| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-11-14 | FSR | FSR231215C00003000 | 3.00 | 285.0 | 35.000 | 0.859 | 0.309 | 0.4 | 0.0 | 0.010 | 0.490 | 0.140 | 0.50 | 3.34 | 2023-12-15 | CALL | Long | 0.327 | 0.386 | -0.187 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FSR231215C00003000 | FSR | CALL | Long | 3.00 | None | $-0.48 | -0.96 | $-1.80 | -0.54 | 3.39 | 0.50 | 0.02 | 3.34 | 1.54 | -0.48 | $-48.00 | 50.00 | 30 | 303.0 | 3061.000 | -1.80 | 2023-12-14 |
| FSR231215C00003000 | FSR | CALL | Long | 3.00 | None | $-0.49 | -0.98 | $-1.86 | -0.56 | 3.39 | 0.50 | 0.01 | 3.34 | 1.48 | -0.49 | $-49.00 | 50.00 | 29 | 13.0 | 3061.000 | -1.86 | 2023-12-13 |
| FSR231215C00003000 | FSR | CALL | Long | 3.00 | None | $-0.49 | -0.98 | $-1.89 | -0.57 | 2.39 | 0.50 | 0.01 | 3.34 | 1.45 | -0.49 | $-49.00 | 50.00 | 28 | 13.0 | 0.000 | -1.89 | 2023-12-12 |
| FSR231215C00003000 | FSR | CALL | Long | 3.00 | None | $-0.49 | -0.98 | $-1.83 | -0.55 | 2.64 | 0.50 | 0.01 | 3.34 | 1.51 | -0.49 | $-49.00 | 50.00 | 27 | 1366.0 | 2364.000 | -1.83 | 2023-12-11 |
| FSR231215C00003000 | FSR | CALL | Long | 3.00 | None | $-0.49 | -0.98 | $-1.70 | -0.51 | 1.58 | 0.50 | 0.01 | 3.34 | 1.64 | -0.49 | $-49.00 | 50.00 | 24 | 771.0 | 2325.000 | -1.70 | 2023-12-08 |
| FSR231215C00003000 | FSR | CALL | Long | 3.00 | None | $-0.48 | -0.96 | $-1.87 | -0.56 | 1.95 | 0.50 | 0.02 | 3.34 | 1.47 | -0.48 | $-48.00 | 50.00 | 23 | 34.0 | 2331.000 | -1.87 | 2023-12-07 |
| FSR231215C00003000 | FSR | CALL | Long | 3.00 | None | $-0.49 | -0.98 | $-1.93 | -0.58 | 1.39 | 0.50 | 0.01 | 3.34 | 1.41 | -0.49 | $-49.00 | 50.00 | 22 | 0.0 | 2383.000 | -1.93 | 2023-12-06 |
| FSR231215C00003000 | FSR | CALL | Long | 3.00 | None | $-0.47 | -0.94 | $-1.77 | -0.53 | 1.45 | 0.50 | 0.03 | 3.34 | 1.57 | -0.47 | $-47.00 | 50.00 | 21 | 0.0 | 2377.000 | -1.77 | 2023-12-05 |
| FSR231215C00003000 | FSR | CALL | Long | 3.00 | None | $-0.48 | -0.96 | $-1.74 | -0.52 | 1.33 | 0.50 | 0.02 | 3.34 | 1.60 | -0.48 | $-48.00 | 50.00 | 20 | 0.0 | 2512.000 | -1.74 | 2023-12-04 |
| FSR231215C00003000 | FSR | CALL | Long | 3.00 | None | $-0.48 | -0.96 | $-1.61 | -0.48 | 1.11 | 0.50 | 0.02 | 3.34 | 1.73 | -0.48 | $-48.00 | 50.00 | 19 | 0.0 | 2304.000 | -1.61 | 2023-12-03 |
| FSR231215C00003000 | FSR | CALL | Long | 3.00 | None | $-0.48 | -0.96 | $-1.61 | -0.48 | 1.02 | 0.50 | 0.02 | 3.34 | 1.73 | -0.48 | $-48.00 | 50.00 | 18 | 0.0 | 2304.000 | -1.61 | 2023-12-02 |
| FSR231215C00003000 | FSR | CALL | Long | 3.00 | None | $-0.48 | -0.96 | $-1.62 | -0.49 | 1.12 | 0.50 | 0.02 | 3.34 | 1.72 | -0.48 | $-48.00 | 50.00 | 17 | 0.0 | 2304.000 | -1.62 | 2023-12-01 |
| FSR231215C00003000 | FSR | CALL | Long | 3.00 | None | $-0.47 | -0.94 | $-1.77 | -0.53 | 1.27 | 0.50 | 0.03 | 3.34 | 1.57 | -0.47 | $-47.00 | 50.00 | 16 | 0.0 | 2285.000 | -1.77 | 2023-11-30 |
| FSR231215C00003000 | FSR | CALL | Long | 3.00 | None | $-0.46 | -0.92 | $-1.56 | -0.47 | 0.98 | 0.50 | 0.04 | 3.34 | 1.78 | -0.46 | $-46.00 | 50.00 | 15 | 0.0 | 2285.000 | -1.56 | 2023-11-29 |
| FSR231215C00003000 | FSR | CALL | Long | 3.00 | None | $-0.46 | -0.92 | $-1.49 | -0.45 | 0.77 | 0.50 | 0.04 | 3.34 | 1.85 | -0.46 | $-46.00 | 50.00 | 14 | 0.0 | 2097.000 | -1.49 | 2023-11-28 |
| FSR231215C00003000 | FSR | CALL | Long | 3.00 | None | $-0.45 | -0.90 | $-1.58 | -0.47 | 0.95 | 0.50 | 0.05 | 3.34 | 1.76 | -0.45 | $-45.00 | 50.00 | 13 | 0.0 | 2097.000 | -1.58 | 2023-11-27 |
| FSR231215C00003000 | FSR | CALL | Long | 3.00 | None | $-0.40 | -0.80 | $-1.12 | -0.34 | 0.64 | 0.50 | 0.10 | 3.34 | 2.22 | -0.40 | $-40.00 | 50.00 | 10 | 0.0 | 0.000 | -1.12 | 2023-11-24 |
| FSR231215C00003000 | FSR | CALL | Long | 3.00 | None | $-0.43 | -0.86 | $-1.22 | -0.37 | -0.36 | 0.50 | 0.07 | 3.34 | 2.12 | -0.43 | $-43.00 | 50.00 | 9 | 0.0 | 0.000 | -1.22 | 2023-11-23 |
| FSR231215C00003000 | FSR | CALL | Long | 3.00 | None | $-0.42 | -0.84 | $-1.48 | -0.44 | 1.03 | 0.50 | 0.08 | 3.34 | 1.86 | -0.42 | $-42.00 | 50.00 | 8 | 0.0 | 1552.000 | -1.48 | 2023-11-22 |
| FSR231215C00003000 | FSR | CALL | Long | 3.00 | None | $-0.42 | -0.84 | $-1.34 | -0.40 | 0.64 | 0.50 | 0.08 | 3.34 | 2.00 | -0.42 | $-42.00 | 50.00 | 7 | 0.0 | 1328.000 | -1.34 | 2023-11-21 |
| FSR231215C00003000 | FSR | CALL | Long | 3.00 | None | $-0.35 | -0.70 | $-0.99 | -0.30 | 0.59 | 0.50 | 0.15 | 3.34 | 2.35 | -0.35 | $-35.00 | 50.00 | 6 | 0.0 | 1127.000 | -0.99 | 2023-11-20 |
| FSR231215C00003000 | FSR | CALL | Long | 3.00 | None | $-0.35 | -0.70 | $-0.91 | -0.27 | 0.40 | 0.50 | 0.15 | 3.34 | 2.43 | -0.35 | $-35.00 | 50.00 | 5 | 0.0 | 523.000 | -0.91 | 2023-11-19 |
| FSR231215C00003000 | FSR | CALL | Long | 3.00 | None | $-0.35 | -0.70 | $-0.91 | -0.27 | 0.38 | 0.50 | 0.15 | 3.34 | 2.43 | -0.35 | $-35.00 | 50.00 | 3 | 0.0 | 523.000 | -0.91 | 2023-11-17 |
| FSR231215C00003000 | FSR | CALL | Long | 3.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.24; Exit EQ PnL: -0.49 | $-0.25 | -0.50 | $-0.53 | -0.16 | 0.14 | 0.50 | 0.25 | 3.34 | 2.81 | -0.25 | $-25.00 | 50.00 | 2 | 0.0 | 202.000 | -0.53 | 2023-11-16 |
| FSR231215C00003000 | FSR | CALL | Long | 3.00 | None | $-0.05 | -0.10 | $-0.07 | -0.02 | 0.00 | 0.50 | 0.45 | 3.34 | 3.27 | -0.05 | $-5.00 | 50.00 | 1 | 0.0 | 164.000 | -0.07 | 2023-11-15 |
| FSR231215C00003000 | FSR | CALL | Long | 3.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.50 | 0.50 | 3.34 | 3.34 | 0.00 | $0.00 | 50.00 | 0 | 0.0 | 35.000 | 0.00 | 2023-11-14 |