| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-11-01 | EL | EL231215C00115000 | 115.00 | 178.0 | 2.000 | 0.378 | 0.241 | 0.4 | 10.4 | 0.020 | 1.480 | 11.460 | 1.87 | 104.51 | 2023-12-15 | CALL | Long | 0.150 | 0.255 | -0.189 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| EL231215C00115000 | EL | CALL | Long | 115.00 | None | $21.03 | 11.25 | $41.59 | 0.40 | 1.60 | 1.87 | 22.90 | 104.51 | 146.10 | 21.03 | $2103.00 | 187.00 | 43 | 12.0 | 820.000 | 41.59 | 2023-12-14 |
| EL231215C00115000 | EL | CALL | Long | 115.00 | None | $21.03 | 11.25 | $38.52 | 0.37 | 1.10 | 1.87 | 22.90 | 104.51 | 143.03 | 21.03 | $2103.00 | 187.00 | 42 | 1.0 | 820.000 | 38.52 | 2023-12-13 |
| EL231215C00115000 | EL | CALL | Long | 115.00 | None | $16.13 | 8.63 | $32.10 | 0.31 | -0.38 | 1.87 | 18.00 | 104.51 | 136.61 | 16.13 | $1613.00 | 187.00 | 41 | 1.0 | 0.000 | 32.10 | 2023-12-12 |
| EL231215C00115000 | EL | CALL | Long | 115.00 | None | $17.53 | 9.37 | $30.29 | 0.29 | 0.50 | 1.87 | 19.40 | 104.51 | 134.80 | 17.53 | $1753.00 | 187.00 | 40 | 2.0 | 821.000 | 30.29 | 2023-12-11 |
| EL231215C00115000 | EL | CALL | Long | 115.00 | None | $17.13 | 9.16 | $29.15 | 0.28 | 0.31 | 1.87 | 19.00 | 104.51 | 133.66 | 17.13 | $1713.00 | 187.00 | 37 | 2.0 | 821.000 | 29.15 | 2023-12-08 |
| EL231215C00115000 | EL | CALL | Long | 115.00 | None | $17.63 | 9.43 | $31.33 | 0.30 | 0.20 | 1.87 | 19.50 | 104.51 | 135.84 | 17.63 | $1763.00 | 187.00 | 36 | 1.0 | 822.000 | 31.33 | 2023-12-07 |
| EL231215C00115000 | EL | CALL | Long | 115.00 | None | $19.63 | 10.50 | $28.85 | 0.28 | 0.17 | 1.87 | 21.50 | 104.51 | 133.36 | 19.63 | $1963.00 | 187.00 | 35 | 0.0 | 823.000 | 28.85 | 2023-12-06 |
| EL231215C00115000 | EL | CALL | Long | 115.00 | None | $23.03 | 12.32 | $27.66 | 0.26 | 0.25 | 1.87 | 24.90 | 104.51 | 132.17 | 23.03 | $2303.00 | 187.00 | 34 | 0.0 | 823.000 | 27.66 | 2023-12-05 |
| EL231215C00115000 | EL | CALL | Long | 115.00 | None | $23.03 | 12.32 | $34.42 | 0.33 | 0.48 | 1.87 | 24.90 | 104.51 | 138.93 | 23.03 | $2303.00 | 187.00 | 33 | 0.0 | 823.000 | 34.42 | 2023-12-04 |
| EL231215C00115000 | EL | CALL | Long | 115.00 | None | $14.89 | 7.96 | $27.43 | 0.26 | 0.19 | 1.87 | 16.76 | 104.51 | 131.94 | 14.89 | $1489.00 | 187.00 | 32 | 0.0 | 824.000 | 27.43 | 2023-12-03 |
| EL231215C00115000 | EL | CALL | Long | 115.00 | None | $14.89 | 7.96 | $27.43 | 0.26 | 0.17 | 1.87 | 16.76 | 104.51 | 131.94 | 14.89 | $1489.00 | 187.00 | 31 | 0.0 | 824.000 | 27.43 | 2023-12-02 |
| EL231215C00115000 | EL | CALL | Long | 115.00 | None | $14.89 | 7.96 | $27.46 | 0.26 | 0.34 | 1.87 | 16.76 | 104.51 | 131.97 | 14.89 | $1489.00 | 187.00 | 30 | 0.0 | 824.000 | 27.46 | 2023-12-01 |
| EL231215C00115000 | EL | CALL | Long | 115.00 | None | $11.63 | 6.22 | $23.14 | 0.22 | 0.14 | 1.87 | 13.50 | 104.51 | 127.65 | 11.63 | $1163.00 | 187.00 | 29 | 0.0 | 824.000 | 23.14 | 2023-11-30 |
| EL231215C00115000 | EL | CALL | Long | 115.00 | None | $9.47 | 5.06 | $21.09 | 0.20 | 0.08 | 1.87 | 11.34 | 104.51 | 125.60 | 9.47 | $947.00 | 187.00 | 28 | 0.0 | 835.000 | 21.09 | 2023-11-29 |
| EL231215C00115000 | EL | CALL | Long | 115.00 | None | $10.34 | 5.53 | $21.52 | 0.21 | 0.09 | 1.87 | 12.21 | 104.51 | 126.03 | 10.34 | $1034.00 | 187.00 | 27 | 0.0 | 851.000 | 21.52 | 2023-11-28 |
| EL231215C00115000 | EL | CALL | Long | 115.00 | None | $7.34 | 3.93 | $18.45 | 0.18 | -0.10 | 1.87 | 9.21 | 104.51 | 122.96 | 7.34 | $734.00 | 187.00 | 26 | 0.0 | 851.000 | 18.45 | 2023-11-27 |
| EL231215C00115000 | EL | CALL | Long | 115.00 | None | $7.35 | 3.93 | $19.40 | 0.19 | -0.03 | 1.87 | 9.22 | 104.51 | 123.91 | 7.35 | $735.00 | 187.00 | 23 | 0.0 | 0.000 | 19.40 | 2023-11-24 |
| EL231215C00115000 | EL | CALL | Long | 115.00 | None | $6.63 | 3.55 | $18.12 | 0.17 | -0.38 | 1.87 | 8.50 | 104.51 | 122.63 | 6.63 | $663.00 | 187.00 | 22 | 0.0 | 0.000 | 18.12 | 2023-11-23 |
| EL231215C00115000 | EL | CALL | Long | 115.00 | None | $4.56 | 2.44 | $16.93 | 0.16 | -0.09 | 1.87 | 6.43 | 104.51 | 121.44 | 4.56 | $456.00 | 187.00 | 21 | 0.0 | 856.000 | 16.93 | 2023-11-22 |
| EL231215C00115000 | EL | CALL | Long | 115.00 | None | $5.26 | 2.81 | $15.42 | 0.15 | -0.03 | 1.87 | 7.13 | 104.51 | 119.93 | 5.26 | $526.00 | 187.00 | 20 | 0.0 | 860.000 | 15.42 | 2023-11-21 |
| EL231215C00115000 | EL | CALL | Long | 115.00 | None | $5.89 | 3.15 | $17.94 | 0.17 | -0.03 | 1.87 | 7.76 | 104.51 | 122.45 | 5.89 | $589.00 | 187.00 | 19 | 0.0 | 868.000 | 17.94 | 2023-11-20 |
| EL231215C00115000 | EL | CALL | Long | 115.00 | None | $7.38 | 3.95 | $19.30 | 0.18 | -0.00 | 1.87 | 9.25 | 104.51 | 123.81 | 7.38 | $738.00 | 187.00 | 18 | 0.0 | 868.000 | 19.30 | 2023-11-19 |
| EL231215C00115000 | EL | CALL | Long | 115.00 | None | $7.38 | 3.95 | $19.30 | 0.18 | -0.01 | 1.87 | 9.25 | 104.51 | 123.81 | 7.38 | $738.00 | 187.00 | 16 | 0.0 | 868.000 | 19.30 | 2023-11-17 |
| EL231215C00115000 | EL | CALL | Long | 115.00 | None | $8.68 | 4.64 | $18.11 | 0.17 | -0.01 | 1.87 | 10.55 | 104.51 | 122.62 | 8.68 | $868.00 | 187.00 | 15 | 0.0 | 873.000 | 18.11 | 2023-11-16 |
| EL231215C00115000 | EL | CALL | Long | 115.00 | None | $10.81 | 5.78 | $21.56 | 0.21 | -0.00 | 1.87 | 12.68 | 104.51 | 126.07 | 10.81 | $1081.00 | 187.00 | 14 | 0.0 | 878.000 | 21.56 | 2023-11-15 |
| EL231215C00115000 | EL | CALL | Long | 115.00 | None | $8.13 | 4.35 | $18.31 | 0.18 | -0.02 | 1.87 | 10.00 | 104.51 | 122.82 | 8.13 | $813.00 | 187.00 | 13 | 0.0 | 956.000 | 18.31 | 2023-11-14 |
| EL231215C00115000 | EL | CALL | Long | 115.00 | None | $1.83 | 0.98 | $9.19 | 0.09 | -0.06 | 1.87 | 3.70 | 104.51 | 113.70 | 1.83 | $183.00 | 187.00 | 12 | 0.0 | 866.000 | 9.19 | 2023-11-13 |
| EL231215C00115000 | EL | CALL | Long | 115.00 | None | $2.82 | 1.51 | $10.24 | 0.10 | -0.04 | 1.87 | 4.69 | 104.51 | 114.75 | 2.82 | $282.00 | 187.00 | 9 | 0.0 | 777.000 | 10.24 | 2023-11-10 |
| EL231215C00115000 | EL | CALL | Long | 115.00 | None | $3.01 | 1.61 | $10.81 | 0.10 | -0.38 | 1.87 | 4.88 | 104.51 | 115.32 | 3.01 | $301.00 | 187.00 | 8 | 0.0 | 0.000 | 10.81 | 2023-11-09 |
| EL231215C00115000 | EL | CALL | Long | 115.00 | None | $3.01 | 1.61 | $10.81 | 0.10 | -0.04 | 1.87 | 4.88 | 104.51 | 115.32 | 3.01 | $301.00 | 187.00 | 7 | 0.0 | 736.000 | 10.81 | 2023-11-08 |
| EL231215C00115000 | EL | CALL | Long | 115.00 | None | $4.03 | 2.16 | $12.09 | 0.12 | -0.03 | 1.87 | 5.90 | 104.51 | 116.60 | 4.03 | $403.00 | 187.00 | 6 | 0.0 | 709.000 | 12.09 | 2023-11-07 |
| EL231215C00115000 | EL | CALL | Long | 115.00 | None | $1.93 | 1.03 | $8.16 | 0.08 | -0.04 | 1.87 | 3.80 | 104.51 | 112.67 | 1.93 | $193.00 | 187.00 | 5 | 0.0 | 301.000 | 8.16 | 2023-11-06 |
| EL231215C00115000 | EL | CALL | Long | 115.00 | None | $1.93 | 1.03 | $8.16 | 0.08 | -0.04 | 1.87 | 3.80 | 104.51 | 112.67 | 1.93 | $193.00 | 187.00 | 4 | 0.0 | 301.000 | 8.16 | 2023-11-05 |
| EL231215C00115000 | EL | CALL | Long | 115.00 | Exit OP PnL: $127.00;Exit EQ PnL: 6.45; Position surpassed Take Profit. Latest OP price is: $3.14 (EQ: $110.96); Initial OP price was: $1.87 (EQ: $104.51). Option Percentage Gain: 0.6791443850267379679144385027 > STOP_LOSS: -0.16 | $1.27 | 0.68 | $6.45 | 0.06 | -0.06 | 1.87 | 3.14 | 104.51 | 110.96 | 1.27 | $127.00 | 187.00 | 2 | 0.0 | 249.000 | 6.45 | 2023-11-03 |
| EL231215C00115000 | EL | CALL | Long | 115.00 | None | $3.01 | 1.61 | $9.87 | 0.09 | -0.03 | 1.87 | 4.88 | 104.51 | 114.38 | 3.01 | $301.00 | 187.00 | 1 | 0.0 | 100.000 | 9.87 | 2023-11-02 |
| EL231215C00115000 | EL | CALL | Long | 115.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 1.87 | 1.87 | 104.51 | 104.51 | 0.00 | $0.00 | 187.00 | 0 | 178.0 | 2.000 | 0.00 | 2023-11-01 |