331.000 | 0.62 | 2024-06-09 |
| XPEV240621P00010000 | XPEV | PUT | Long | 10.00 | None | $0.24 | 0.15 | $0.63 | 0.07 | -0.27 | 1.64 | 1.88 | 8.77 | 8.14 | 0.24 | $24.00 | 164.00 | 17 | 7.0 | 6331.000 | 0.63 | 2024-06-07 |
| XPEV240621P00010000 | XPEV | PUT | Long | 10.00 | None | $0.06 | 0.04 | $0.42 | 0.05 | -0.18 | 1.64 | 1.70 | 8.77 | 8.35 | 0.06 | $6.00 | 164.00 | 16 | 53.0 | 6337.000 | 0.42 | 2024-06-06 |
| XPEV240621P00010000 | XPEV | PUT | Long | 10.00 | None | $0.14 | 0.09 | $0.42 | 0.05 | -0.34 | 1.64 | 1.78 | 8.77 | 8.35 | 0.14 | $14.00 | 164.00 | 15 | 2.0 | 6337.000 | 0.42 | 2024-06-05 |
| XPEV240621P00010000 | XPEV | PUT | Long | 10.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.27 | 0.16 | $0.66 | 0.08 | -0.10 | 1.64 | 1.91 | 8.77 | 8.11 | 0.27 | $27.00 | 164.00 | 14 | 1009.0 | 6337.000 | 0.66 | 2024-06-04 |
| XPEV240621P00010000 | XPEV | PUT | Long | 10.00 | None | $0.27 | 0.16 | $0.65 | 0.07 | -0.27 | 1.64 | 1.91 | 8.77 | 8.12 | 0.27 | $27.00 | 164.00 | 13 | 1009.0 | 6337.000 | 0.65 | 2024-06-03 |
| XPEV240621P00010000 | XPEV | PUT | Long | 10.00 | None | $0.27 | 0.16 | $0.46 | 0.05 | -0.84 | 1.64 | 1.91 | 8.77 | 8.31 | 0.27 | $27.00 | 164.00 | 12 | 1009.0 | 6337.000 | 0.46 | 2024-06-02 |
| XPEV240621P00010000 | XPEV | PUT | Long | 10.00 | None | $0.27 | 0.16 | $0.46 | 0.05 | -0.13 | 1.64 | 1.91 | 8.77 | 8.31 | 0.27 | $27.00 | 164.00 | 10 | 1009.0 | 7018.000 | 0.46 | 2024-05-31 |
| XPEV240621P00010000 | XPEV | PUT | Long | 10.00 | None | $0.15 | 0.09 | $0.11 | 0.01 | -0.06 | 1.64 | 1.79 | 8.77 | 8.66 | 0.15 | $15.00 | 164.00 | 9 | 26.0 | 7045.000 | 0.11 | 2024-05-30 |
| XPEV240621P00010000 | XPEV | PUT | Long | 10.00 | None | $0.35 | 0.21 | $0.56 | 0.06 | 0.05 | 1.64 | 1.99 | 8.77 | 8.21 | 0.35 | $35.00 | 164.00 | 8 | 3.0 | 7045.000 | 0.56 | 2024-05-29 |
| XPEV240621P00010000 | XPEV | PUT | Long | 10.00 | None | $0.35 | 0.21 | $0.33 | 0.04 | -0.09 | 1.64 | 1.99 | 8.77 | 8.44 | 0.35 | $35.00 | 164.00 | 7 | 3.0 | 7045.000 | 0.33 | 2024-05-28 |
| XPEV240621P00010000 | XPEV | PUT | Long | 10.00 | None | $0.35 | 0.21 | $0.57 | 0.06 | -0.04 | 1.64 | 1.99 | 8.77 | 8.20 | 0.35 | $35.00 | 164.00 | 6 | 3.0 | 7045.000 | 0.57 | 2024-05-27 |
| XPEV240621P00010000 | XPEV | PUT | Long | 10.00 | None | $0.35 | 0.21 | $0.58 | 0.07 | -0.04 | 1.64 | 1.99 | 8.77 | 8.19 | 0.35 | $35.00 | 164.00 | 3 | 3.0 | 7045.000 | 0.58 | 2024-05-24 |
| XPEV240621P00010000 | XPEV | PUT | Long | 10.00 | None | $0.38 | 0.23 | $0.67 | 0.08 | -0.01 | 1.64 | 2.02 | 8.77 | 8.10 | 0.38 | $38.00 | 164.00 | 2 | 8.0 | 7050.000 | 0.67 | 2024-05-23 |
| XPEV240621P00010000 | XPEV | PUT | Long | 10.00 | None | $0.03 | 0.02 | $0.01 | 0.00 | -0.03 | 1.64 | 1.67 | 8.77 | 8.76 | 0.03 | $3.00 | 164.00 | 1 | 416.0 | 7284.000 | 0.01 | 2024-05-22 |
| XPEV240621P00010000 | XPEV | PUT | Long | 10.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 1.64 | 1.64 | 8.77 | 8.77 | 0.00 | $0.00 | 164.00 | 0 | 555.0 | 7225.000 | -0.00 | 2024-05-21 |