| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-01-11 | BIL | BIL240216P00091000 | 91.00 | 10.0 | 114.000 | 0.020 | 0.007 | 0.9 | 0.0 | 0.000 | 0.940 | 0.010 | 0.09 | 91.56 | 2024-02-16 | PUT | Long | 0.001 | 0.001 | 0.001 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BIL240216P00091000 | BIL | PUT | Long | 91.00 | None | $-0.04 | -0.44 | $0.04 | 0.00 | 0.02 | 0.09 | 0.05 | 91.56 | 91.52 | -0.04 | $-4.00 | 9.00 | 29 | 1.0 | 114.000 | 0.04 | 2024-02-09 |
| BIL240216P00091000 | BIL | PUT | Long | 91.00 | None | $-0.04 | -0.44 | $0.05 | 0.00 | 0.02 | 0.09 | 0.05 | 91.56 | 91.51 | -0.04 | $-4.00 | 9.00 | 28 | 1.0 | 114.000 | 0.05 | 2024-02-08 |
| BIL240216P00091000 | BIL | PUT | Long | 91.00 | None | $-0.04 | -0.44 | $0.08 | 0.00 | 0.01 | 0.09 | 0.05 | 91.56 | 91.48 | -0.04 | $-4.00 | 9.00 | 27 | 1.0 | 114.000 | 0.08 | 2024-02-07 |
| BIL240216P00091000 | BIL | PUT | Long | 91.00 | None | $-0.04 | -0.44 | $0.10 | 0.00 | 0.01 | 0.09 | 0.05 | 91.56 | 91.46 | -0.04 | $-4.00 | 9.00 | 26 | 1.0 | 114.000 | 0.10 | 2024-02-06 |
| BIL240216P00091000 | BIL | PUT | Long | 91.00 | None | $-0.04 | -0.44 | $0.12 | 0.00 | -0.01 | 0.09 | 0.05 | 91.56 | 91.44 | -0.04 | $-4.00 | 9.00 | 25 | 1.0 | 114.000 | 0.12 | 2024-02-05 |
| BIL240216P00091000 | BIL | PUT | Long | 91.00 | None | $-0.04 | -0.44 | $0.12 | 0.00 | -0.01 | 0.09 | 0.05 | 91.56 | 91.44 | -0.04 | $-4.00 | 9.00 | 24 | 1.0 | 114.000 | 0.12 | 2024-02-04 |
| BIL240216P00091000 | BIL | PUT | Long | 91.00 | None | $-0.04 | -0.44 | $0.12 | 0.00 | -0.01 | 0.09 | 0.05 | 91.56 | 91.44 | -0.04 | $-4.00 | 9.00 | 22 | 1.0 | 114.000 | 0.12 | 2024-02-02 |
| BIL240216P00091000 | BIL | PUT | Long | 91.00 | None | $-0.04 | -0.44 | $0.14 | 0.00 | 0.00 | 0.09 | 0.05 | 91.56 | 91.42 | -0.04 | $-4.00 | 9.00 | 21 | 1.0 | 114.000 | 0.14 | 2024-02-01 |
| BIL240216P00091000 | BIL | PUT | Long | 91.00 | None | $-0.04 | -0.44 | $-0.22 | -0.00 | 0.02 | 0.09 | 0.05 | 91.56 | 91.78 | -0.04 | $-4.00 | 9.00 | 20 | 1.0 | 114.000 | -0.22 | 2024-01-31 |
| BIL240216P00091000 | BIL | PUT | Long | 91.00 | None | $-0.02 | -0.22 | $-0.21 | -0.00 | 0.02 | 0.09 | 0.07 | 91.56 | 91.77 | -0.02 | $-2.00 | 9.00 | 19 | 1.0 | 114.000 | -0.21 | 2024-01-30 |
| BIL240216P00091000 | BIL | PUT | Long | 91.00 | None | $-0.02 | -0.22 | $-0.20 | -0.00 | 0.01 | 0.09 | 0.07 | 91.56 | 91.76 | -0.02 | $-2.00 | 9.00 | 18 | 1.0 | 114.000 | -0.20 | 2024-01-29 |
| BIL240216P00091000 | BIL | PUT | Long | 91.00 | None | $-0.02 | -0.22 | $-0.19 | -0.00 | 0.01 | 0.09 | 0.07 | 91.56 | 91.75 | -0.02 | $-2.00 | 9.00 | 17 | 1.0 | 114.000 | -0.19 | 2024-01-28 |
| BIL240216P00091000 | BIL | PUT | Long | 91.00 | None | $-0.02 | -0.22 | $-0.19 | -0.00 | 0.01 | 0.09 | 0.07 | 91.56 | 91.75 | -0.02 | $-2.00 | 9.00 | 16 | 1.0 | 114.000 | -0.19 | 2024-01-27 |
| BIL240216P00091000 | BIL | PUT | Long | 91.00 | None | $-0.02 | -0.22 | $-0.18 | -0.00 | 0.01 | 0.09 | 0.07 | 91.56 | 91.74 | -0.02 | $-2.00 | 9.00 | 15 | 1.0 | 114.000 | -0.18 | 2024-01-26 |
| BIL240216P00091000 | BIL | PUT | Long | 91.00 | None | $-0.02 | -0.22 | $-0.18 | -0.00 | 0.01 | 0.09 | 0.07 | 91.56 | 91.74 | -0.02 | $-2.00 | 9.00 | 14 | 1.0 | 114.000 | -0.18 | 2024-01-25 |
| BIL240216P00091000 | BIL | PUT | Long | 91.00 | None | $-0.02 | -0.22 | $-0.13 | -0.00 | 0.01 | 0.09 | 0.07 | 91.56 | 91.69 | -0.02 | $-2.00 | 9.00 | 13 | 1.0 | 114.000 | -0.13 | 2024-01-24 |
| BIL240216P00091000 | BIL | PUT | Long | 91.00 | None | $-0.02 | -0.22 | $-0.12 | -0.00 | 0.01 | 0.09 | 0.07 | 91.56 | 91.68 | -0.02 | $-2.00 | 9.00 | 12 | 1.0 | 114.000 | -0.12 | 2024-01-23 |
| BIL240216P00091000 | BIL | PUT | Long | 91.00 | None | $-0.02 | -0.22 | $-0.12 | -0.00 | 0.01 | 0.09 | 0.07 | 91.56 | 91.68 | -0.02 | $-2.00 | 9.00 | 11 | 1.0 | 114.000 | -0.12 | 2024-01-22 |
| BIL240216P00091000 | BIL | PUT | Long | 91.00 | None | $-0.02 | -0.22 | $-0.10 | -0.00 | 0.01 | 0.09 | 0.07 | 91.56 | 91.66 | -0.02 | $-2.00 | 9.00 | 8 | 1.0 | 114.000 | -0.10 | 2024-01-19 |
| BIL240216P00091000 | BIL | PUT | Long | 91.00 | None | $-0.02 | -0.22 | $-0.09 | -0.00 | 0.01 | 0.09 | 0.07 | 91.56 | 91.65 | -0.02 | $-2.00 | 9.00 | 7 | 1.0 | 114.000 | -0.09 | 2024-01-18 |
| BIL240216P00091000 | BIL | PUT | Long | 91.00 | None | $0.00 | 0.00 | $-0.05 | -0.00 | 0.03 | 0.09 | 0.09 | 91.56 | 91.61 | 0.00 | $0.00 | 9.00 | 6 | 10.0 | 114.000 | -0.05 | 2024-01-17 |
| BIL240216P00091000 | BIL | PUT | Long | 91.00 | None | $0.00 | 0.00 | $-0.03 | -0.00 | 0.00 | 0.09 | 0.09 | 91.56 | 91.59 | 0.00 | $0.00 | 9.00 | 5 | 10.0 | 114.000 | -0.03 | 2024-01-16 |
| BIL240216P00091000 | BIL | PUT | Long | 91.00 | OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position. | $0.00 | 0.00 | $-0.02 | -0.00 | 0.01 | 0.09 | 0.09 | 91.56 | 91.58 | 0.00 | $0.00 | 9.00 | 2 | 10.0 | 114.000 | -0.02 | 2024-01-13 |
| BIL240216P00091000 | BIL | PUT | Long | 91.00 | None | $0.00 | 0.00 | $-0.02 | -0.00 | 0.01 | 0.09 | 0.09 | 91.56 | 91.58 | 0.00 | $0.00 | 9.00 | 1 | 10.0 | 114.000 | -0.02 | 2024-01-12 |
| BIL240216P00091000 | BIL | PUT | Long | 91.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.09 | 0.09 | 91.56 | 91.56 | 0.00 | $0.00 | 9.00 | 0 | 10.0 | 114.000 | -0.00 | 2024-01-11 |