| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-12-27 | IOVA | IOVA240216C00007000 | 7.00 | 615.0 | 669.000 | 1.303 | 0.474 | 0.6 | 0.3 | 0.010 | 1.330 | 1.070 | 1.51 | 7.23 | 2024-02-16 | CALL | Long | 0.444 | 0.495 | -0.187 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| IOVA240216C00007000 | IOVA | CALL | Long | 7.00 | None | $0.74 | 0.49 | $1.95 | 0.27 | 0.31 | 1.51 | 2.25 | 7.23 | 9.18 | 0.74 | $74.00 | 151.00 | 44 | 572.0 | 2315.000 | 1.95 | 2024-02-09 |
| IOVA240216C00007000 | IOVA | CALL | Long | 7.00 | None | $0.29 | 0.19 | $1.45 | 0.20 | 0.24 | 1.51 | 1.80 | 7.23 | 8.68 | 0.29 | $29.00 | 151.00 | 43 | 7.0 | 2322.000 | 1.45 | 2024-02-08 |
| IOVA240216C00007000 | IOVA | CALL | Long | 7.00 | None | $-0.21 | -0.14 | $0.84 | 0.12 | 0.26 | 1.51 | 1.30 | 7.23 | 8.07 | -0.21 | $-21.00 | 151.00 | 42 | 112.0 | 2322.000 | 0.84 | 2024-02-07 |
| IOVA240216C00007000 | IOVA | CALL | Long | 7.00 | None | $-0.21 | -0.14 | $0.93 | 0.13 | -0.09 | 1.51 | 1.30 | 7.23 | 8.16 | -0.21 | $-21.00 | 151.00 | 41 | 112.0 | 2412.000 | 0.93 | 2024-02-06 |
| IOVA240216C00007000 | IOVA | CALL | Long | 7.00 | None | $-0.16 | -0.11 | $0.69 | 0.10 | -1.30 | 1.51 | 1.35 | 7.23 | 7.92 | -0.16 | $-16.00 | 151.00 | 40 | 98.0 | 2412.000 | 0.69 | 2024-02-05 |
| IOVA240216C00007000 | IOVA | CALL | Long | 7.00 | None | $-0.16 | -0.11 | $0.67 | 0.09 | -1.30 | 1.51 | 1.35 | 7.23 | 7.90 | -0.16 | $-16.00 | 151.00 | 39 | 58.0 | 2446.000 | 0.67 | 2024-02-04 |
| IOVA240216C00007000 | IOVA | CALL | Long | 7.00 | None | $-0.16 | -0.11 | $0.67 | 0.09 | 0.12 | 1.51 | 1.35 | 7.23 | 7.90 | -0.16 | $-16.00 | 151.00 | 37 | 58.0 | 2499.000 | 0.67 | 2024-02-02 |
| IOVA240216C00007000 | IOVA | CALL | Long | 7.00 | None | $0.04 | 0.03 | $0.83 | 0.11 | 0.04 | 1.51 | 1.55 | 7.23 | 8.06 | 0.04 | $4.00 | 151.00 | 36 | 3.0 | 2499.000 | 0.83 | 2024-02-01 |
| IOVA240216C00007000 | IOVA | CALL | Long | 7.00 | None | $-0.11 | -0.07 | $0.50 | 0.07 | 0.23 | 1.51 | 1.40 | 7.23 | 7.73 | -0.11 | $-11.00 | 151.00 | 35 | 108.0 | 2527.000 | 0.50 | 2024-01-31 |
| IOVA240216C00007000 | IOVA | CALL | Long | 7.00 | None | $0.04 | 0.03 | $0.61 | 0.08 | 0.10 | 1.51 | 1.55 | 7.23 | 7.84 | 0.04 | $4.00 | 151.00 | 34 | 13.0 | 2530.000 | 0.61 | 2024-01-30 |
| IOVA240216C00007000 | IOVA | CALL | Long | 7.00 | None | $0.22 | 0.15 | $1.07 | 0.15 | 0.17 | 1.51 | 1.73 | 7.23 | 8.30 | 0.22 | $22.00 | 151.00 | 33 | 13.0 | 2534.000 | 1.07 | 2024-01-29 |
| IOVA240216C00007000 | IOVA | CALL | Long | 7.00 | None | $-0.26 | -0.17 | $0.36 | 0.05 | 0.02 | 1.51 | 1.25 | 7.23 | 7.59 | -0.26 | $-26.00 | 151.00 | 32 | 2410.0 | 4401.000 | 0.36 | 2024-01-28 |
| IOVA240216C00007000 | IOVA | CALL | Long | 7.00 | None | $-0.26 | -0.17 | $0.36 | 0.05 | -0.01 | 1.51 | 1.25 | 7.23 | 7.59 | -0.26 | $-26.00 | 151.00 | 31 | 2410.0 | 4401.000 | 0.36 | 2024-01-27 |
| IOVA240216C00007000 | IOVA | CALL | Long | 7.00 | None | $-0.26 | -0.17 | $0.36 | 0.05 | -0.04 | 1.51 | 1.25 | 7.23 | 7.59 | -0.26 | $-26.00 | 151.00 | 30 | 2410.0 | 4401.000 | 0.36 | 2024-01-26 |
| IOVA240216C00007000 | IOVA | CALL | Long | 7.00 | None | $-0.26 | -0.17 | $0.41 | 0.06 | -0.15 | 1.51 | 1.25 | 7.23 | 7.64 | -0.26 | $-26.00 | 151.00 | 29 | 10.0 | 4406.000 | 0.41 | 2024-01-25 |
| IOVA240216C00007000 | IOVA | CALL | Long | 7.00 | None | $-0.02 | -0.01 | $0.42 | 0.06 | -0.01 | 1.51 | 1.49 | 7.23 | 7.65 | -0.02 | $-2.00 | 151.00 | 28 | 47.0 | 4374.000 | 0.42 | 2024-01-24 |
| IOVA240216C00007000 | IOVA | CALL | Long | 7.00 | None | $0.06 | 0.04 | $0.40 | 0.06 | 0.19 | 1.51 | 1.57 | 7.23 | 7.63 | 0.06 | $6.00 | 151.00 | 27 | 9.0 | 3669.000 | 0.40 | 2024-01-23 |
| IOVA240216C00007000 | IOVA | CALL | Long | 7.00 | None | $0.14 | 0.09 | $0.85 | 0.12 | -0.06 | 1.51 | 1.65 | 7.23 | 8.08 | 0.14 | $14.00 | 151.00 | 26 | 74.0 | 3674.000 | 0.85 | 2024-01-22 |
| IOVA240216C00007000 | IOVA | CALL | Long | 7.00 | None | $-0.06 | -0.04 | $0.55 | 0.08 | -0.04 | 1.51 | 1.45 | 7.23 | 7.78 | -0.06 | $-6.00 | 151.00 | 23 | 49.0 | 3632.000 | 0.55 | 2024-01-19 |
| IOVA240216C00007000 | IOVA | CALL | Long | 7.00 | None | $0.14 | 0.09 | $0.71 | 0.10 | -0.02 | 1.51 | 1.65 | 7.23 | 7.94 | 0.14 | $14.00 | 151.00 | 22 | 2308.0 | 3632.000 | 0.71 | 2024-01-18 |
| IOVA240216C00007000 | IOVA | CALL | Long | 7.00 | None | $0.14 | 0.09 | $0.81 | 0.11 | 0.02 | 1.51 | 1.65 | 7.23 | 8.04 | 0.14 | $14.00 | 151.00 | 21 | 2308.0 | 1396.000 | 0.81 | 2024-01-17 |
| IOVA240216C00007000 | IOVA | CALL | Long | 7.00 | None | $0.97 | 0.64 | $1.30 | 0.18 | 0.12 | 1.51 | 2.48 | 7.23 | 8.53 | 0.97 | $97.00 | 151.00 | 20 | 7.0 | 1394.000 | 1.30 | 2024-01-16 |
| IOVA240216C00007000 | IOVA | CALL | Long | 7.00 | None | $0.97 | 0.64 | $1.78 | 0.25 | -0.11 | 1.51 | 2.48 | 7.23 | 9.01 | 0.97 | $97.00 | 151.00 | 16 | 7.0 | 1395.000 | 1.78 | 2024-01-12 |
| IOVA240216C00007000 | IOVA | CALL | Long | 7.00 | None | $1.24 | 0.82 | $1.92 | 0.27 | 0.01 | 1.51 | 2.75 | 7.23 | 9.15 | 1.24 | $124.00 | 151.00 | 15 | 10.0 | 1394.000 | 1.92 | 2024-01-11 |
| IOVA240216C00007000 | IOVA | CALL | Long | 7.00 | None | $1.49 | 0.99 | $2.12 | 0.29 | -0.57 | 1.51 | 3.00 | 7.23 | 9.35 | 1.49 | $149.00 | 151.00 | 14 | 10.0 | 1394.000 | 2.12 | 2024-01-10 |
| IOVA240216C00007000 | IOVA | CALL | Long | 7.00 | None | $1.90 | 1.26 | $2.68 | 0.37 | 0.10 | 1.51 | 3.41 | 7.23 | 9.91 | 1.90 | $190.00 | 151.00 | 13 | 608.0 | 938.000 | 2.68 | 2024-01-09 |
| IOVA240216C00007000 | IOVA | CALL | Long | 7.00 | None | $1.49 | 0.99 | $2.33 | 0.32 | 0.00 | 1.51 | 3.00 | 7.23 | 9.56 | 1.49 | $149.00 | 151.00 | 12 | 30.0 | 963.000 | 2.33 | 2024-01-08 |
| IOVA240216C00007000 | IOVA | CALL | Long | 7.00 | None | $0.64 | 0.42 | $1.24 | 0.17 | -0.13 | 1.51 | 2.15 | 7.23 | 8.47 | 0.64 | $64.00 | 151.00 | 9 | 2.0 | 965.000 | 1.24 | 2024-01-05 |
| IOVA240216C00007000 | IOVA | CALL | Long | 7.00 | None | $0.42 | 0.28 | $0.88 | 0.12 | -1.30 | 1.51 | 1.93 | 7.23 | 8.11 | 0.42 | $42.00 | 151.00 | 8 | 12.0 | 965.000 | 0.88 | 2024-01-04 |
| IOVA240216C00007000 | IOVA | CALL | Long | 7.00 | None | $0.42 | 0.28 | $0.67 | 0.09 | -1.30 | 1.51 | 1.93 | 7.23 | 7.90 | 0.42 | $42.00 | 151.00 | 7 | 12.0 | 965.000 | 0.67 | 2024-01-03 |
| IOVA240216C00007000 | IOVA | CALL | Long | 7.00 | None | $0.42 | 0.28 | $0.87 | 0.12 | -1.30 | 1.51 | 1.93 | 7.23 | 8.10 | 0.42 | $42.00 | 151.00 | 6 | 12.0 | 965.000 | 0.87 | 2024-01-02 |
| IOVA240216C00007000 | IOVA | CALL | Long | 7.00 | None | $0.49 | 0.32 | $0.90 | 0.12 | 0.03 | 1.51 | 2.00 | 7.23 | 8.13 | 0.49 | $49.00 | 151.00 | 5 | 8.0 | 980.000 | 0.90 | 2024-01-01 |
| IOVA240216C00007000 | IOVA | CALL | Long | 7.00 | None | $0.49 | 0.32 | $0.90 | 0.12 | 0.00 | 1.51 | 2.00 | 7.23 | 8.13 | 0.49 | $49.00 | 151.00 | 3 | 8.0 | 980.000 | 0.90 | 2023-12-30 |
| IOVA240216C00007000 | IOVA | CALL | Long | 7.00 | None | $0.49 | 0.32 | $0.90 | 0.12 | -0.02 | 1.51 | 2.00 | 7.23 | 8.13 | 0.49 | $49.00 | 151.00 | 2 | 8.0 | 980.000 | 0.90 | 2023-12-29 |
| IOVA240216C00007000 | IOVA | CALL | Long | 7.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.84 | 0.56 | $1.35 | 0.19 | 0.05 | 1.51 | 2.35 | 7.23 | 8.58 | 0.84 | $84.00 | 151.00 | 1 | 86.0 | 1043.000 | 1.35 | 2023-12-28 |
| IOVA240216C00007000 | IOVA | CALL | Long | 7.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 1.51 | 1.51 | 7.23 | 7.23 | 0.00 | $0.00 | 151.00 | 0 | 615.0 | 669.000 | 0.00 | 2023-12-27 |