| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-04-17 | ZUO | ZUO240517P00008000 | 8.00 | 2.0 | 29.000 | 0.512 | 0.228 | 1.9 | 0.0 | -0.010 | 1.930 | 0.060 | 0.20 | 9.84 | 2024-05-17 | PUT | Long | 0.208 | 0.236 | 0.117 |
| 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 | ZUO | 0.818 | 0.008 | 0.154 | 0.095 | 0.011 | 0.003 | 9.95 | -0.158 | 0.0000 | 7.92 | 10.56 | 21 | 1y | 9.90 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ZUO240517P00008000 | ZUO | PUT | Long | 8.00 | None | $-0.15 | -0.75 | $-0.93 | -0.10 | 3.15 | 0.20 | 0.05 | 9.46 | 10.39 | -0.15 | $-15.00 | 20.00 | 28 | 4.0 | 25.000 | -0.93 | 2024-05-15 |
| ZUO240517P00008000 | ZUO | PUT | Long | 8.00 | None | $-0.15 | -0.75 | $-0.80 | -0.08 | 2.57 | 0.20 | 0.05 | 9.46 | 10.26 | -0.15 | $-15.00 | 20.00 | 27 | 4.0 | 25.000 | -0.80 | 2024-05-14 |
| ZUO240517P00008000 | ZUO | PUT | Long | 8.00 | None | $-0.15 | -0.75 | $-0.71 | -0.08 | 2.20 | 0.20 | 0.05 | 9.46 | 10.17 | -0.15 | $-15.00 | 20.00 | 26 | 4.0 | 25.000 | -0.71 | 2024-05-13 |
| ZUO240517P00008000 | ZUO | PUT | Long | 8.00 | None | $-0.15 | -0.75 | $-0.75 | -0.08 | -0.04 | 0.20 | 0.05 | 9.46 | 10.21 | -0.15 | $-15.00 | 20.00 | 25 | 4.0 | 25.000 | -0.75 | 2024-05-12 |
| ZUO240517P00008000 | ZUO | PUT | Long | 8.00 | None | $-0.15 | -0.75 | $-1.05 | -0.11 | 1.64 | 0.20 | 0.05 | 9.46 | 10.51 | -0.15 | $-15.00 | 20.00 | 22 | 4.0 | 25.000 | -1.05 | 2024-05-09 |
| ZUO240517P00008000 | ZUO | PUT | Long | 8.00 | None | $-0.15 | -0.75 | $-1.10 | -0.12 | 1.55 | 0.20 | 0.05 | 9.46 | 10.56 | -0.15 | $-15.00 | 20.00 | 21 | 4.0 | 25.000 | -1.10 | 2024-05-08 |
| ZUO240517P00008000 | ZUO | PUT | Long | 8.00 | None | $-0.15 | -0.75 | $-1.05 | -0.11 | 1.43 | 0.20 | 0.05 | 9.46 | 10.51 | -0.15 | $-15.00 | 20.00 | 20 | 4.0 | 25.000 | -1.05 | 2024-05-07 |
| ZUO240517P00008000 | ZUO | PUT | Long | 8.00 | None | $-0.15 | -0.75 | $-0.53 | -0.06 | -0.29 | 0.20 | 0.05 | 9.46 | 9.99 | -0.15 | $-15.00 | 20.00 | 16 | 4.0 | 25.000 | -0.53 | 2024-05-03 |
| ZUO240517P00008000 | ZUO | PUT | Long | 8.00 | None | $-0.15 | -0.75 | $-0.31 | -0.03 | 0.90 | 0.20 | 0.05 | 9.46 | 9.77 | -0.15 | $-15.00 | 20.00 | 15 | 4.0 | 25.000 | -0.31 | 2024-05-02 |
| ZUO240517P00008000 | ZUO | PUT | Long | 8.00 | None | $-0.15 | -0.75 | $-0.47 | -0.05 | -0.29 | 0.20 | 0.05 | 9.46 | 9.93 | -0.15 | $-15.00 | 20.00 | 12 | 4.0 | 25.000 | -0.47 | 2024-04-29 |
| ZUO240517P00008000 | ZUO | PUT | Long | 8.00 | None | $-0.15 | -0.75 | $-0.49 | -0.05 | 0.70 | 0.20 | 0.05 | 9.46 | 9.95 | -0.15 | $-15.00 | 20.00 | 9 | 4.0 | 25.000 | -0.49 | 2024-04-26 |
| ZUO240517P00008000 | ZUO | PUT | Long | 8.00 | None | $-0.15 | -0.75 | $-0.39 | -0.04 | 0.64 | 0.20 | 0.05 | 9.46 | 9.85 | -0.15 | $-15.00 | 20.00 | 8 | 4.0 | 25.000 | -0.39 | 2024-04-25 |
| ZUO240517P00008000 | ZUO | PUT | Long | 8.00 | None | $-0.15 | -0.75 | $-0.57 | -0.06 | 1.01 | 0.20 | 0.05 | 9.46 | 10.03 | -0.15 | $-15.00 | 20.00 | 7 | 4.0 | 25.000 | -0.57 | 2024-04-24 |
| ZUO240517P00008000 | ZUO | PUT | Long | 8.00 | None | $-0.15 | -0.75 | $-0.29 | -0.03 | 0.57 | 0.20 | 0.05 | 9.46 | 9.75 | -0.15 | $-15.00 | 20.00 | 6 | 4.0 | 25.000 | -0.29 | 2024-04-23 |
| ZUO240517P00008000 | ZUO | PUT | Long | 8.00 | None | $-0.15 | -0.75 | $-0.17 | -0.02 | 0.51 | 0.20 | 0.05 | 9.46 | 9.63 | -0.15 | $-15.00 | 20.00 | 5 | 4.0 | 25.000 | -0.17 | 2024-04-22 |
| ZUO240517P00008000 | ZUO | PUT | Long | 8.00 | OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position. | $-0.15 | -0.75 | $0.21 | 0.02 | 0.05 | 0.20 | 0.05 | 9.46 | 9.25 | -0.15 | $-15.00 | 20.00 | 2 | 4.0 | 29.000 | 0.21 | 2024-04-19 |
| ZUO240517P00008000 | ZUO | PUT | Long | 8.00 | None | $0.00 | 0.00 | $0.19 | 0.02 | 0.31 | 0.20 | 0.20 | 9.46 | 9.27 | 0.00 | $0.00 | 20.00 | 1 | 2.0 | 29.000 | 0.19 | 2024-04-18 |
| ZUO240517P00008000 | ZUO | PUT | Long | 8.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.20 | 0.20 | 9.46 | 9.46 | 0.00 | $0.00 | 20.00 | 0 | 2.0 | 29.000 | -0.00 | 2024-04-17 |