| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-30 | JBLU | JBLU240830P00007000 | 7.00 | 6.0 | 15.000 | 0.646 | 0.235 | 0.2 | 0.2 | -0.010 | 0.450 | 0.480 | 0.48 | 6.95 | 2024-08-30 | PUT | Long | 0.230 | 0.258 | 0.123 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| JBLU240830P00007000 | JBLU | PUT | Long | 7.00 | None | $0.48 | 0.31 | $0.60 | 0.11 | 2.22 | 1.54 | 2.02 | 5.59 | 4.99 | 0.48 | $48.00 | 154.00 | 23 | 2.0 | 22.000 | 0.60 | 2024-08-29 |
| JBLU240830P00007000 | JBLU | PUT | Long | 7.00 | None | $0.00 | 0.00 | $0.72 | 0.13 | 1.47 | 1.54 | 1.54 | 5.59 | 4.87 | 0.00 | $0.00 | 154.00 | 22 | 5.0 | 22.000 | 0.72 | 2024-08-28 |
| JBLU240830P00007000 | JBLU | PUT | Long | 7.00 | None | $0.00 | 0.00 | $0.71 | 0.13 | -0.84 | 1.54 | 1.54 | 5.59 | 4.88 | 0.00 | $0.00 | 154.00 | 21 | 5.0 | 22.000 | 0.71 | 2024-08-27 |
| JBLU240830P00007000 | JBLU | PUT | Long | 7.00 | None | $0.00 | 0.00 | $0.74 | 0.13 | 1.78 | 1.54 | 1.54 | 5.59 | 4.85 | 0.00 | $0.00 | 154.00 | 20 | 5.0 | 0.000 | 0.74 | 2024-08-26 |
| JBLU240830P00007000 | JBLU | PUT | Long | 7.00 | None | $0.00 | 0.00 | $0.81 | 0.14 | 1.94 | 1.54 | 1.54 | 5.59 | 4.78 | 0.00 | $0.00 | 154.00 | 19 | 5.0 | 22.000 | 0.81 | 2024-08-25 |
| JBLU240830P00007000 | JBLU | PUT | Long | 7.00 | None | $0.00 | 0.00 | $0.81 | 0.14 | 1.73 | 1.54 | 1.54 | 5.59 | 4.78 | 0.00 | $0.00 | 154.00 | 18 | 5.0 | 22.000 | 0.81 | 2024-08-24 |
| JBLU240830P00007000 | JBLU | PUT | Long | 7.00 | None | $0.00 | 0.00 | $0.81 | 0.14 | 1.26 | 1.54 | 1.54 | 5.59 | 4.78 | 0.00 | $0.00 | 154.00 | 17 | 5.0 | 22.000 | 0.81 | 2024-08-23 |
| JBLU240830P00007000 | JBLU | PUT | Long | 7.00 | None | $0.00 | 0.00 | $0.85 | 0.15 | 0.94 | 1.54 | 1.54 | 5.59 | 4.74 | 0.00 | $0.00 | 154.00 | 16 | 5.0 | 22.000 | 0.85 | 2024-08-22 |
| JBLU240830P00007000 | JBLU | PUT | Long | 7.00 | None | $0.00 | 0.00 | $0.82 | 0.15 | 0.47 | 1.54 | 1.54 | 5.59 | 4.77 | 0.00 | $0.00 | 154.00 | 15 | 5.0 | 22.000 | 0.82 | 2024-08-21 |
| JBLU240830P00007000 | JBLU | PUT | Long | 7.00 | None | $0.00 | 0.00 | $0.82 | 0.15 | 0.61 | 1.54 | 1.54 | 5.59 | 4.77 | 0.00 | $0.00 | 154.00 | 14 | 5.0 | 22.000 | 0.82 | 2024-08-20 |
| JBLU240830P00007000 | JBLU | PUT | Long | 7.00 | None | $0.00 | 0.00 | $0.79 | 0.14 | 0.95 | 1.54 | 1.54 | 5.59 | 4.80 | 0.00 | $0.00 | 154.00 | 13 | 5.0 | 22.000 | 0.79 | 2024-08-19 |
| JBLU240830P00007000 | JBLU | PUT | Long | 7.00 | None | $0.00 | 0.00 | $0.85 | 0.15 | 0.38 | 1.54 | 1.54 | 5.59 | 4.74 | 0.00 | $0.00 | 154.00 | 12 | 5.0 | 22.000 | 0.85 | 2024-08-18 |
| JBLU240830P00007000 | JBLU | PUT | Long | 7.00 | None | $0.00 | 0.00 | $0.85 | 0.15 | 0.34 | 1.54 | 1.54 | 5.59 | 4.74 | 0.00 | $0.00 | 154.00 | 11 | 5.0 | 22.000 | 0.85 | 2024-08-17 |
| JBLU240830P00007000 | JBLU | PUT | Long | 7.00 | None | $0.00 | 0.00 | $0.85 | 0.15 | 1.52 | 1.54 | 1.54 | 5.59 | 4.74 | 0.00 | $0.00 | 154.00 | 10 | 5.0 | 22.000 | 0.85 | 2024-08-16 |
| JBLU240830P00007000 | JBLU | PUT | Long | 7.00 | None | $0.00 | 0.00 | $0.91 | 0.16 | 0.88 | 1.54 | 1.54 | 5.59 | 4.68 | 0.00 | $0.00 | 154.00 | 9 | 5.0 | 22.000 | 0.91 | 2024-08-15 |
| JBLU240830P00007000 | JBLU | PUT | Long | 7.00 | None | $0.00 | 0.00 | $0.98 | 0.18 | 1.00 | 1.54 | 1.54 | 5.59 | 4.61 | 0.00 | $0.00 | 154.00 | 8 | 5.0 | 23.000 | 0.98 | 2024-08-14 |
| JBLU240830P00007000 | JBLU | PUT | Long | 7.00 | None | $0.00 | 0.00 | $1.02 | 0.18 | 0.91 | 1.54 | 1.54 | 5.59 | 4.57 | 0.00 | $0.00 | 154.00 | 7 | 5.0 | 26.000 | 1.02 | 2024-08-13 |
| JBLU240830P00007000 | JBLU | PUT | Long | 7.00 | None | $0.00 | 0.00 | $0.79 | 0.14 | 1.24 | 1.54 | 1.54 | 5.59 | 4.80 | 0.00 | $0.00 | 154.00 | 6 | 5.0 | 26.000 | 0.79 | 2024-08-12 |
| JBLU240830P00007000 | JBLU | PUT | Long | 7.00 | None | $0.00 | 0.00 | $-0.46 | -0.08 | 0.17 | 1.54 | 1.54 | 5.59 | 6.05 | 0.00 | $0.00 | 154.00 | 3 | 5.0 | 26.000 | -0.46 | 2024-08-09 |
| JBLU240830P00007000 | JBLU | PUT | Long | 7.00 | None | $0.00 | 0.00 | $-0.46 | -0.08 | -0.25 | 1.54 | 1.54 | 5.59 | 6.05 | 0.00 | $0.00 | 154.00 | 2 | 5.0 | 26.000 | -0.46 | 2024-08-08 |
| JBLU240830P00007000 | JBLU | PUT | Long | 7.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.29 | $0.00 | 0.00 | $-0.28 | -0.05 | 1.25 | 1.54 | 1.54 | 5.59 | 5.87 | 0.00 | $0.00 | 154.00 | 1 | 5.0 | 26.000 | -0.28 | 2024-08-07 |
| JBLU240830P00007000 | JBLU | PUT | Long | 7.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 1.54 | 1.54 | 5.59 | 5.59 | 0.00 | $0.00 | 154.00 | 0 | 5.0 | 26.000 | -0.00 | 2024-08-06 |