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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2023-12-06 | ALT | ALT240119P00006000 | 6.00 | 706.0 | 138.000 | 1.660 | 0.503 | 1.0 | 0.1 | -0.030 | 1.810 | 0.900 | 1.00 | 6.88 | 2024-01-19 | PUT | Long | 0.462 | 0.538 | 0.331 |
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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALT240119P00006000 | ALT | PUT | Long | 6.00 | None | $-0.95 | -0.95 | $-3.91 | -0.57 | 2.46 | 1.00 | 0.05 | 6.88 | 10.79 | -0.95 | $-95.00 | 100.00 | 43 | 6.0 | 3291.000 | -3.91 | 2024-01-18 |
ALT240119P00006000 | ALT | PUT | Long | 6.00 | None | $-0.95 | -0.95 | $-4.29 | -0.62 | 2.65 | 1.00 | 0.05 | 6.88 | 11.17 | -0.95 | $-95.00 | 100.00 | 42 | 6.0 | 3291.000 | -4.29 | 2024-01-17 |
ALT240119P00006000 | ALT | PUT | Long | 6.00 | None | $-0.95 | -0.95 | $-4.98 | -0.72 | 1.62 | 1.00 | 0.05 | 6.88 | 11.86 | -0.95 | $-95.00 | 100.00 | 41 | 6.0 | 3291.000 | -4.98 | 2024-01-16 |
ALT240119P00006000 | ALT | PUT | Long | 6.00 | None | $-0.95 | -0.95 | $-5.12 | -0.74 | 0.68 | 1.00 | 0.05 | 6.88 | 12.00 | -0.95 | $-95.00 | 100.00 | 37 | 6.0 | 3297.000 | -5.12 | 2024-01-12 |
ALT240119P00006000 | ALT | PUT | Long | 6.00 | None | $-0.95 | -0.95 | $-4.61 | -0.67 | 0.43 | 1.00 | 0.05 | 6.88 | 11.49 | -0.95 | $-95.00 | 100.00 | 36 | 1.0 | 3298.000 | -4.61 | 2024-01-11 |
ALT240119P00006000 | ALT | PUT | Long | 6.00 | None | $-0.98 | -0.98 | $-4.41 | -0.64 | 0.29 | 1.00 | 0.02 | 6.88 | 11.29 | -0.98 | $-98.00 | 100.00 | 35 | 26.0 | 3324.000 | -4.41 | 2024-01-10 |
ALT240119P00006000 | ALT | PUT | Long | 6.00 | None | $-0.95 | -0.95 | $-4.84 | -0.70 | 0.53 | 1.00 | 0.05 | 6.88 | 11.72 | -0.95 | $-95.00 | 100.00 | 34 | 70.0 | 3354.000 | -4.84 | 2024-01-09 |
ALT240119P00006000 | ALT | PUT | Long | 6.00 | None | $-0.95 | -0.95 | $-4.51 | -0.66 | 0.22 | 1.00 | 0.05 | 6.88 | 11.39 | -0.95 | $-95.00 | 100.00 | 33 | 8.0 | 3353.000 | -4.51 | 2024-01-08 |
ALT240119P00006000 | ALT | PUT | Long | 6.00 | None | $-0.96 | -0.96 | $-4.31 | -0.63 | 0.09 | 1.00 | 0.04 | 6.88 | 11.19 | -0.96 | $-96.00 | 100.00 | 32 | 60.0 | 3356.000 | -4.31 | 2024-01-07 |
ALT240119P00006000 | ALT | PUT | Long | 6.00 | None | $-0.96 | -0.96 | $-4.31 | -0.63 | -0.08 | 1.00 | 0.04 | 6.88 | 11.19 | -0.96 | $-96.00 | 100.00 | 30 | 60.0 | 3356.000 | -4.31 | 2024-01-05 |
ALT240119P00006000 | ALT | PUT | Long | 6.00 | None | $-0.92 | -0.92 | $-4.81 | -0.70 | -1.16 | 1.00 | 0.08 | 6.88 | 11.69 | -0.92 | $-92.00 | 100.00 | 29 | 167.0 | 3356.000 | -4.81 | 2024-01-04 |
ALT240119P00006000 | ALT | PUT | Long | 6.00 | None | $-0.95 | -0.95 | $-3.05 | -0.44 | -1.16 | 1.00 | 0.05 | 6.88 | 9.93 | -0.95 | $-95.00 | 100.00 | 28 | 190.0 | 3441.000 | -3.05 | 2024-01-03 |
ALT240119P00006000 | ALT | PUT | Long | 6.00 | None | $-0.91 | -0.91 | $-3.64 | -0.53 | -1.16 | 1.00 | 0.09 | 6.88 | 10.52 | -0.91 | $-91.00 | 100.00 | 27 | 22.0 | 0.000 | -3.64 | 2024-01-02 |
ALT240119P00006000 | ALT | PUT | Long | 6.00 | None | $-0.91 | -0.91 | $-4.37 | -0.64 | 0.11 | 1.00 | 0.09 | 6.88 | 11.25 | -0.91 | $-91.00 | 100.00 | 26 | 22.0 | 3589.000 | -4.37 | 2024-01-01 |
ALT240119P00006000 | ALT | PUT | Long | 6.00 | None | $-0.91 | -0.91 | $-4.37 | -0.64 | 0.03 | 1.00 | 0.09 | 6.88 | 11.25 | -0.91 | $-91.00 | 100.00 | 24 | 22.0 | 3589.000 | -4.37 | 2023-12-30 |
ALT240119P00006000 | ALT | PUT | Long | 6.00 | None | $-0.91 | -0.91 | $-4.37 | -0.64 | -0.05 | 1.00 | 0.09 | 6.88 | 11.25 | -0.91 | $-91.00 | 100.00 | 23 | 22.0 | 3589.000 | -4.37 | 2023-12-29 |
ALT240119P00006000 | ALT | PUT | Long | 6.00 | None | $-0.95 | -0.95 | $-4.74 | -0.69 | 0.00 | 1.00 | 0.05 | 6.88 | 11.62 | -0.95 | $-95.00 | 100.00 | 22 | 105.0 | 3666.000 | -4.74 | 2023-12-28 |
ALT240119P00006000 | ALT | PUT | Long | 6.00 | None | $-0.90 | -0.90 | $-4.47 | -0.65 | 0.08 | 1.00 | 0.10 | 6.88 | 11.35 | -0.90 | $-90.00 | 100.00 | 21 | 237.0 | 3675.000 | -4.47 | 2023-12-27 |
ALT240119P00006000 | ALT | PUT | Long | 6.00 | None | $-0.86 | -0.86 | $-4.09 | -0.59 | -0.02 | 1.00 | 0.14 | 6.88 | 10.97 | -0.86 | $-86.00 | 100.00 | 20 | 549.0 | 3506.000 | -4.09 | 2023-12-26 |
ALT240119P00006000 | ALT | PUT | Long | 6.00 | None | $-0.80 | -0.80 | $-2.39 | -0.35 | -0.24 | 1.00 | 0.20 | 6.88 | 9.27 | -0.80 | $-80.00 | 100.00 | 19 | 693.0 | 3428.000 | -2.39 | 2023-12-25 |
ALT240119P00006000 | ALT | PUT | Long | 6.00 | None | $-0.80 | -0.80 | $-2.39 | -0.35 | -0.29 | 1.00 | 0.20 | 6.88 | 9.27 | -0.80 | $-80.00 | 100.00 | 17 | 693.0 | 3428.000 | -2.39 | 2023-12-23 |
ALT240119P00006000 | ALT | PUT | Long | 6.00 | None | $-0.85 | -0.85 | $-2.39 | -0.35 | -0.31 | 1.00 | 0.15 | 6.88 | 9.27 | -0.85 | $-85.00 | 100.00 | 16 | 683.0 | 3428.000 | -2.39 | 2023-12-22 |
ALT240119P00006000 | ALT | PUT | Long | 6.00 | None | $-0.65 | -0.65 | $-1.01 | -0.15 | -0.35 | 1.00 | 0.35 | 6.88 | 7.89 | -0.65 | $-65.00 | 100.00 | 15 | 412.0 | 3302.000 | -1.01 | 2023-12-21 |
ALT240119P00006000 | ALT | PUT | Long | 6.00 | None | $-0.70 | -0.70 | $-1.51 | -0.22 | -0.27 | 1.00 | 0.30 | 6.88 | 8.39 | -0.70 | $-70.00 | 100.00 | 14 | 66.0 | 3225.000 | -1.51 | 2023-12-20 |
ALT240119P00006000 | ALT | PUT | Long | 6.00 | None | $-0.63 | -0.63 | $-1.28 | -0.19 | -0.27 | 1.00 | 0.37 | 6.88 | 8.16 | -0.63 | $-63.00 | 100.00 | 13 | 843.0 | 2647.000 | -1.28 | 2023-12-19 |
ALT240119P00006000 | ALT | PUT | Long | 6.00 | None | $-0.64 | -0.64 | $-1.42 | -0.21 | -0.23 | 1.00 | 0.36 | 6.88 | 8.30 | -0.64 | $-64.00 | 100.00 | 12 | 1545.0 | 1369.000 | -1.42 | 2023-12-18 |
ALT240119P00006000 | ALT | PUT | Long | 6.00 | None | $-0.45 | -0.45 | $-0.79 | -0.11 | -0.28 | 1.00 | 0.55 | 6.88 | 7.67 | -0.45 | $-45.00 | 100.00 | 10 | 702.0 | 1112.000 | -0.79 | 2023-12-16 |
ALT240119P00006000 | ALT | PUT | Long | 6.00 | None | $-0.45 | -0.45 | $-0.79 | -0.11 | -0.30 | 1.00 | 0.55 | 6.88 | 7.67 | -0.45 | $-45.00 | 100.00 | 9 | 702.0 | 1112.000 | -0.79 | 2023-12-15 |
ALT240119P00006000 | ALT | PUT | Long | 6.00 | None | $-0.20 | -0.20 | $-0.12 | -0.02 | -0.21 | 1.00 | 0.80 | 6.88 | 7.00 | -0.20 | $-20.00 | 100.00 | 8 | 199.0 | 962.000 | -0.12 | 2023-12-14 |
ALT240119P00006000 | ALT | PUT | Long | 6.00 | None | $-0.10 | -0.10 | $0.36 | 0.05 | -0.13 | 1.00 | 0.90 | 6.88 | 6.52 | -0.10 | $-10.00 | 100.00 | 7 | 71.0 | 894.000 | 0.36 | 2023-12-13 |
ALT240119P00006000 | ALT | PUT | Long | 6.00 | None | $0.25 | 0.25 | $0.94 | 0.14 | -0.04 | 1.00 | 1.25 | 6.88 | 5.94 | 0.25 | $25.00 | 100.00 | 6 | 39.0 | 0.000 | 0.94 | 2023-12-12 |
ALT240119P00006000 | ALT | PUT | Long | 6.00 | None | $0.49 | 0.49 | $1.68 | 0.24 | -0.02 | 1.00 | 1.49 | 6.88 | 5.20 | 0.49 | $49.00 | 100.00 | 5 | 234.0 | 694.000 | 1.68 | 2023-12-11 |
ALT240119P00006000 | ALT | PUT | Long | 6.00 | None | $0.14 | 0.14 | $0.40 | 0.06 | -0.06 | 1.00 | 1.14 | 6.88 | 6.48 | 0.14 | $14.00 | 100.00 | 2 | 400.0 | 671.000 | 0.40 | 2023-12-08 |
ALT240119P00006000 | ALT | PUT | Long | 6.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.03; Exit EQ PnL: -1.20 | $0.20 | 0.20 | $0.30 | 0.04 | 0.04 | 1.00 | 1.20 | 6.88 | 6.58 | 0.20 | $20.00 | 100.00 | 1 | 579.0 | 465.000 | 0.30 | 2023-12-07 |
ALT240119P00006000 | ALT | PUT | Long | 6.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 1.00 | 1.00 | 6.88 | 6.88 | 0.00 | $0.00 | 100.00 | 0 | 0.0 | 138.000 | -0.00 | 2023-12-06 |