| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-08-09 | IOVA | IOVA240920P00010000 | 10.00 | 774.0 | 3490.000 | 0.928 | 0.356 | 0.4 | 0.5 | -0.020 | 1.100 | 1.140 | 1.35 | 9.92 | 2024-09-20 | PUT | Long | 0.292 | 0.371 | 0.249 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| IOVA240920P00010000 | IOVA | PUT | Long | 10.00 | None | $-1.25 | -0.93 | $-0.43 | -0.04 | -0.25 | 1.35 | 0.10 | 9.92 | 10.35 | -1.25 | $-125.00 | 135.00 | 41 | 263.0 | 3585.000 | -0.43 | 2024-09-19 |
| IOVA240920P00010000 | IOVA | PUT | Long | 10.00 | None | $-1.25 | -0.93 | $-0.25 | -0.03 | -0.31 | 1.35 | 0.10 | 9.92 | 10.17 | -1.25 | $-125.00 | 135.00 | 40 | 564.0 | 4136.000 | -0.25 | 2024-09-18 |
| IOVA240920P00010000 | IOVA | PUT | Long | 10.00 | None | $-1.23 | -0.91 | $-0.52 | -0.05 | -0.11 | 1.35 | 0.12 | 9.92 | 10.44 | -1.23 | $-123.00 | 135.00 | 39 | 287.0 | 4143.000 | -0.52 | 2024-09-17 |
| IOVA240920P00010000 | IOVA | PUT | Long | 10.00 | None | $-0.99 | -0.73 | $0.11 | 0.01 | -0.35 | 1.35 | 0.36 | 9.92 | 9.81 | -0.99 | $-99.00 | 135.00 | 38 | 524.0 | 3637.000 | 0.11 | 2024-09-16 |
| IOVA240920P00010000 | IOVA | PUT | Long | 10.00 | None | $-1.12 | -0.83 | $-0.42 | -0.04 | -0.22 | 1.35 | 0.23 | 9.92 | 10.34 | -1.12 | $-112.00 | 135.00 | 36 | 108.0 | 3650.000 | -0.42 | 2024-09-14 |
| IOVA240920P00010000 | IOVA | PUT | Long | 10.00 | None | $-1.12 | -0.83 | $-0.42 | -0.04 | -0.31 | 1.35 | 0.23 | 9.92 | 10.34 | -1.12 | $-112.00 | 135.00 | 35 | 108.0 | 3650.000 | -0.42 | 2024-09-13 |
| IOVA240920P00010000 | IOVA | PUT | Long | 10.00 | None | $-0.70 | -0.52 | $0.46 | 0.05 | -0.04 | 1.35 | 0.65 | 9.92 | 9.46 | -0.70 | $-70.00 | 135.00 | 34 | 4.0 | 3625.000 | 0.46 | 2024-09-12 |
| IOVA240920P00010000 | IOVA | PUT | Long | 10.00 | None | $-0.51 | -0.38 | $0.57 | 0.06 | -0.26 | 1.35 | 0.84 | 9.92 | 9.35 | -0.51 | $-51.00 | 135.00 | 33 | 10.0 | 3615.000 | 0.57 | 2024-09-11 |
| IOVA240920P00010000 | IOVA | PUT | Long | 10.00 | None | $-0.45 | -0.33 | $0.74 | 0.07 | -0.06 | 1.35 | 0.90 | 9.92 | 9.18 | -0.45 | $-45.00 | 135.00 | 32 | 3.0 | 3613.000 | 0.74 | 2024-09-10 |
| IOVA240920P00010000 | IOVA | PUT | Long | 10.00 | None | $-0.65 | -0.48 | $0.06 | 0.01 | -0.05 | 1.35 | 0.70 | 9.92 | 9.86 | -0.65 | $-65.00 | 135.00 | 31 | 19.0 | 3608.000 | 0.06 | 2024-09-09 |
| IOVA240920P00010000 | IOVA | PUT | Long | 10.00 | None | $-0.68 | -0.50 | $-0.09 | -0.01 | -0.13 | 1.35 | 0.67 | 9.92 | 10.01 | -0.68 | $-68.00 | 135.00 | 30 | 814.0 | 4291.000 | -0.09 | 2024-09-08 |
| IOVA240920P00010000 | IOVA | PUT | Long | 10.00 | None | $-0.68 | -0.50 | $-0.09 | -0.01 | -0.09 | 1.35 | 0.67 | 9.92 | 10.01 | -0.68 | $-68.00 | 135.00 | 28 | 814.0 | 4291.000 | -0.09 | 2024-09-06 |
| IOVA240920P00010000 | IOVA | PUT | Long | 10.00 | None | $-0.90 | -0.67 | $-0.54 | -0.05 | -0.22 | 1.35 | 0.45 | 9.92 | 10.46 | -0.90 | $-90.00 | 135.00 | 27 | 94.0 | 4376.000 | -0.54 | 2024-09-05 |
| IOVA240920P00010000 | IOVA | PUT | Long | 10.00 | None | $-0.85 | -0.63 | $-0.56 | -0.06 | -0.18 | 1.35 | 0.50 | 9.92 | 10.48 | -0.85 | $-85.00 | 135.00 | 26 | 107.0 | 4414.000 | -0.56 | 2024-09-04 |
| IOVA240920P00010000 | IOVA | PUT | Long | 10.00 | None | $-1.15 | -0.85 | $-1.74 | -0.18 | -0.14 | 1.35 | 0.20 | 9.92 | 11.66 | -1.15 | $-115.00 | 135.00 | 22 | 11.0 | 4311.000 | -1.74 | 2024-08-31 |
| IOVA240920P00010000 | IOVA | PUT | Long | 10.00 | None | $-1.15 | -0.85 | $-1.74 | -0.18 | -0.18 | 1.35 | 0.20 | 9.92 | 11.66 | -1.15 | $-115.00 | 135.00 | 21 | 11.0 | 4311.000 | -1.74 | 2024-08-30 |
| IOVA240920P00010000 | IOVA | PUT | Long | 10.00 | None | $-1.10 | -0.81 | $-1.46 | -0.15 | -0.17 | 1.35 | 0.25 | 9.92 | 11.38 | -1.10 | $-110.00 | 135.00 | 20 | 37.0 | 4297.000 | -1.46 | 2024-08-29 |
| IOVA240920P00010000 | IOVA | PUT | Long | 10.00 | None | $-1.00 | -0.74 | $-1.41 | -0.14 | -0.17 | 1.35 | 0.35 | 9.92 | 11.33 | -1.00 | $-100.00 | 135.00 | 19 | 3.0 | 4296.000 | -1.41 | 2024-08-28 |
| IOVA240920P00010000 | IOVA | PUT | Long | 10.00 | None | $-1.10 | -0.81 | $-1.99 | -0.20 | -0.68 | 1.35 | 0.25 | 9.92 | 11.91 | -1.10 | $-110.00 | 135.00 | 18 | 64.0 | 4284.000 | -1.99 | 2024-08-27 |
| IOVA240920P00010000 | IOVA | PUT | Long | 10.00 | None | $-1.10 | -0.81 | $-1.98 | -0.20 | -0.19 | 1.35 | 0.25 | 9.92 | 11.90 | -1.10 | $-110.00 | 135.00 | 17 | 64.0 | 4233.000 | -1.98 | 2024-08-26 |
| IOVA240920P00010000 | IOVA | PUT | Long | 10.00 | None | $-1.08 | -0.80 | $-1.95 | -0.20 | -0.03 | 1.35 | 0.27 | 9.92 | 11.87 | -1.08 | $-108.00 | 135.00 | 16 | 118.0 | 4226.000 | -1.95 | 2024-08-25 |
| IOVA240920P00010000 | IOVA | PUT | Long | 10.00 | None | $-1.08 | -0.80 | $-1.95 | -0.20 | -0.05 | 1.35 | 0.27 | 9.92 | 11.87 | -1.08 | $-108.00 | 135.00 | 15 | 118.0 | 4226.000 | -1.95 | 2024-08-24 |
| IOVA240920P00010000 | IOVA | PUT | Long | 10.00 | None | $-1.08 | -0.80 | $-1.95 | -0.20 | -0.14 | 1.35 | 0.27 | 9.92 | 11.87 | -1.08 | $-108.00 | 135.00 | 14 | 118.0 | 4226.000 | -1.95 | 2024-08-23 |
| IOVA240920P00010000 | IOVA | PUT | Long | 10.00 | None | $-1.00 | -0.74 | $-1.70 | -0.17 | -0.18 | 1.35 | 0.35 | 9.92 | 11.62 | -1.00 | $-100.00 | 135.00 | 13 | 111.0 | 4129.000 | -1.70 | 2024-08-22 |
| IOVA240920P00010000 | IOVA | PUT | Long | 10.00 | None | $-0.97 | -0.72 | $-1.91 | -0.19 | -0.10 | 1.35 | 0.38 | 9.92 | 11.83 | -0.97 | $-97.00 | 135.00 | 12 | 173.0 | 4259.000 | -1.91 | 2024-08-21 |
| IOVA240920P00010000 | IOVA | PUT | Long | 10.00 | None | $-0.81 | -0.60 | $-1.37 | -0.14 | -0.12 | 1.35 | 0.54 | 9.92 | 11.29 | -0.81 | $-81.00 | 135.00 | 11 | 773.0 | 3509.000 | -1.37 | 2024-08-20 |
| IOVA240920P00010000 | IOVA | PUT | Long | 10.00 | None | $-0.71 | -0.53 | $-1.27 | -0.13 | -0.13 | 1.35 | 0.64 | 9.92 | 11.19 | -0.71 | $-71.00 | 135.00 | 10 | 14.0 | 3496.000 | -1.27 | 2024-08-19 |
| IOVA240920P00010000 | IOVA | PUT | Long | 10.00 | None | $-0.55 | -0.41 | $-0.58 | -0.06 | -0.08 | 1.35 | 0.80 | 9.92 | 10.50 | -0.55 | $-55.00 | 135.00 | 9 | 75.0 | 3421.000 | -0.58 | 2024-08-18 |
| IOVA240920P00010000 | IOVA | PUT | Long | 10.00 | None | $-0.55 | -0.41 | $-0.58 | -0.06 | -0.09 | 1.35 | 0.80 | 9.92 | 10.50 | -0.55 | $-55.00 | 135.00 | 8 | 75.0 | 3421.000 | -0.58 | 2024-08-17 |
| IOVA240920P00010000 | IOVA | PUT | Long | 10.00 | None | $-0.58 | -0.43 | $-0.58 | -0.06 | -0.14 | 1.35 | 0.77 | 9.92 | 10.50 | -0.58 | $-58.00 | 135.00 | 7 | 69.0 | 3421.000 | -0.58 | 2024-08-16 |
| IOVA240920P00010000 | IOVA | PUT | Long | 10.00 | None | $-0.53 | -0.39 | $-0.75 | -0.08 | 0.07 | 1.35 | 0.82 | 9.92 | 10.67 | -0.53 | $-53.00 | 135.00 | 6 | 88.0 | 3371.000 | -0.75 | 2024-08-15 |
| IOVA240920P00010000 | IOVA | PUT | Long | 10.00 | None | $-0.25 | -0.19 | $-0.19 | -0.02 | -0.07 | 1.35 | 1.10 | 9.92 | 10.11 | -0.25 | $-25.00 | 135.00 | 5 | 131.0 | 3306.000 | -0.19 | 2024-08-14 |
| IOVA240920P00010000 | IOVA | PUT | Long | 10.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.04; Exit EQ PnL: -0.31 | $-0.43 | -0.32 | $-0.82 | -0.08 | -0.03 | 1.35 | 0.92 | 9.92 | 10.74 | -0.43 | $-43.00 | 135.00 | 4 | 37.0 | 3289.000 | -0.82 | 2024-08-13 |
| IOVA240920P00010000 | IOVA | PUT | Long | 10.00 | None | $0.04 | 0.03 | $-0.17 | -0.02 | 0.09 | 1.35 | 1.39 | 9.92 | 10.09 | 0.04 | $4.00 | 135.00 | 3 | 24.0 | 3279.000 | -0.17 | 2024-08-12 |
| IOVA240920P00010000 | IOVA | PUT | Long | 10.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 1.35 | 1.35 | 9.92 | 9.92 | 0.00 | $0.00 | 135.00 | 0 | 774.0 | 3490.000 | -0.00 | 2024-08-09 |