| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-22 | FREY | FREY240621P00002000 | 2.00 | 68.0 | 82.000 | 1.445 | 0.350 | 0.5 | 0.0 | -0.020 | 0.660 | 0.150 | 0.13 | 2.51 | 2024-06-21 | PUT | Long | 0.362 | 0.434 | 0.272 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FREY240621P00002000 | FREY | PUT | Long | 2.00 | None | $0.07 | 0.54 | $0.80 | 0.32 | -0.32 | 0.13 | 0.20 | 2.51 | 1.71 | 0.07 | $7.00 | 13.00 | 27 | 66.0 | 242.000 | 0.80 | 2024-06-18 |
| FREY240621P00002000 | FREY | PUT | Long | 2.00 | None | $0.07 | 0.54 | $0.77 | 0.31 | 0.06 | 0.13 | 0.20 | 2.51 | 1.74 | 0.07 | $7.00 | 13.00 | 26 | 66.0 | 242.000 | 0.77 | 2024-06-17 |
| FREY240621P00002000 | FREY | PUT | Long | 2.00 | None | $0.02 | 0.15 | $0.75 | 0.30 | 0.70 | 0.13 | 0.15 | 2.51 | 1.76 | 0.02 | $2.00 | 13.00 | 23 | 65.0 | 275.000 | 0.75 | 2024-06-14 |
| FREY240621P00002000 | FREY | PUT | Long | 2.00 | None | $0.07 | 0.54 | $0.70 | 0.28 | -0.57 | 0.13 | 0.20 | 2.51 | 1.81 | 0.07 | $7.00 | 13.00 | 22 | 11.0 | 278.000 | 0.70 | 2024-06-13 |
| FREY240621P00002000 | FREY | PUT | Long | 2.00 | None | $0.02 | 0.15 | $0.63 | 0.25 | -0.85 | 0.13 | 0.15 | 2.51 | 1.88 | 0.02 | $2.00 | 13.00 | 21 | 2.0 | 280.000 | 0.63 | 2024-06-12 |
| FREY240621P00002000 | FREY | PUT | Long | 2.00 | None | $0.03 | 0.23 | $0.63 | 0.25 | -0.66 | 0.13 | 0.16 | 2.51 | 1.88 | 0.03 | $3.00 | 13.00 | 20 | 69.0 | 348.000 | 0.63 | 2024-06-11 |
| FREY240621P00002000 | FREY | PUT | Long | 2.00 | None | $0.05 | 0.38 | $0.57 | 0.23 | -0.60 | 0.13 | 0.18 | 2.51 | 1.94 | 0.05 | $5.00 | 13.00 | 19 | 56.0 | 348.000 | 0.57 | 2024-06-10 |
| FREY240621P00002000 | FREY | PUT | Long | 2.00 | None | $-0.03 | -0.23 | $0.44 | 0.18 | -0.73 | 0.13 | 0.10 | 2.51 | 2.07 | -0.03 | $-3.00 | 13.00 | 18 | 6.0 | 354.000 | 0.44 | 2024-06-09 |
| FREY240621P00002000 | FREY | PUT | Long | 2.00 | None | $-0.03 | -0.23 | $0.45 | 0.18 | -0.51 | 0.13 | 0.10 | 2.51 | 2.06 | -0.03 | $-3.00 | 13.00 | 16 | 4.0 | 354.000 | 0.45 | 2024-06-07 |
| FREY240621P00002000 | FREY | PUT | Long | 2.00 | None | $-0.06 | -0.46 | $0.37 | 0.15 | -0.67 | 0.13 | 0.07 | 2.51 | 2.14 | -0.06 | $-6.00 | 13.00 | 15 | 10.0 | 349.000 | 0.37 | 2024-06-06 |
| FREY240621P00002000 | FREY | PUT | Long | 2.00 | None | $-0.08 | -0.62 | $0.18 | 0.07 | -0.55 | 0.13 | 0.05 | 2.51 | 2.33 | -0.08 | $-8.00 | 13.00 | 14 | 1.0 | 349.000 | 0.18 | 2024-06-05 |
| FREY240621P00002000 | FREY | PUT | Long | 2.00 | None | $-0.08 | -0.62 | $0.30 | 0.12 | -0.76 | 0.13 | 0.05 | 2.51 | 2.21 | -0.08 | $-8.00 | 13.00 | 13 | 7.0 | 349.000 | 0.30 | 2024-06-04 |
| FREY240621P00002000 | FREY | PUT | Long | 2.00 | None | $-0.08 | -0.62 | $0.24 | 0.10 | -0.38 | 0.13 | 0.05 | 2.51 | 2.27 | -0.08 | $-8.00 | 13.00 | 12 | 7.0 | 349.000 | 0.24 | 2024-06-03 |
| FREY240621P00002000 | FREY | PUT | Long | 2.00 | None | $-0.08 | -0.62 | $0.10 | 0.04 | -0.57 | 0.13 | 0.05 | 2.51 | 2.41 | -0.08 | $-8.00 | 13.00 | 9 | 7.0 | 349.000 | 0.10 | 2024-05-31 |
| FREY240621P00002000 | FREY | PUT | Long | 2.00 | None | $-0.08 | -0.62 | $-0.03 | -0.01 | -0.15 | 0.13 | 0.05 | 2.51 | 2.54 | -0.08 | $-8.00 | 13.00 | 8 | 7.0 | 349.000 | -0.03 | 2024-05-30 |
| FREY240621P00002000 | FREY | PUT | Long | 2.00 | None | $-0.08 | -0.62 | $-0.06 | -0.02 | 0.01 | 0.13 | 0.05 | 2.51 | 2.57 | -0.08 | $-8.00 | 13.00 | 7 | 2.0 | 347.000 | -0.06 | 2024-05-29 |
| FREY240621P00002000 | FREY | PUT | Long | 2.00 | None | $-0.03 | -0.23 | $-0.15 | -0.06 | -0.37 | 0.13 | 0.10 | 2.51 | 2.66 | -0.03 | $-3.00 | 13.00 | 6 | 10.0 | 337.000 | -0.15 | 2024-05-28 |
| FREY240621P00002000 | FREY | PUT | Long | 2.00 | None | $-0.03 | -0.23 | $-0.07 | -0.03 | -0.18 | 0.13 | 0.10 | 2.51 | 2.58 | -0.03 | $-3.00 | 13.00 | 5 | 203.0 | 139.000 | -0.07 | 2024-05-27 |
| FREY240621P00002000 | FREY | PUT | Long | 2.00 | None | $-0.03 | -0.23 | $-0.06 | -0.02 | -0.26 | 0.13 | 0.10 | 2.51 | 2.57 | -0.03 | $-3.00 | 13.00 | 2 | 203.0 | 139.000 | -0.06 | 2024-05-24 |
| FREY240621P00002000 | FREY | PUT | Long | 2.00 | Underlying has moved in favorable position (0.1075697211155378486055776892) however, position is suffering from IV crush;Exit OP PnL: $-0.01;Exit EQ PnL: 0.27 | $0.03 | 0.23 | $0.31 | 0.12 | -0.45 | 0.13 | 0.16 | 2.51 | 2.20 | 0.03 | $3.00 | 13.00 | 1 | 25.0 | 134.000 | 0.31 | 2024-05-23 |
| FREY240621P00002000 | FREY | PUT | Long | 2.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.13 | 0.13 | 2.51 | 2.51 | 0.00 | $0.00 | 13.00 | 0 | 68.0 | 82.000 | -0.00 | 2024-05-22 |