| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-22 | HE | HE240823C00014000 | 14.00 | 6.0 | 0.000 | 0.953 | 0.519 | 1.2 | 0.8 | 0.010 | 2.030 | 1.620 | 1.60 | 14.33 | 2024-08-23 | CALL | Long | 0.482 | 0.509 | -0.143 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| HE240823C00014000 | HE | CALL | Long | 14.00 | None | $-2.42 | -1.00 | $-3.87 | -0.26 | 0.50 | 2.43 | 0.01 | 15.01 | 11.14 | -2.42 | $-242.00 | 243.00 | 31 | 5.0 | 326.000 | -3.87 | 2024-08-22 |
| HE240823C00014000 | HE | CALL | Long | 14.00 | None | $-2.41 | -0.99 | $-3.37 | -0.22 | 0.10 | 2.43 | 0.02 | 15.01 | 11.64 | -2.41 | $-241.00 | 243.00 | 30 | 11.0 | 334.000 | -3.37 | 2024-08-21 |
| HE240823C00014000 | HE | CALL | Long | 14.00 | None | $-2.40 | -0.99 | $-3.01 | -0.20 | -0.11 | 2.43 | 0.03 | 15.01 | 12.00 | -2.40 | $-240.00 | 243.00 | 29 | 241.0 | 178.000 | -3.01 | 2024-08-20 |
| HE240823C00014000 | HE | CALL | Long | 14.00 | None | $-2.39 | -0.98 | $-2.80 | -0.19 | -0.31 | 2.43 | 0.04 | 15.01 | 12.21 | -2.39 | $-239.00 | 243.00 | 28 | 86.0 | 133.000 | -2.80 | 2024-08-19 |
| HE240823C00014000 | HE | CALL | Long | 14.00 | None | $-2.21 | -0.91 | $-1.64 | -0.11 | -0.27 | 2.43 | 0.22 | 15.01 | 13.37 | -2.21 | $-221.00 | 243.00 | 27 | 32.0 | 115.000 | -1.64 | 2024-08-18 |
| HE240823C00014000 | HE | CALL | Long | 14.00 | None | $-2.21 | -0.91 | $-1.64 | -0.11 | -0.33 | 2.43 | 0.22 | 15.01 | 13.37 | -2.21 | $-221.00 | 243.00 | 26 | 32.0 | 115.000 | -1.64 | 2024-08-17 |
| HE240823C00014000 | HE | CALL | Long | 14.00 | None | $-2.21 | -0.91 | $-1.63 | -0.11 | -0.27 | 2.43 | 0.22 | 15.01 | 13.38 | -2.21 | $-221.00 | 243.00 | 25 | 32.0 | 115.000 | -1.63 | 2024-08-16 |
| HE240823C00014000 | HE | CALL | Long | 14.00 | None | $-2.01 | -0.83 | $-1.51 | -0.10 | -0.44 | 2.43 | 0.42 | 15.01 | 13.50 | -2.01 | $-201.00 | 243.00 | 24 | 40.0 | 94.000 | -1.51 | 2024-08-15 |
| HE240823C00014000 | HE | CALL | Long | 14.00 | None | $-2.09 | -0.86 | $-1.46 | -0.10 | -0.46 | 2.43 | 0.34 | 15.01 | 13.55 | -2.09 | $-209.00 | 243.00 | 23 | 10.0 | 83.000 | -1.46 | 2024-08-14 |
| HE240823C00014000 | HE | CALL | Long | 14.00 | None | $-1.85 | -0.76 | $-1.24 | -0.08 | -0.37 | 2.43 | 0.58 | 15.01 | 13.77 | -1.85 | $-185.00 | 243.00 | 22 | 34.0 | 78.000 | -1.24 | 2024-08-13 |
| HE240823C00014000 | HE | CALL | Long | 14.00 | None | $-1.93 | -0.79 | $-1.75 | -0.12 | -0.16 | 2.43 | 0.50 | 15.01 | 13.26 | -1.93 | $-193.00 | 243.00 | 21 | 114.0 | 45.000 | -1.75 | 2024-08-12 |
| HE240823C00014000 | HE | CALL | Long | 14.00 | None | $-0.24 | -0.10 | $0.49 | 0.03 | -0.10 | 2.43 | 2.19 | 15.01 | 15.50 | -0.24 | $-24.00 | 243.00 | 18 | 10.0 | 35.000 | 0.49 | 2024-08-09 |
| HE240823C00014000 | HE | CALL | Long | 14.00 | None | $-0.19 | -0.08 | $0.97 | 0.06 | -0.10 | 2.43 | 2.24 | 15.01 | 15.98 | -0.19 | $-19.00 | 243.00 | 17 | 2.0 | 35.000 | 0.97 | 2024-08-08 |
| HE240823C00014000 | HE | CALL | Long | 14.00 | None | $0.55 | 0.23 | $0.35 | 0.02 | -0.06 | 2.43 | 2.98 | 15.01 | 15.36 | 0.55 | $55.00 | 243.00 | 16 | 2.0 | 35.000 | 0.35 | 2024-08-07 |
| HE240823C00014000 | HE | CALL | Long | 14.00 | None | $0.55 | 0.23 | $1.16 | 0.08 | 0.17 | 2.43 | 2.98 | 15.01 | 16.17 | 0.55 | $55.00 | 243.00 | 15 | 2.0 | 35.000 | 1.16 | 2024-08-06 |
| HE240823C00014000 | HE | CALL | Long | 14.00 | None | $0.60 | 0.25 | $1.42 | 0.09 | -0.25 | 2.43 | 3.03 | 15.01 | 16.43 | 0.60 | $60.00 | 243.00 | 7 | 2.0 | 35.000 | 1.42 | 2024-07-29 |
| HE240823C00014000 | HE | CALL | Long | 14.00 | None | $0.60 | 0.25 | $1.83 | 0.12 | -0.26 | 2.43 | 3.03 | 15.01 | 16.84 | 0.60 | $60.00 | 243.00 | 4 | 2.0 | 35.000 | 1.83 | 2024-07-26 |
| HE240823C00014000 | HE | CALL | Long | 14.00 | None | $0.60 | 0.25 | $1.31 | 0.09 | -0.25 | 2.43 | 3.03 | 15.01 | 16.32 | 0.60 | $60.00 | 243.00 | 3 | 2.0 | 34.000 | 1.31 | 2024-07-25 |
| HE240823C00014000 | HE | CALL | Long | 14.00 | OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position. | $0.00 | 0.00 | $1.75 | 0.12 | -0.28 | 2.43 | 2.43 | 15.01 | 16.76 | 0.00 | $0.00 | 243.00 | 2 | 112.0 | 34.000 | 1.75 | 2024-07-24 |
| HE240823C00014000 | HE | CALL | Long | 14.00 | None | $0.00 | 0.00 | $1.45 | 0.10 | -0.30 | 2.43 | 2.43 | 15.01 | 16.46 | 0.00 | $0.00 | 243.00 | 1 | 112.0 | 34.000 | 1.45 | 2024-07-23 |
| HE240823C00014000 | HE | CALL | Long | 14.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 2.43 | 2.43 | 15.01 | 15.01 | 0.00 | $0.00 | 243.00 | 0 | 112.0 | 0.000 | 0.00 | 2024-07-22 |