| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-11-07 | XPEV | XPEV241213P00011000 | 11.00 | 2.0 | 7.000 | 0.811 | 0.373 | 3.3 | 0.0 | 0.000 | 3.490 | 0.220 | 0.80 | 14.22 | 2024-12-13 | PUT | Long | 0.402 | 0.425 | 0.156 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| XPEV241213P00011000 | XPEV | PUT | Long | 11.00 | None | $-0.78 | -0.98 | $1.43 | 0.10 | 0.10 | 0.80 | 0.02 | 14.22 | 12.79 | -0.78 | $-78.00 | 80.00 | 35 | 1.0 | 272.000 | 1.43 | 2024-12-12 |
| XPEV241213P00011000 | XPEV | PUT | Long | 11.00 | None | $-0.78 | -0.98 | $1.43 | 0.10 | -0.08 | 0.80 | 0.02 | 14.22 | 12.79 | -0.78 | $-78.00 | 80.00 | 34 | 1.0 | 271.000 | 1.43 | 2024-12-11 |
| XPEV241213P00011000 | XPEV | PUT | Long | 11.00 | None | $-0.79 | -0.99 | $1.07 | 0.08 | -0.08 | 0.80 | 0.01 | 14.22 | 13.15 | -0.79 | $-79.00 | 80.00 | 33 | 1.0 | 271.000 | 1.07 | 2024-12-10 |
| XPEV241213P00011000 | XPEV | PUT | Long | 11.00 | None | $-0.79 | -0.99 | $0.10 | 0.01 | 0.07 | 0.80 | 0.01 | 14.22 | 14.12 | -0.79 | $-79.00 | 80.00 | 32 | 126.0 | 222.000 | 0.10 | 2024-12-09 |
| XPEV241213P00011000 | XPEV | PUT | Long | 11.00 | None | $-0.76 | -0.95 | $1.72 | 0.12 | -0.18 | 0.80 | 0.04 | 14.22 | 12.50 | -0.76 | $-76.00 | 80.00 | 31 | 25.0 | 209.000 | 1.72 | 2024-12-08 |
| XPEV241213P00011000 | XPEV | PUT | Long | 11.00 | None | $-0.76 | -0.95 | $1.73 | 0.12 | -0.32 | 0.80 | 0.04 | 14.22 | 12.49 | -0.76 | $-76.00 | 80.00 | 29 | 25.0 | 209.000 | 1.73 | 2024-12-06 |
| XPEV241213P00011000 | XPEV | PUT | Long | 11.00 | None | $-0.74 | -0.92 | $1.69 | 0.12 | -0.29 | 0.80 | 0.06 | 14.22 | 12.53 | -0.74 | $-74.00 | 80.00 | 28 | 85.0 | 172.000 | 1.69 | 2024-12-05 |
| XPEV241213P00011000 | XPEV | PUT | Long | 11.00 | None | $-0.73 | -0.91 | $1.43 | 0.10 | -0.28 | 0.80 | 0.07 | 14.22 | 12.79 | -0.73 | $-73.00 | 80.00 | 27 | 3.0 | 172.000 | 1.43 | 2024-12-04 |
| XPEV241213P00011000 | XPEV | PUT | Long | 11.00 | None | $-0.74 | -0.92 | $1.53 | 0.11 | -0.30 | 0.80 | 0.06 | 14.22 | 12.69 | -0.74 | $-74.00 | 80.00 | 26 | 1.0 | 171.000 | 1.53 | 2024-12-03 |
| XPEV241213P00011000 | XPEV | PUT | Long | 11.00 | None | $-0.71 | -0.89 | $1.53 | 0.11 | -0.28 | 0.80 | 0.09 | 14.22 | 12.69 | -0.71 | $-71.00 | 80.00 | 25 | 3.0 | 171.000 | 1.53 | 2024-12-02 |
| XPEV241213P00011000 | XPEV | PUT | Long | 11.00 | None | $-0.60 | -0.75 | $2.17 | 0.15 | -0.84 | 0.80 | 0.20 | 14.22 | 12.05 | -0.60 | $-60.00 | 80.00 | 24 | 25.0 | 0.000 | 2.17 | 2024-12-01 |
| XPEV241213P00011000 | XPEV | PUT | Long | 11.00 | None | $-0.60 | -0.75 | $2.17 | 0.15 | -0.37 | 0.80 | 0.20 | 14.22 | 12.05 | -0.60 | $-60.00 | 80.00 | 23 | 25.0 | 166.000 | 2.17 | 2024-11-30 |
| XPEV241213P00011000 | XPEV | PUT | Long | 11.00 | None | $-0.53 | -0.66 | $2.31 | 0.16 | -0.29 | 0.80 | 0.27 | 14.22 | 11.91 | -0.53 | $-53.00 | 80.00 | 21 | 3.0 | 166.000 | 2.31 | 2024-11-28 |
| XPEV241213P00011000 | XPEV | PUT | Long | 11.00 | None | $-0.35 | -0.44 | $2.16 | 0.15 | -0.15 | 0.80 | 0.45 | 14.22 | 12.06 | -0.35 | $-35.00 | 80.00 | 20 | 16.0 | 166.000 | 2.16 | 2024-11-27 |
| XPEV241213P00011000 | XPEV | PUT | Long | 11.00 | None | $-0.35 | -0.44 | $2.83 | 0.20 | -0.29 | 0.80 | 0.45 | 14.22 | 11.39 | -0.35 | $-35.00 | 80.00 | 19 | 16.0 | 150.000 | 2.83 | 2024-11-26 |
| XPEV241213P00011000 | XPEV | PUT | Long | 11.00 | None | $-0.38 | -0.48 | $2.62 | 0.18 | -0.33 | 0.80 | 0.42 | 14.22 | 11.60 | -0.38 | $-38.00 | 80.00 | 18 | 71.0 | 149.000 | 2.62 | 2024-11-25 |
| XPEV241213P00011000 | XPEV | PUT | Long | 11.00 | None | $-0.38 | -0.48 | $2.31 | 0.16 | -0.24 | 0.80 | 0.42 | 14.22 | 11.91 | -0.38 | $-38.00 | 80.00 | 17 | 71.0 | 80.000 | 2.31 | 2024-11-24 |
| XPEV241213P00011000 | XPEV | PUT | Long | 11.00 | None | $-0.38 | -0.48 | $2.31 | 0.16 | -0.28 | 0.80 | 0.42 | 14.22 | 11.91 | -0.38 | $-38.00 | 80.00 | 16 | 71.0 | 80.000 | 2.31 | 2024-11-23 |
| XPEV241213P00011000 | XPEV | PUT | Long | 11.00 | None | $-0.38 | -0.48 | $2.30 | 0.16 | -0.28 | 0.80 | 0.42 | 14.22 | 11.92 | -0.38 | $-38.00 | 80.00 | 15 | 71.0 | 80.000 | 2.30 | 2024-11-22 |
| XPEV241213P00011000 | XPEV | PUT | Long | 11.00 | None | $-0.47 | -0.59 | $1.92 | 0.14 | -0.27 | 0.80 | 0.33 | 14.22 | 12.30 | -0.47 | $-47.00 | 80.00 | 14 | 6.0 | 75.000 | 1.92 | 2024-11-21 |
| XPEV241213P00011000 | XPEV | PUT | Long | 11.00 | None | $-0.44 | -0.55 | $1.58 | 0.11 | -0.27 | 0.80 | 0.36 | 14.22 | 12.64 | -0.44 | $-44.00 | 80.00 | 13 | 50.0 | 75.000 | 1.58 | 2024-11-20 |
| XPEV241213P00011000 | XPEV | PUT | Long | 11.00 | None | $-0.44 | -0.55 | $1.70 | 0.12 | -0.25 | 0.80 | 0.36 | 14.22 | 12.52 | -0.44 | $-44.00 | 80.00 | 12 | 50.0 | 25.000 | 1.70 | 2024-11-19 |
| XPEV241213P00011000 | XPEV | PUT | Long | 11.00 | None | $-0.40 | -0.50 | $1.21 | 0.09 | -0.19 | 0.80 | 0.40 | 14.22 | 13.01 | -0.40 | $-40.00 | 80.00 | 11 | 30.0 | 25.000 | 1.21 | 2024-11-18 |
| XPEV241213P00011000 | XPEV | PUT | Long | 11.00 | None | $-0.40 | -0.50 | $1.48 | 0.10 | -0.16 | 0.80 | 0.40 | 14.22 | 12.74 | -0.40 | $-40.00 | 80.00 | 10 | 30.0 | 49.000 | 1.48 | 2024-11-17 |
| XPEV241213P00011000 | XPEV | PUT | Long | 11.00 | None | $-0.40 | -0.50 | $1.48 | 0.10 | -0.17 | 0.80 | 0.40 | 14.22 | 12.74 | -0.40 | $-40.00 | 80.00 | 9 | 30.0 | 49.000 | 1.48 | 2024-11-16 |
| XPEV241213P00011000 | XPEV | PUT | Long | 11.00 | None | $-0.40 | -0.50 | $1.48 | 0.10 | -0.19 | 0.80 | 0.40 | 14.22 | 12.74 | -0.40 | $-40.00 | 80.00 | 8 | 30.0 | 49.000 | 1.48 | 2024-11-15 |
| XPEV241213P00011000 | XPEV | PUT | Long | 11.00 | None | $-0.37 | -0.46 | $1.59 | 0.11 | -0.19 | 0.80 | 0.43 | 14.22 | 12.63 | -0.37 | $-37.00 | 80.00 | 7 | 94.0 | 7.000 | 1.59 | 2024-11-14 |
| XPEV241213P00011000 | XPEV | PUT | Long | 11.00 | None | $-0.63 | -0.79 | $0.87 | 0.06 | -0.17 | 0.80 | 0.17 | 14.22 | 13.35 | -0.63 | $-63.00 | 80.00 | 6 | 7.0 | 7.000 | 0.87 | 2024-11-13 |
| XPEV241213P00011000 | XPEV | PUT | Long | 11.00 | None | $-0.63 | -0.79 | $0.56 | 0.04 | -0.14 | 0.80 | 0.17 | 14.22 | 13.66 | -0.63 | $-63.00 | 80.00 | 5 | 7.0 | 7.000 | 0.56 | 2024-11-12 |
| XPEV241213P00011000 | XPEV | PUT | Long | 11.00 | None | $-0.63 | -0.79 | $-1.10 | -0.08 | -0.09 | 0.80 | 0.17 | 14.22 | 15.32 | -0.63 | $-63.00 | 80.00 | 4 | 7.0 | 7.000 | -1.10 | 2024-11-11 |
| XPEV241213P00011000 | XPEV | PUT | Long | 11.00 | None | $0.00 | 0.00 | $-0.27 | -0.02 | -0.14 | 0.80 | 0.80 | 14.22 | 14.49 | 0.00 | $0.00 | 80.00 | 3 | 2.0 | 7.000 | -0.27 | 2024-11-10 |
| XPEV241213P00011000 | XPEV | PUT | Long | 11.00 | None | $0.00 | 0.00 | $-0.27 | -0.02 | -0.15 | 0.80 | 0.80 | 14.22 | 14.49 | 0.00 | $0.00 | 80.00 | 2 | 2.0 | 7.000 | -0.27 | 2024-11-09 |
| XPEV241213P00011000 | XPEV | PUT | Long | 11.00 | None | $0.00 | 0.00 | $0.02 | 0.00 | -0.15 | 0.80 | 0.80 | 14.22 | 14.20 | 0.00 | $0.00 | 80.00 | 1 | 2.0 | 7.000 | 0.02 | 2024-11-08 |
| XPEV241213P00011000 | XPEV | PUT | Long | 11.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.80 | 0.80 | 14.22 | 14.22 | 0.00 | $0.00 | 80.00 | 0 | 2.0 | 7.000 | -0.00 | 2024-11-07 |