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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024-08-21 | BEN | BEN240920C00020000 | 20.00 | 1509.0 | 19.000 | 0.479 | 0.171 | 0.4 | 0.5 | 0.010 | 1.090 | 1.220 | 0.90 | 19.78 | 2024-09-20 | CALL | Long | 0.121 | 0.181 | -0.126 |
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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
BEN240920C00020000 | BEN | CALL | Long | 20.00 | None | $-0.06 | -0.07 | $1.10 | 0.06 | -0.06 | 0.90 | 0.84 | 19.78 | 20.88 | -0.06 | $-6.00 | 90.00 | 29 | 79.0 | 4532.000 | 1.10 | 2024-09-19 |
BEN240920C00020000 | BEN | CALL | Long | 20.00 | None | $-0.30 | -0.33 | $0.62 | 0.03 | 0.10 | 0.90 | 0.60 | 19.78 | 20.40 | -0.30 | $-30.00 | 90.00 | 28 | 19.0 | 4541.000 | 0.62 | 2024-09-18 |
BEN240920C00020000 | BEN | CALL | Long | 20.00 | None | $-0.47 | -0.52 | $0.49 | 0.02 | -0.06 | 0.90 | 0.43 | 19.78 | 20.27 | -0.47 | $-47.00 | 90.00 | 27 | 289.0 | 4383.000 | 0.49 | 2024-09-17 |
BEN240920C00020000 | BEN | CALL | Long | 20.00 | None | $-0.65 | -0.72 | $0.34 | 0.02 | -0.17 | 0.90 | 0.25 | 19.78 | 20.12 | -0.65 | $-65.00 | 90.00 | 26 | 263.0 | 4195.000 | 0.34 | 2024-09-16 |
BEN240920C00020000 | BEN | CALL | Long | 20.00 | None | $-0.65 | -0.72 | $0.12 | 0.01 | -0.14 | 0.90 | 0.25 | 19.78 | 19.90 | -0.65 | $-65.00 | 90.00 | 24 | 161.0 | 4112.000 | 0.12 | 2024-09-14 |
BEN240920C00020000 | BEN | CALL | Long | 20.00 | None | $-0.62 | -0.69 | $0.12 | 0.01 | -0.18 | 0.90 | 0.28 | 19.78 | 19.90 | -0.62 | $-62.00 | 90.00 | 23 | 88.0 | 4112.000 | 0.12 | 2024-09-13 |
BEN240920C00020000 | BEN | CALL | Long | 20.00 | None | $-0.60 | -0.67 | $-0.11 | -0.01 | -0.16 | 0.90 | 0.30 | 19.78 | 19.67 | -0.60 | $-60.00 | 90.00 | 22 | 56.0 | 4066.000 | -0.11 | 2024-09-12 |
BEN240920C00020000 | BEN | CALL | Long | 20.00 | None | $-0.73 | -0.81 | $-0.35 | -0.02 | -0.15 | 0.90 | 0.17 | 19.78 | 19.43 | -0.73 | $-73.00 | 90.00 | 21 | 22.0 | 4064.000 | -0.35 | 2024-09-11 |
BEN240920C00020000 | BEN | CALL | Long | 20.00 | None | $-0.70 | -0.78 | $-0.28 | -0.01 | -0.14 | 0.90 | 0.20 | 19.78 | 19.50 | -0.70 | $-70.00 | 90.00 | 20 | 7.0 | 4060.000 | -0.28 | 2024-09-10 |
BEN240920C00020000 | BEN | CALL | Long | 20.00 | None | $-0.55 | -0.61 | $-0.23 | -0.01 | -0.10 | 0.90 | 0.35 | 19.78 | 19.55 | -0.55 | $-55.00 | 90.00 | 19 | 57.0 | 4042.000 | -0.23 | 2024-09-09 |
BEN240920C00020000 | BEN | CALL | Long | 20.00 | None | $-0.67 | -0.74 | $-0.64 | -0.03 | -0.11 | 0.90 | 0.23 | 19.78 | 19.14 | -0.67 | $-67.00 | 90.00 | 16 | 113.0 | 4039.000 | -0.64 | 2024-09-06 |
BEN240920C00020000 | BEN | CALL | Long | 20.00 | None | $-0.60 | -0.67 | $-0.30 | -0.02 | -0.10 | 0.90 | 0.30 | 19.78 | 19.48 | -0.60 | $-60.00 | 90.00 | 15 | 135.0 | 3966.000 | -0.30 | 2024-09-05 |
BEN240920C00020000 | BEN | CALL | Long | 20.00 | None | $-0.55 | -0.61 | $0.06 | 0.00 | -0.20 | 0.90 | 0.35 | 19.78 | 19.84 | -0.55 | $-55.00 | 90.00 | 14 | 51.0 | 3948.000 | 0.06 | 2024-09-04 |
BEN240920C00020000 | BEN | CALL | Long | 20.00 | None | $-0.18 | -0.20 | $0.46 | 0.02 | -0.15 | 0.90 | 0.72 | 19.78 | 20.24 | -0.18 | $-18.00 | 90.00 | 10 | 269.0 | 3626.000 | 0.46 | 2024-08-31 |
BEN240920C00020000 | BEN | CALL | Long | 20.00 | None | $-0.18 | -0.20 | $0.47 | 0.02 | -0.19 | 0.90 | 0.72 | 19.78 | 20.25 | -0.18 | $-18.00 | 90.00 | 9 | 269.0 | 3626.000 | 0.47 | 2024-08-30 |
BEN240920C00020000 | BEN | CALL | Long | 20.00 | None | $-0.37 | -0.41 | $0.19 | 0.01 | -0.20 | 0.90 | 0.53 | 19.78 | 19.97 | -0.37 | $-37.00 | 90.00 | 8 | 170.0 | 3717.000 | 0.19 | 2024-08-29 |
BEN240920C00020000 | BEN | CALL | Long | 20.00 | Exit OP PnL: $-0.40;Exit EQ PnL: 0.07; Position is Long and position continued to lose. Latest OP price is: $0.50 (EQ: $19.85). Initial OP price was: $0.90 (EQ: $19.78). Surpassed Stop Loss Percentage: -0.4444444444444444444444444444 < -0.16. | $-0.45 | -0.50 | $-0.18 | -0.01 | -0.14 | 0.90 | 0.45 | 19.78 | 19.60 | -0.45 | $-45.00 | 90.00 | 7 | 4282.0 | 4719.000 | -0.18 | 2024-08-28 |
BEN240920C00020000 | BEN | CALL | Long | 20.00 | None | $0.15 | 0.17 | $0.85 | 0.04 | -0.48 | 0.90 | 1.05 | 19.78 | 20.63 | 0.15 | $15.00 | 90.00 | 6 | 43.0 | 4716.000 | 0.85 | 2024-08-27 |
BEN240920C00020000 | BEN | CALL | Long | 20.00 | None | $0.15 | 0.17 | $0.96 | 0.05 | -0.05 | 0.90 | 1.05 | 19.78 | 20.74 | 0.15 | $15.00 | 90.00 | 5 | 43.0 | 0.000 | 0.96 | 2024-08-26 |
BEN240920C00020000 | BEN | CALL | Long | 20.00 | None | $0.38 | 0.42 | $1.16 | 0.06 | -0.15 | 0.90 | 1.28 | 19.78 | 20.94 | 0.38 | $38.00 | 90.00 | 4 | 2959.0 | 2020.000 | 1.16 | 2024-08-25 |
BEN240920C00020000 | BEN | CALL | Long | 20.00 | None | $0.38 | 0.42 | $1.16 | 0.06 | -0.15 | 0.90 | 1.28 | 19.78 | 20.94 | 0.38 | $38.00 | 90.00 | 3 | 2959.0 | 2020.000 | 1.16 | 2024-08-24 |
BEN240920C00020000 | BEN | CALL | Long | 20.00 | None | $0.40 | 0.44 | $1.17 | 0.06 | -0.16 | 0.90 | 1.30 | 19.78 | 20.95 | 0.40 | $40.00 | 90.00 | 2 | 2958.0 | 2020.000 | 1.17 | 2024-08-23 |
BEN240920C00020000 | BEN | CALL | Long | 20.00 | None | $0.29 | 0.32 | $0.90 | 0.05 | -0.13 | 0.90 | 1.19 | 19.78 | 20.68 | 0.29 | $29.00 | 90.00 | 1 | 1180.0 | 1157.000 | 0.90 | 2024-08-22 |
BEN240920C00020000 | BEN | CALL | Long | 20.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.90 | 0.90 | 19.78 | 19.78 | 0.00 | $0.00 | 90.00 | 0 | 1509.0 | 19.000 | 0.00 | 2024-08-21 |