| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-12-18 | CAN | CAN240119P00002000 | 2.00 | 53.0 | 242.000 | 1.484 | 0.453 | 0.3 | 0.0 | 0.000 | 0.450 | 0.220 | 0.25 | 2.21 | 2024-01-19 | PUT | Long | 0.484 | 0.502 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CAN240119P00002000 | CAN | PUT | Long | 2.00 | None | $-0.07 | -0.25 | $0.36 | 0.16 | 0.29 | 0.28 | 0.21 | 2.20 | 1.84 | -0.07 | $-7.00 | 28.00 | 31 | 1495.0 | 7063.000 | 0.36 | 2024-01-18 |
| CAN240119P00002000 | CAN | PUT | Long | 2.00 | None | $-0.10 | -0.36 | $0.27 | 0.12 | 0.88 | 0.28 | 0.18 | 2.20 | 1.93 | -0.10 | $-10.00 | 28.00 | 30 | 1657.0 | 6423.000 | 0.27 | 2024-01-17 |
| CAN240119P00002000 | CAN | PUT | Long | 2.00 | None | $0.00 | 0.00 | $0.22 | 0.10 | 1.41 | 0.28 | 0.28 | 2.20 | 1.98 | 0.00 | $0.00 | 28.00 | 29 | 2504.0 | 7222.000 | 0.22 | 2024-01-16 |
| CAN240119P00002000 | CAN | PUT | Long | 2.00 | None | $-0.06 | -0.21 | $0.26 | 0.12 | 0.18 | 0.28 | 0.22 | 2.20 | 1.94 | -0.06 | $-6.00 | 28.00 | 25 | 122.0 | 7180.000 | 0.26 | 2024-01-12 |
| CAN240119P00002000 | CAN | PUT | Long | 2.00 | None | $-0.13 | -0.46 | $0.07 | 0.03 | 0.32 | 0.28 | 0.15 | 2.20 | 2.13 | -0.13 | $-13.00 | 28.00 | 24 | 260.0 | 7003.000 | 0.07 | 2024-01-11 |
| CAN240119P00002000 | CAN | PUT | Long | 2.00 | None | $-0.10 | -0.36 | $0.06 | 0.03 | 0.45 | 0.28 | 0.18 | 2.20 | 2.14 | -0.10 | $-10.00 | 28.00 | 23 | 7.0 | 7003.000 | 0.06 | 2024-01-10 |
| CAN240119P00002000 | CAN | PUT | Long | 2.00 | None | $-0.07 | -0.25 | $0.07 | 0.03 | 0.51 | 0.28 | 0.21 | 2.20 | 2.13 | -0.07 | $-7.00 | 28.00 | 22 | 36.0 | 6974.000 | 0.07 | 2024-01-09 |
| CAN240119P00002000 | CAN | PUT | Long | 2.00 | None | $-0.13 | -0.46 | $-0.08 | -0.04 | 0.50 | 0.28 | 0.15 | 2.20 | 2.28 | -0.13 | $-13.00 | 28.00 | 21 | 63.0 | 6932.000 | -0.08 | 2024-01-08 |
| CAN240119P00002000 | CAN | PUT | Long | 2.00 | None | $0.00 | 0.00 | $0.09 | 0.04 | 0.56 | 0.28 | 0.28 | 2.20 | 2.11 | 0.00 | $0.00 | 28.00 | 20 | 7.0 | 6937.000 | 0.09 | 2024-01-07 |
| CAN240119P00002000 | CAN | PUT | Long | 2.00 | None | $0.00 | 0.00 | $0.09 | 0.04 | 0.34 | 0.28 | 0.28 | 2.20 | 2.11 | 0.00 | $0.00 | 28.00 | 18 | 7.0 | 6937.000 | 0.09 | 2024-01-05 |
| CAN240119P00002000 | CAN | PUT | Long | 2.00 | None | $-0.05 | -0.18 | $0.02 | 0.01 | -1.37 | 0.28 | 0.23 | 2.20 | 2.18 | -0.05 | $-5.00 | 28.00 | 17 | 106.0 | 6937.000 | 0.02 | 2024-01-04 |
| CAN240119P00002000 | CAN | PUT | Long | 2.00 | None | $0.02 | 0.07 | $0.16 | 0.07 | -1.43 | 0.28 | 0.30 | 2.20 | 2.04 | 0.02 | $2.00 | 28.00 | 16 | 80.0 | 6953.000 | 0.16 | 2024-01-03 |
| CAN240119P00002000 | CAN | PUT | Long | 2.00 | None | $-0.03 | -0.11 | $0.04 | 0.02 | -1.37 | 0.28 | 0.25 | 2.20 | 2.16 | -0.03 | $-3.00 | 28.00 | 15 | 2751.0 | 6914.000 | 0.04 | 2024-01-02 |
| CAN240119P00002000 | CAN | PUT | Long | 2.00 | None | $-0.06 | -0.21 | $-0.11 | -0.05 | 0.41 | 0.28 | 0.22 | 2.20 | 2.31 | -0.06 | $-6.00 | 28.00 | 14 | 710.0 | 3949.000 | -0.11 | 2024-01-01 |
| CAN240119P00002000 | CAN | PUT | Long | 2.00 | None | $-0.06 | -0.21 | $-0.11 | -0.05 | 0.30 | 0.28 | 0.22 | 2.20 | 2.31 | -0.06 | $-6.00 | 28.00 | 12 | 710.0 | 3949.000 | -0.11 | 2023-12-30 |
| CAN240119P00002000 | CAN | PUT | Long | 2.00 | None | $-0.06 | -0.21 | $-0.11 | -0.05 | 0.23 | 0.28 | 0.22 | 2.20 | 2.31 | -0.06 | $-6.00 | 28.00 | 11 | 710.0 | 3949.000 | -0.11 | 2023-12-29 |
| CAN240119P00002000 | CAN | PUT | Long | 2.00 | None | $-0.16 | -0.57 | $-0.61 | -0.28 | 0.27 | 0.28 | 0.12 | 2.20 | 2.81 | -0.16 | $-16.00 | 28.00 | 10 | 10.0 | 3945.000 | -0.61 | 2023-12-28 |
| CAN240119P00002000 | CAN | PUT | Long | 2.00 | None | $-0.17 | -0.61 | $-0.99 | -0.45 | 0.50 | 0.28 | 0.11 | 2.20 | 3.19 | -0.17 | $-17.00 | 28.00 | 9 | 77.0 | 3893.000 | -0.99 | 2023-12-27 |
| CAN240119P00002000 | CAN | PUT | Long | 2.00 | None | $-0.13 | -0.46 | $-0.83 | -0.38 | 0.62 | 0.28 | 0.15 | 2.20 | 3.03 | -0.13 | $-13.00 | 28.00 | 8 | 222.0 | 3838.000 | -0.83 | 2023-12-26 |
| CAN240119P00002000 | CAN | PUT | Long | 2.00 | None | $-0.11 | -0.39 | $-0.97 | -0.44 | 0.70 | 0.28 | 0.17 | 2.20 | 3.17 | -0.11 | $-11.00 | 28.00 | 7 | 1414.0 | 2631.000 | -0.97 | 2023-12-25 |
| CAN240119P00002000 | CAN | PUT | Long | 2.00 | None | $-0.11 | -0.39 | $-0.97 | -0.44 | 0.61 | 0.28 | 0.17 | 2.20 | 3.17 | -0.11 | $-11.00 | 28.00 | 5 | 1414.0 | 2631.000 | -0.97 | 2023-12-23 |
| CAN240119P00002000 | CAN | PUT | Long | 2.00 | None | $-0.11 | -0.39 | $-0.97 | -0.44 | 0.57 | 0.28 | 0.17 | 2.20 | 3.17 | -0.11 | $-11.00 | 28.00 | 4 | 1414.0 | 2631.000 | -0.97 | 2023-12-22 |
| CAN240119P00002000 | CAN | PUT | Long | 2.00 | None | $-0.08 | -0.29 | $-0.38 | -0.17 | 0.17 | 0.28 | 0.20 | 2.20 | 2.58 | -0.08 | $-8.00 | 28.00 | 3 | 775.0 | 2619.000 | -0.38 | 2023-12-21 |
| CAN240119P00002000 | CAN | PUT | Long | 2.00 | None | $-0.13 | -0.46 | $-0.65 | -0.30 | 0.02 | 0.28 | 0.15 | 2.20 | 2.85 | -0.13 | $-13.00 | 28.00 | 2 | 1672.0 | 722.000 | -0.65 | 2023-12-20 |
| CAN240119P00002000 | CAN | PUT | Long | 2.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.03; Exit EQ PnL: -0.09 | $-0.03 | -0.11 | $-0.03 | -0.01 | -0.07 | 0.28 | 0.25 | 2.20 | 2.23 | -0.03 | $-3.00 | 28.00 | 1 | 592.0 | 270.000 | -0.03 | 2023-12-19 |
| CAN240119P00002000 | CAN | PUT | Long | 2.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.28 | 0.28 | 2.20 | 2.20 | 0.00 | $0.00 | 28.00 | 0 | 62.0 | 242.000 | -0.00 | 2023-12-18 |