| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-02-20 | IOVA | IOVA240322P00012000 | 12.00 | 66.0 | 6.000 | 1.322 | 0.396 | 0.5 | 0.5 | -0.020 | 1.650 | 1.580 | 1.70 | 12.03 | 2024-03-22 | PUT | Long | 0.479 | 0.548 | 0.315 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| IOVA240322P00012000 | IOVA | PUT | Long | 12.00 | None | $-1.56 | -0.92 | $-3.33 | -0.28 | -0.84 | 1.70 | 0.14 | 12.03 | 15.36 | -1.56 | $-156.00 | 170.00 | 30 | 4.0 | 74.000 | -3.33 | 2024-03-21 |
| IOVA240322P00012000 | IOVA | PUT | Long | 12.00 | None | $-1.56 | -0.92 | $-2.90 | -0.24 | 0.22 | 1.70 | 0.14 | 12.03 | 14.93 | -1.56 | $-156.00 | 170.00 | 29 | 4.0 | 74.000 | -2.90 | 2024-03-20 |
| IOVA240322P00012000 | IOVA | PUT | Long | 12.00 | None | $-1.56 | -0.92 | $-1.87 | -0.16 | 2.76 | 1.70 | 0.14 | 12.03 | 13.90 | -1.56 | $-156.00 | 170.00 | 28 | 4.0 | 74.000 | -1.87 | 2024-03-19 |
| IOVA240322P00012000 | IOVA | PUT | Long | 12.00 | None | $-1.56 | -0.92 | $-2.00 | -0.17 | 0.32 | 1.70 | 0.14 | 12.03 | 14.03 | -1.56 | $-156.00 | 170.00 | 27 | 4.0 | 74.000 | -2.00 | 2024-03-18 |
| IOVA240322P00012000 | IOVA | PUT | Long | 12.00 | None | $-1.56 | -0.92 | $-1.88 | -0.16 | -0.21 | 1.70 | 0.14 | 12.03 | 13.91 | -1.56 | $-156.00 | 170.00 | 24 | 4.0 | 74.000 | -1.88 | 2024-03-15 |
| IOVA240322P00012000 | IOVA | PUT | Long | 12.00 | None | $-1.56 | -0.92 | $-2.18 | -0.18 | -0.33 | 1.70 | 0.14 | 12.03 | 14.21 | -1.56 | $-156.00 | 170.00 | 23 | 4.0 | 74.000 | -2.18 | 2024-03-14 |
| IOVA240322P00012000 | IOVA | PUT | Long | 12.00 | None | $-1.56 | -0.92 | $-2.70 | -0.22 | 1.49 | 1.70 | 0.14 | 12.03 | 14.73 | -1.56 | $-156.00 | 170.00 | 22 | 4.0 | 74.000 | -2.70 | 2024-03-13 |
| IOVA240322P00012000 | IOVA | PUT | Long | 12.00 | None | $-1.56 | -0.92 | $-2.69 | -0.22 | -0.49 | 1.70 | 0.14 | 12.03 | 14.72 | -1.56 | $-156.00 | 170.00 | 21 | 4.0 | 73.000 | -2.69 | 2024-03-12 |
| IOVA240322P00012000 | IOVA | PUT | Long | 12.00 | None | $-1.52 | -0.89 | $-3.07 | -0.26 | -0.13 | 1.70 | 0.18 | 12.03 | 15.10 | -1.52 | $-152.00 | 170.00 | 20 | 6.0 | 73.000 | -3.07 | 2024-03-11 |
| IOVA240322P00012000 | IOVA | PUT | Long | 12.00 | None | $-1.52 | -0.89 | $-3.67 | -0.31 | -0.23 | 1.70 | 0.18 | 12.03 | 15.70 | -1.52 | $-152.00 | 170.00 | 17 | 6.0 | 76.000 | -3.67 | 2024-03-08 |
| IOVA240322P00012000 | IOVA | PUT | Long | 12.00 | None | $-1.44 | -0.85 | $-4.59 | -0.38 | 1.10 | 1.70 | 0.26 | 12.03 | 16.62 | -1.44 | $-144.00 | 170.00 | 16 | 10.0 | 76.000 | -4.59 | 2024-03-07 |
| IOVA240322P00012000 | IOVA | PUT | Long | 12.00 | None | $-1.44 | -0.85 | $-5.13 | -0.43 | 1.13 | 1.70 | 0.26 | 12.03 | 17.16 | -1.44 | $-144.00 | 170.00 | 15 | 10.0 | 76.000 | -5.13 | 2024-03-06 |
| IOVA240322P00012000 | IOVA | PUT | Long | 12.00 | None | $-1.44 | -0.85 | $-4.36 | -0.36 | -0.02 | 1.70 | 0.26 | 12.03 | 16.39 | -1.44 | $-144.00 | 170.00 | 14 | 10.0 | 76.000 | -4.36 | 2024-03-05 |
| IOVA240322P00012000 | IOVA | PUT | Long | 12.00 | None | $-1.44 | -0.85 | $-4.93 | -0.41 | -0.84 | 1.70 | 0.26 | 12.03 | 16.96 | -1.44 | $-144.00 | 170.00 | 13 | 10.0 | 0.000 | -4.93 | 2024-03-04 |
| IOVA240322P00012000 | IOVA | PUT | Long | 12.00 | None | $-1.44 | -0.85 | $-4.76 | -0.40 | -0.14 | 1.70 | 0.26 | 12.03 | 16.79 | -1.44 | $-144.00 | 170.00 | 12 | 10.0 | 76.000 | -4.76 | 2024-03-03 |
| IOVA240322P00012000 | IOVA | PUT | Long | 12.00 | None | $-1.44 | -0.85 | $-4.76 | -0.40 | -0.14 | 1.70 | 0.26 | 12.03 | 16.79 | -1.44 | $-144.00 | 170.00 | 11 | 10.0 | 76.000 | -4.76 | 2024-03-02 |
| IOVA240322P00012000 | IOVA | PUT | Long | 12.00 | None | $-1.44 | -0.85 | $-4.96 | -0.41 | -0.13 | 1.70 | 0.26 | 12.03 | 16.99 | -1.44 | $-144.00 | 170.00 | 10 | 10.0 | 76.000 | -4.96 | 2024-03-01 |
| IOVA240322P00012000 | IOVA | PUT | Long | 12.00 | None | $-1.44 | -0.85 | $-3.88 | -0.32 | -0.28 | 1.70 | 0.26 | 12.03 | 15.91 | -1.44 | $-144.00 | 170.00 | 9 | 10.0 | 76.000 | -3.88 | 2024-02-29 |
| IOVA240322P00012000 | IOVA | PUT | Long | 12.00 | None | $-1.44 | -0.85 | $-5.40 | -0.45 | 0.03 | 1.70 | 0.26 | 12.03 | 17.43 | -1.44 | $-144.00 | 170.00 | 8 | 10.0 | 76.000 | -5.40 | 2024-02-28 |
| IOVA240322P00012000 | IOVA | PUT | Long | 12.00 | None | $-1.44 | -0.85 | $-5.44 | -0.45 | -0.11 | 1.70 | 0.26 | 12.03 | 17.47 | -1.44 | $-144.00 | 170.00 | 7 | 10.0 | 76.000 | -5.44 | 2024-02-27 |
| IOVA240322P00012000 | IOVA | PUT | Long | 12.00 | None | $-1.44 | -0.85 | $-4.57 | -0.38 | -0.25 | 1.70 | 0.26 | 12.03 | 16.60 | -1.44 | $-144.00 | 170.00 | 6 | 10.0 | 76.000 | -4.57 | 2024-02-26 |
| IOVA240322P00012000 | IOVA | PUT | Long | 12.00 | None | $-1.44 | -0.85 | $-3.74 | -0.31 | -0.19 | 1.70 | 0.26 | 12.03 | 15.77 | -1.44 | $-144.00 | 170.00 | 5 | 10.0 | 66.000 | -3.74 | 2024-02-25 |
| IOVA240322P00012000 | IOVA | PUT | Long | 12.00 | None | $-1.44 | -0.85 | $-3.74 | -0.31 | -0.25 | 1.70 | 0.26 | 12.03 | 15.77 | -1.44 | $-144.00 | 170.00 | 3 | 10.0 | 66.000 | -3.74 | 2024-02-23 |
| IOVA240322P00012000 | IOVA | PUT | Long | 12.00 | None | $-0.75 | -0.44 | $-3.91 | -0.33 | -0.18 | 1.70 | 0.95 | 12.03 | 15.94 | -0.75 | $-75.00 | 170.00 | 2 | 3.0 | 66.000 | -3.91 | 2024-02-22 |
| IOVA240322P00012000 | IOVA | PUT | Long | 12.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -1.70 | $-0.75 | -0.44 | $-3.74 | -0.31 | -0.11 | 1.70 | 0.95 | 12.03 | 15.77 | -0.75 | $-75.00 | 170.00 | 1 | 3.0 | 69.000 | -3.74 | 2024-02-21 |
| IOVA240322P00012000 | IOVA | PUT | Long | 12.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 1.70 | 1.70 | 12.03 | 12.03 | 0.00 | $0.00 | 170.00 | 0 | 66.0 | 6.000 | -0.00 | 2024-02-20 |