| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-01-10 | AMRN | AMRN240216P00001000 | 1.00 | 195.0 | 199.000 | 1.266 | 0.392 | 0.3 | 0.0 | -0.030 | 0.350 | 0.060 | 0.09 | 1.29 | 2024-02-16 | PUT | Long | 0.356 | 0.455 | 0.330 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AMRN240216P00001000 | AMRN | PUT | Long | 1.00 | None | $-0.06 | -0.67 | $0.07 | 0.05 | 0.23 | 0.09 | 0.03 | 1.29 | 1.22 | -0.06 | $-6.00 | 9.00 | 30 | 2.0 | 1501.000 | 0.07 | 2024-02-09 |
| AMRN240216P00001000 | AMRN | PUT | Long | 1.00 | None | $-0.06 | -0.67 | $0.06 | 0.05 | 0.17 | 0.09 | 0.03 | 1.29 | 1.23 | -0.06 | $-6.00 | 9.00 | 29 | 2.0 | 1501.000 | 0.06 | 2024-02-08 |
| AMRN240216P00001000 | AMRN | PUT | Long | 1.00 | None | $-0.06 | -0.67 | $0.09 | 0.07 | 0.02 | 0.09 | 0.03 | 1.29 | 1.20 | -0.06 | $-6.00 | 9.00 | 28 | 2.0 | 1502.000 | 0.09 | 2024-02-07 |
| AMRN240216P00001000 | AMRN | PUT | Long | 1.00 | None | $-0.07 | -0.78 | $0.06 | 0.05 | 0.05 | 0.09 | 0.02 | 1.29 | 1.23 | -0.07 | $-7.00 | 9.00 | 27 | 2.0 | 1500.000 | 0.06 | 2024-02-06 |
| AMRN240216P00001000 | AMRN | PUT | Long | 1.00 | None | $-0.05 | -0.56 | $0.11 | 0.09 | -1.02 | 0.09 | 0.04 | 1.29 | 1.18 | -0.05 | $-5.00 | 9.00 | 26 | 1.0 | 1500.000 | 0.11 | 2024-02-05 |
| AMRN240216P00001000 | AMRN | PUT | Long | 1.00 | None | $-0.05 | -0.56 | $0.10 | 0.08 | -1.02 | 0.09 | 0.04 | 1.29 | 1.19 | -0.05 | $-5.00 | 9.00 | 25 | 1.0 | 1500.000 | 0.10 | 2024-02-04 |
| AMRN240216P00001000 | AMRN | PUT | Long | 1.00 | None | $-0.05 | -0.56 | $0.10 | 0.08 | -0.24 | 0.09 | 0.04 | 1.29 | 1.19 | -0.05 | $-5.00 | 9.00 | 23 | 1.0 | 1500.000 | 0.10 | 2024-02-02 |
| AMRN240216P00001000 | AMRN | PUT | Long | 1.00 | None | $-0.05 | -0.56 | $0.08 | 0.06 | -0.24 | 0.09 | 0.04 | 1.29 | 1.21 | -0.05 | $-5.00 | 9.00 | 22 | 1.0 | 1501.000 | 0.08 | 2024-02-01 |
| AMRN240216P00001000 | AMRN | PUT | Long | 1.00 | None | $-0.04 | -0.44 | $0.16 | 0.12 | -0.48 | 0.09 | 0.05 | 1.29 | 1.13 | -0.04 | $-4.00 | 9.00 | 21 | 10.0 | 1501.000 | 0.16 | 2024-01-31 |
| AMRN240216P00001000 | AMRN | PUT | Long | 1.00 | None | $-0.04 | -0.44 | $0.05 | 0.04 | -0.20 | 0.09 | 0.05 | 1.29 | 1.24 | -0.04 | $-4.00 | 9.00 | 20 | 10.0 | 1501.000 | 0.05 | 2024-01-30 |
| AMRN240216P00001000 | AMRN | PUT | Long | 1.00 | None | $-0.04 | -0.44 | $-0.06 | -0.05 | -0.02 | 0.09 | 0.05 | 1.29 | 1.35 | -0.04 | $-4.00 | 9.00 | 19 | 10.0 | 1501.000 | -0.06 | 2024-01-29 |
| AMRN240216P00001000 | AMRN | PUT | Long | 1.00 | None | $-0.04 | -0.44 | $-0.03 | -0.02 | -0.11 | 0.09 | 0.05 | 1.29 | 1.32 | -0.04 | $-4.00 | 9.00 | 18 | 2.0 | 1501.000 | -0.03 | 2024-01-28 |
| AMRN240216P00001000 | AMRN | PUT | Long | 1.00 | None | $-0.04 | -0.44 | $-0.03 | -0.02 | -0.14 | 0.09 | 0.05 | 1.29 | 1.32 | -0.04 | $-4.00 | 9.00 | 17 | 2.0 | 1501.000 | -0.03 | 2024-01-27 |
| AMRN240216P00001000 | AMRN | PUT | Long | 1.00 | None | $-0.04 | -0.44 | $-0.03 | -0.02 | -0.16 | 0.09 | 0.05 | 1.29 | 1.32 | -0.04 | $-4.00 | 9.00 | 16 | 2.0 | 1501.000 | -0.03 | 2024-01-26 |
| AMRN240216P00001000 | AMRN | PUT | Long | 1.00 | None | $-0.04 | -0.44 | $0.03 | 0.02 | -0.30 | 0.09 | 0.05 | 1.29 | 1.26 | -0.04 | $-4.00 | 9.00 | 15 | 2.0 | 1501.000 | 0.03 | 2024-01-25 |
| AMRN240216P00001000 | AMRN | PUT | Long | 1.00 | None | $-0.04 | -0.44 | $0.14 | 0.11 | -0.27 | 0.09 | 0.05 | 1.29 | 1.15 | -0.04 | $-4.00 | 9.00 | 14 | 2.0 | 1499.000 | 0.14 | 2024-01-24 |
| AMRN240216P00001000 | AMRN | PUT | Long | 1.00 | None | $-0.04 | -0.44 | $0.04 | 0.03 | -0.34 | 0.09 | 0.05 | 1.29 | 1.25 | -0.04 | $-4.00 | 9.00 | 13 | 20.0 | 1479.000 | 0.04 | 2024-01-23 |
| AMRN240216P00001000 | AMRN | PUT | Long | 1.00 | None | $-0.03 | -0.33 | $0.14 | 0.11 | -0.06 | 0.09 | 0.06 | 1.29 | 1.15 | -0.03 | $-3.00 | 9.00 | 12 | 444.0 | 1194.000 | 0.14 | 2024-01-22 |
| AMRN240216P00001000 | AMRN | PUT | Long | 1.00 | None | $0.01 | 0.11 | $0.24 | 0.19 | -0.19 | 0.09 | 0.10 | 1.29 | 1.05 | 0.01 | $1.00 | 9.00 | 9 | 290.0 | 1188.000 | 0.24 | 2024-01-19 |
| AMRN240216P00001000 | AMRN | PUT | Long | 1.00 | None | $-0.02 | -0.22 | $0.20 | 0.16 | -0.30 | 0.09 | 0.07 | 1.29 | 1.09 | -0.02 | $-2.00 | 9.00 | 8 | 77.0 | 1112.000 | 0.20 | 2024-01-18 |
| AMRN240216P00001000 | AMRN | PUT | Long | 1.00 | None | $-0.03 | -0.33 | $0.20 | 0.16 | -0.30 | 0.09 | 0.06 | 1.29 | 1.09 | -0.03 | $-3.00 | 9.00 | 7 | 714.0 | 1112.000 | 0.20 | 2024-01-17 |
| AMRN240216P00001000 | AMRN | PUT | Long | 1.00 | None | $-0.03 | -0.33 | $0.12 | 0.09 | -0.34 | 0.09 | 0.06 | 1.29 | 1.17 | -0.03 | $-3.00 | 9.00 | 6 | 1.0 | 399.000 | 0.12 | 2024-01-16 |
| AMRN240216P00001000 | AMRN | PUT | Long | 1.00 | None | $-0.03 | -0.33 | $0.11 | 0.09 | -0.17 | 0.09 | 0.06 | 1.29 | 1.18 | -0.03 | $-3.00 | 9.00 | 2 | 1.0 | 399.000 | 0.11 | 2024-01-12 |
| AMRN240216P00001000 | AMRN | PUT | Long | 1.00 | Underlying has moved in favorable position (0.09302325581395348837209302326) however, position is suffering from IV crush;Exit OP PnL: $-0.04;Exit EQ PnL: 0.12 | $-0.02 | -0.22 | $0.12 | 0.09 | -0.20 | 0.09 | 0.07 | 1.29 | 1.17 | -0.02 | $-2.00 | 9.00 | 1 | 42.0 | 358.000 | 0.12 | 2024-01-11 |
| AMRN240216P00001000 | AMRN | PUT | Long | 1.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.09 | 0.09 | 1.29 | 1.29 | 0.00 | $0.00 | 9.00 | 0 | 195.0 | 199.000 | -0.00 | 2024-01-10 |