| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-09-30 | FUTU | FUTU241101P00085000 | 85.00 | 2.0 | 1.000 | 0.738 | 0.281 | 15.4 | 0.0 | -0.010 | 17.480 | 2.100 | 2.50 | 100.07 | 2024-11-01 | PUT | Long | 0.299 | 0.317 | 0.116 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FUTU241101P00085000 | FUTU | PUT | Long | 85.00 | None | $-3.53 | -0.98 | $0.66 | 0.01 | 0.02 | 3.60 | 0.07 | 95.65 | 94.99 | -3.53 | $-353.00 | 360.00 | 31 | 3.0 | 288.000 | 0.66 | 2024-10-31 |
| FUTU241101P00085000 | FUTU | PUT | Long | 85.00 | None | $-3.50 | -0.97 | $-0.49 | -0.01 | 0.03 | 3.60 | 0.10 | 95.65 | 96.14 | -3.50 | $-350.00 | 360.00 | 30 | 1.0 | 288.000 | -0.49 | 2024-10-30 |
| FUTU241101P00085000 | FUTU | PUT | Long | 85.00 | None | $-3.50 | -0.97 | $-2.52 | -0.03 | 0.07 | 3.60 | 0.10 | 95.65 | 98.17 | -3.50 | $-350.00 | 360.00 | 29 | 94.0 | 256.000 | -2.52 | 2024-10-29 |
| FUTU241101P00085000 | FUTU | PUT | Long | 85.00 | None | $-3.43 | -0.95 | $-1.23 | -0.01 | -0.04 | 3.60 | 0.17 | 95.65 | 96.88 | -3.43 | $-343.00 | 360.00 | 28 | 120.0 | 151.000 | -1.23 | 2024-10-28 |
| FUTU241101P00085000 | FUTU | PUT | Long | 85.00 | None | $-3.01 | -0.84 | $3.07 | 0.03 | -0.11 | 3.60 | 0.59 | 95.65 | 92.58 | -3.01 | $-301.00 | 360.00 | 27 | 57.0 | 129.000 | 3.07 | 2024-10-27 |
| FUTU241101P00085000 | FUTU | PUT | Long | 85.00 | None | $-3.01 | -0.84 | $3.07 | 0.03 | -0.15 | 3.60 | 0.59 | 95.65 | 92.58 | -3.01 | $-301.00 | 360.00 | 26 | 57.0 | 129.000 | 3.07 | 2024-10-26 |
| FUTU241101P00085000 | FUTU | PUT | Long | 85.00 | None | $-2.02 | -0.56 | $7.51 | 0.08 | -0.19 | 3.60 | 1.58 | 95.65 | 88.14 | -2.02 | $-202.00 | 360.00 | 24 | 48.0 | 103.000 | 7.51 | 2024-10-24 |
| FUTU241101P00085000 | FUTU | PUT | Long | 85.00 | None | $-1.98 | -0.55 | $6.85 | 0.07 | -0.18 | 3.60 | 1.62 | 95.65 | 88.80 | -1.98 | $-198.00 | 360.00 | 23 | 51.0 | 74.000 | 6.85 | 2024-10-23 |
| FUTU241101P00085000 | FUTU | PUT | Long | 85.00 | None | $-2.62 | -0.73 | $3.28 | 0.03 | -0.10 | 3.60 | 0.98 | 95.65 | 92.37 | -2.62 | $-262.00 | 360.00 | 22 | 9.0 | 72.000 | 3.28 | 2024-10-22 |
| FUTU241101P00085000 | FUTU | PUT | Long | 85.00 | None | $-2.41 | -0.67 | $3.32 | 0.03 | -0.16 | 3.60 | 1.19 | 95.65 | 92.33 | -2.41 | $-241.00 | 360.00 | 21 | 34.0 | 49.000 | 3.32 | 2024-10-21 |
| FUTU241101P00085000 | FUTU | PUT | Long | 85.00 | None | $-1.78 | -0.49 | $2.39 | 0.02 | -0.04 | 3.60 | 1.82 | 95.65 | 93.26 | -1.78 | $-178.00 | 360.00 | 19 | 21.0 | 46.000 | 2.39 | 2024-10-19 |
| FUTU241101P00085000 | FUTU | PUT | Long | 85.00 | None | $-1.68 | -0.47 | $1.02 | 0.01 | -0.00 | 3.60 | 1.92 | 95.65 | 94.63 | -1.68 | $-168.00 | 360.00 | 18 | 8.0 | 46.000 | 1.02 | 2024-10-18 |
| FUTU241101P00085000 | FUTU | PUT | Long | 85.00 | None | $-2.28 | -0.63 | $-0.79 | -0.01 | -0.09 | 3.60 | 1.32 | 95.65 | 96.44 | -2.28 | $-228.00 | 360.00 | 16 | 10.0 | 42.000 | -0.79 | 2024-10-16 |
| FUTU241101P00085000 | FUTU | PUT | Long | 85.00 | None | $-2.86 | -0.79 | $-10.70 | -0.11 | -0.14 | 3.60 | 0.74 | 95.65 | 106.35 | -2.86 | $-286.00 | 360.00 | 14 | 8.0 | 37.000 | -10.70 | 2024-10-14 |
| FUTU241101P00085000 | FUTU | PUT | Long | 85.00 | None | $-2.86 | -0.79 | $-15.37 | -0.16 | 0.05 | 3.60 | 0.74 | 95.65 | 111.02 | -2.86 | $-286.00 | 360.00 | 11 | 8.0 | 30.000 | -15.37 | 2024-10-11 |
| FUTU241101P00085000 | FUTU | PUT | Long | 85.00 | None | $-2.10 | -0.58 | $-11.52 | -0.12 | -0.00 | 3.60 | 1.50 | 95.65 | 107.17 | -2.10 | $-210.00 | 360.00 | 10 | 1.0 | 30.000 | -11.52 | 2024-10-10 |
| FUTU241101P00085000 | FUTU | PUT | Long | 85.00 | None | $-2.47 | -0.69 | $-15.27 | -0.16 | 0.11 | 3.60 | 1.13 | 95.65 | 110.92 | -2.47 | $-247.00 | 360.00 | 9 | 3.0 | 27.000 | -15.27 | 2024-10-09 |
| FUTU241101P00085000 | FUTU | PUT | Long | 85.00 | None | $-2.76 | -0.77 | $-33.28 | -0.35 | 0.26 | 3.60 | 0.84 | 95.65 | 128.93 | -2.76 | $-276.00 | 360.00 | 7 | 10.0 | 22.000 | -33.28 | 2024-10-07 |
| FUTU241101P00085000 | FUTU | PUT | Long | 85.00 | None | $-2.52 | -0.70 | $-32.33 | -0.34 | 0.29 | 3.60 | 1.08 | 95.65 | 127.98 | -2.52 | $-252.00 | 360.00 | 5 | 1.0 | 22.000 | -32.33 | 2024-10-05 |
| FUTU241101P00085000 | FUTU | PUT | Long | 85.00 | None | $-2.13 | -0.59 | $-32.33 | -0.34 | 0.27 | 3.60 | 1.47 | 95.65 | 127.98 | -2.13 | $-213.00 | 360.00 | 4 | 2.0 | 22.000 | -32.33 | 2024-10-04 |
| FUTU241101P00085000 | FUTU | PUT | Long | 85.00 | None | $-2.13 | -0.59 | $-27.14 | -0.28 | 0.25 | 3.60 | 1.47 | 95.65 | 122.79 | -2.13 | $-213.00 | 360.00 | 3 | 2.0 | 22.000 | -27.14 | 2024-10-03 |
| FUTU241101P00085000 | FUTU | PUT | Long | 85.00 | None | $-1.10 | -0.31 | $-17.20 | -0.18 | 0.14 | 3.60 | 2.50 | 95.65 | 112.85 | -1.10 | $-110.00 | 360.00 | 2 | 4.0 | 21.000 | -17.20 | 2024-10-02 |
| FUTU241101P00085000 | FUTU | PUT | Long | 85.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -4.33 | $-1.20 | -0.33 | $-11.89 | -0.12 | 0.12 | 3.60 | 2.40 | 95.65 | 107.54 | -1.20 | $-120.00 | 360.00 | 1 | 23.0 | 7.000 | -11.89 | 2024-10-01 |
| FUTU241101P00085000 | FUTU | PUT | Long | 85.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 3.60 | 3.60 | 95.65 | 95.65 | 0.00 | $0.00 | 360.00 | 0 | 7.0 | 1.000 | -0.00 | 2024-09-30 |