| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-16 | ALLO | ALLO240816P00002500 | 2.50 | 256.0 | 784.000 | 1.219 | 0.371 | 1.0 | 0.0 | -0.010 | 1.130 | 0.120 | 0.10 | 3.50 | 2024-08-16 | PUT | Long | 0.364 | 0.399 | 0.174 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ALLO240816P00002500 | ALLO | PUT | Long | 2.50 | None | $0.10 | 0.83 | $1.20 | 0.34 | 1.81 | 0.12 | 0.22 | 3.50 | 2.30 | 0.10 | $10.00 | 12.00 | 30 | 12.0 | 740.000 | 1.20 | 2024-08-15 |
| ALLO240816P00002500 | ALLO | PUT | Long | 2.50 | None | $0.19 | 1.58 | $1.25 | 0.36 | 0.81 | 0.12 | 0.31 | 3.50 | 2.25 | 0.19 | $19.00 | 12.00 | 29 | 14.0 | 742.000 | 1.25 | 2024-08-14 |
| ALLO240816P00002500 | ALLO | PUT | Long | 2.50 | None | $0.08 | 0.67 | $1.15 | 0.33 | 0.61 | 0.12 | 0.20 | 3.50 | 2.35 | 0.08 | $8.00 | 12.00 | 28 | 25.0 | 758.000 | 1.15 | 2024-08-13 |
| ALLO240816P00002500 | ALLO | PUT | Long | 2.50 | None | $0.18 | 1.50 | $1.14 | 0.33 | 0.44 | 0.12 | 0.30 | 3.50 | 2.36 | 0.18 | $18.00 | 12.00 | 27 | 3.0 | 758.000 | 1.14 | 2024-08-12 |
| ALLO240816P00002500 | ALLO | PUT | Long | 2.50 | None | $0.18 | 1.50 | $1.18 | 0.34 | -0.14 | 0.12 | 0.30 | 3.50 | 2.32 | 0.18 | $18.00 | 12.00 | 24 | 3.0 | 755.000 | 1.18 | 2024-08-09 |
| ALLO240816P00002500 | ALLO | PUT | Long | 2.50 | None | $0.13 | 1.08 | $1.14 | 0.33 | 0.11 | 0.12 | 0.25 | 3.50 | 2.36 | 0.13 | $13.00 | 12.00 | 23 | 18.0 | 757.000 | 1.14 | 2024-08-08 |
| ALLO240816P00002500 | ALLO | PUT | Long | 2.50 | None | $0.08 | 0.67 | $1.03 | 0.29 | -0.09 | 0.12 | 0.20 | 3.50 | 2.47 | 0.08 | $8.00 | 12.00 | 22 | 1.0 | 757.000 | 1.03 | 2024-08-07 |
| ALLO240816P00002500 | ALLO | PUT | Long | 2.50 | None | $0.08 | 0.67 | $0.95 | 0.27 | -0.68 | 0.12 | 0.20 | 3.50 | 2.55 | 0.08 | $8.00 | 12.00 | 21 | 1.0 | 757.000 | 0.95 | 2024-08-06 |
| ALLO240816P00002500 | ALLO | PUT | Long | 2.50 | None | $-0.07 | -0.58 | $0.51 | 0.15 | -1.28 | 0.12 | 0.05 | 3.50 | 2.99 | -0.07 | $-7.00 | 12.00 | 13 | 50.0 | 791.000 | 0.51 | 2024-07-29 |
| ALLO240816P00002500 | ALLO | PUT | Long | 2.50 | None | $-0.02 | -0.17 | $0.50 | 0.14 | -0.48 | 0.12 | 0.10 | 3.50 | 3.00 | -0.02 | $-2.00 | 12.00 | 10 | 51.0 | 791.000 | 0.50 | 2024-07-26 |
| ALLO240816P00002500 | ALLO | PUT | Long | 2.50 | None | $-0.02 | -0.17 | $0.59 | 0.17 | -0.84 | 0.12 | 0.10 | 3.50 | 2.91 | -0.02 | $-2.00 | 12.00 | 9 | 51.0 | 790.000 | 0.59 | 2024-07-25 |
| ALLO240816P00002500 | ALLO | PUT | Long | 2.50 | None | $-0.02 | -0.17 | $0.59 | 0.17 | -0.85 | 0.12 | 0.10 | 3.50 | 2.91 | -0.02 | $-2.00 | 12.00 | 8 | 4.0 | 788.000 | 0.59 | 2024-07-24 |
| ALLO240816P00002500 | ALLO | PUT | Long | 2.50 | None | $-0.02 | -0.17 | $0.42 | 0.12 | -0.59 | 0.12 | 0.10 | 3.50 | 3.08 | -0.02 | $-2.00 | 12.00 | 7 | 4.0 | 788.000 | 0.42 | 2024-07-23 |
| ALLO240816P00002500 | ALLO | PUT | Long | 2.50 | Underlying has moved in favorable position (0.2028571428571428571428571429) however, position is suffering from IV crush;Exit OP PnL: $-0.02;Exit EQ PnL: 0.71 | $-0.02 | -0.17 | $0.61 | 0.17 | -0.77 | 0.12 | 0.10 | 3.50 | 2.89 | -0.02 | $-2.00 | 12.00 | 6 | 4.0 | 784.000 | 0.61 | 2024-07-22 |
| ALLO240816P00002500 | ALLO | PUT | Long | 2.50 | None | $0.00 | 0.00 | $0.67 | 0.19 | -0.67 | 0.12 | 0.12 | 3.50 | 2.83 | 0.00 | $0.00 | 12.00 | 3 | 1.0 | 784.000 | 0.67 | 2024-07-19 |
| ALLO240816P00002500 | ALLO | PUT | Long | 2.50 | None | $0.00 | 0.00 | $0.45 | 0.13 | -0.48 | 0.12 | 0.12 | 3.50 | 3.05 | 0.00 | $0.00 | 12.00 | 2 | 1.0 | 784.000 | 0.45 | 2024-07-18 |
| ALLO240816P00002500 | ALLO | PUT | Long | 2.50 | None | $0.00 | 0.00 | $0.08 | 0.02 | -0.34 | 0.12 | 0.12 | 3.50 | 3.42 | 0.00 | $0.00 | 12.00 | 1 | 1.0 | 784.000 | 0.08 | 2024-07-17 |
| ALLO240816P00002500 | ALLO | PUT | Long | 2.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.12 | 0.12 | 3.50 | 3.50 | 0.00 | $0.00 | 12.00 | 0 | 1.0 | 784.000 | -0.00 | 2024-07-16 |