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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024-09-11 | BIG | BIG241018C00000500 | 0.50 | 356.0 | 0.000 | 0.031 | 1.662 | 0.0 | 0.4 | 0.740 | 0.000 | 0.390 | 0.15 | 0.11 | 2024-10-18 | CALL | Long | 0.730 | 1.677 | -0.782 |
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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIG241018C00000500 | BIG | CALL | Long | 0.50 | None | $0.00 | 0.00 | $-0.01 | -0.09 | 0.03 | 0.15 | 0.15 | 0.11 | 0.10 | 0.00 | $0.00 | 15.00 | 33 | 356.0 | 0.000 | -0.01 | 2024-10-14 |
BIG241018C00000500 | BIG | CALL | Long | 0.50 | None | $0.00 | 0.00 | $-0.01 | -0.09 | 0.03 | 0.15 | 0.15 | 0.11 | 0.10 | 0.00 | $0.00 | 15.00 | 30 | 356.0 | 0.000 | -0.01 | 2024-10-11 |
BIG241018C00000500 | BIG | CALL | Long | 0.50 | None | $0.00 | 0.00 | $-0.01 | -0.09 | 0.03 | 0.15 | 0.15 | 0.11 | 0.10 | 0.00 | $0.00 | 15.00 | 29 | 356.0 | 0.000 | -0.01 | 2024-10-10 |
BIG241018C00000500 | BIG | CALL | Long | 0.50 | None | $0.00 | 0.00 | $-0.01 | -0.09 | 0.03 | 0.15 | 0.15 | 0.11 | 0.10 | 0.00 | $0.00 | 15.00 | 28 | 356.0 | 0.000 | -0.01 | 2024-10-09 |
BIG241018C00000500 | BIG | CALL | Long | 0.50 | None | $0.00 | 0.00 | $-0.01 | -0.09 | 0.00 | 0.15 | 0.15 | 0.11 | 0.10 | 0.00 | $0.00 | 15.00 | 26 | 356.0 | 0.000 | -0.01 | 2024-10-07 |
BIG241018C00000500 | BIG | CALL | Long | 0.50 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.15 | 0.15 | 0.11 | 0.11 | 0.00 | $0.00 | 15.00 | 23 | 356.0 | 0.000 | 0.00 | 2024-10-04 |
BIG241018C00000500 | BIG | CALL | Long | 0.50 | None | $0.00 | 0.00 | $-0.01 | -0.09 | 0.00 | 0.15 | 0.15 | 0.11 | 0.10 | 0.00 | $0.00 | 15.00 | 22 | 356.0 | 0.000 | -0.01 | 2024-10-03 |
BIG241018C00000500 | BIG | CALL | Long | 0.50 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.15 | 0.15 | 0.11 | 0.11 | 0.00 | $0.00 | 15.00 | 21 | 356.0 | 0.000 | 0.00 | 2024-10-02 |
BIG241018C00000500 | BIG | CALL | Long | 0.50 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.15 | 0.15 | 0.11 | 0.11 | 0.00 | $0.00 | 15.00 | 20 | 356.0 | 0.000 | 0.00 | 2024-10-01 |
BIG241018C00000500 | BIG | CALL | Long | 0.50 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.15 | 0.15 | 0.11 | 0.11 | 0.00 | $0.00 | 15.00 | 19 | 356.0 | 0.000 | 0.00 | 2024-09-30 |
BIG241018C00000500 | BIG | CALL | Long | 0.50 | None | $0.00 | 0.00 | $0.01 | 0.09 | 0.00 | 0.15 | 0.15 | 0.11 | 0.12 | 0.00 | $0.00 | 15.00 | 16 | 356.0 | 0.000 | 0.01 | 2024-09-27 |
BIG241018C00000500 | BIG | CALL | Long | 0.50 | None | $0.00 | 0.00 | $0.01 | 0.09 | 0.00 | 0.15 | 0.15 | 0.11 | 0.12 | 0.00 | $0.00 | 15.00 | 15 | 356.0 | 0.000 | 0.01 | 2024-09-26 |
BIG241018C00000500 | BIG | CALL | Long | 0.50 | None | $0.00 | 0.00 | $-0.01 | -0.09 | 0.00 | 0.15 | 0.15 | 0.11 | 0.10 | 0.00 | $0.00 | 15.00 | 14 | 356.0 | 0.000 | -0.01 | 2024-09-25 |
BIG241018C00000500 | BIG | CALL | Long | 0.50 | None | $0.00 | 0.00 | $-0.01 | -0.09 | 0.00 | 0.15 | 0.15 | 0.11 | 0.10 | 0.00 | $0.00 | 15.00 | 13 | 356.0 | 0.000 | -0.01 | 2024-09-24 |
BIG241018C00000500 | BIG | CALL | Long | 0.50 | None | $0.00 | 0.00 | $0.39 | 3.55 | 0.00 | 0.15 | 0.15 | 0.11 | 0.50 | 0.00 | $0.00 | 15.00 | 12 | 356.0 | 0.000 | 0.39 | 2024-09-23 |
BIG241018C00000500 | BIG | CALL | Long | 0.50 | None | $0.00 | 0.00 | $0.01 | 0.09 | 0.00 | 0.15 | 0.15 | 0.11 | 0.12 | 0.00 | $0.00 | 15.00 | 9 | 356.0 | 0.000 | 0.01 | 2024-09-20 |
BIG241018C00000500 | BIG | CALL | Long | 0.50 | None | $0.00 | 0.00 | $-0.02 | -0.18 | 0.00 | 0.15 | 0.15 | 0.11 | 0.09 | 0.00 | $0.00 | 15.00 | 8 | 356.0 | 0.000 | -0.02 | 2024-09-19 |
BIG241018C00000500 | BIG | CALL | Long | 0.50 | None | $0.00 | 0.00 | $-0.02 | -0.18 | 0.00 | 0.15 | 0.15 | 0.11 | 0.09 | 0.00 | $0.00 | 15.00 | 7 | 356.0 | 0.000 | -0.02 | 2024-09-18 |
BIG241018C00000500 | BIG | CALL | Long | 0.50 | None | $0.00 | 0.00 | $-0.02 | -0.18 | 0.00 | 0.15 | 0.15 | 0.11 | 0.09 | 0.00 | $0.00 | 15.00 | 6 | 356.0 | 0.000 | -0.02 | 2024-09-17 |
BIG241018C00000500 | BIG | CALL | Long | 0.50 | None | $0.00 | 0.00 | $-0.02 | -0.18 | 0.00 | 0.15 | 0.15 | 0.11 | 0.09 | 0.00 | $0.00 | 15.00 | 5 | 356.0 | 0.000 | -0.02 | 2024-09-16 |
BIG241018C00000500 | BIG | CALL | Long | 0.50 | None | $0.00 | 0.00 | $-0.02 | -0.18 | 0.00 | 0.15 | 0.15 | 0.11 | 0.09 | 0.00 | $0.00 | 15.00 | 3 | 356.0 | 0.000 | -0.02 | 2024-09-14 |
BIG241018C00000500 | BIG | CALL | Long | 0.50 | None | $0.00 | 0.00 | $-0.04 | -0.36 | 0.00 | 0.15 | 0.15 | 0.11 | 0.07 | 0.00 | $0.00 | 15.00 | 2 | 356.0 | 0.000 | -0.04 | 2024-09-13 |
BIG241018C00000500 | BIG | CALL | Long | 0.50 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.03 | $0.00 | 0.00 | $-0.03 | -0.27 | 0.00 | 0.15 | 0.15 | 0.11 | 0.08 | 0.00 | $0.00 | 15.00 | 1 | 356.0 | 0.000 | -0.03 | 2024-09-12 |
BIG241018C00000500 | BIG | CALL | Long | 0.50 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.15 | 0.15 | 0.11 | 0.11 | 0.00 | $0.00 | 15.00 | 0 | 356.0 | 0.000 | 0.00 | 2024-09-11 |