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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024-05-08 | GMED | GMED240621P00060000 | 60.00 | 37.0 | 1.000 | 0.405 | 0.218 | 2.7 | 0.8 | -0.020 | 4.030 | 2.140 | 1.00 | 61.61 | 2024-06-21 | PUT | Long | 0.130 | 0.225 | 0.200 |
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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
GMED240621P00060000 | GMED | PUT | Long | 60.00 | None | $-0.62 | -0.62 | $-5.43 | -0.09 | 0.37 | 1.00 | 0.38 | 61.61 | 67.04 | -0.62 | $-62.00 | 100.00 | 41 | 1.0 | 168.000 | -5.43 | 2024-06-18 |
GMED240621P00060000 | GMED | PUT | Long | 60.00 | None | $-0.62 | -0.62 | $-5.10 | -0.08 | 0.25 | 1.00 | 0.38 | 61.61 | 66.71 | -0.62 | $-62.00 | 100.00 | 40 | 1.0 | 168.000 | -5.10 | 2024-06-17 |
GMED240621P00060000 | GMED | PUT | Long | 60.00 | None | $-0.62 | -0.62 | $-3.99 | -0.06 | 0.31 | 1.00 | 0.38 | 61.61 | 65.60 | -0.62 | $-62.00 | 100.00 | 37 | 1.0 | 168.000 | -3.99 | 2024-06-14 |
GMED240621P00060000 | GMED | PUT | Long | 60.00 | None | $-0.62 | -0.62 | $-4.29 | -0.07 | 0.23 | 1.00 | 0.38 | 61.61 | 65.90 | -0.62 | $-62.00 | 100.00 | 36 | 1.0 | 168.000 | -4.29 | 2024-06-13 |
GMED240621P00060000 | GMED | PUT | Long | 60.00 | None | $-0.62 | -0.62 | $-4.59 | -0.07 | 0.16 | 1.00 | 0.38 | 61.61 | 66.20 | -0.62 | $-62.00 | 100.00 | 35 | 1.0 | 168.000 | -4.59 | 2024-06-12 |
GMED240621P00060000 | GMED | PUT | Long | 60.00 | None | $-0.62 | -0.62 | $-4.52 | -0.07 | 0.16 | 1.00 | 0.38 | 61.61 | 66.13 | -0.62 | $-62.00 | 100.00 | 34 | 1.0 | 168.000 | -4.52 | 2024-06-11 |
GMED240621P00060000 | GMED | PUT | Long | 60.00 | None | $-0.62 | -0.62 | $-4.55 | -0.07 | 0.24 | 1.00 | 0.38 | 61.61 | 66.16 | -0.62 | $-62.00 | 100.00 | 33 | 1.0 | 168.000 | -4.55 | 2024-06-10 |
GMED240621P00060000 | GMED | PUT | Long | 60.00 | None | $-0.62 | -0.62 | $-3.51 | -0.06 | 0.15 | 1.00 | 0.38 | 61.61 | 65.12 | -0.62 | $-62.00 | 100.00 | 32 | 1.0 | 168.000 | -3.51 | 2024-06-09 |
GMED240621P00060000 | GMED | PUT | Long | 60.00 | None | $-0.62 | -0.62 | $-3.53 | -0.06 | 0.11 | 1.00 | 0.38 | 61.61 | 65.14 | -0.62 | $-62.00 | 100.00 | 30 | 1.0 | 168.000 | -3.53 | 2024-06-07 |
GMED240621P00060000 | GMED | PUT | Long | 60.00 | None | $-0.62 | -0.62 | $-4.55 | -0.07 | 0.17 | 1.00 | 0.38 | 61.61 | 66.16 | -0.62 | $-62.00 | 100.00 | 29 | 1.0 | 168.000 | -4.55 | 2024-06-06 |
GMED240621P00060000 | GMED | PUT | Long | 60.00 | None | $-0.62 | -0.62 | $-4.68 | -0.08 | 0.24 | 1.00 | 0.38 | 61.61 | 66.29 | -0.62 | $-62.00 | 100.00 | 28 | 1.0 | 168.000 | -4.68 | 2024-06-05 |
GMED240621P00060000 | GMED | PUT | Long | 60.00 | None | $-0.62 | -0.62 | $-4.58 | -0.07 | 0.12 | 1.00 | 0.38 | 61.61 | 66.19 | -0.62 | $-62.00 | 100.00 | 27 | 1.0 | 168.000 | -4.58 | 2024-06-04 |
GMED240621P00060000 | GMED | PUT | Long | 60.00 | None | $-0.62 | -0.62 | $-5.07 | -0.08 | 0.23 | 1.00 | 0.38 | 61.61 | 66.68 | -0.62 | $-62.00 | 100.00 | 26 | 1.0 | 168.000 | -5.07 | 2024-06-03 |
GMED240621P00060000 | GMED | PUT | Long | 60.00 | None | $-0.62 | -0.62 | $-5.52 | -0.09 | 0.21 | 1.00 | 0.38 | 61.61 | 67.13 | -0.62 | $-62.00 | 100.00 | 23 | 1.0 | 0.000 | -5.52 | 2024-05-31 |
GMED240621P00060000 | GMED | PUT | Long | 60.00 | None | $-0.62 | -0.62 | $-4.97 | -0.08 | 0.19 | 1.00 | 0.38 | 61.61 | 66.58 | -0.62 | $-62.00 | 100.00 | 22 | 1.0 | 168.000 | -4.97 | 2024-05-30 |
GMED240621P00060000 | GMED | PUT | Long | 60.00 | None | $-0.62 | -0.62 | $-3.66 | -0.06 | 0.08 | 1.00 | 0.38 | 61.61 | 65.27 | -0.62 | $-62.00 | 100.00 | 21 | 1.0 | 169.000 | -3.66 | 2024-05-29 |
GMED240621P00060000 | GMED | PUT | Long | 60.00 | None | $-0.80 | -0.80 | $-3.88 | -0.06 | 0.17 | 1.00 | 0.20 | 61.61 | 65.49 | -0.80 | $-80.00 | 100.00 | 20 | 100.0 | 169.000 | -3.88 | 2024-05-28 |
GMED240621P00060000 | GMED | PUT | Long | 60.00 | None | $-0.80 | -0.80 | $-4.21 | -0.07 | 0.17 | 1.00 | 0.20 | 61.61 | 65.82 | -0.80 | $-80.00 | 100.00 | 19 | 100.0 | 169.000 | -4.21 | 2024-05-27 |
GMED240621P00060000 | GMED | PUT | Long | 60.00 | None | $-0.80 | -0.80 | $-4.20 | -0.07 | 0.14 | 1.00 | 0.20 | 61.61 | 65.81 | -0.80 | $-80.00 | 100.00 | 16 | 100.0 | 169.000 | -4.20 | 2024-05-24 |
GMED240621P00060000 | GMED | PUT | Long | 60.00 | None | $-0.80 | -0.80 | $-3.74 | -0.06 | 0.08 | 1.00 | 0.20 | 61.61 | 65.35 | -0.80 | $-80.00 | 100.00 | 15 | 100.0 | 169.000 | -3.74 | 2024-05-23 |
GMED240621P00060000 | GMED | PUT | Long | 60.00 | None | $-0.80 | -0.80 | $-5.54 | -0.09 | 0.05 | 1.00 | 0.20 | 61.61 | 67.15 | -0.80 | $-80.00 | 100.00 | 14 | 100.0 | 69.000 | -5.54 | 2024-05-22 |
GMED240621P00060000 | GMED | PUT | Long | 60.00 | None | $-0.65 | -0.65 | $-4.90 | -0.08 | 0.15 | 1.00 | 0.35 | 61.61 | 66.51 | -0.65 | $-65.00 | 100.00 | 13 | 4.0 | 69.000 | -4.90 | 2024-05-21 |
GMED240621P00060000 | GMED | PUT | Long | 60.00 | None | $-0.65 | -0.65 | $-4.65 | -0.08 | -0.23 | 1.00 | 0.35 | 61.61 | 66.26 | -0.65 | $-65.00 | 100.00 | 12 | 4.0 | 0.000 | -4.65 | 2024-05-20 |
GMED240621P00060000 | GMED | PUT | Long | 60.00 | None | $-0.70 | -0.70 | $-2.79 | -0.05 | 0.10 | 1.00 | 0.30 | 61.61 | 64.40 | -0.70 | $-70.00 | 100.00 | 11 | 1.0 | 65.000 | -2.79 | 2024-05-19 |
GMED240621P00060000 | GMED | PUT | Long | 60.00 | None | $-0.70 | -0.70 | $-2.79 | -0.05 | 0.09 | 1.00 | 0.30 | 61.61 | 64.40 | -0.70 | $-70.00 | 100.00 | 10 | 1.0 | 65.000 | -2.79 | 2024-05-18 |
GMED240621P00060000 | GMED | PUT | Long | 60.00 | None | $-0.60 | -0.60 | $-2.85 | -0.05 | 0.00 | 1.00 | 0.40 | 61.61 | 64.46 | -0.60 | $-60.00 | 100.00 | 9 | 6.0 | 65.000 | -2.85 | 2024-05-17 |
GMED240621P00060000 | GMED | PUT | Long | 60.00 | None | $-0.60 | -0.60 | $-2.92 | -0.05 | 0.06 | 1.00 | 0.40 | 61.61 | 64.53 | -0.60 | $-60.00 | 100.00 | 7 | 6.0 | 71.000 | -2.92 | 2024-05-15 |
GMED240621P00060000 | GMED | PUT | Long | 60.00 | None | $-0.32 | -0.32 | $-1.23 | -0.02 | -0.05 | 1.00 | 0.68 | 61.61 | 62.84 | -0.32 | $-32.00 | 100.00 | 6 | 6.0 | 71.000 | -1.23 | 2024-05-14 |
GMED240621P00060000 | GMED | PUT | Long | 60.00 | None | $-0.32 | -0.32 | $-2.14 | -0.03 | 0.17 | 1.00 | 0.68 | 61.61 | 63.75 | -0.32 | $-32.00 | 100.00 | 5 | 6.0 | 65.000 | -2.14 | 2024-05-13 |
GMED240621P00060000 | GMED | PUT | Long | 60.00 | None | $-0.50 | -0.50 | $-3.11 | -0.05 | 0.34 | 1.00 | 0.50 | 61.61 | 64.72 | -0.50 | $-50.00 | 100.00 | 4 | 30.0 | 65.000 | -3.11 | 2024-05-12 |
GMED240621P00060000 | GMED | PUT | Long | 60.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -2.10 | $-0.35 | -0.35 | $-2.79 | -0.05 | 0.01 | 1.00 | 0.65 | 61.61 | 64.40 | -0.35 | $-35.00 | 100.00 | 1 | 7.0 | 37.000 | -2.79 | 2024-05-09 |
GMED240621P00060000 | GMED | PUT | Long | 60.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 1.00 | 1.00 | 61.61 | 61.61 | 0.00 | $0.00 | 100.00 | 0 | 37.0 | 1.000 | -0.00 | 2024-05-08 |