| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-29 | ANF | ANF240628P00152500 | 152.50 | 5.0 | 18.000 | 0.594 | 0.254 | 37.5 | 0.0 | -0.020 | 38.300 | 0.850 | 1.46 | 189.45 | 2024-06-28 | PUT | Long | 0.256 | 0.335 | 0.243 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ANF240628P00152500 | ANF | PUT | Long | 152.50 | None | $-1.41 | -0.97 | $16.92 | 0.09 | 0.46 | 1.46 | 0.05 | 189.45 | 172.53 | -1.41 | $-141.00 | 146.00 | 29 | 7.0 | 120.000 | 16.92 | 2024-06-27 |
| ANF240628P00152500 | ANF | PUT | Long | 152.50 | None | $-1.31 | -0.90 | $16.68 | 0.09 | 0.04 | 1.46 | 0.15 | 189.45 | 172.77 | -1.31 | $-131.00 | 146.00 | 27 | 12.0 | 113.000 | 16.68 | 2024-06-25 |
| ANF240628P00152500 | ANF | PUT | Long | 152.50 | None | $-1.31 | -0.90 | $19.47 | 0.10 | -0.04 | 1.46 | 0.15 | 189.45 | 169.98 | -1.31 | $-131.00 | 146.00 | 26 | 12.0 | 103.000 | 19.47 | 2024-06-24 |
| ANF240628P00152500 | ANF | PUT | Long | 152.50 | None | $-1.24 | -0.85 | $4.13 | 0.02 | 0.09 | 1.46 | 0.22 | 189.45 | 185.32 | -1.24 | $-124.00 | 146.00 | 20 | 3.0 | 100.000 | 4.13 | 2024-06-18 |
| ANF240628P00152500 | ANF | PUT | Long | 152.50 | None | $-1.24 | -0.85 | $3.59 | 0.02 | 0.07 | 1.46 | 0.22 | 189.45 | 185.86 | -1.24 | $-124.00 | 146.00 | 19 | 3.0 | 100.000 | 3.59 | 2024-06-17 |
| ANF240628P00152500 | ANF | PUT | Long | 152.50 | None | $-1.24 | -0.85 | $3.46 | 0.02 | 0.13 | 1.46 | 0.22 | 189.45 | 185.99 | -1.24 | $-124.00 | 146.00 | 16 | 3.0 | 100.000 | 3.46 | 2024-06-14 |
| ANF240628P00152500 | ANF | PUT | Long | 152.50 | None | $-1.24 | -0.85 | $-1.43 | -0.01 | -0.03 | 1.46 | 0.22 | 189.45 | 190.88 | -1.24 | $-124.00 | 146.00 | 15 | 3.0 | 99.000 | -1.43 | 2024-06-13 |
| ANF240628P00152500 | ANF | PUT | Long | 152.50 | None | $-1.16 | -0.79 | $-2.89 | -0.02 | 0.01 | 1.46 | 0.30 | 189.45 | 192.34 | -1.16 | $-116.00 | 146.00 | 14 | 10.0 | 99.000 | -2.89 | 2024-06-12 |
| ANF240628P00152500 | ANF | PUT | Long | 152.50 | None | $-1.16 | -0.79 | $3.61 | 0.02 | -0.08 | 1.46 | 0.30 | 189.45 | 185.84 | -1.16 | $-116.00 | 146.00 | 13 | 10.0 | 99.000 | 3.61 | 2024-06-11 |
| ANF240628P00152500 | ANF | PUT | Long | 152.50 | None | $-1.16 | -0.79 | $4.26 | 0.02 | -0.09 | 1.46 | 0.30 | 189.45 | 185.19 | -1.16 | $-116.00 | 146.00 | 12 | 10.0 | 105.000 | 4.26 | 2024-06-10 |
| ANF240628P00152500 | ANF | PUT | Long | 152.50 | None | $-0.71 | -0.49 | $14.26 | 0.08 | -0.08 | 1.46 | 0.75 | 189.45 | 175.19 | -0.71 | $-71.00 | 146.00 | 11 | 2.0 | 105.000 | 14.26 | 2024-06-09 |
| ANF240628P00152500 | ANF | PUT | Long | 152.50 | None | $-0.71 | -0.49 | $14.23 | 0.08 | -0.14 | 1.46 | 0.75 | 189.45 | 175.22 | -0.71 | $-71.00 | 146.00 | 9 | 2.0 | 105.000 | 14.23 | 2024-06-07 |
| ANF240628P00152500 | ANF | PUT | Long | 152.50 | None | $-0.71 | -0.49 | $13.57 | 0.07 | -0.14 | 1.46 | 0.75 | 189.45 | 175.88 | -0.71 | $-71.00 | 146.00 | 8 | 2.0 | 104.000 | 13.57 | 2024-06-06 |
| ANF240628P00152500 | ANF | PUT | Long | 152.50 | None | $-0.26 | -0.18 | $16.79 | 0.09 | -0.14 | 1.46 | 1.20 | 189.45 | 172.66 | -0.26 | $-26.00 | 146.00 | 7 | 1.0 | 103.000 | 16.79 | 2024-06-05 |
| ANF240628P00152500 | ANF | PUT | Long | 152.50 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.41 | 0.28 | $19.82 | 0.10 | -0.15 | 1.46 | 1.87 | 189.45 | 169.63 | 0.41 | $41.00 | 146.00 | 6 | 75.0 | 28.000 | 19.82 | 2024-06-04 |
| ANF240628P00152500 | ANF | PUT | Long | 152.50 | None | $0.21 | 0.14 | $13.61 | 0.07 | -0.09 | 1.46 | 1.67 | 189.45 | 175.84 | 0.21 | $21.00 | 146.00 | 5 | 10.0 | 28.000 | 13.61 | 2024-06-03 |
| ANF240628P00152500 | ANF | PUT | Long | 152.50 | None | $0.21 | 0.14 | $16.58 | 0.09 | -0.47 | 1.46 | 1.67 | 189.45 | 172.87 | 0.21 | $21.00 | 146.00 | 4 | 10.0 | 28.000 | 16.58 | 2024-06-02 |
| ANF240628P00152500 | ANF | PUT | Long | 152.50 | None | $0.21 | 0.14 | $16.56 | 0.09 | -0.06 | 1.46 | 1.67 | 189.45 | 172.89 | 0.21 | $21.00 | 146.00 | 2 | 10.0 | 18.000 | 16.56 | 2024-05-31 |
| ANF240628P00152500 | ANF | PUT | Long | 152.50 | None | $0.00 | 0.00 | $11.24 | 0.06 | -0.11 | 1.46 | 1.46 | 189.45 | 178.21 | 0.00 | $0.00 | 146.00 | 1 | 5.0 | 18.000 | 11.24 | 2024-05-30 |
| ANF240628P00152500 | ANF | PUT | Long | 152.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 1.46 | 1.46 | 189.45 | 189.45 | 0.00 | $0.00 | 146.00 | 0 | 5.0 | 18.000 | -0.00 | 2024-05-29 |