| 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 | HE240823C00015000 | 15.00 | 26.0 | 49.000 | 0.743 | 0.506 | 1.0 | 1.1 | 0.000 | 1.430 | 1.560 | 3.05 | 14.78 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| HE240823C00015000 | HE | CALL | Long | 15.00 | None | $-3.04 | -1.00 | $-3.87 | -0.26 | 1.04 | 3.05 | 0.01 | 15.01 | 11.14 | -3.04 | $-304.00 | 305.00 | 31 | 40.0 | 227.000 | -3.87 | 2024-08-22 |
| HE240823C00015000 | HE | CALL | Long | 15.00 | None | $-3.04 | -1.00 | $-3.37 | -0.22 | 0.54 | 3.05 | 0.01 | 15.01 | 11.64 | -3.04 | $-304.00 | 305.00 | 30 | 1.0 | 228.000 | -3.37 | 2024-08-21 |
| HE240823C00015000 | HE | CALL | Long | 15.00 | None | $-3.03 | -0.99 | $-3.01 | -0.20 | 0.41 | 3.05 | 0.02 | 15.01 | 12.00 | -3.03 | $-303.00 | 305.00 | 29 | 12.0 | 230.000 | -3.01 | 2024-08-20 |
| HE240823C00015000 | HE | CALL | Long | 15.00 | None | $-3.02 | -0.99 | $-2.80 | -0.19 | 0.02 | 3.05 | 0.03 | 15.01 | 12.21 | -3.02 | $-302.00 | 305.00 | 28 | 116.0 | 181.000 | -2.80 | 2024-08-19 |
| HE240823C00015000 | HE | CALL | Long | 15.00 | None | $-2.96 | -0.97 | $-1.64 | -0.11 | -0.25 | 3.05 | 0.09 | 15.01 | 13.37 | -2.96 | $-296.00 | 305.00 | 27 | 26.0 | 162.000 | -1.64 | 2024-08-18 |
| HE240823C00015000 | HE | CALL | Long | 15.00 | None | $-2.96 | -0.97 | $-1.64 | -0.11 | -0.30 | 3.05 | 0.09 | 15.01 | 13.37 | -2.96 | $-296.00 | 305.00 | 26 | 26.0 | 162.000 | -1.64 | 2024-08-17 |
| HE240823C00015000 | HE | CALL | Long | 15.00 | None | $-2.96 | -0.97 | $-1.63 | -0.11 | -0.36 | 3.05 | 0.09 | 15.01 | 13.38 | -2.96 | $-296.00 | 305.00 | 25 | 26.0 | 162.000 | -1.63 | 2024-08-16 |
| HE240823C00015000 | HE | CALL | Long | 15.00 | None | $-2.93 | -0.96 | $-1.51 | -0.10 | -0.36 | 3.05 | 0.12 | 15.01 | 13.50 | -2.93 | $-293.00 | 305.00 | 24 | 67.0 | 108.000 | -1.51 | 2024-08-15 |
| HE240823C00015000 | HE | CALL | Long | 15.00 | None | $-2.92 | -0.96 | $-1.46 | -0.10 | -0.28 | 3.05 | 0.13 | 15.01 | 13.55 | -2.92 | $-292.00 | 305.00 | 23 | 34.0 | 95.000 | -1.46 | 2024-08-14 |
| HE240823C00015000 | HE | CALL | Long | 15.00 | None | $-2.78 | -0.91 | $-1.24 | -0.08 | -0.15 | 3.05 | 0.27 | 15.01 | 13.77 | -2.78 | $-278.00 | 305.00 | 22 | 25.0 | 90.000 | -1.24 | 2024-08-13 |
| HE240823C00015000 | HE | CALL | Long | 15.00 | None | $-2.81 | -0.92 | $-1.75 | -0.12 | -0.10 | 3.05 | 0.24 | 15.01 | 13.26 | -2.81 | $-281.00 | 305.00 | 21 | 56.0 | 54.000 | -1.75 | 2024-08-12 |
| HE240823C00015000 | HE | CALL | Long | 15.00 | None | $-1.65 | -0.54 | $0.49 | 0.03 | -0.03 | 3.05 | 1.40 | 15.01 | 15.50 | -1.65 | $-165.00 | 305.00 | 18 | 29.0 | 50.000 | 0.49 | 2024-08-09 |
| HE240823C00015000 | HE | CALL | Long | 15.00 | None | $-1.44 | -0.47 | $0.97 | 0.06 | 0.18 | 3.05 | 1.61 | 15.01 | 15.98 | -1.44 | $-144.00 | 305.00 | 17 | 2.0 | 50.000 | 0.97 | 2024-08-08 |
| HE240823C00015000 | HE | CALL | Long | 15.00 | None | $-1.44 | -0.47 | $0.35 | 0.02 | -0.05 | 3.05 | 1.61 | 15.01 | 15.36 | -1.44 | $-144.00 | 305.00 | 16 | 2.0 | 50.000 | 0.35 | 2024-08-07 |
| HE240823C00015000 | HE | CALL | Long | 15.00 | None | $-1.44 | -0.47 | $1.16 | 0.08 | 0.02 | 3.05 | 1.61 | 15.01 | 16.17 | -1.44 | $-144.00 | 305.00 | 15 | 2.0 | 50.000 | 1.16 | 2024-08-06 |
| HE240823C00015000 | HE | CALL | Long | 15.00 | None | $0.00 | 0.00 | $1.40 | 0.09 | 0.12 | 3.05 | 3.05 | 15.01 | 16.41 | 0.00 | $0.00 | 305.00 | 7 | 26.0 | 49.000 | 1.40 | 2024-07-29 |
| HE240823C00015000 | HE | CALL | Long | 15.00 | None | $0.00 | 0.00 | $1.83 | 0.12 | -0.18 | 3.05 | 3.05 | 15.01 | 16.84 | 0.00 | $0.00 | 305.00 | 4 | 26.0 | 49.000 | 1.83 | 2024-07-26 |
| HE240823C00015000 | HE | CALL | Long | 15.00 | None | $0.00 | 0.00 | $1.31 | 0.09 | 0.02 | 3.05 | 3.05 | 15.01 | 16.32 | 0.00 | $0.00 | 305.00 | 3 | 26.0 | 49.000 | 1.31 | 2024-07-25 |
| HE240823C00015000 | HE | CALL | Long | 15.00 | OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position. | $0.00 | 0.00 | $1.75 | 0.12 | -0.25 | 3.05 | 3.05 | 15.01 | 16.76 | 0.00 | $0.00 | 305.00 | 2 | 26.0 | 49.000 | 1.75 | 2024-07-24 |
| HE240823C00015000 | HE | CALL | Long | 15.00 | None | $0.00 | 0.00 | $1.45 | 0.10 | -0.17 | 3.05 | 3.05 | 15.01 | 16.46 | 0.00 | $0.00 | 305.00 | 1 | 26.0 | 49.000 | 1.45 | 2024-07-23 |
| HE240823C00015000 | HE | CALL | Long | 15.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 3.05 | 3.05 | 15.01 | 15.01 | 0.00 | $0.00 | 305.00 | 0 | 26.0 | 49.000 | 0.00 | 2024-07-22 |