| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-04-16 | HE | HE240517C00010000 | 10.00 | 188.0 | 127.000 | 0.660 | 0.204 | 0.0 | 0.7 | 0.010 | 0.470 | 1.170 | 0.45 | 9.26 | 2024-05-17 | CALL | Long | 0.185 | 0.215 | -0.107 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| HE240517C00010000 | HE | CALL | Long | 10.00 | None | $0.83 | 1.66 | $1.80 | 0.19 | 0.41 | 0.50 | 1.33 | 9.52 | 11.32 | 0.83 | $83.00 | 50.00 | 29 | 8.0 | 1034.000 | 1.80 | 2024-05-15 |
| HE240517C00010000 | HE | CALL | Long | 10.00 | None | $0.65 | 1.30 | $1.57 | 0.16 | 0.56 | 0.50 | 1.15 | 9.52 | 11.09 | 0.65 | $65.00 | 50.00 | 28 | 134.0 | 1025.000 | 1.57 | 2024-05-14 |
| HE240517C00010000 | HE | CALL | Long | 10.00 | None | $0.48 | 0.96 | $1.47 | 0.15 | 0.56 | 0.50 | 0.98 | 9.52 | 10.99 | 0.48 | $48.00 | 50.00 | 27 | 200.0 | 949.000 | 1.47 | 2024-05-13 |
| HE240517C00010000 | HE | CALL | Long | 10.00 | None | $-0.10 | -0.20 | $0.47 | 0.05 | -0.68 | 0.50 | 0.40 | 9.52 | 9.99 | -0.10 | $-10.00 | 50.00 | 26 | 6.0 | 949.000 | 0.47 | 2024-05-12 |
| HE240517C00010000 | HE | CALL | Long | 10.00 | None | $0.07 | 0.14 | $0.72 | 0.08 | -0.15 | 0.50 | 0.57 | 9.52 | 10.24 | 0.07 | $7.00 | 50.00 | 23 | 128.0 | 949.000 | 0.72 | 2024-05-09 |
| HE240517C00010000 | HE | CALL | Long | 10.00 | None | $-0.09 | -0.18 | $0.60 | 0.06 | -0.16 | 0.50 | 0.41 | 9.52 | 10.12 | -0.09 | $-9.00 | 50.00 | 22 | 158.0 | 917.000 | 0.60 | 2024-05-08 |
| HE240517C00010000 | HE | CALL | Long | 10.00 | None | $-0.20 | -0.40 | $0.34 | 0.04 | -0.18 | 0.50 | 0.30 | 9.52 | 9.86 | -0.20 | $-20.00 | 50.00 | 21 | 22.0 | 919.000 | 0.34 | 2024-05-07 |
| HE240517C00010000 | HE | CALL | Long | 10.00 | None | $0.05 | 0.10 | $0.90 | 0.09 | -0.69 | 0.50 | 0.55 | 9.52 | 10.42 | 0.05 | $5.00 | 50.00 | 17 | 44.0 | 918.000 | 0.90 | 2024-05-03 |
| HE240517C00010000 | HE | CALL | Long | 10.00 | None | $0.05 | 0.10 | $0.62 | 0.07 | -0.16 | 0.50 | 0.55 | 9.52 | 10.14 | 0.05 | $5.00 | 50.00 | 16 | 44.0 | 886.000 | 0.62 | 2024-05-02 |
| HE240517C00010000 | HE | CALL | Long | 10.00 | None | $0.07 | 0.14 | $0.51 | 0.05 | -0.09 | 0.50 | 0.57 | 9.52 | 10.03 | 0.07 | $7.00 | 50.00 | 13 | 4.0 | 868.000 | 0.51 | 2024-04-29 |
| HE240517C00010000 | HE | CALL | Long | 10.00 | None | $0.01 | 0.02 | $0.36 | 0.04 | -0.10 | 0.50 | 0.51 | 9.52 | 9.88 | 0.01 | $1.00 | 50.00 | 10 | 1138.0 | 485.000 | 0.36 | 2024-04-26 |
| HE240517C00010000 | HE | CALL | Long | 10.00 | None | $0.26 | 0.52 | $0.97 | 0.10 | -0.16 | 0.50 | 0.76 | 9.52 | 10.49 | 0.26 | $26.00 | 50.00 | 9 | 11.0 | 484.000 | 0.97 | 2024-04-25 |
| HE240517C00010000 | HE | CALL | Long | 10.00 | None | $0.64 | 1.28 | $1.36 | 0.14 | -0.19 | 0.50 | 1.14 | 9.52 | 10.88 | 0.64 | $64.00 | 50.00 | 8 | 2.0 | 485.000 | 1.36 | 2024-04-24 |
| HE240517C00010000 | HE | CALL | Long | 10.00 | None | $0.60 | 1.20 | $1.43 | 0.15 | -0.17 | 0.50 | 1.10 | 9.52 | 10.95 | 0.60 | $60.00 | 50.00 | 7 | 43.0 | 485.000 | 1.43 | 2024-04-23 |
| HE240517C00010000 | HE | CALL | Long | 10.00 | None | $0.60 | 1.20 | $1.31 | 0.14 | -0.15 | 0.50 | 1.10 | 9.52 | 10.83 | 0.60 | $60.00 | 50.00 | 6 | 43.0 | 485.000 | 1.31 | 2024-04-22 |
| HE240517C00010000 | HE | CALL | Long | 10.00 | None | $0.60 | 1.20 | $1.39 | 0.15 | 0.11 | 0.50 | 1.10 | 9.52 | 10.91 | 0.60 | $60.00 | 50.00 | 3 | 43.0 | 445.000 | 1.39 | 2024-04-19 |
| HE240517C00010000 | HE | CALL | Long | 10.00 | None | $0.25 | 0.50 | $0.70 | 0.07 | -0.17 | 0.50 | 0.75 | 9.52 | 10.22 | 0.25 | $25.00 | 50.00 | 2 | 383.0 | 283.000 | 0.70 | 2024-04-18 |
| HE240517C00010000 | HE | CALL | Long | 10.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.17 | 0.34 | $0.25 | 0.03 | -0.02 | 0.50 | 0.67 | 9.52 | 9.77 | 0.17 | $17.00 | 50.00 | 1 | 186.0 | 175.000 | 0.25 | 2024-04-17 |
| HE240517C00010000 | HE | CALL | Long | 10.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.50 | 0.50 | 9.52 | 9.52 | 0.00 | $0.00 | 50.00 | 0 | 203.0 | 127.000 | 0.00 | 2024-04-16 |