| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-11-29 | FL | FL231229P00023500 | 23.50 | 12.0 | 13.000 | 0.512 | 0.238 | 4.3 | 0.0 | -0.010 | 4.390 | 0.150 | 0.17 | 27.67 | 2023-12-29 | PUT | Long | 0.242 | 0.282 | 0.161 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FL231229P00023500 | FL | PUT | Long | 23.50 | None | $-0.12 | -0.71 | $-3.58 | -0.13 | -0.01 | 0.17 | 0.05 | 27.67 | 31.25 | -0.12 | $-12.00 | 17.00 | 29 | 1.0 | 9.000 | -3.58 | 2023-12-28 |
| FL231229P00023500 | FL | PUT | Long | 23.50 | None | $-0.12 | -0.71 | $-3.69 | -0.13 | 1.02 | 0.17 | 0.05 | 27.67 | 31.36 | -0.12 | $-12.00 | 17.00 | 28 | 1.0 | 9.000 | -3.69 | 2023-12-27 |
| FL231229P00023500 | FL | PUT | Long | 23.50 | None | $-0.12 | -0.71 | $-3.28 | -0.12 | 0.75 | 0.17 | 0.05 | 27.67 | 30.95 | -0.12 | $-12.00 | 17.00 | 27 | 1.0 | 9.000 | -3.28 | 2023-12-26 |
| FL231229P00023500 | FL | PUT | Long | 23.50 | None | $-0.12 | -0.71 | $-3.36 | -0.12 | 1.02 | 0.17 | 0.05 | 27.67 | 31.03 | -0.12 | $-12.00 | 17.00 | 26 | 1.0 | 9.000 | -3.36 | 2023-12-25 |
| FL231229P00023500 | FL | PUT | Long | 23.50 | None | $-0.12 | -0.71 | $-3.36 | -0.12 | 0.78 | 0.17 | 0.05 | 27.67 | 31.03 | -0.12 | $-12.00 | 17.00 | 24 | 1.0 | 9.000 | -3.36 | 2023-12-23 |
| FL231229P00023500 | FL | PUT | Long | 23.50 | None | $-0.12 | -0.71 | $-3.36 | -0.12 | 0.39 | 0.17 | 0.05 | 27.67 | 31.03 | -0.12 | $-12.00 | 17.00 | 23 | 1.0 | 9.000 | -3.36 | 2023-12-22 |
| FL231229P00023500 | FL | PUT | Long | 23.50 | None | $-0.12 | -0.71 | $-4.64 | -0.17 | -0.01 | 0.17 | 0.05 | 27.67 | 32.31 | -0.12 | $-12.00 | 17.00 | 22 | 1.0 | 9.000 | -4.64 | 2023-12-21 |
| FL231229P00023500 | FL | PUT | Long | 23.50 | None | $-0.12 | -0.71 | $-4.28 | -0.15 | 1.02 | 0.17 | 0.05 | 27.67 | 31.95 | -0.12 | $-12.00 | 17.00 | 21 | 1.0 | 9.000 | -4.28 | 2023-12-20 |
| FL231229P00023500 | FL | PUT | Long | 23.50 | None | $-0.12 | -0.71 | $-3.75 | -0.14 | 0.89 | 0.17 | 0.05 | 27.67 | 31.42 | -0.12 | $-12.00 | 17.00 | 20 | 1.0 | 9.000 | -3.75 | 2023-12-19 |
| FL231229P00023500 | FL | PUT | Long | 23.50 | None | $-0.12 | -0.71 | $-1.86 | -0.07 | 0.68 | 0.17 | 0.05 | 27.67 | 29.53 | -0.12 | $-12.00 | 17.00 | 19 | 1.0 | 9.000 | -1.86 | 2023-12-18 |
| FL231229P00023500 | FL | PUT | Long | 23.50 | None | $-0.12 | -0.71 | $-2.81 | -0.10 | 0.64 | 0.17 | 0.05 | 27.67 | 30.48 | -0.12 | $-12.00 | 17.00 | 17 | 1.0 | 9.000 | -2.81 | 2023-12-16 |
| FL231229P00023500 | FL | PUT | Long | 23.50 | None | $-0.12 | -0.71 | $-2.80 | -0.10 | 0.60 | 0.17 | 0.05 | 27.67 | 30.47 | -0.12 | $-12.00 | 17.00 | 16 | 1.0 | 9.000 | -2.80 | 2023-12-15 |
| FL231229P00023500 | FL | PUT | Long | 23.50 | None | $-0.12 | -0.71 | $-3.73 | -0.13 | 0.15 | 0.17 | 0.05 | 27.67 | 31.40 | -0.12 | $-12.00 | 17.00 | 15 | 1.0 | 9.000 | -3.73 | 2023-12-14 |
| FL231229P00023500 | FL | PUT | Long | 23.50 | None | $0.06 | 0.35 | $-0.86 | -0.03 | 0.12 | 0.17 | 0.23 | 27.67 | 28.53 | 0.06 | $6.00 | 17.00 | 14 | 1.0 | 9.000 | -0.86 | 2023-12-13 |
| FL231229P00023500 | FL | PUT | Long | 23.50 | None | $0.06 | 0.35 | $0.25 | 0.01 | -0.02 | 0.17 | 0.23 | 27.67 | 27.42 | 0.06 | $6.00 | 17.00 | 13 | 1.0 | 9.000 | 0.25 | 2023-12-12 |
| FL231229P00023500 | FL | PUT | Long | 23.50 | None | $0.06 | 0.35 | $-0.32 | -0.01 | 0.03 | 0.17 | 0.23 | 27.67 | 27.99 | 0.06 | $6.00 | 17.00 | 12 | 1.0 | 9.000 | -0.32 | 2023-12-11 |
| FL231229P00023500 | FL | PUT | Long | 23.50 | None | $0.06 | 0.35 | $-0.52 | -0.02 | -0.01 | 0.17 | 0.23 | 27.67 | 28.19 | 0.06 | $6.00 | 17.00 | 9 | 1.0 | 9.000 | -0.52 | 2023-12-08 |
| FL231229P00023500 | FL | PUT | Long | 23.50 | None | $0.06 | 0.35 | $-0.68 | -0.02 | 0.00 | 0.17 | 0.23 | 27.67 | 28.35 | 0.06 | $6.00 | 17.00 | 8 | 1.0 | 9.000 | -0.68 | 2023-12-07 |
| FL231229P00023500 | FL | PUT | Long | 23.50 | None | $0.06 | 0.35 | $-0.59 | -0.02 | 0.03 | 0.17 | 0.23 | 27.67 | 28.26 | 0.06 | $6.00 | 17.00 | 7 | 0.0 | 9.000 | -0.59 | 2023-12-06 |
| FL231229P00023500 | FL | PUT | Long | 23.50 | None | $0.06 | 0.35 | $-0.82 | -0.03 | 0.03 | 0.17 | 0.23 | 27.67 | 28.49 | 0.06 | $6.00 | 17.00 | 6 | 0.0 | 9.000 | -0.82 | 2023-12-05 |
| FL231229P00023500 | FL | PUT | Long | 23.50 | None | $0.06 | 0.35 | $-2.20 | -0.08 | 0.16 | 0.17 | 0.23 | 27.67 | 29.87 | 0.06 | $6.00 | 17.00 | 5 | 0.0 | 9.000 | -2.20 | 2023-12-04 |
| FL231229P00023500 | FL | PUT | Long | 23.50 | None | $0.06 | 0.35 | $-2.04 | -0.07 | 0.04 | 0.17 | 0.23 | 27.67 | 29.71 | 0.06 | $6.00 | 17.00 | 4 | 0.0 | 9.000 | -2.04 | 2023-12-03 |
| FL231229P00023500 | FL | PUT | Long | 23.50 | None | $0.06 | 0.35 | $-2.04 | -0.07 | 0.03 | 0.17 | 0.23 | 27.67 | 29.71 | 0.06 | $6.00 | 17.00 | 3 | 0.0 | 9.000 | -2.04 | 2023-12-02 |
| FL231229P00023500 | FL | PUT | Long | 23.50 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.06; Exit EQ PnL: -0.89 | $0.06 | 0.35 | $-2.04 | -0.07 | 0.02 | 0.17 | 0.23 | 27.67 | 29.71 | 0.06 | $6.00 | 17.00 | 2 | 0.0 | 9.000 | -2.04 | 2023-12-01 |
| FL231229P00023500 | FL | PUT | Long | 23.50 | None | $0.06 | 0.35 | $0.74 | 0.03 | -0.03 | 0.17 | 0.23 | 27.67 | 26.93 | 0.06 | $6.00 | 17.00 | 1 | 0.0 | 8.000 | 0.74 | 2023-11-30 |
| FL231229P00023500 | FL | PUT | Long | 23.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.17 | 0.17 | 27.67 | 27.67 | 0.00 | $0.00 | 17.00 | 0 | 0.0 | 13.000 | -0.00 | 2023-11-29 |