| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-05 | BIG | BIG240816C00001500 | 1.50 | 117.0 | 205.000 | 1.266 | 0.493 | 0.1 | 0.1 | 0.000 | 0.210 | 0.260 | 0.25 | 1.44 | 2024-08-16 | CALL | Long | 0.493 | 0.517 | -0.156 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BIG240816C00001500 | BIG | CALL | Long | 1.50 | None | $-0.22 | -0.88 | $-0.38 | -0.26 | 2.86 | 0.25 | 0.03 | 1.44 | 1.06 | -0.22 | $-22.00 | 25.00 | 41 | 1.0 | 8910.000 | -0.38 | 2024-08-15 |
| BIG240816C00001500 | BIG | CALL | Long | 1.50 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $-0.22 | -0.88 | $-0.45 | -0.31 | 2.61 | 0.25 | 0.03 | 1.44 | 0.99 | -0.22 | $-22.00 | 25.00 | 40 | 1.0 | 8910.000 | -0.45 | 2024-08-14 |
| BIG240816C00001500 | BIG | CALL | Long | 1.50 | None | $-0.22 | -0.88 | $-0.45 | -0.31 | 2.11 | 0.25 | 0.03 | 1.44 | 0.99 | -0.22 | $-22.00 | 25.00 | 39 | 1.0 | 8910.000 | -0.45 | 2024-08-13 |
| BIG240816C00001500 | BIG | CALL | Long | 1.50 | None | $-0.20 | -0.80 | $-0.49 | -0.34 | 1.98 | 0.25 | 0.05 | 1.44 | 0.95 | -0.20 | $-20.00 | 25.00 | 38 | 1.0 | 8910.000 | -0.49 | 2024-08-12 |
| BIG240816C00001500 | BIG | CALL | Long | 1.50 | None | $-0.20 | -0.80 | $-0.47 | -0.33 | 1.20 | 0.25 | 0.05 | 1.44 | 0.97 | -0.20 | $-20.00 | 25.00 | 35 | 2.0 | 8908.000 | -0.47 | 2024-08-09 |
| BIG240816C00001500 | BIG | CALL | Long | 1.50 | None | $-0.22 | -0.88 | $-0.41 | -0.28 | 0.80 | 0.25 | 0.03 | 1.44 | 1.03 | -0.22 | $-22.00 | 25.00 | 34 | 154.0 | 8904.000 | -0.41 | 2024-08-08 |
| BIG240816C00001500 | BIG | CALL | Long | 1.50 | None | $-0.20 | -0.80 | $-0.36 | -0.25 | 0.52 | 0.25 | 0.05 | 1.44 | 1.08 | -0.20 | $-20.00 | 25.00 | 33 | 481.0 | 8508.000 | -0.36 | 2024-08-07 |
| BIG240816C00001500 | BIG | CALL | Long | 1.50 | None | $-0.20 | -0.80 | $-0.55 | -0.38 | 1.17 | 0.25 | 0.05 | 1.44 | 0.89 | -0.20 | $-20.00 | 25.00 | 32 | 212.0 | 8508.000 | -0.55 | 2024-08-06 |
| BIG240816C00001500 | BIG | CALL | Long | 1.50 | None | $-0.20 | -0.80 | $-0.37 | -0.26 | 0.08 | 0.25 | 0.05 | 1.44 | 1.07 | -0.20 | $-20.00 | 25.00 | 24 | 22.0 | 7382.000 | -0.37 | 2024-07-29 |
| BIG240816C00001500 | BIG | CALL | Long | 1.50 | None | $-0.20 | -0.80 | $-0.35 | -0.24 | 0.23 | 0.25 | 0.05 | 1.44 | 1.09 | -0.20 | $-20.00 | 25.00 | 21 | 106.0 | 7291.000 | -0.35 | 2024-07-26 |
| BIG240816C00001500 | BIG | CALL | Long | 1.50 | None | $-0.20 | -0.80 | $-0.35 | -0.24 | 0.48 | 0.25 | 0.05 | 1.44 | 1.09 | -0.20 | $-20.00 | 25.00 | 20 | 367.0 | 7014.000 | -0.35 | 2024-07-25 |
| BIG240816C00001500 | BIG | CALL | Long | 1.50 | None | $-0.21 | -0.84 | $-0.38 | -0.26 | -0.08 | 0.25 | 0.04 | 1.44 | 1.06 | -0.21 | $-21.00 | 25.00 | 19 | 211.0 | 6966.000 | -0.38 | 2024-07-24 |
| BIG240816C00001500 | BIG | CALL | Long | 1.50 | None | $-0.20 | -0.80 | $-0.37 | -0.26 | 0.47 | 0.25 | 0.05 | 1.44 | 1.07 | -0.20 | $-20.00 | 25.00 | 18 | 1190.0 | 6374.000 | -0.37 | 2024-07-23 |
| BIG240816C00001500 | BIG | CALL | Long | 1.50 | None | $-0.19 | -0.76 | $-0.35 | -0.24 | 0.38 | 0.25 | 0.06 | 1.44 | 1.09 | -0.19 | $-19.00 | 25.00 | 17 | 121.0 | 6289.000 | -0.35 | 2024-07-22 |
| BIG240816C00001500 | BIG | CALL | Long | 1.50 | None | $-0.18 | -0.72 | $-0.28 | -0.19 | 0.08 | 0.25 | 0.07 | 1.44 | 1.16 | -0.18 | $-18.00 | 25.00 | 14 | 911.0 | 6191.000 | -0.28 | 2024-07-19 |
| BIG240816C00001500 | BIG | CALL | Long | 1.50 | None | $-0.15 | -0.60 | $-0.31 | -0.22 | 0.34 | 0.25 | 0.10 | 1.44 | 1.13 | -0.15 | $-15.00 | 25.00 | 13 | 1044.0 | 5570.000 | -0.31 | 2024-07-18 |
| BIG240816C00001500 | BIG | CALL | Long | 1.50 | None | $-0.14 | -0.56 | $-0.21 | -0.15 | 0.23 | 0.25 | 0.11 | 1.44 | 1.23 | -0.14 | $-14.00 | 25.00 | 12 | 386.0 | 5526.000 | -0.21 | 2024-07-17 |
| BIG240816C00001500 | BIG | CALL | Long | 1.50 | None | $0.00 | 0.00 | $-0.04 | -0.03 | 0.34 | 0.25 | 0.25 | 1.44 | 1.40 | 0.00 | $0.00 | 25.00 | 11 | 2366.0 | 4973.000 | -0.04 | 2024-07-16 |
| BIG240816C00001500 | BIG | CALL | Long | 1.50 | None | $-0.15 | -0.60 | $-0.32 | -0.22 | 0.11 | 0.25 | 0.10 | 1.44 | 1.12 | -0.15 | $-15.00 | 25.00 | 10 | 159.0 | 4879.000 | -0.32 | 2024-07-15 |
| BIG240816C00001500 | BIG | CALL | Long | 1.50 | None | $-0.16 | -0.64 | $-0.40 | -0.28 | 0.25 | 0.25 | 0.09 | 1.44 | 1.04 | -0.16 | $-16.00 | 25.00 | 7 | 1739.0 | 3506.000 | -0.40 | 2024-07-12 |
| BIG240816C00001500 | BIG | CALL | Long | 1.50 | None | $-0.10 | -0.40 | $-0.32 | -0.22 | 0.59 | 0.25 | 0.15 | 1.44 | 1.12 | -0.10 | $-10.00 | 25.00 | 6 | 4405.0 | 1081.000 | -0.32 | 2024-07-11 |
| BIG240816C00001500 | BIG | CALL | Long | 1.50 | None | $-0.19 | -0.76 | $-0.41 | -0.28 | 0.23 | 0.25 | 0.06 | 1.44 | 1.03 | -0.19 | $-19.00 | 25.00 | 5 | 869.0 | 351.000 | -0.41 | 2024-07-10 |
| BIG240816C00001500 | BIG | CALL | Long | 1.50 | None | $-0.07 | -0.28 | $-0.24 | -0.17 | 0.31 | 0.25 | 0.18 | 1.44 | 1.20 | -0.07 | $-7.00 | 25.00 | 4 | 37.0 | 330.000 | -0.24 | 2024-07-09 |
| BIG240816C00001500 | BIG | CALL | Long | 1.50 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $-0.06 | -0.24 | $-0.05 | -0.03 | 0.06 | 0.25 | 0.19 | 1.44 | 1.39 | -0.06 | $-6.00 | 25.00 | 3 | 116.0 | 256.000 | -0.05 | 2024-07-08 |
| BIG240816C00001500 | BIG | CALL | Long | 1.50 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.25 | 0.25 | 1.44 | 1.44 | 0.00 | $0.00 | 25.00 | 0 | 117.0 | 205.000 | 0.00 | 2024-07-05 |