| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-12 | ABR | ABR240816C00013000 | 13.00 | 276.0 | 289.000 | 0.668 | 0.263 | 0.4 | 0.5 | 0.010 | 1.070 | 1.120 | 1.05 | 12.89 | 2024-08-16 | CALL | Long | 0.191 | 0.271 | -0.170 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ABR240816C00013000 | ABR | CALL | Long | 13.00 | None | $-0.16 | -0.15 | $0.95 | 0.07 | 0.58 | 1.05 | 0.89 | 12.89 | 13.84 | -0.16 | $-16.00 | 105.00 | 34 | 8256.0 | 2421.000 | 0.95 | 2024-08-15 |
| ABR240816C00013000 | ABR | CALL | Long | 13.00 | None | $-0.48 | -0.46 | $0.71 | 0.06 | -0.03 | 1.05 | 0.57 | 12.89 | 13.60 | -0.48 | $-48.00 | 105.00 | 33 | 330.0 | 2312.000 | 0.71 | 2024-08-14 |
| ABR240816C00013000 | ABR | CALL | Long | 13.00 | None | $-0.55 | -0.52 | $0.61 | 0.05 | -0.29 | 1.05 | 0.50 | 12.89 | 13.50 | -0.55 | $-55.00 | 105.00 | 32 | 33.0 | 2314.000 | 0.61 | 2024-08-13 |
| ABR240816C00013000 | ABR | CALL | Long | 13.00 | None | $-0.60 | -0.57 | $0.48 | 0.04 | -0.22 | 1.05 | 0.45 | 12.89 | 13.37 | -0.60 | $-60.00 | 105.00 | 31 | 115.0 | 2405.000 | 0.48 | 2024-08-12 |
| ABR240816C00013000 | ABR | CALL | Long | 13.00 | None | $-0.40 | -0.38 | $0.66 | 0.05 | -0.29 | 1.05 | 0.65 | 12.89 | 13.55 | -0.40 | $-40.00 | 105.00 | 28 | 25.0 | 2428.000 | 0.66 | 2024-08-09 |
| ABR240816C00013000 | ABR | CALL | Long | 13.00 | None | $-0.45 | -0.43 | $0.62 | 0.05 | -0.27 | 1.05 | 0.60 | 12.89 | 13.51 | -0.45 | $-45.00 | 105.00 | 27 | 42.0 | 2439.000 | 0.62 | 2024-08-08 |
| ABR240816C00013000 | ABR | CALL | Long | 13.00 | None | $-0.60 | -0.57 | $0.38 | 0.03 | -0.33 | 1.05 | 0.45 | 12.89 | 13.27 | -0.60 | $-60.00 | 105.00 | 26 | 38.0 | 2426.000 | 0.38 | 2024-08-07 |
| ABR240816C00013000 | ABR | CALL | Long | 13.00 | None | $-0.35 | -0.33 | $0.69 | 0.05 | -0.24 | 1.05 | 0.70 | 12.89 | 13.58 | -0.35 | $-35.00 | 105.00 | 25 | 25.0 | 2444.000 | 0.69 | 2024-08-06 |
| ABR240816C00013000 | ABR | CALL | Long | 13.00 | None | $-0.17 | -0.16 | $0.81 | 0.06 | -0.10 | 1.05 | 0.88 | 12.89 | 13.70 | -0.17 | $-17.00 | 105.00 | 17 | 34.0 | 1680.000 | 0.81 | 2024-07-29 |
| ABR240816C00013000 | ABR | CALL | Long | 13.00 | None | $-0.17 | -0.16 | $0.72 | 0.06 | -0.09 | 1.05 | 0.88 | 12.89 | 13.61 | -0.17 | $-17.00 | 105.00 | 14 | 34.0 | 1689.000 | 0.72 | 2024-07-26 |
| ABR240816C00013000 | ABR | CALL | Long | 13.00 | None | $-0.32 | -0.30 | $0.14 | 0.01 | -0.14 | 1.05 | 0.73 | 12.89 | 13.03 | -0.32 | $-32.00 | 105.00 | 13 | 10.0 | 1691.000 | 0.14 | 2024-07-25 |
| ABR240816C00013000 | ABR | CALL | Long | 13.00 | None | $-0.35 | -0.33 | $0.14 | 0.01 | -0.15 | 1.05 | 0.70 | 12.89 | 13.03 | -0.35 | $-35.00 | 105.00 | 12 | 13.0 | 1702.000 | 0.14 | 2024-07-24 |
| ABR240816C00013000 | ABR | CALL | Long | 13.00 | None | $-0.25 | -0.24 | $0.39 | 0.03 | -0.16 | 1.05 | 0.80 | 12.89 | 13.28 | -0.25 | $-25.00 | 105.00 | 11 | 3.0 | 1705.000 | 0.39 | 2024-07-23 |
| ABR240816C00013000 | ABR | CALL | Long | 13.00 | None | $-0.30 | -0.29 | $0.50 | 0.04 | -0.18 | 1.05 | 0.75 | 12.89 | 13.39 | -0.30 | $-30.00 | 105.00 | 10 | 6.0 | 1703.000 | 0.50 | 2024-07-22 |
| ABR240816C00013000 | ABR | CALL | Long | 13.00 | None | $-0.30 | -0.29 | $0.22 | 0.02 | -0.09 | 1.05 | 0.75 | 12.89 | 13.11 | -0.30 | $-30.00 | 105.00 | 7 | 25.0 | 1684.000 | 0.22 | 2024-07-19 |
| ABR240816C00013000 | ABR | CALL | Long | 13.00 | None | $-0.30 | -0.29 | $0.16 | 0.01 | -0.18 | 1.05 | 0.75 | 12.89 | 13.05 | -0.30 | $-30.00 | 105.00 | 6 | 78.0 | 1638.000 | 0.16 | 2024-07-18 |
| ABR240816C00013000 | ABR | CALL | Long | 13.00 | None | $-0.04 | -0.04 | $0.60 | 0.05 | 0.14 | 1.05 | 1.01 | 12.89 | 13.49 | -0.04 | $-4.00 | 105.00 | 5 | 37.0 | 1633.000 | 0.60 | 2024-07-17 |
| ABR240816C00013000 | ABR | CALL | Long | 13.00 | None | $0.14 | 0.13 | $0.82 | 0.06 | -0.11 | 1.05 | 1.19 | 12.89 | 13.71 | 0.14 | $14.00 | 105.00 | 4 | 79.0 | 1619.000 | 0.82 | 2024-07-16 |
| ABR240816C00013000 | ABR | CALL | Long | 13.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.05 | 0.05 | $0.47 | 0.04 | -0.14 | 1.05 | 1.10 | 12.89 | 13.36 | 0.05 | $5.00 | 105.00 | 3 | 1241.0 | 441.000 | 0.47 | 2024-07-15 |
| ABR240816C00013000 | ABR | CALL | Long | 13.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | -0.01 | 1.05 | 1.05 | 12.89 | 12.89 | 0.00 | $0.00 | 105.00 | 1 | 276.0 | 289.000 | 0.00 | 2024-07-13 |
| ABR240816C00013000 | ABR | CALL | Long | 13.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 1.05 | 1.05 | 12.89 | 12.89 | 0.00 | $0.00 | 105.00 | 0 | 276.0 | 289.000 | 0.00 | 2024-07-12 |