| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-12-28 | IOVA | IOVA240216P00008000 | 8.00 | 27.0 | 49.000 | 1.256 | 0.489 | 0.9 | 0.3 | -0.010 | 1.640 | 1.020 | 1.30 | 8.58 | 2024-02-16 | PUT | Long | 0.495 | 0.522 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| IOVA240216P00008000 | IOVA | PUT | Long | 8.00 | None | $-1.06 | -0.82 | $-0.60 | -0.07 | 0.10 | 1.30 | 0.24 | 8.58 | 9.18 | -1.06 | $-106.00 | 130.00 | 43 | 77.0 | 364.000 | -0.60 | 2024-02-09 |
| IOVA240216P00008000 | IOVA | PUT | Long | 8.00 | None | $-0.90 | -0.69 | $-0.10 | -0.01 | 0.06 | 1.30 | 0.40 | 8.58 | 8.68 | -0.90 | $-90.00 | 130.00 | 42 | 81.0 | 360.000 | -0.10 | 2024-02-08 |
| IOVA240216P00008000 | IOVA | PUT | Long | 8.00 | None | $-0.70 | -0.54 | $0.51 | 0.06 | -0.06 | 1.30 | 0.60 | 8.58 | 8.07 | -0.70 | $-70.00 | 130.00 | 41 | 55.0 | 345.000 | 0.51 | 2024-02-07 |
| IOVA240216P00008000 | IOVA | PUT | Long | 8.00 | None | $-0.55 | -0.42 | $0.42 | 0.05 | 0.09 | 1.30 | 0.75 | 8.58 | 8.16 | -0.55 | $-55.00 | 130.00 | 40 | 112.0 | 262.000 | 0.42 | 2024-02-06 |
| IOVA240216P00008000 | IOVA | PUT | Long | 8.00 | None | $-0.48 | -0.37 | $0.66 | 0.08 | -1.26 | 1.30 | 0.82 | 8.58 | 7.92 | -0.48 | $-48.00 | 130.00 | 39 | 35.0 | 262.000 | 0.66 | 2024-02-05 |
| IOVA240216P00008000 | IOVA | PUT | Long | 8.00 | None | $-0.30 | -0.23 | $0.68 | 0.08 | -1.26 | 1.30 | 1.00 | 8.58 | 7.90 | -0.30 | $-30.00 | 130.00 | 38 | 2.0 | 267.000 | 0.68 | 2024-02-04 |
| IOVA240216P00008000 | IOVA | PUT | Long | 8.00 | None | $-0.30 | -0.23 | $0.68 | 0.08 | -0.05 | 1.30 | 1.00 | 8.58 | 7.90 | -0.30 | $-30.00 | 130.00 | 36 | 2.0 | 269.000 | 0.68 | 2024-02-02 |
| IOVA240216P00008000 | IOVA | PUT | Long | 8.00 | None | $-0.48 | -0.37 | $0.52 | 0.06 | -0.05 | 1.30 | 0.82 | 8.58 | 8.06 | -0.48 | $-48.00 | 130.00 | 35 | 30.0 | 279.000 | 0.52 | 2024-02-01 |
| IOVA240216P00008000 | IOVA | PUT | Long | 8.00 | None | $-0.50 | -0.38 | $0.85 | 0.10 | 0.05 | 1.30 | 0.80 | 8.58 | 7.73 | -0.50 | $-50.00 | 130.00 | 34 | 6.0 | 282.000 | 0.85 | 2024-01-31 |
| IOVA240216P00008000 | IOVA | PUT | Long | 8.00 | None | $-0.35 | -0.27 | $0.74 | 0.09 | 0.02 | 1.30 | 0.95 | 8.58 | 7.84 | -0.35 | $-35.00 | 130.00 | 33 | 20.0 | 272.000 | 0.74 | 2024-01-30 |
| IOVA240216P00008000 | IOVA | PUT | Long | 8.00 | None | $-0.47 | -0.36 | $0.28 | 0.03 | 0.09 | 1.30 | 0.83 | 8.58 | 8.30 | -0.47 | $-47.00 | 130.00 | 32 | 23.0 | 275.000 | 0.28 | 2024-01-29 |
| IOVA240216P00008000 | IOVA | PUT | Long | 8.00 | None | $-0.25 | -0.19 | $0.99 | 0.12 | -0.01 | 1.30 | 1.05 | 8.58 | 7.59 | -0.25 | $-25.00 | 130.00 | 31 | 3.0 | 275.000 | 0.99 | 2024-01-28 |
| IOVA240216P00008000 | IOVA | PUT | Long | 8.00 | None | $-0.25 | -0.19 | $0.99 | 0.12 | -0.04 | 1.30 | 1.05 | 8.58 | 7.59 | -0.25 | $-25.00 | 130.00 | 30 | 3.0 | 275.000 | 0.99 | 2024-01-27 |
| IOVA240216P00008000 | IOVA | PUT | Long | 8.00 | None | $-0.25 | -0.19 | $0.99 | 0.12 | -0.06 | 1.30 | 1.05 | 8.58 | 7.59 | -0.25 | $-25.00 | 130.00 | 29 | 3.0 | 275.000 | 0.99 | 2024-01-26 |
| IOVA240216P00008000 | IOVA | PUT | Long | 8.00 | None | $0.00 | 0.00 | $0.94 | 0.11 | 0.14 | 1.30 | 1.30 | 8.58 | 7.64 | 0.00 | $0.00 | 130.00 | 28 | 11.0 | 273.000 | 0.94 | 2024-01-25 |
| IOVA240216P00008000 | IOVA | PUT | Long | 8.00 | None | $-0.15 | -0.12 | $0.93 | 0.11 | -0.04 | 1.30 | 1.15 | 8.58 | 7.65 | -0.15 | $-15.00 | 130.00 | 27 | 8.0 | 265.000 | 0.93 | 2024-01-24 |
| IOVA240216P00008000 | IOVA | PUT | Long | 8.00 | None | $-0.33 | -0.25 | $0.95 | 0.11 | -0.18 | 1.30 | 0.97 | 8.58 | 7.63 | -0.33 | $-33.00 | 130.00 | 26 | 20.0 | 240.000 | 0.95 | 2024-01-23 |
| IOVA240216P00008000 | IOVA | PUT | Long | 8.00 | None | $-0.34 | -0.26 | $0.50 | 0.06 | -0.10 | 1.30 | 0.96 | 8.58 | 8.08 | -0.34 | $-34.00 | 130.00 | 25 | 30.0 | 211.000 | 0.50 | 2024-01-22 |
| IOVA240216P00008000 | IOVA | PUT | Long | 8.00 | None | $-0.12 | -0.09 | $0.80 | 0.09 | -0.11 | 1.30 | 1.18 | 8.58 | 7.78 | -0.12 | $-12.00 | 130.00 | 22 | 27.0 | 211.000 | 0.80 | 2024-01-19 |
| IOVA240216P00008000 | IOVA | PUT | Long | 8.00 | None | $-0.22 | -0.17 | $0.64 | 0.07 | -0.08 | 1.30 | 1.08 | 8.58 | 7.94 | -0.22 | $-22.00 | 130.00 | 21 | 21.0 | 212.000 | 0.64 | 2024-01-18 |
| IOVA240216P00008000 | IOVA | PUT | Long | 8.00 | None | $-0.05 | -0.04 | $0.54 | 0.06 | -0.03 | 1.30 | 1.25 | 8.58 | 8.04 | -0.05 | $-5.00 | 130.00 | 20 | 6.0 | 206.000 | 0.54 | 2024-01-17 |
| IOVA240216P00008000 | IOVA | PUT | Long | 8.00 | None | $-0.44 | -0.34 | $0.06 | 0.01 | -0.08 | 1.30 | 0.86 | 8.58 | 8.52 | -0.44 | $-44.00 | 130.00 | 19 | 2.0 | 198.000 | 0.06 | 2024-01-16 |
| IOVA240216P00008000 | IOVA | PUT | Long | 8.00 | None | $-0.50 | -0.38 | $-0.43 | -0.05 | -0.08 | 1.30 | 0.80 | 8.58 | 9.01 | -0.50 | $-50.00 | 130.00 | 15 | 10.0 | 188.000 | -0.43 | 2024-01-12 |
| IOVA240216P00008000 | IOVA | PUT | Long | 8.00 | None | $-0.55 | -0.42 | $-0.57 | -0.07 | -0.11 | 1.30 | 0.75 | 8.58 | 9.15 | -0.55 | $-55.00 | 130.00 | 14 | 11.0 | 183.000 | -0.57 | 2024-01-11 |
| IOVA240216P00008000 | IOVA | PUT | Long | 8.00 | None | $-0.60 | -0.46 | $-0.77 | -0.09 | -0.07 | 1.30 | 0.70 | 8.58 | 9.35 | -0.60 | $-60.00 | 130.00 | 13 | 3.0 | 181.000 | -0.77 | 2024-01-10 |
| IOVA240216P00008000 | IOVA | PUT | Long | 8.00 | None | $-0.70 | -0.54 | $-1.33 | -0.16 | -0.04 | 1.30 | 0.60 | 8.58 | 9.91 | -0.70 | $-70.00 | 130.00 | 12 | 45.0 | 168.000 | -1.33 | 2024-01-09 |
| IOVA240216P00008000 | IOVA | PUT | Long | 8.00 | None | $-0.58 | -0.45 | $-0.98 | -0.11 | -0.05 | 1.30 | 0.72 | 8.58 | 9.56 | -0.58 | $-58.00 | 130.00 | 11 | 65.0 | 114.000 | -0.98 | 2024-01-08 |
| IOVA240216P00008000 | IOVA | PUT | Long | 8.00 | None | $-0.34 | -0.26 | $0.11 | 0.01 | -0.17 | 1.30 | 0.96 | 8.58 | 8.47 | -0.34 | $-34.00 | 130.00 | 8 | 24.0 | 91.000 | 0.11 | 2024-01-05 |
| IOVA240216P00008000 | IOVA | PUT | Long | 8.00 | None | $0.00 | 0.00 | $0.47 | 0.05 | -1.24 | 1.30 | 1.30 | 8.58 | 8.11 | 0.00 | $0.00 | 130.00 | 7 | 6.0 | 91.000 | 0.47 | 2024-01-04 |
| IOVA240216P00008000 | IOVA | PUT | Long | 8.00 | None | $0.00 | 0.00 | $0.68 | 0.08 | -1.26 | 1.30 | 1.30 | 8.58 | 7.90 | 0.00 | $0.00 | 130.00 | 6 | 6.0 | 91.000 | 0.68 | 2024-01-03 |
| IOVA240216P00008000 | IOVA | PUT | Long | 8.00 | None | $0.00 | 0.00 | $0.48 | 0.06 | -1.24 | 1.30 | 1.30 | 8.58 | 8.10 | 0.00 | $0.00 | 130.00 | 5 | 15.0 | 85.000 | 0.48 | 2024-01-02 |
| IOVA240216P00008000 | IOVA | PUT | Long | 8.00 | None | $-0.05 | -0.04 | $0.45 | 0.05 | -0.05 | 1.30 | 1.25 | 8.58 | 8.13 | -0.05 | $-5.00 | 130.00 | 4 | 20.0 | 53.000 | 0.45 | 2024-01-01 |
| IOVA240216P00008000 | IOVA | PUT | Long | 8.00 | None | $-0.05 | -0.04 | $0.45 | 0.05 | -0.08 | 1.30 | 1.25 | 8.58 | 8.13 | -0.05 | $-5.00 | 130.00 | 2 | 20.0 | 53.000 | 0.45 | 2023-12-30 |
| IOVA240216P00008000 | IOVA | PUT | Long | 8.00 | None | $-0.05 | -0.04 | $0.45 | 0.05 | -0.10 | 1.30 | 1.25 | 8.58 | 8.13 | -0.05 | $-5.00 | 130.00 | 1 | 20.0 | 53.000 | 0.45 | 2023-12-29 |
| IOVA240216P00008000 | IOVA | PUT | Long | 8.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 1.30 | 1.30 | 8.58 | 8.58 | 0.00 | $0.00 | 130.00 | 0 | 27.0 | 49.000 | -0.00 | 2023-12-28 |