| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-01-24 | DD | DD240223C00070000 | 70.00 | 12.0 | 6.000 | 0.290 | 0.164 | 0.0 | 5.6 | 0.010 | 0.300 | 5.880 | 0.40 | 64.20 | 2024-02-23 | CALL | Long | 0.115 | 0.191 | -0.140 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| DD240223C00070000 | DD | CALL | Long | 70.00 | None | $-0.08 | -0.20 | $5.74 | 0.09 | -0.11 | 0.40 | 0.32 | 64.20 | 69.94 | -0.08 | $-8.00 | 40.00 | 29 | 413.0 | 742.000 | 5.74 | 2024-02-22 |
| DD240223C00070000 | DD | CALL | Long | 70.00 | None | $-0.25 | -0.62 | $4.86 | 0.08 | -0.07 | 0.40 | 0.15 | 64.20 | 69.06 | -0.25 | $-25.00 | 40.00 | 28 | 2085.0 | 189.000 | 4.86 | 2024-02-21 |
| DD240223C00070000 | DD | CALL | Long | 70.00 | None | $-0.30 | -0.75 | $3.77 | 0.06 | -0.05 | 0.40 | 0.10 | 64.20 | 67.97 | -0.30 | $-30.00 | 40.00 | 27 | 71.0 | 138.000 | 3.77 | 2024-02-20 |
| DD240223C00070000 | DD | CALL | Long | 70.00 | None | $-0.25 | -0.62 | $4.25 | 0.07 | -0.04 | 0.40 | 0.15 | 64.20 | 68.45 | -0.25 | $-25.00 | 40.00 | 26 | 61.0 | 80.000 | 4.25 | 2024-02-19 |
| DD240223C00070000 | DD | CALL | Long | 70.00 | None | $-0.24 | -0.60 | $3.46 | 0.05 | -0.09 | 0.40 | 0.16 | 64.20 | 67.66 | -0.24 | $-24.00 | 40.00 | 16 | 1.0 | 15.000 | 3.46 | 2024-02-09 |
| DD240223C00070000 | DD | CALL | Long | 70.00 | None | $-0.20 | -0.50 | $2.86 | 0.04 | -0.10 | 0.40 | 0.20 | 64.20 | 67.06 | -0.20 | $-20.00 | 40.00 | 15 | 1.0 | 14.000 | 2.86 | 2024-02-08 |
| DD240223C00070000 | DD | CALL | Long | 70.00 | None | $-0.22 | -0.55 | $2.26 | 0.04 | -0.06 | 0.40 | 0.18 | 64.20 | 66.46 | -0.22 | $-22.00 | 40.00 | 14 | 10.0 | 14.000 | 2.26 | 2024-02-07 |
| DD240223C00070000 | DD | CALL | Long | 70.00 | None | $-0.22 | -0.55 | $1.50 | 0.02 | -0.04 | 0.40 | 0.18 | 64.20 | 65.70 | -0.22 | $-22.00 | 40.00 | 13 | 10.0 | 11.000 | 1.50 | 2024-02-06 |
| DD240223C00070000 | DD | CALL | Long | 70.00 | None | $-0.30 | -0.75 | $-2.99 | -0.05 | -0.16 | 0.40 | 0.10 | 64.20 | 61.21 | -0.30 | $-30.00 | 40.00 | 12 | 1.0 | 11.000 | -2.99 | 2024-02-05 |
| DD240223C00070000 | DD | CALL | Long | 70.00 | None | $-0.30 | -0.75 | $-1.84 | -0.03 | -0.16 | 0.40 | 0.10 | 64.20 | 62.36 | -0.30 | $-30.00 | 40.00 | 11 | 1.0 | 11.000 | -1.84 | 2024-02-04 |
| DD240223C00070000 | DD | CALL | Long | 70.00 | None | $-0.30 | -0.75 | $-1.84 | -0.03 | 0.05 | 0.40 | 0.10 | 64.20 | 62.36 | -0.30 | $-30.00 | 40.00 | 9 | 1.0 | 10.000 | -1.84 | 2024-02-02 |
| DD240223C00070000 | DD | CALL | Long | 70.00 | None | $-0.05 | -0.12 | $-2.24 | -0.03 | 0.05 | 0.40 | 0.35 | 64.20 | 61.96 | -0.05 | $-5.00 | 40.00 | 8 | 7.0 | 10.000 | -2.24 | 2024-02-01 |
| DD240223C00070000 | DD | CALL | Long | 70.00 | None | $-0.05 | -0.12 | $-2.40 | -0.04 | 0.05 | 0.40 | 0.35 | 64.20 | 61.80 | -0.05 | $-5.00 | 40.00 | 7 | 7.0 | 10.000 | -2.40 | 2024-01-31 |
| DD240223C00070000 | DD | CALL | Long | 70.00 | None | $-0.05 | -0.12 | $-1.25 | -0.02 | 0.02 | 0.40 | 0.35 | 64.20 | 62.95 | -0.05 | $-5.00 | 40.00 | 6 | 7.0 | 10.000 | -1.25 | 2024-01-30 |
| DD240223C00070000 | DD | CALL | Long | 70.00 | None | $-0.05 | -0.12 | $-0.69 | -0.01 | -0.00 | 0.40 | 0.35 | 64.20 | 63.51 | -0.05 | $-5.00 | 40.00 | 5 | 7.0 | 10.000 | -0.69 | 2024-01-29 |
| DD240223C00070000 | DD | CALL | Long | 70.00 | None | $-0.05 | -0.12 | $0.47 | 0.01 | 0.00 | 0.40 | 0.35 | 64.20 | 64.67 | -0.05 | $-5.00 | 40.00 | 4 | 7.0 | 10.000 | 0.47 | 2024-01-28 |
| DD240223C00070000 | DD | CALL | Long | 70.00 | None | $-0.05 | -0.12 | $0.47 | 0.01 | -0.00 | 0.40 | 0.35 | 64.20 | 64.67 | -0.05 | $-5.00 | 40.00 | 3 | 7.0 | 10.000 | 0.47 | 2024-01-27 |
| DD240223C00070000 | DD | CALL | Long | 70.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $-0.05 | -0.12 | $0.47 | 0.01 | -0.02 | 0.40 | 0.35 | 64.20 | 64.67 | -0.05 | $-5.00 | 40.00 | 2 | 7.0 | 10.000 | 0.47 | 2024-01-26 |
| DD240223C00070000 | DD | CALL | Long | 70.00 | None | $-0.05 | -0.12 | $-0.08 | -0.00 | -0.03 | 0.40 | 0.35 | 64.20 | 64.12 | -0.05 | $-5.00 | 40.00 | 1 | 7.0 | 3.000 | -0.08 | 2024-01-25 |
| DD240223C00070000 | DD | CALL | Long | 70.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.40 | 0.40 | 64.20 | 64.20 | 0.00 | $0.00 | 40.00 | 0 | 12.0 | 6.000 | 0.00 | 2024-01-24 |