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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024-08-23 | CAVA | CAVA240927P00105000 | 105.00 | 137.0 | 12.000 | 0.571 | 0.270 | 17.8 | 0.2 | -0.010 | 19.970 | 2.380 | 2.25 | 122.03 | 2024-09-27 | PUT | Long | 0.248 | 0.305 | 0.197 |
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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAVA240927P00105000 | CAVA | PUT | Long | 105.00 | None | $-2.22 | -0.99 | $-5.09 | -0.04 | 0.51 | 2.25 | 0.03 | 122.03 | 127.12 | -2.22 | $-222.00 | 225.00 | 34 | 21.0 | 204.000 | -5.09 | 2024-09-26 |
CAVA240927P00105000 | CAVA | PUT | Long | 105.00 | None | $-2.22 | -0.99 | $-4.81 | -0.04 | 0.44 | 2.25 | 0.03 | 122.03 | 126.84 | -2.22 | $-222.00 | 225.00 | 33 | 21.0 | 204.000 | -4.81 | 2024-09-25 |
CAVA240927P00105000 | CAVA | PUT | Long | 105.00 | None | $-2.22 | -0.99 | $-5.49 | -0.04 | 0.21 | 2.25 | 0.03 | 122.03 | 127.52 | -2.22 | $-222.00 | 225.00 | 32 | 21.0 | 187.000 | -5.49 | 2024-09-24 |
CAVA240927P00105000 | CAVA | PUT | Long | 105.00 | None | $-2.15 | -0.96 | $-6.24 | -0.05 | 0.21 | 2.25 | 0.10 | 122.03 | 128.27 | -2.15 | $-215.00 | 225.00 | 31 | 18.0 | 187.000 | -6.24 | 2024-09-23 |
CAVA240927P00105000 | CAVA | PUT | Long | 105.00 | None | $-2.15 | -0.96 | $-6.76 | -0.06 | -0.07 | 2.25 | 0.10 | 122.03 | 128.79 | -2.15 | $-215.00 | 225.00 | 30 | 18.0 | 0.000 | -6.76 | 2024-09-22 |
CAVA240927P00105000 | CAVA | PUT | Long | 105.00 | None | $-2.15 | -0.96 | $-6.74 | -0.06 | 0.15 | 2.25 | 0.10 | 122.03 | 128.77 | -2.15 | $-215.00 | 225.00 | 28 | 18.0 | 169.000 | -6.74 | 2024-09-20 |
CAVA240927P00105000 | CAVA | PUT | Long | 105.00 | None | $-1.70 | -0.76 | $-3.13 | -0.03 | 0.11 | 2.25 | 0.55 | 122.03 | 125.16 | -1.70 | $-170.00 | 225.00 | 27 | 1.0 | 169.000 | -3.13 | 2024-09-19 |
CAVA240927P00105000 | CAVA | PUT | Long | 105.00 | None | $-2.00 | -0.89 | $-2.32 | -0.02 | 0.21 | 2.25 | 0.25 | 122.03 | 124.35 | -2.00 | $-200.00 | 225.00 | 26 | 6.0 | 169.000 | -2.32 | 2024-09-18 |
CAVA240927P00105000 | CAVA | PUT | Long | 105.00 | None | $-2.05 | -0.91 | $0.10 | 0.00 | -0.04 | 2.25 | 0.20 | 122.03 | 121.93 | -2.05 | $-205.00 | 225.00 | 25 | 4.0 | 173.000 | 0.10 | 2024-09-17 |
CAVA240927P00105000 | CAVA | PUT | Long | 105.00 | None | $-2.08 | -0.92 | $-0.84 | -0.01 | -0.03 | 2.25 | 0.17 | 122.03 | 122.87 | -2.08 | $-208.00 | 225.00 | 24 | 2.0 | 172.000 | -0.84 | 2024-09-16 |
CAVA240927P00105000 | CAVA | PUT | Long | 105.00 | None | $-1.92 | -0.85 | $-0.48 | -0.00 | -0.03 | 2.25 | 0.33 | 122.03 | 122.51 | -1.92 | $-192.00 | 225.00 | 22 | 14.0 | 172.000 | -0.48 | 2024-09-14 |
CAVA240927P00105000 | CAVA | PUT | Long | 105.00 | None | $-1.92 | -0.85 | $-0.56 | -0.00 | -0.05 | 2.25 | 0.33 | 122.03 | 122.59 | -1.92 | $-192.00 | 225.00 | 21 | 14.0 | 172.000 | -0.56 | 2024-09-13 |
CAVA240927P00105000 | CAVA | PUT | Long | 105.00 | None | $-1.88 | -0.84 | $-3.44 | -0.03 | -0.02 | 2.25 | 0.37 | 122.03 | 125.47 | -1.88 | $-188.00 | 225.00 | 20 | 27.0 | 173.000 | -3.44 | 2024-09-12 |
CAVA240927P00105000 | CAVA | PUT | Long | 105.00 | None | $-1.61 | -0.72 | $0.84 | 0.01 | -0.04 | 2.25 | 0.64 | 122.03 | 121.19 | -1.61 | $-161.00 | 225.00 | 19 | 13.0 | 164.000 | 0.84 | 2024-09-11 |
CAVA240927P00105000 | CAVA | PUT | Long | 105.00 | None | $-1.34 | -0.60 | $2.30 | 0.02 | -0.03 | 2.25 | 0.91 | 122.03 | 119.73 | -1.34 | $-134.00 | 225.00 | 18 | 35.0 | 154.000 | 2.30 | 2024-09-10 |
CAVA240927P00105000 | CAVA | PUT | Long | 105.00 | None | $-1.40 | -0.62 | $1.94 | 0.02 | -0.03 | 2.25 | 0.85 | 122.03 | 120.09 | -1.40 | $-140.00 | 225.00 | 17 | 4.0 | 154.000 | 1.94 | 2024-09-09 |
CAVA240927P00105000 | CAVA | PUT | Long | 105.00 | None | $-0.58 | -0.26 | $5.86 | 0.05 | -0.05 | 2.25 | 1.67 | 122.03 | 116.17 | -0.58 | $-58.00 | 225.00 | 14 | 1.0 | 153.000 | 5.86 | 2024-09-06 |
CAVA240927P00105000 | CAVA | PUT | Long | 105.00 | None | $-0.75 | -0.33 | $5.32 | 0.04 | -0.06 | 2.25 | 1.50 | 122.03 | 116.71 | -0.75 | $-75.00 | 225.00 | 13 | 5.0 | 154.000 | 5.32 | 2024-09-05 |
CAVA240927P00105000 | CAVA | PUT | Long | 105.00 | None | $0.00 | 0.00 | $8.06 | 0.07 | -0.07 | 2.25 | 2.25 | 122.03 | 113.97 | 0.00 | $0.00 | 225.00 | 12 | 5.0 | 154.000 | 8.06 | 2024-09-04 |
CAVA240927P00105000 | CAVA | PUT | Long | 105.00 | None | $0.01 | 0.00 | $7.99 | 0.07 | -0.08 | 2.25 | 2.26 | 122.03 | 114.04 | 0.01 | $1.00 | 225.00 | 8 | 7.0 | 150.000 | 7.99 | 2024-08-31 |
CAVA240927P00105000 | CAVA | PUT | Long | 105.00 | None | $0.07 | 0.03 | $8.00 | 0.07 | -0.07 | 2.25 | 2.32 | 122.03 | 114.03 | 0.07 | $7.00 | 225.00 | 7 | 6.0 | 150.000 | 8.00 | 2024-08-30 |
CAVA240927P00105000 | CAVA | PUT | Long | 105.00 | None | $1.15 | 0.51 | $11.16 | 0.09 | -0.07 | 2.25 | 3.40 | 122.03 | 110.87 | 1.15 | $115.00 | 225.00 | 6 | 9.0 | 145.000 | 11.16 | 2024-08-29 |
CAVA240927P00105000 | CAVA | PUT | Long | 105.00 | None | $-0.14 | -0.06 | $3.55 | 0.03 | -0.04 | 2.25 | 2.11 | 122.03 | 118.48 | -0.14 | $-14.00 | 225.00 | 5 | 3.0 | 144.000 | 3.55 | 2024-08-28 |
CAVA240927P00105000 | CAVA | PUT | Long | 105.00 | None | $-0.79 | -0.35 | $7.07 | 0.06 | -0.50 | 2.25 | 1.46 | 122.03 | 114.96 | -0.79 | $-79.00 | 225.00 | 4 | 3.0 | 139.000 | 7.07 | 2024-08-27 |
CAVA240927P00105000 | CAVA | PUT | Long | 105.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.65; Exit EQ PnL: -4.51 | $-0.79 | -0.35 | $-3.77 | -0.03 | 0.01 | 2.25 | 1.46 | 122.03 | 125.80 | -0.79 | $-79.00 | 225.00 | 3 | 3.0 | 138.000 | -3.77 | 2024-08-26 |
CAVA240927P00105000 | CAVA | PUT | Long | 105.00 | None | $0.02 | 0.01 | $0.03 | 0.00 | 0.02 | 2.25 | 2.27 | 122.03 | 122.00 | 0.02 | $2.00 | 225.00 | 2 | 138.0 | 12.000 | 0.03 | 2024-08-25 |
CAVA240927P00105000 | CAVA | PUT | Long | 105.00 | None | $0.02 | 0.01 | $0.03 | 0.00 | 0.01 | 2.25 | 2.27 | 122.03 | 122.00 | 0.02 | $2.00 | 225.00 | 1 | 138.0 | 12.000 | 0.03 | 2024-08-24 |
CAVA240927P00105000 | CAVA | PUT | Long | 105.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 2.25 | 2.25 | 122.03 | 122.03 | 0.00 | $0.00 | 225.00 | 0 | 137.0 | 12.000 | -0.00 | 2024-08-23 |