| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-02-07 | AZEK | AZEK240315P00040000 | 40.00 | 55.0 | 15.000 | 0.370 | 0.179 | 5.8 | 0.0 | -0.010 | 5.980 | 0.200 | 0.31 | 45.62 | 2024-03-15 | PUT | Long | 0.157 | 0.204 | 0.146 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AZEK240315P00040000 | AZEK | PUT | Long | 40.00 | None | $-0.25 | -0.83 | $-2.53 | -0.06 | 0.80 | 0.30 | 0.05 | 45.37 | 47.90 | -0.25 | $-25.00 | 30.00 | 36 | 1.0 | 2070.000 | -2.53 | 2024-03-14 |
| AZEK240315P00040000 | AZEK | PUT | Long | 40.00 | None | $-0.25 | -0.83 | $-2.92 | -0.06 | 0.84 | 0.30 | 0.05 | 45.37 | 48.29 | -0.25 | $-25.00 | 30.00 | 35 | 1.0 | 2070.000 | -2.92 | 2024-03-13 |
| AZEK240315P00040000 | AZEK | PUT | Long | 40.00 | None | $-0.25 | -0.83 | $-2.88 | -0.06 | 0.49 | 0.30 | 0.05 | 45.37 | 48.25 | -0.25 | $-25.00 | 30.00 | 34 | 1.0 | 2070.000 | -2.88 | 2024-03-12 |
| AZEK240315P00040000 | AZEK | PUT | Long | 40.00 | None | $-0.25 | -0.83 | $-2.37 | -0.05 | 0.37 | 0.30 | 0.05 | 45.37 | 47.74 | -0.25 | $-25.00 | 30.00 | 33 | 1.0 | 2070.000 | -2.37 | 2024-03-11 |
| AZEK240315P00040000 | AZEK | PUT | Long | 40.00 | None | $-0.25 | -0.83 | $-3.53 | -0.08 | 0.28 | 0.30 | 0.05 | 45.37 | 48.90 | -0.25 | $-25.00 | 30.00 | 30 | 1.0 | 2070.000 | -3.53 | 2024-03-08 |
| AZEK240315P00040000 | AZEK | PUT | Long | 40.00 | None | $-0.25 | -0.83 | $-3.97 | -0.09 | 0.26 | 0.30 | 0.05 | 45.37 | 49.34 | -0.25 | $-25.00 | 30.00 | 29 | 1.0 | 2070.000 | -3.97 | 2024-03-07 |
| AZEK240315P00040000 | AZEK | PUT | Long | 40.00 | None | $-0.25 | -0.83 | $-4.02 | -0.09 | 0.30 | 0.30 | 0.05 | 45.37 | 49.39 | -0.25 | $-25.00 | 30.00 | 28 | 1.0 | 2070.000 | -4.02 | 2024-03-06 |
| AZEK240315P00040000 | AZEK | PUT | Long | 40.00 | None | $-0.25 | -0.83 | $-2.70 | -0.06 | 0.20 | 0.30 | 0.05 | 45.37 | 48.07 | -0.25 | $-25.00 | 30.00 | 27 | 1.0 | 2070.000 | -2.70 | 2024-03-05 |
| AZEK240315P00040000 | AZEK | PUT | Long | 40.00 | None | $-0.25 | -0.83 | $-3.50 | -0.08 | -0.11 | 0.30 | 0.05 | 45.37 | 48.87 | -0.25 | $-25.00 | 30.00 | 26 | 1.0 | 0.000 | -3.50 | 2024-03-04 |
| AZEK240315P00040000 | AZEK | PUT | Long | 40.00 | None | $-0.25 | -0.83 | $-3.58 | -0.08 | 0.20 | 0.30 | 0.05 | 45.37 | 48.95 | -0.25 | $-25.00 | 30.00 | 25 | 1.0 | 2071.000 | -3.58 | 2024-03-03 |
| AZEK240315P00040000 | AZEK | PUT | Long | 40.00 | None | $-0.25 | -0.83 | $-3.58 | -0.08 | 0.20 | 0.30 | 0.05 | 45.37 | 48.95 | -0.25 | $-25.00 | 30.00 | 24 | 1.0 | 2071.000 | -3.58 | 2024-03-02 |
| AZEK240315P00040000 | AZEK | PUT | Long | 40.00 | None | $-0.25 | -0.83 | $-3.45 | -0.08 | 0.16 | 0.30 | 0.05 | 45.37 | 48.82 | -0.25 | $-25.00 | 30.00 | 23 | 1.0 | 2071.000 | -3.45 | 2024-03-01 |
| AZEK240315P00040000 | AZEK | PUT | Long | 40.00 | None | $-0.16 | -0.53 | $-2.74 | -0.06 | 0.14 | 0.30 | 0.14 | 45.37 | 48.11 | -0.16 | $-16.00 | 30.00 | 22 | 1.0 | 2071.000 | -2.74 | 2024-02-29 |
| AZEK240315P00040000 | AZEK | PUT | Long | 40.00 | None | $-0.16 | -0.53 | $-1.98 | -0.04 | 0.18 | 0.30 | 0.14 | 45.37 | 47.35 | -0.16 | $-16.00 | 30.00 | 21 | 1.0 | 2071.000 | -1.98 | 2024-02-28 |
| AZEK240315P00040000 | AZEK | PUT | Long | 40.00 | None | $-0.16 | -0.53 | $-2.55 | -0.06 | 0.18 | 0.30 | 0.14 | 45.37 | 47.92 | -0.16 | $-16.00 | 30.00 | 20 | 1.0 | 2071.000 | -2.55 | 2024-02-27 |
| AZEK240315P00040000 | AZEK | PUT | Long | 40.00 | None | $-0.16 | -0.53 | $-2.01 | -0.04 | 0.14 | 0.30 | 0.14 | 45.37 | 47.38 | -0.16 | $-16.00 | 30.00 | 19 | 1.0 | 2071.000 | -2.01 | 2024-02-26 |
| AZEK240315P00040000 | AZEK | PUT | Long | 40.00 | None | $-0.16 | -0.53 | $-1.52 | -0.03 | 0.15 | 0.30 | 0.14 | 45.37 | 46.89 | -0.16 | $-16.00 | 30.00 | 18 | 1.0 | 2071.000 | -1.52 | 2024-02-25 |
| AZEK240315P00040000 | AZEK | PUT | Long | 40.00 | None | $-0.16 | -0.53 | $-1.52 | -0.03 | 0.12 | 0.30 | 0.14 | 45.37 | 46.89 | -0.16 | $-16.00 | 30.00 | 16 | 1.0 | 2071.000 | -1.52 | 2024-02-23 |
| AZEK240315P00040000 | AZEK | PUT | Long | 40.00 | None | $-0.16 | -0.53 | $-1.12 | -0.02 | 0.06 | 0.30 | 0.14 | 45.37 | 46.49 | -0.16 | $-16.00 | 30.00 | 15 | 1.0 | 2071.000 | -1.12 | 2024-02-22 |
| AZEK240315P00040000 | AZEK | PUT | Long | 40.00 | None | $-0.15 | -0.50 | $0.10 | 0.00 | 0.02 | 0.30 | 0.15 | 45.37 | 45.27 | -0.15 | $-15.00 | 30.00 | 14 | 2000.0 | 75.000 | 0.10 | 2024-02-21 |
| AZEK240315P00040000 | AZEK | PUT | Long | 40.00 | None | $0.15 | 0.50 | $0.79 | 0.02 | 0.02 | 0.30 | 0.45 | 45.37 | 44.58 | 0.15 | $15.00 | 30.00 | 13 | 20.0 | 75.000 | 0.79 | 2024-02-20 |
| AZEK240315P00040000 | AZEK | PUT | Long | 40.00 | None | $0.15 | 0.50 | $0.38 | 0.01 | 0.02 | 0.30 | 0.45 | 45.37 | 44.99 | 0.15 | $15.00 | 30.00 | 12 | 20.0 | 75.000 | 0.38 | 2024-02-19 |
| AZEK240315P00040000 | AZEK | PUT | Long | 40.00 | None | $-0.05 | -0.17 | $0.12 | 0.00 | -0.01 | 0.30 | 0.25 | 45.37 | 45.25 | -0.05 | $-5.00 | 30.00 | 2 | 2.0 | 74.000 | 0.12 | 2024-02-09 |
| AZEK240315P00040000 | AZEK | PUT | Long | 40.00 | Exit OP PnL: $-0.10;Exit EQ PnL: -0.60; Position is Long and position continued to lose. Latest OP price is: $0.20 (EQ: $45.97). Initial OP price was: $0.30 (EQ: $45.37). Surpassed Stop Loss Percentage: -0.3333333333333333333333333333 < -0.16. | $-0.05 | -0.17 | $-0.62 | -0.01 | 0.01 | 0.30 | 0.25 | 45.37 | 45.99 | -0.05 | $-5.00 | 30.00 | 1 | 2.0 | 73.000 | -0.62 | 2024-02-08 |
| AZEK240315P00040000 | AZEK | PUT | Long | 40.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.30 | 0.30 | 45.37 | 45.37 | 0.00 | $0.00 | 30.00 | 0 | 58.0 | 15.000 | -0.00 | 2024-02-07 |