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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2023-11-14 | IOVA | IOVA231215P00005000 | 5.00 | 2.0 | 4518.000 | 0.828 | 0.305 | 0.1 | 0.3 | -0.010 | 0.290 | 0.560 | 0.62 | 4.71 | 2023-12-15 | PUT | Long | 0.410 | 0.443 | 0.169 |
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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
IOVA231215P00005000 | IOVA | PUT | Long | 5.00 | None | $-0.51 | -0.91 | $-2.96 | -0.62 | -0.24 | 0.56 | 0.05 | 4.75 | 7.71 | -0.51 | $-51.00 | 56.00 | 29 | 63.0 | 8796.000 | -2.96 | 2023-12-14 |
IOVA231215P00005000 | IOVA | PUT | Long | 5.00 | None | $-0.51 | -0.91 | $-2.60 | -0.55 | 2.73 | 0.56 | 0.05 | 4.75 | 7.35 | -0.51 | $-51.00 | 56.00 | 28 | 63.0 | 8796.000 | -2.60 | 2023-12-13 |
IOVA231215P00005000 | IOVA | PUT | Long | 5.00 | None | $-0.51 | -0.91 | $-1.64 | -0.35 | 1.30 | 0.56 | 0.05 | 4.75 | 6.39 | -0.51 | $-51.00 | 56.00 | 27 | 63.0 | 0.000 | -1.64 | 2023-12-12 |
IOVA231215P00005000 | IOVA | PUT | Long | 5.00 | None | $-0.51 | -0.91 | $-1.50 | -0.32 | 1.37 | 0.56 | 0.05 | 4.75 | 6.25 | -0.51 | $-51.00 | 56.00 | 26 | 1.0 | 8797.000 | -1.50 | 2023-12-11 |
IOVA231215P00005000 | IOVA | PUT | Long | 5.00 | None | $-0.52 | -0.93 | $-1.65 | -0.35 | 1.20 | 0.56 | 0.04 | 4.75 | 6.40 | -0.52 | $-52.00 | 56.00 | 23 | 14.0 | 8797.000 | -1.65 | 2023-12-08 |
IOVA231215P00005000 | IOVA | PUT | Long | 5.00 | None | $-0.52 | -0.93 | $-1.98 | -0.42 | 0.90 | 0.56 | 0.04 | 4.75 | 6.73 | -0.52 | $-52.00 | 56.00 | 22 | 14.0 | 8797.000 | -1.98 | 2023-12-07 |
IOVA231215P00005000 | IOVA | PUT | Long | 5.00 | None | $-0.52 | -0.93 | $-1.63 | -0.34 | 0.88 | 0.56 | 0.04 | 4.75 | 6.38 | -0.52 | $-52.00 | 56.00 | 21 | 0.0 | 8810.000 | -1.63 | 2023-12-06 |
IOVA231215P00005000 | IOVA | PUT | Long | 5.00 | None | $-0.51 | -0.91 | $-1.52 | -0.32 | 0.13 | 0.56 | 0.05 | 4.75 | 6.27 | -0.51 | $-51.00 | 56.00 | 20 | 0.0 | 8810.000 | -1.52 | 2023-12-05 |
IOVA231215P00005000 | IOVA | PUT | Long | 5.00 | None | $-0.51 | -0.91 | $-1.89 | -0.40 | 0.24 | 0.56 | 0.05 | 4.75 | 6.64 | -0.51 | $-51.00 | 56.00 | 19 | 0.0 | 8809.000 | -1.89 | 2023-12-04 |
IOVA231215P00005000 | IOVA | PUT | Long | 5.00 | None | $-0.51 | -0.91 | $-1.51 | -0.32 | 0.33 | 0.56 | 0.05 | 4.75 | 6.26 | -0.51 | $-51.00 | 56.00 | 18 | 0.0 | 8818.000 | -1.51 | 2023-12-03 |
IOVA231215P00005000 | IOVA | PUT | Long | 5.00 | None | $-0.51 | -0.91 | $-1.51 | -0.32 | 0.29 | 0.56 | 0.05 | 4.75 | 6.26 | -0.51 | $-51.00 | 56.00 | 17 | 0.0 | 8818.000 | -1.51 | 2023-12-02 |
IOVA231215P00005000 | IOVA | PUT | Long | 5.00 | None | $-0.51 | -0.91 | $-1.51 | -0.32 | 0.25 | 0.56 | 0.05 | 4.75 | 6.26 | -0.51 | $-51.00 | 56.00 | 16 | 0.0 | 8818.000 | -1.51 | 2023-12-01 |
IOVA231215P00005000 | IOVA | PUT | Long | 5.00 | None | $-0.46 | -0.82 | $-1.32 | -0.28 | 0.23 | 0.56 | 0.10 | 4.75 | 6.07 | -0.46 | $-46.00 | 56.00 | 15 | 0.0 | 8823.000 | -1.32 | 2023-11-30 |
IOVA231215P00005000 | IOVA | PUT | Long | 5.00 | None | $-0.41 | -0.73 | $-0.93 | -0.20 | 0.09 | 0.56 | 0.15 | 4.75 | 5.68 | -0.41 | $-41.00 | 56.00 | 14 | 0.0 | 8811.000 | -0.93 | 2023-11-29 |
IOVA231215P00005000 | IOVA | PUT | Long | 5.00 | None | $-0.38 | -0.68 | $-0.82 | -0.17 | 0.11 | 0.56 | 0.18 | 4.75 | 5.57 | -0.38 | $-38.00 | 56.00 | 13 | 0.0 | 6685.000 | -0.82 | 2023-11-28 |
IOVA231215P00005000 | IOVA | PUT | Long | 5.00 | None | $-0.36 | -0.64 | $-0.74 | -0.16 | 0.18 | 0.56 | 0.20 | 4.75 | 5.49 | -0.36 | $-36.00 | 56.00 | 12 | 0.0 | 6685.000 | -0.74 | 2023-11-27 |
IOVA231215P00005000 | IOVA | PUT | Long | 5.00 | None | $-0.41 | -0.73 | $-1.04 | -0.22 | 0.17 | 0.56 | 0.15 | 4.75 | 5.79 | -0.41 | $-41.00 | 56.00 | 9 | 0.0 | 0.000 | -1.04 | 2023-11-24 |
IOVA231215P00005000 | IOVA | PUT | Long | 5.00 | None | $-0.26 | -0.46 | $-0.65 | -0.14 | -0.62 | 0.56 | 0.30 | 4.75 | 5.40 | -0.26 | $-26.00 | 56.00 | 8 | 0.0 | 0.000 | -0.65 | 2023-11-23 |
IOVA231215P00005000 | IOVA | PUT | Long | 5.00 | None | $-0.26 | -0.46 | $-0.61 | -0.13 | 0.22 | 0.56 | 0.30 | 4.75 | 5.36 | -0.26 | $-26.00 | 56.00 | 7 | 0.0 | 6577.000 | -0.61 | 2023-11-22 |
IOVA231215P00005000 | IOVA | PUT | Long | 5.00 | None | $-0.21 | -0.38 | $-0.42 | -0.09 | 0.18 | 0.56 | 0.35 | 4.75 | 5.17 | -0.21 | $-21.00 | 56.00 | 6 | 0.0 | 4539.000 | -0.42 | 2023-11-21 |
IOVA231215P00005000 | IOVA | PUT | Long | 5.00 | None | $-0.21 | -0.38 | $-0.74 | -0.16 | 0.28 | 0.56 | 0.35 | 4.75 | 5.49 | -0.21 | $-21.00 | 56.00 | 5 | 0.0 | 4512.000 | -0.74 | 2023-11-20 |
IOVA231215P00005000 | IOVA | PUT | Long | 5.00 | None | $-0.11 | -0.20 | $-0.30 | -0.06 | 0.09 | 0.56 | 0.45 | 4.75 | 5.05 | -0.11 | $-11.00 | 56.00 | 4 | 0.0 | 4532.000 | -0.30 | 2023-11-19 |
IOVA231215P00005000 | IOVA | PUT | Long | 5.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.04; Exit EQ PnL: -0.22 | $-0.11 | -0.20 | $-0.30 | -0.06 | 0.07 | 0.56 | 0.45 | 4.75 | 5.05 | -0.11 | $-11.00 | 56.00 | 2 | 0.0 | 4532.000 | -0.30 | 2023-11-17 |
IOVA231215P00005000 | IOVA | PUT | Long | 5.00 | None | $0.19 | 0.34 | $0.35 | 0.07 | 0.03 | 0.56 | 0.75 | 4.75 | 4.40 | 0.19 | $19.00 | 56.00 | 1 | 0.0 | 4530.000 | 0.35 | 2023-11-16 |
IOVA231215P00005000 | IOVA | PUT | Long | 5.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.56 | 0.56 | 4.75 | 4.75 | 0.00 | $0.00 | 56.00 | 0 | 0.0 | 4520.000 | -0.00 | 2023-11-15 |