| 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 | FTCH | FTCH231229C00001500 | 1.50 | 10251.0 | 14.000 | 5.391 | 0.908 | 0.0 | 0.5 | 0.220 | 0.380 | 0.910 | 0.12 | 0.97 | 2023-12-29 | CALL | Long | 0.515 | 0.929 | -0.538 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FTCH231229C00001500 | FTCH | CALL | Long | 1.50 | None | $-0.06 | -0.50 | $-0.95 | -0.98 | -4.89 | 0.12 | 0.06 | 0.97 | 0.02 | -0.06 | $-6.00 | 12.00 | 29 | 61.0 | 0.000 | -0.95 | 2023-12-28 |
| FTCH231229C00001500 | FTCH | CALL | Long | 1.50 | None | $-0.06 | -0.50 | $-0.95 | -0.98 | -4.89 | 0.12 | 0.06 | 0.97 | 0.02 | -0.06 | $-6.00 | 12.00 | 28 | 61.0 | 0.000 | -0.95 | 2023-12-27 |
| FTCH231229C00001500 | FTCH | CALL | Long | 1.50 | None | $-0.06 | -0.50 | $-0.95 | -0.98 | -4.89 | 0.12 | 0.06 | 0.97 | 0.02 | -0.06 | $-6.00 | 12.00 | 27 | 61.0 | 0.000 | -0.95 | 2023-12-26 |
| FTCH231229C00001500 | FTCH | CALL | Long | 1.50 | None | $-0.06 | -0.50 | $-0.95 | -0.98 | -4.89 | 0.12 | 0.06 | 0.97 | 0.02 | -0.06 | $-6.00 | 12.00 | 26 | 61.0 | 0.000 | -0.95 | 2023-12-25 |
| FTCH231229C00001500 | FTCH | CALL | Long | 1.50 | None | $-0.06 | -0.50 | $-0.95 | -0.98 | -4.89 | 0.12 | 0.06 | 0.97 | 0.02 | -0.06 | $-6.00 | 12.00 | 24 | 61.0 | 0.000 | -0.95 | 2023-12-23 |
| FTCH231229C00001500 | FTCH | CALL | Long | 1.50 | None | $-0.06 | -0.50 | $-0.93 | -0.96 | -4.89 | 0.12 | 0.06 | 0.97 | 0.04 | -0.06 | $-6.00 | 12.00 | 23 | 61.0 | 0.000 | -0.93 | 2023-12-22 |
| FTCH231229C00001500 | FTCH | CALL | Long | 1.50 | None | $-0.06 | -0.50 | $-0.93 | -0.96 | -4.89 | 0.12 | 0.06 | 0.97 | 0.04 | -0.06 | $-6.00 | 12.00 | 22 | 61.0 | 0.000 | -0.93 | 2023-12-21 |
| FTCH231229C00001500 | FTCH | CALL | Long | 1.50 | None | $-0.06 | -0.50 | $-0.33 | -0.34 | -4.89 | 0.12 | 0.06 | 0.97 | 0.64 | -0.06 | $-6.00 | 12.00 | 21 | 61.0 | 11564.000 | -0.33 | 2023-12-20 |
| FTCH231229C00001500 | FTCH | CALL | Long | 1.50 | None | $-0.06 | -0.50 | $-0.33 | -0.34 | -4.89 | 0.12 | 0.06 | 0.97 | 0.64 | -0.06 | $-6.00 | 12.00 | 20 | 61.0 | 11564.000 | -0.33 | 2023-12-19 |
| FTCH231229C00001500 | FTCH | CALL | Long | 1.50 | None | $-0.06 | -0.50 | $-0.33 | -0.34 | -4.89 | 0.12 | 0.06 | 0.97 | 0.64 | -0.06 | $-6.00 | 12.00 | 19 | 61.0 | 11564.000 | -0.33 | 2023-12-18 |
| FTCH231229C00001500 | FTCH | CALL | Long | 1.50 | None | $-0.06 | -0.50 | $-0.33 | -0.34 | 4.48 | 0.12 | 0.06 | 0.97 | 0.64 | -0.06 | $-6.00 | 12.00 | 17 | 61.0 | 11538.000 | -0.33 | 2023-12-16 |
| FTCH231229C00001500 | FTCH | CALL | Long | 1.50 | None | $-0.07 | -0.58 | $-0.33 | -0.34 | -1.02 | 0.12 | 0.05 | 0.97 | 0.64 | -0.07 | $-7.00 | 12.00 | 16 | 60.0 | 11538.000 | -0.33 | 2023-12-15 |
| FTCH231229C00001500 | FTCH | CALL | Long | 1.50 | None | $-0.09 | -0.75 | $-0.23 | -0.24 | -2.02 | 0.12 | 0.03 | 0.97 | 0.74 | -0.09 | $-9.00 | 12.00 | 15 | 2.0 | 11536.000 | -0.23 | 2023-12-14 |
| FTCH231229C00001500 | FTCH | CALL | Long | 1.50 | None | $-0.07 | -0.58 | $-0.23 | -0.24 | -2.64 | 0.12 | 0.05 | 0.97 | 0.74 | -0.07 | $-7.00 | 12.00 | 14 | 162.0 | 11405.000 | -0.23 | 2023-12-13 |
| FTCH231229C00001500 | FTCH | CALL | Long | 1.50 | None | $-0.09 | -0.75 | $-0.34 | -0.35 | -2.20 | 0.12 | 0.03 | 0.97 | 0.63 | -0.09 | $-9.00 | 12.00 | 13 | 3.0 | 0.000 | -0.34 | 2023-12-12 |
| FTCH231229C00001500 | FTCH | CALL | Long | 1.50 | None | $-0.07 | -0.58 | $-0.24 | -0.25 | -2.08 | 0.12 | 0.05 | 0.97 | 0.73 | -0.07 | $-7.00 | 12.00 | 12 | 971.0 | 11117.000 | -0.24 | 2023-12-11 |
| FTCH231229C00001500 | FTCH | CALL | Long | 1.50 | None | $0.03 | 0.25 | $0.27 | 0.28 | -3.39 | 0.12 | 0.15 | 0.97 | 1.24 | 0.03 | $3.00 | 12.00 | 9 | 39.0 | 11092.000 | 0.27 | 2023-12-08 |
| FTCH231229C00001500 | FTCH | CALL | Long | 1.50 | None | $0.03 | 0.25 | $0.20 | 0.21 | -3.34 | 0.12 | 0.15 | 0.97 | 1.17 | 0.03 | $3.00 | 12.00 | 8 | 10.0 | 11093.000 | 0.20 | 2023-12-07 |
| FTCH231229C00001500 | FTCH | CALL | Long | 1.50 | None | $0.01 | 0.08 | $0.23 | 0.24 | -3.92 | 0.12 | 0.13 | 0.97 | 1.20 | 0.01 | $1.00 | 12.00 | 7 | 0.0 | 10809.000 | 0.23 | 2023-12-06 |
| FTCH231229C00001500 | FTCH | CALL | Long | 1.50 | None | $0.03 | 0.25 | $0.21 | 0.22 | -3.09 | 0.12 | 0.15 | 0.97 | 1.18 | 0.03 | $3.00 | 12.00 | 6 | 0.0 | 10806.000 | 0.21 | 2023-12-05 |
| FTCH231229C00001500 | FTCH | CALL | Long | 1.50 | None | $0.13 | 1.08 | $0.32 | 0.33 | -3.52 | 0.12 | 0.25 | 0.97 | 1.29 | 0.13 | $13.00 | 12.00 | 5 | 0.0 | 10733.000 | 0.32 | 2023-12-04 |
| FTCH231229C00001500 | FTCH | CALL | Long | 1.50 | None | $0.08 | 0.67 | $0.31 | 0.32 | -3.28 | 0.12 | 0.20 | 0.97 | 1.28 | 0.08 | $8.00 | 12.00 | 4 | 0.0 | 10762.000 | 0.31 | 2023-12-03 |
| FTCH231229C00001500 | FTCH | CALL | Long | 1.50 | None | $0.08 | 0.67 | $0.31 | 0.32 | -3.33 | 0.12 | 0.20 | 0.97 | 1.28 | 0.08 | $8.00 | 12.00 | 3 | 0.0 | 10762.000 | 0.31 | 2023-12-02 |
| FTCH231229C00001500 | FTCH | CALL | Long | 1.50 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.13 | 1.08 | $0.30 | 0.31 | -3.56 | 0.12 | 0.25 | 0.97 | 1.27 | 0.13 | $13.00 | 12.00 | 2 | 0.0 | 10762.000 | 0.30 | 2023-12-01 |
| FTCH231229C00001500 | FTCH | CALL | Long | 1.50 | None | $0.06 | 0.50 | $0.24 | 0.25 | -3.36 | 0.12 | 0.18 | 0.97 | 1.21 | 0.06 | $6.00 | 12.00 | 1 | 0.0 | 10250.000 | 0.24 | 2023-11-30 |
| FTCH231229C00001500 | FTCH | CALL | Long | 1.50 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.12 | 0.12 | 0.97 | 0.97 | 0.00 | $0.00 | 12.00 | 0 | 0.0 | 14.000 | 0.00 | 2023-11-29 |