| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-08-28 | ANF | ANF240927C00145000 | 145.00 | 13.0 | 4.000 | 0.494 | 0.260 | 1.6 | 7.1 | 0.010 | 4.580 | 10.120 | 5.60 | 139.01 | 2024-09-27 | CALL | Long | 0.255 | 0.315 | -0.169 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ANF240927C00145000 | ANF | CALL | Long | 145.00 | None | $-4.95 | -0.99 | $-0.48 | -0.00 | 0.02 | 5.00 | 0.05 | 138.41 | 137.93 | -4.95 | $-495.00 | 500.00 | 29 | 142.0 | 249.000 | -0.48 | 2024-09-26 |
| ANF240927C00145000 | ANF | CALL | Long | 145.00 | None | $-4.78 | -0.96 | $-0.68 | -0.00 | -0.06 | 5.00 | 0.22 | 138.41 | 137.73 | -4.78 | $-478.00 | 500.00 | 28 | 68.0 | 249.000 | -0.68 | 2024-09-25 |
| ANF240927C00145000 | ANF | CALL | Long | 145.00 | None | $-4.00 | -0.80 | $3.67 | 0.03 | -0.12 | 5.00 | 1.00 | 138.41 | 142.08 | -4.00 | $-400.00 | 500.00 | 27 | 29.0 | 246.000 | 3.67 | 2024-09-24 |
| ANF240927C00145000 | ANF | CALL | Long | 145.00 | None | $-3.75 | -0.75 | $2.24 | 0.02 | -0.05 | 5.00 | 1.25 | 138.41 | 140.65 | -3.75 | $-375.00 | 500.00 | 26 | 190.0 | 125.000 | 2.24 | 2024-09-23 |
| ANF240927C00145000 | ANF | CALL | Long | 145.00 | None | $-3.35 | -0.67 | $3.39 | 0.02 | -0.44 | 5.00 | 1.65 | 138.41 | 141.80 | -3.35 | $-335.00 | 500.00 | 25 | 54.0 | 0.000 | 3.39 | 2024-09-22 |
| ANF240927C00145000 | ANF | CALL | Long | 145.00 | None | $-3.30 | -0.66 | $3.38 | 0.02 | -0.09 | 5.00 | 1.70 | 138.41 | 141.79 | -3.30 | $-330.00 | 500.00 | 23 | 53.0 | 125.000 | 3.38 | 2024-09-20 |
| ANF240927C00145000 | ANF | CALL | Long | 145.00 | None | $-3.22 | -0.64 | $1.33 | 0.01 | -0.06 | 5.00 | 1.78 | 138.41 | 139.74 | -3.22 | $-322.00 | 500.00 | 22 | 30.0 | 121.000 | 1.33 | 2024-09-19 |
| ANF240927C00145000 | ANF | CALL | Long | 145.00 | None | $-3.56 | -0.71 | $-2.95 | -0.02 | -0.01 | 5.00 | 1.44 | 138.41 | 135.46 | -3.56 | $-356.00 | 500.00 | 21 | 31.0 | 106.000 | -2.95 | 2024-09-18 |
| ANF240927C00145000 | ANF | CALL | Long | 145.00 | None | $-3.97 | -0.79 | $-4.43 | -0.03 | -0.05 | 5.00 | 1.03 | 138.41 | 133.98 | -3.97 | $-397.00 | 500.00 | 20 | 3.0 | 106.000 | -4.43 | 2024-09-17 |
| ANF240927C00145000 | ANF | CALL | Long | 145.00 | None | $-3.85 | -0.77 | $-3.90 | -0.03 | -0.02 | 5.00 | 1.15 | 138.41 | 134.51 | -3.85 | $-385.00 | 500.00 | 19 | 16.0 | 107.000 | -3.90 | 2024-09-16 |
| ANF240927C00145000 | ANF | CALL | Long | 145.00 | None | $-1.15 | -0.23 | $3.78 | 0.03 | 0.05 | 5.00 | 3.85 | 138.41 | 142.19 | -1.15 | $-115.00 | 500.00 | 17 | 80.0 | 72.000 | 3.78 | 2024-09-14 |
| ANF240927C00145000 | ANF | CALL | Long | 145.00 | None | $-1.15 | -0.23 | $3.78 | 0.03 | -0.04 | 5.00 | 3.85 | 138.41 | 142.19 | -1.15 | $-115.00 | 500.00 | 16 | 80.0 | 72.000 | 3.78 | 2024-09-13 |
| ANF240927C00145000 | ANF | CALL | Long | 145.00 | None | $-2.72 | -0.54 | $-0.87 | -0.01 | -0.02 | 5.00 | 2.28 | 138.41 | 137.54 | -2.72 | $-272.00 | 500.00 | 15 | 43.0 | 66.000 | -0.87 | 2024-09-12 |
| ANF240927C00145000 | ANF | CALL | Long | 145.00 | None | $-4.10 | -0.82 | $-6.89 | -0.05 | -0.08 | 5.00 | 0.90 | 138.41 | 131.52 | -4.10 | $-410.00 | 500.00 | 14 | 6.0 | 72.000 | -6.89 | 2024-09-11 |
| ANF240927C00145000 | ANF | CALL | Long | 145.00 | None | $-3.86 | -0.77 | $-8.55 | -0.06 | -0.03 | 5.00 | 1.14 | 138.41 | 129.86 | -3.86 | $-386.00 | 500.00 | 13 | 33.0 | 54.000 | -8.55 | 2024-09-10 |
| ANF240927C00145000 | ANF | CALL | Long | 145.00 | None | $-2.87 | -0.57 | $-5.15 | -0.04 | -0.01 | 5.00 | 2.13 | 138.41 | 133.26 | -2.87 | $-287.00 | 500.00 | 12 | 10.0 | 57.000 | -5.15 | 2024-09-09 |
| ANF240927C00145000 | ANF | CALL | Long | 145.00 | None | $-3.03 | -0.61 | $-7.42 | -0.05 | 0.01 | 5.00 | 1.97 | 138.41 | 130.99 | -3.03 | $-303.00 | 500.00 | 9 | 3.0 | 58.000 | -7.42 | 2024-09-06 |
| ANF240927C00145000 | ANF | CALL | Long | 145.00 | None | $-1.25 | -0.25 | $-0.54 | -0.00 | 0.01 | 5.00 | 3.75 | 138.41 | 137.87 | -1.25 | $-125.00 | 500.00 | 8 | 8.0 | 60.000 | -0.54 | 2024-09-05 |
| ANF240927C00145000 | ANF | CALL | Long | 145.00 | None | $0.20 | 0.04 | $1.25 | 0.01 | 0.01 | 5.00 | 5.20 | 138.41 | 139.66 | 0.20 | $20.00 | 500.00 | 7 | 11.0 | 59.000 | 1.25 | 2024-09-04 |
| ANF240927C00145000 | ANF | CALL | Long | 145.00 | None | $3.60 | 0.72 | $9.16 | 0.07 | -0.01 | 5.00 | 8.60 | 138.41 | 147.57 | 3.60 | $360.00 | 500.00 | 3 | 35.0 | 25.000 | 9.16 | 2024-08-31 |
| ANF240927C00145000 | ANF | CALL | Long | 145.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $2.85 | 0.57 | $9.15 | 0.07 | -0.05 | 5.00 | 7.85 | 138.41 | 147.56 | 2.85 | $285.00 | 500.00 | 2 | 33.0 | 25.000 | 9.15 | 2024-08-30 |
| ANF240927C00145000 | ANF | CALL | Long | 145.00 | None | $0.90 | 0.18 | $3.81 | 0.03 | 0.02 | 5.00 | 5.90 | 138.41 | 142.22 | 0.90 | $90.00 | 500.00 | 1 | 17.0 | 20.000 | 3.81 | 2024-08-29 |
| ANF240927C00145000 | ANF | CALL | Long | 145.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 5.00 | 5.00 | 138.41 | 138.41 | 0.00 | $0.00 | 500.00 | 0 | 21.0 | 4.000 | 0.00 | 2024-08-28 |