| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-11 | FGEN | FGEN240816P00001000 | 1.00 | 52.0 | 247.000 | 3.406 | 0.479 | 0.1 | 0.0 | 0.000 | 0.440 | 0.400 | 0.41 | 1.04 | 2024-08-16 | PUT | Long | 0.481 | 0.489 | 0.084 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FGEN240816P00001000 | FGEN | PUT | Long | 1.00 | None | $0.28 | 0.80 | $0.61 | 0.62 | 7.02 | 0.35 | 0.63 | 0.98 | 0.37 | 0.28 | $28.00 | 35.00 | 35 | 9.0 | 3851.000 | 0.61 | 2024-08-15 |
| FGEN240816P00001000 | FGEN | PUT | Long | 1.00 | None | $0.30 | 0.86 | $0.62 | 0.63 | 4.27 | 0.35 | 0.65 | 0.98 | 0.36 | 0.30 | $30.00 | 35.00 | 34 | 701.0 | 3418.000 | 0.62 | 2024-08-14 |
| FGEN240816P00001000 | FGEN | PUT | Long | 1.00 | None | $0.25 | 0.71 | $0.59 | 0.60 | 8.64 | 0.35 | 0.60 | 0.98 | 0.39 | 0.25 | $25.00 | 35.00 | 33 | 18.0 | 3497.000 | 0.59 | 2024-08-13 |
| FGEN240816P00001000 | FGEN | PUT | Long | 1.00 | None | $0.35 | 1.00 | $0.60 | 0.61 | 5.77 | 0.35 | 0.70 | 0.98 | 0.38 | 0.35 | $35.00 | 35.00 | 32 | 3.0 | 3497.000 | 0.60 | 2024-08-12 |
| FGEN240816P00001000 | FGEN | PUT | Long | 1.00 | None | $0.25 | 0.71 | $0.57 | 0.58 | 0.64 | 0.35 | 0.60 | 0.98 | 0.41 | 0.25 | $25.00 | 35.00 | 29 | 6.0 | 3497.000 | 0.57 | 2024-08-09 |
| FGEN240816P00001000 | FGEN | PUT | Long | 1.00 | None | $0.25 | 0.71 | $0.54 | 0.55 | 1.89 | 0.35 | 0.60 | 0.98 | 0.44 | 0.25 | $25.00 | 35.00 | 28 | 6.0 | 3504.000 | 0.54 | 2024-08-08 |
| FGEN240816P00001000 | FGEN | PUT | Long | 1.00 | None | $0.16 | 0.46 | $0.52 | 0.53 | 2.14 | 0.35 | 0.51 | 0.98 | 0.46 | 0.16 | $16.00 | 35.00 | 27 | 3.0 | 3503.000 | 0.52 | 2024-08-07 |
| FGEN240816P00001000 | FGEN | PUT | Long | 1.00 | None | $0.18 | 0.51 | $0.54 | 0.55 | 1.39 | 0.35 | 0.53 | 0.98 | 0.44 | 0.18 | $18.00 | 35.00 | 26 | 1.0 | 3504.000 | 0.54 | 2024-08-06 |
| FGEN240816P00001000 | FGEN | PUT | Long | 1.00 | None | $-0.15 | -0.43 | $-0.20 | -0.20 | -0.08 | 0.35 | 0.20 | 0.98 | 1.18 | -0.15 | $-15.00 | 35.00 | 18 | 6.0 | 9838.000 | -0.20 | 2024-07-29 |
| FGEN240816P00001000 | FGEN | PUT | Long | 1.00 | None | $-0.10 | -0.29 | $-0.18 | -0.18 | -0.36 | 0.35 | 0.25 | 0.98 | 1.16 | -0.10 | $-10.00 | 35.00 | 15 | 508.0 | 9281.000 | -0.18 | 2024-07-26 |
| FGEN240816P00001000 | FGEN | PUT | Long | 1.00 | None | $-0.15 | -0.43 | $-0.25 | -0.26 | -0.72 | 0.35 | 0.20 | 0.98 | 1.23 | -0.15 | $-15.00 | 35.00 | 14 | 105.0 | 9251.000 | -0.25 | 2024-07-25 |
| FGEN240816P00001000 | FGEN | PUT | Long | 1.00 | None | $-0.15 | -0.43 | $-0.27 | -0.28 | -0.73 | 0.35 | 0.20 | 0.98 | 1.25 | -0.15 | $-15.00 | 35.00 | 13 | 544.0 | 8739.000 | -0.27 | 2024-07-24 |
| FGEN240816P00001000 | FGEN | PUT | Long | 1.00 | None | $-0.20 | -0.57 | $-0.26 | -0.27 | -0.80 | 0.35 | 0.15 | 0.98 | 1.24 | -0.20 | $-20.00 | 35.00 | 12 | 1058.0 | 8292.000 | -0.26 | 2024-07-23 |
| FGEN240816P00001000 | FGEN | PUT | Long | 1.00 | None | $-0.14 | -0.40 | $-0.28 | -0.29 | -0.33 | 0.35 | 0.21 | 0.98 | 1.26 | -0.14 | $-14.00 | 35.00 | 11 | 5912.0 | 3099.000 | -0.28 | 2024-07-22 |
| FGEN240816P00001000 | FGEN | PUT | Long | 1.00 | None | $-0.14 | -0.40 | $-0.07 | -0.07 | -0.34 | 0.35 | 0.21 | 0.98 | 1.05 | -0.14 | $-14.00 | 35.00 | 8 | 588.0 | 2531.000 | -0.07 | 2024-07-19 |
| FGEN240816P00001000 | FGEN | PUT | Long | 1.00 | None | $-0.02 | -0.06 | $-0.06 | -0.06 | -0.19 | 0.35 | 0.33 | 0.98 | 1.04 | -0.02 | $-2.00 | 35.00 | 7 | 508.0 | 2023.000 | -0.06 | 2024-07-18 |
| FGEN240816P00001000 | FGEN | PUT | Long | 1.00 | None | $-0.10 | -0.29 | $-0.09 | -0.09 | -0.61 | 0.35 | 0.25 | 0.98 | 1.07 | -0.10 | $-10.00 | 35.00 | 6 | 336.0 | 1674.000 | -0.09 | 2024-07-17 |
| FGEN240816P00001000 | FGEN | PUT | Long | 1.00 | None | $-0.10 | -0.29 | $-0.16 | -0.16 | -0.67 | 0.35 | 0.25 | 0.98 | 1.14 | -0.10 | $-10.00 | 35.00 | 5 | 525.0 | 1153.000 | -0.16 | 2024-07-16 |
| FGEN240816P00001000 | FGEN | PUT | Long | 1.00 | None | $-0.05 | -0.14 | $-0.08 | -0.08 | -0.05 | 0.35 | 0.30 | 0.98 | 1.06 | -0.05 | $-5.00 | 35.00 | 4 | 640.0 | 513.000 | -0.08 | 2024-07-15 |
| FGEN240816P00001000 | FGEN | PUT | Long | 1.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.10 | $0.00 | 0.00 | $-0.06 | -0.06 | -1.30 | 0.35 | 0.35 | 0.98 | 1.04 | 0.00 | $0.00 | 35.00 | 1 | 2.0 | 511.000 | -0.06 | 2024-07-12 |
| FGEN240816P00001000 | FGEN | PUT | Long | 1.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.35 | 0.35 | 0.98 | 0.98 | 0.00 | $0.00 | 35.00 | 0 | 264.0 | 247.000 | -0.00 | 2024-07-11 |