| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-11-28 | FTCH | FTCH231229P00001500 | 1.50 | 45.0 | 2.000 | 2.500 | 0.449 | 0.6 | 0.0 | -0.010 | 0.810 | 0.210 | 0.09 | 2.10 | 2023-12-29 | PUT | Long | 0.468 | 0.515 | 0.228 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FTCH231229P00001500 | FTCH | PUT | Long | 1.50 | None | $0.75 | 8.33 | $2.09 | 1.00 | -2.50 | 0.09 | 0.84 | 2.10 | 0.01 | 0.75 | $75.00 | 9.00 | 30 | 2.0 | 0.000 | 2.09 | 2023-12-28 |
| FTCH231229P00001500 | FTCH | PUT | Long | 1.50 | None | $0.75 | 8.33 | $2.08 | 0.99 | -2.50 | 0.09 | 0.84 | 2.10 | 0.02 | 0.75 | $75.00 | 9.00 | 29 | 2.0 | 0.000 | 2.08 | 2023-12-27 |
| FTCH231229P00001500 | FTCH | PUT | Long | 1.50 | None | $0.75 | 8.33 | $2.08 | 0.99 | -2.50 | 0.09 | 0.84 | 2.10 | 0.02 | 0.75 | $75.00 | 9.00 | 28 | 2.0 | 0.000 | 2.08 | 2023-12-26 |
| FTCH231229P00001500 | FTCH | PUT | Long | 1.50 | None | $0.75 | 8.33 | $2.08 | 0.99 | -2.50 | 0.09 | 0.84 | 2.10 | 0.02 | 0.75 | $75.00 | 9.00 | 27 | 2.0 | 0.000 | 2.08 | 2023-12-25 |
| FTCH231229P00001500 | FTCH | PUT | Long | 1.50 | None | $0.75 | 8.33 | $2.08 | 0.99 | -2.50 | 0.09 | 0.84 | 2.10 | 0.02 | 0.75 | $75.00 | 9.00 | 25 | 2.0 | 0.000 | 2.08 | 2023-12-23 |
| FTCH231229P00001500 | FTCH | PUT | Long | 1.50 | None | $0.75 | 8.33 | $2.06 | 0.98 | -2.50 | 0.09 | 0.84 | 2.10 | 0.04 | 0.75 | $75.00 | 9.00 | 24 | 2.0 | 0.000 | 2.06 | 2023-12-22 |
| FTCH231229P00001500 | FTCH | PUT | Long | 1.50 | None | $0.75 | 8.33 | $2.06 | 0.98 | -2.50 | 0.09 | 0.84 | 2.10 | 0.04 | 0.75 | $75.00 | 9.00 | 23 | 2.0 | 0.000 | 2.06 | 2023-12-21 |
| FTCH231229P00001500 | FTCH | PUT | Long | 1.50 | None | $0.75 | 8.33 | $1.46 | 0.70 | -2.50 | 0.09 | 0.84 | 2.10 | 0.64 | 0.75 | $75.00 | 9.00 | 22 | 2.0 | 37.000 | 1.46 | 2023-12-20 |
| FTCH231229P00001500 | FTCH | PUT | Long | 1.50 | None | $0.75 | 8.33 | $1.46 | 0.70 | -2.50 | 0.09 | 0.84 | 2.10 | 0.64 | 0.75 | $75.00 | 9.00 | 21 | 2.0 | 37.000 | 1.46 | 2023-12-19 |
| FTCH231229P00001500 | FTCH | PUT | Long | 1.50 | None | $0.75 | 8.33 | $1.46 | 0.70 | -2.50 | 0.09 | 0.84 | 2.10 | 0.64 | 0.75 | $75.00 | 9.00 | 20 | 2.0 | 98.000 | 1.46 | 2023-12-18 |
| FTCH231229P00001500 | FTCH | PUT | Long | 1.50 | None | $0.75 | 8.33 | $1.46 | 0.70 | 3.88 | 0.09 | 0.84 | 2.10 | 0.64 | 0.75 | $75.00 | 9.00 | 18 | 2.0 | 98.000 | 1.46 | 2023-12-16 |
| FTCH231229P00001500 | FTCH | PUT | Long | 1.50 | None | $0.75 | 8.33 | $1.35 | 0.64 | 0.75 | 0.09 | 0.84 | 2.10 | 0.75 | 0.75 | $75.00 | 9.00 | 16 | 2.0 | 98.000 | 1.35 | 2023-12-14 |
| FTCH231229P00001500 | FTCH | PUT | Long | 1.50 | None | $0.75 | 8.33 | $1.36 | 0.65 | 15.75 | 0.09 | 0.84 | 2.10 | 0.74 | 0.75 | $75.00 | 9.00 | 15 | 2.0 | 98.000 | 1.36 | 2023-12-13 |
| FTCH231229P00001500 | FTCH | PUT | Long | 1.50 | None | $0.84 | 9.33 | $1.49 | 0.71 | -2.50 | 0.09 | 0.93 | 2.10 | 0.61 | 0.84 | $84.00 | 9.00 | 14 | 12.0 | 0.000 | 1.49 | 2023-12-12 |
| FTCH231229P00001500 | FTCH | PUT | Long | 1.50 | None | $0.71 | 7.89 | $1.37 | 0.65 | -0.75 | 0.09 | 0.80 | 2.10 | 0.73 | 0.71 | $71.00 | 9.00 | 13 | 2.0 | 84.000 | 1.37 | 2023-12-11 |
| FTCH231229P00001500 | FTCH | PUT | Long | 1.50 | None | $0.35 | 3.89 | $0.86 | 0.41 | -0.55 | 0.09 | 0.44 | 2.10 | 1.24 | 0.35 | $35.00 | 9.00 | 10 | 1.0 | 85.000 | 0.86 | 2023-12-08 |
| FTCH231229P00001500 | FTCH | PUT | Long | 1.50 | None | $0.35 | 3.89 | $0.93 | 0.44 | -1.06 | 0.09 | 0.44 | 2.10 | 1.17 | 0.35 | $35.00 | 9.00 | 9 | 10.0 | 85.000 | 0.93 | 2023-12-07 |
| FTCH231229P00001500 | FTCH | PUT | Long | 1.50 | None | $0.35 | 3.89 | $0.90 | 0.43 | -0.59 | 0.09 | 0.44 | 2.10 | 1.20 | 0.35 | $35.00 | 9.00 | 8 | 0.0 | 85.000 | 0.90 | 2023-12-06 |
| FTCH231229P00001500 | FTCH | PUT | Long | 1.50 | None | $0.35 | 3.89 | $0.93 | 0.44 | -0.45 | 0.09 | 0.44 | 2.10 | 1.17 | 0.35 | $35.00 | 9.00 | 7 | 0.0 | 75.000 | 0.93 | 2023-12-05 |
| FTCH231229P00001500 | FTCH | PUT | Long | 1.50 | None | $0.34 | 3.78 | $0.81 | 0.39 | 1.94 | 0.09 | 0.43 | 2.10 | 1.29 | 0.34 | $34.00 | 9.00 | 6 | 0.0 | 70.000 | 0.81 | 2023-12-04 |
| FTCH231229P00001500 | FTCH | PUT | Long | 1.50 | None | $0.46 | 5.11 | $0.82 | 0.39 | 2.39 | 0.09 | 0.55 | 2.10 | 1.28 | 0.46 | $46.00 | 9.00 | 5 | 0.0 | 70.000 | 0.82 | 2023-12-03 |
| FTCH231229P00001500 | FTCH | PUT | Long | 1.50 | None | $0.46 | 5.11 | $0.82 | 0.39 | 2.30 | 0.09 | 0.55 | 2.10 | 1.28 | 0.46 | $46.00 | 9.00 | 4 | 0.0 | 70.000 | 0.82 | 2023-12-02 |
| FTCH231229P00001500 | FTCH | PUT | Long | 1.50 | None | $0.46 | 5.11 | $0.84 | 0.40 | -0.41 | 0.09 | 0.55 | 2.10 | 1.26 | 0.46 | $46.00 | 9.00 | 3 | 0.0 | 70.000 | 0.84 | 2023-12-01 |
| FTCH231229P00001500 | FTCH | PUT | Long | 1.50 | None | $0.46 | 5.11 | $0.89 | 0.42 | 8.72 | 0.09 | 0.55 | 2.10 | 1.21 | 0.46 | $46.00 | 9.00 | 2 | 0.0 | 71.000 | 0.89 | 2023-11-30 |
| FTCH231229P00001500 | FTCH | PUT | Long | 1.50 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.41 | 4.56 | $1.13 | 0.54 | -1.38 | 0.09 | 0.50 | 2.10 | 0.97 | 0.41 | $41.00 | 9.00 | 1 | 0.0 | 45.000 | 1.13 | 2023-11-29 |
| FTCH231229P00001500 | FTCH | PUT | Long | 1.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.09 | 0.09 | 2.10 | 2.10 | 0.00 | $0.00 | 9.00 | 0 | 0.0 | 2.000 | -0.00 | 2023-11-28 |