| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-10-14 | BBAI | BBAI241115P00002000 | 2.00 | 3.0 | 36.000 | 1.406 | 0.289 | 0.0 | 0.1 | -0.010 | 0.250 | 0.330 | 0.32 | 1.91 | 2024-11-15 | PUT | Long | 0.439 | 0.470 | 0.183 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BBAI241115P00002000 | BBAI | PUT | Long | 2.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.10 | 0.31 | $0.18 | 0.09 | -0.19 | 0.32 | 0.42 | 1.91 | 1.73 | 0.10 | $10.00 | 32.00 | 7 | 4.0 | 46.000 | 0.18 | 2024-10-21 |
| BBAI241115P00002000 | BBAI | PUT | Long | 2.00 | None | $0.04 | 0.12 | $0.16 | 0.08 | -0.41 | 0.32 | 0.36 | 1.91 | 1.75 | 0.04 | $4.00 | 32.00 | 6 | 5.0 | 45.000 | 0.16 | 2024-10-20 |
| BBAI241115P00002000 | BBAI | PUT | Long | 2.00 | None | $0.04 | 0.12 | $0.16 | 0.08 | -0.44 | 0.32 | 0.36 | 1.91 | 1.75 | 0.04 | $4.00 | 32.00 | 5 | 5.0 | 45.000 | 0.16 | 2024-10-19 |
| BBAI241115P00002000 | BBAI | PUT | Long | 2.00 | None | $-0.02 | -0.06 | $0.14 | 0.07 | -0.11 | 0.32 | 0.30 | 1.91 | 1.77 | -0.02 | $-2.00 | 32.00 | 4 | 4.0 | 45.000 | 0.14 | 2024-10-18 |
| BBAI241115P00002000 | BBAI | PUT | Long | 2.00 | None | $0.02 | 0.06 | $0.15 | 0.08 | -0.06 | 0.32 | 0.34 | 1.91 | 1.76 | 0.02 | $2.00 | 32.00 | 2 | 5.0 | 38.000 | 0.15 | 2024-10-16 |
| BBAI241115P00002000 | BBAI | PUT | Long | 2.00 | None | $0.02 | 0.06 | $0.13 | 0.07 | 0.08 | 0.32 | 0.34 | 1.91 | 1.78 | 0.02 | $2.00 | 32.00 | 1 | 5.0 | 38.000 | 0.13 | 2024-10-15 |
| BBAI241115P00002000 | BBAI | PUT | Long | 2.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.32 | 0.32 | 1.91 | 1.91 | 0.00 | $0.00 | 32.00 | 0 | 3.0 | 36.000 | -0.00 | 2024-10-14 |