| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-10-25 | ADP | ADP231124C00235000 | 235.00 | 6.0 | 2.000 | 0.310 | 0.111 | 0.0 | 15.9 | 0.000 | 1.750 | 17.680 | 0.91 | 218.33 | 2023-11-24 | CALL | Long | 0.067 | 0.118 | -0.092 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ADP231124C00235000 | ADP | CALL | Long | 235.00 | None | $-0.71 | -0.78 | $12.72 | 0.06 | -0.15 | 0.91 | 0.20 | 218.33 | 231.05 | -0.71 | $-71.00 | 91.00 | 28 | 0.0 | 42.000 | 12.72 | 2023-11-22 |
| ADP231124C00235000 | ADP | CALL | Long | 235.00 | None | $-0.46 | -0.51 | $12.92 | 0.06 | -0.18 | 0.91 | 0.45 | 218.33 | 231.25 | -0.46 | $-46.00 | 91.00 | 27 | 0.0 | 44.000 | 12.92 | 2023-11-21 |
| ADP231124C00235000 | ADP | CALL | Long | 235.00 | None | $-0.46 | -0.51 | $13.38 | 0.06 | -0.15 | 0.91 | 0.45 | 218.33 | 231.71 | -0.46 | $-46.00 | 91.00 | 26 | 0.0 | 30.000 | 13.38 | 2023-11-20 |
| ADP231124C00235000 | ADP | CALL | Long | 235.00 | None | $-0.66 | -0.73 | $11.06 | 0.05 | -0.15 | 0.91 | 0.25 | 218.33 | 229.39 | -0.66 | $-66.00 | 91.00 | 25 | 0.0 | 28.000 | 11.06 | 2023-11-19 |
| ADP231124C00235000 | ADP | CALL | Long | 235.00 | None | $-0.66 | -0.73 | $11.06 | 0.05 | -0.16 | 0.91 | 0.25 | 218.33 | 229.39 | -0.66 | $-66.00 | 91.00 | 23 | 0.0 | 28.000 | 11.06 | 2023-11-17 |
| ADP231124C00235000 | ADP | CALL | Long | 235.00 | None | $-0.56 | -0.62 | $11.58 | 0.05 | -0.10 | 0.91 | 0.35 | 218.33 | 229.91 | -0.56 | $-56.00 | 91.00 | 22 | 0.0 | 28.000 | 11.58 | 2023-11-16 |
| ADP231124C00235000 | ADP | CALL | Long | 235.00 | None | $-0.13 | -0.14 | $12.13 | 0.06 | -0.15 | 0.91 | 0.78 | 218.33 | 230.46 | -0.13 | $-13.00 | 91.00 | 21 | 0.0 | 28.000 | 12.13 | 2023-11-15 |
| ADP231124C00235000 | ADP | CALL | Long | 235.00 | None | $-0.13 | -0.14 | $12.09 | 0.06 | -0.15 | 0.91 | 0.78 | 218.33 | 230.42 | -0.13 | $-13.00 | 91.00 | 20 | 0.0 | 26.000 | 12.09 | 2023-11-14 |
| ADP231124C00235000 | ADP | CALL | Long | 235.00 | None | $-0.56 | -0.62 | $8.02 | 0.04 | -0.08 | 0.91 | 0.35 | 218.33 | 226.35 | -0.56 | $-56.00 | 91.00 | 19 | 0.0 | 26.000 | 8.02 | 2023-11-13 |
| ADP231124C00235000 | ADP | CALL | Long | 235.00 | None | $-0.21 | -0.23 | $10.16 | 0.05 | -0.13 | 0.91 | 0.70 | 218.33 | 228.49 | -0.21 | $-21.00 | 91.00 | 16 | 0.0 | 25.000 | 10.16 | 2023-11-10 |
| ADP231124C00235000 | ADP | CALL | Long | 235.00 | None | $-0.51 | -0.56 | $8.19 | 0.04 | -0.28 | 0.91 | 0.40 | 218.33 | 226.52 | -0.51 | $-51.00 | 91.00 | 15 | 0.0 | 0.000 | 8.19 | 2023-11-09 |
| ADP231124C00235000 | ADP | CALL | Long | 235.00 | None | $-0.51 | -0.56 | $8.19 | 0.04 | -0.13 | 0.91 | 0.40 | 218.33 | 226.52 | -0.51 | $-51.00 | 91.00 | 14 | 0.0 | 25.000 | 8.19 | 2023-11-08 |
| ADP231124C00235000 | ADP | CALL | Long | 235.00 | None | $-0.51 | -0.56 | $7.15 | 0.03 | -0.14 | 0.91 | 0.40 | 218.33 | 225.48 | -0.51 | $-51.00 | 91.00 | 13 | 0.0 | 25.000 | 7.15 | 2023-11-07 |
| ADP231124C00235000 | ADP | CALL | Long | 235.00 | None | $-0.66 | -0.73 | $2.21 | 0.01 | -0.12 | 0.91 | 0.25 | 218.33 | 220.54 | -0.66 | $-66.00 | 91.00 | 12 | 0.0 | 21.000 | 2.21 | 2023-11-06 |
| ADP231124C00235000 | ADP | CALL | Long | 235.00 | None | $-0.66 | -0.73 | $2.21 | 0.01 | -0.12 | 0.91 | 0.25 | 218.33 | 220.54 | -0.66 | $-66.00 | 91.00 | 11 | 0.0 | 21.000 | 2.21 | 2023-11-05 |
| ADP231124C00235000 | ADP | CALL | Long | 235.00 | None | $-0.66 | -0.73 | $0.98 | 0.00 | -0.06 | 0.91 | 0.25 | 218.33 | 219.31 | -0.66 | $-66.00 | 91.00 | 9 | 0.0 | 21.000 | 0.98 | 2023-11-03 |
| ADP231124C00235000 | ADP | CALL | Long | 235.00 | None | $-0.66 | -0.73 | $0.23 | 0.00 | -0.10 | 0.91 | 0.25 | 218.33 | 218.56 | -0.66 | $-66.00 | 91.00 | 8 | 0.0 | 21.000 | 0.23 | 2023-11-02 |
| ADP231124C00235000 | ADP | CALL | Long | 235.00 | None | $-0.66 | -0.73 | $-7.96 | -0.04 | -0.02 | 0.91 | 0.25 | 218.33 | 210.37 | -0.66 | $-66.00 | 91.00 | 7 | 0.0 | 21.000 | -7.96 | 2023-11-01 |
| ADP231124C00235000 | ADP | CALL | Long | 235.00 | None | $-0.66 | -0.73 | $-0.11 | -0.00 | -0.11 | 0.91 | 0.25 | 218.33 | 218.22 | -0.66 | $-66.00 | 91.00 | 6 | 0.0 | 21.000 | -0.11 | 2023-10-31 |
| ADP231124C00235000 | ADP | CALL | Long | 235.00 | None | $-0.66 | -0.73 | $-2.25 | -0.01 | -0.10 | 0.91 | 0.25 | 218.33 | 216.08 | -0.66 | $-66.00 | 91.00 | 5 | 0.0 | 15.000 | -2.25 | 2023-10-30 |
| ADP231124C00235000 | ADP | CALL | Long | 235.00 | None | $-0.06 | -0.07 | $-3.49 | -0.02 | -0.10 | 0.91 | 0.85 | 218.33 | 214.84 | -0.06 | $-6.00 | 91.00 | 2 | 0.0 | 15.000 | -3.49 | 2023-10-27 |
| ADP231124C00235000 | ADP | CALL | Long | 235.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.06; Exit EQ PnL: 0.51 | $-0.06 | -0.07 | $-1.07 | -0.00 | -0.25 | 0.91 | 0.85 | 218.33 | 217.26 | -0.06 | $-6.00 | 91.00 | 1 | 0.0 | 15.000 | -1.07 | 2023-10-26 |
| ADP231124C00235000 | ADP | CALL | Long | 235.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.91 | 0.91 | 218.33 | 218.33 | 0.00 | $0.00 | 91.00 | 0 | 6.0 | 2.000 | 0.00 | 2023-10-25 |