| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-08-02 | INTC | INTC240906P00022000 | 22.00 | 378.0 | 238.000 | 0.563 | 0.334 | 0.6 | 1.1 | 0.050 | 1.190 | 1.620 | 1.80 | 21.48 | 2024-09-06 | PUT | Short | 0.163 | 0.344 | -0.261 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| INTC240906P00022000 | INTC | PUT | Short | 22.00 | None | $-0.14 | -0.06 | $-0.43 | -0.02 | 0.02 | 2.46 | 2.60 | 19.83 | 19.40 | -0.14 | $-14.00 | 2200.00 | 30 | 92.0 | 2659.000 | -0.43 | 2024-09-05 |
| INTC240906P00022000 | INTC | PUT | Short | 22.00 | None | $-0.31 | -0.13 | $-0.40 | -0.02 | 0.49 | 2.46 | 2.77 | 19.83 | 19.43 | -0.31 | $-31.00 | 2200.00 | 29 | 348.0 | 2957.000 | -0.40 | 2024-09-04 |
| INTC240906P00022000 | INTC | PUT | Short | 22.00 | None | $1.96 | 0.80 | $2.21 | 0.11 | 0.00 | 2.46 | 0.50 | 19.83 | 22.04 | 1.96 | $196.00 | 2200.00 | 25 | 11170.0 | 388.000 | 2.21 | 2024-08-31 |
| INTC240906P00022000 | INTC | PUT | Short | 22.00 | None | $1.90 | 0.77 | $2.21 | 0.11 | -0.00 | 2.46 | 0.56 | 19.83 | 22.04 | 1.90 | $190.00 | 2200.00 | 24 | 10382.0 | 388.000 | 2.21 | 2024-08-30 |
| INTC240906P00022000 | INTC | PUT | Short | 22.00 | None | $0.61 | 0.25 | $0.30 | 0.02 | -0.05 | 2.46 | 1.85 | 19.83 | 20.13 | 0.61 | $61.00 | 2200.00 | 23 | 53.0 | 390.000 | 0.30 | 2024-08-29 |
| INTC240906P00022000 | INTC | PUT | Short | 22.00 | None | $0.12 | 0.05 | $-0.22 | -0.01 | -0.48 | 2.46 | 2.34 | 19.83 | 19.61 | 0.12 | $12.00 | 2200.00 | 22 | 120.0 | 396.000 | -0.22 | 2024-08-28 |
| INTC240906P00022000 | INTC | PUT | Short | 22.00 | None | $0.48 | 0.20 | $0.33 | 0.02 | -0.48 | 2.46 | 1.98 | 19.83 | 20.16 | 0.48 | $48.00 | 2200.00 | 21 | 51.0 | 322.000 | 0.33 | 2024-08-27 |
| INTC240906P00022000 | INTC | PUT | Short | 22.00 | None | $0.48 | 0.20 | $0.30 | 0.02 | -0.01 | 2.46 | 1.98 | 19.83 | 20.13 | 0.48 | $48.00 | 2200.00 | 20 | 51.0 | 312.000 | 0.30 | 2024-08-26 |
| INTC240906P00022000 | INTC | PUT | Short | 22.00 | None | $0.72 | 0.29 | $0.71 | 0.04 | -0.05 | 2.46 | 1.74 | 19.83 | 20.54 | 0.72 | $72.00 | 2200.00 | 19 | 10.0 | 314.000 | 0.71 | 2024-08-25 |
| INTC240906P00022000 | INTC | PUT | Short | 22.00 | None | $0.72 | 0.29 | $0.71 | 0.04 | -0.06 | 2.46 | 1.74 | 19.83 | 20.54 | 0.72 | $72.00 | 2200.00 | 18 | 10.0 | 314.000 | 0.71 | 2024-08-24 |
| INTC240906P00022000 | INTC | PUT | Short | 22.00 | None | $0.72 | 0.29 | $0.71 | 0.04 | 0.02 | 2.46 | 1.74 | 19.83 | 20.54 | 0.72 | $72.00 | 2200.00 | 17 | 10.0 | 314.000 | 0.71 | 2024-08-23 |
| INTC240906P00022000 | INTC | PUT | Short | 22.00 | None | $0.80 | 0.33 | $0.27 | 0.01 | 0.10 | 2.46 | 1.66 | 19.83 | 20.10 | 0.80 | $80.00 | 2200.00 | 16 | 60.0 | 306.000 | 0.27 | 2024-08-22 |
| INTC240906P00022000 | INTC | PUT | Short | 22.00 | None | $1.42 | 0.58 | $1.58 | 0.08 | -0.10 | 2.46 | 1.04 | 19.83 | 21.41 | 1.42 | $142.00 | 2200.00 | 15 | 146.0 | 277.000 | 1.58 | 2024-08-21 |
| INTC240906P00022000 | INTC | PUT | Short | 22.00 | None | $1.14 | 0.46 | $1.16 | 0.06 | -0.10 | 2.46 | 1.32 | 19.83 | 20.99 | 1.14 | $114.00 | 2200.00 | 14 | 2.0 | 277.000 | 1.16 | 2024-08-20 |
| INTC240906P00022000 | INTC | PUT | Short | 22.00 | None | $1.41 | 0.57 | $1.69 | 0.09 | -0.06 | 2.46 | 1.05 | 19.83 | 21.52 | 1.41 | $141.00 | 2200.00 | 13 | 44.0 | 239.000 | 1.69 | 2024-08-19 |
| INTC240906P00022000 | INTC | PUT | Short | 22.00 | None | $1.02 | 0.41 | $1.04 | 0.05 | -0.09 | 2.46 | 1.44 | 19.83 | 20.87 | 1.02 | $102.00 | 2200.00 | 12 | 20.0 | 220.000 | 1.04 | 2024-08-18 |
| INTC240906P00022000 | INTC | PUT | Short | 22.00 | None | $1.02 | 0.41 | $1.04 | 0.05 | -0.10 | 2.46 | 1.44 | 19.83 | 20.87 | 1.02 | $102.00 | 2200.00 | 11 | 20.0 | 220.000 | 1.04 | 2024-08-17 |
| INTC240906P00022000 | INTC | PUT | Short | 22.00 | None | $0.95 | 0.39 | $1.04 | 0.05 | 0.13 | 2.46 | 1.51 | 19.83 | 20.87 | 0.95 | $95.00 | 2200.00 | 10 | 19.0 | 220.000 | 1.04 | 2024-08-16 |
| INTC240906P00022000 | INTC | PUT | Short | 22.00 | None | $0.89 | 0.36 | $0.86 | 0.04 | -0.10 | 2.46 | 1.57 | 19.83 | 20.69 | 0.89 | $89.00 | 2200.00 | 9 | 73.0 | 242.000 | 0.86 | 2024-08-15 |
| INTC240906P00022000 | INTC | PUT | Short | 22.00 | None | $0.40 | 0.16 | $0.09 | 0.00 | 0.22 | 2.46 | 2.06 | 19.83 | 19.92 | 0.40 | $40.00 | 2200.00 | 8 | 6.0 | 244.000 | 0.09 | 2024-08-14 |
| INTC240906P00022000 | INTC | PUT | Short | 22.00 | None | $0.21 | 0.09 | $0.64 | 0.03 | 0.02 | 2.46 | 2.25 | 19.83 | 20.47 | 0.21 | $21.00 | 2200.00 | 7 | 7.0 | 247.000 | 0.64 | 2024-08-13 |
| INTC240906P00022000 | INTC | PUT | Short | 22.00 | None | $-0.40 | -0.16 | $-0.47 | -0.02 | 0.00 | 2.46 | 2.86 | 19.83 | 19.36 | -0.40 | $-40.00 | 2200.00 | 6 | 10.0 | 240.000 | -0.47 | 2024-08-12 |
| INTC240906P00022000 | INTC | PUT | Short | 22.00 | None | $0.08 | 0.03 | $-0.12 | -0.01 | 0.02 | 2.46 | 2.38 | 19.83 | 19.71 | 0.08 | $8.00 | 2200.00 | 3 | 15.0 | 234.000 | -0.12 | 2024-08-09 |
| INTC240906P00022000 | INTC | PUT | Short | 22.00 | None | $0.46 | 0.19 | $0.66 | 0.03 | -0.05 | 2.46 | 2.00 | 19.83 | 20.49 | 0.46 | $46.00 | 2200.00 | 2 | 127.0 | 245.000 | 0.66 | 2024-08-08 |
| INTC240906P00022000 | INTC | PUT | Short | 22.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.19; Exit EQ PnL: -0.83 | $-0.64 | -0.26 | $-0.84 | -0.04 | 0.12 | 2.46 | 3.10 | 19.83 | 18.99 | -0.64 | $-64.00 | 2200.00 | 1 | 19.0 | 248.000 | -0.84 | 2024-08-07 |
| INTC240906P00022000 | INTC | PUT | Short | 22.00 | None | $-0.00 | -0.00 | $0.00 | 0.00 | 0.00 | 2.46 | 2.46 | 19.83 | 19.83 | -0.00 | $-0.00 | 2200.00 | 0 | 17.0 | 245.000 | 0.00 | 2024-08-06 |