| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-10-04 | JBLU | JBLU241108C00007000 | 7.00 | 6.0 | 9.000 | 0.691 | 0.330 | 0.6 | 0.1 | 0.000 | 0.830 | 0.390 | 0.79 | 7.41 | 2024-11-08 | CALL | Short | 0.369 | 0.392 | 0.142 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| JBLU241108C00007000 | JBLU | CALL | Short | 7.00 | None | $0.84 | 0.99 | $1.25 | 0.17 | 0.31 | 0.85 | 0.01 | 7.30 | 6.05 | 0.84 | $84.00 | 730.00 | 34 | 2.0 | 520.000 | 1.25 | 2024-11-07 |
| JBLU241108C00007000 | JBLU | CALL | Short | 7.00 | None | $0.84 | 0.99 | $1.14 | 0.16 | 0.06 | 0.85 | 0.01 | 7.30 | 6.16 | 0.84 | $84.00 | 730.00 | 33 | 84.0 | 456.000 | 1.14 | 2024-11-06 |
| JBLU241108C00007000 | JBLU | CALL | Short | 7.00 | None | $0.84 | 0.99 | $1.40 | 0.19 | 0.12 | 0.85 | 0.01 | 7.30 | 5.90 | 0.84 | $84.00 | 730.00 | 32 | 8.0 | 458.000 | 1.40 | 2024-11-05 |
| JBLU241108C00007000 | JBLU | CALL | Short | 7.00 | None | $0.84 | 0.99 | $1.59 | 0.22 | 0.18 | 0.85 | 0.01 | 7.30 | 5.71 | 0.84 | $84.00 | 730.00 | 31 | 3.0 | 455.000 | 1.59 | 2024-11-04 |
| JBLU241108C00007000 | JBLU | CALL | Short | 7.00 | None | $0.84 | 0.99 | $1.53 | 0.21 | 0.15 | 0.85 | 0.01 | 7.30 | 5.77 | 0.84 | $84.00 | 730.00 | 28 | 20.0 | 456.000 | 1.53 | 2024-11-01 |
| JBLU241108C00007000 | JBLU | CALL | Short | 7.00 | None | $0.83 | 0.98 | $1.60 | 0.22 | 0.09 | 0.85 | 0.02 | 7.30 | 5.70 | 0.83 | $83.00 | 730.00 | 27 | 26.0 | 454.000 | 1.60 | 2024-10-31 |
| JBLU241108C00007000 | JBLU | CALL | Short | 7.00 | None | $0.83 | 0.98 | $1.67 | 0.23 | 0.17 | 0.85 | 0.02 | 7.30 | 5.63 | 0.83 | $83.00 | 730.00 | 26 | 44.0 | 434.000 | 1.67 | 2024-10-30 |
| JBLU241108C00007000 | JBLU | CALL | Short | 7.00 | None | $0.81 | 0.95 | $1.23 | 0.17 | -0.02 | 0.85 | 0.04 | 7.30 | 6.07 | 0.81 | $81.00 | 730.00 | 25 | 297.0 | 325.000 | 1.23 | 2024-10-29 |
| JBLU241108C00007000 | JBLU | CALL | Short | 7.00 | None | $0.15 | 0.18 | $-0.02 | -0.00 | 0.31 | 0.85 | 0.70 | 7.30 | 7.32 | 0.15 | $15.00 | 730.00 | 24 | 193.0 | 373.000 | -0.02 | 2024-10-28 |
| JBLU241108C00007000 | JBLU | CALL | Short | 7.00 | None | $0.34 | 0.40 | $0.12 | 0.02 | 0.29 | 0.85 | 0.51 | 7.30 | 7.18 | 0.34 | $34.00 | 730.00 | 23 | 101.0 | 294.000 | 0.12 | 2024-10-27 |
| JBLU241108C00007000 | JBLU | CALL | Short | 7.00 | None | $0.34 | 0.40 | $0.12 | 0.02 | 0.25 | 0.85 | 0.51 | 7.30 | 7.18 | 0.34 | $34.00 | 730.00 | 22 | 101.0 | 294.000 | 0.12 | 2024-10-26 |
| JBLU241108C00007000 | JBLU | CALL | Short | 7.00 | None | $0.40 | 0.47 | $0.31 | 0.04 | 0.11 | 0.85 | 0.45 | 7.30 | 6.99 | 0.40 | $40.00 | 730.00 | 20 | 27.0 | 279.000 | 0.31 | 2024-10-24 |
| JBLU241108C00007000 | JBLU | CALL | Short | 7.00 | None | $0.27 | 0.32 | $0.12 | 0.02 | 0.16 | 0.85 | 0.58 | 7.30 | 7.18 | 0.27 | $27.00 | 730.00 | 19 | 127.0 | 162.000 | 0.12 | 2024-10-23 |
| JBLU241108C00007000 | JBLU | CALL | Short | 7.00 | None | $0.13 | 0.15 | $-0.07 | -0.01 | 0.13 | 0.85 | 0.72 | 7.30 | 7.37 | 0.13 | $13.00 | 730.00 | 18 | 25.0 | 159.000 | -0.07 | 2024-10-22 |
| JBLU241108C00007000 | JBLU | CALL | Short | 7.00 | None | $0.04 | 0.05 | $-0.26 | -0.04 | 0.12 | 0.85 | 0.81 | 7.30 | 7.56 | 0.04 | $4.00 | 730.00 | 17 | 10.0 | 162.000 | -0.26 | 2024-10-21 |
| JBLU241108C00007000 | JBLU | CALL | Short | 7.00 | None | $-0.18 | -0.21 | $-0.75 | -0.10 | 1.08 | 0.85 | 1.03 | 7.30 | 8.05 | -0.18 | $-18.00 | 730.00 | 15 | 94.0 | 73.000 | -0.75 | 2024-10-19 |
| JBLU241108C00007000 | JBLU | CALL | Short | 7.00 | None | $0.17 | 0.20 | $-0.59 | -0.08 | -0.16 | 0.85 | 0.68 | 7.30 | 7.89 | 0.17 | $17.00 | 730.00 | 14 | 18.0 | 73.000 | -0.59 | 2024-10-18 |
| JBLU241108C00007000 | JBLU | CALL | Short | 7.00 | None | $0.34 | 0.40 | $0.31 | 0.04 | 0.02 | 0.85 | 0.51 | 7.30 | 6.99 | 0.34 | $34.00 | 730.00 | 12 | 10.0 | 58.000 | 0.31 | 2024-10-16 |
| JBLU241108C00007000 | JBLU | CALL | Short | 7.00 | None | $0.42 | 0.49 | $0.46 | 0.06 | -0.00 | 0.85 | 0.43 | 7.30 | 6.84 | 0.42 | $42.00 | 730.00 | 10 | 29.0 | 40.000 | 0.46 | 2024-10-14 |
| JBLU241108C00007000 | JBLU | CALL | Short | 7.00 | None | $0.45 | 0.53 | $0.58 | 0.08 | -0.02 | 0.85 | 0.40 | 7.30 | 6.72 | 0.45 | $45.00 | 730.00 | 7 | 5.0 | 38.000 | 0.58 | 2024-10-11 |
| JBLU241108C00007000 | JBLU | CALL | Short | 7.00 | None | $0.41 | 0.48 | $0.50 | 0.07 | -0.02 | 0.85 | 0.44 | 7.30 | 6.80 | 0.41 | $41.00 | 730.00 | 6 | 9.0 | 32.000 | 0.50 | 2024-10-10 |
| JBLU241108C00007000 | JBLU | CALL | Short | 7.00 | None | $0.06 | 0.07 | $0.34 | 0.05 | 0.02 | 0.85 | 0.79 | 7.30 | 6.96 | 0.06 | $6.00 | 730.00 | 5 | 1.0 | 32.000 | 0.34 | 2024-10-09 |
| JBLU241108C00007000 | JBLU | CALL | Short | 7.00 | None | $0.06 | 0.07 | $0.07 | 0.01 | -0.00 | 0.85 | 0.79 | 7.30 | 7.23 | 0.06 | $6.00 | 730.00 | 3 | 1.0 | 32.000 | 0.07 | 2024-10-07 |
| JBLU241108C00007000 | JBLU | CALL | Short | 7.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $-0.00 | -0.00 | $-0.00 | -0.00 | 0.04 | 0.85 | 0.85 | 7.30 | 7.30 | -0.00 | $-0.00 | 730.00 | 1 | 26.0 | 9.000 | -0.00 | 2024-10-05 |
| JBLU241108C00007000 | JBLU | CALL | Short | 7.00 | None | $-0.00 | -0.00 | $-0.00 | -0.00 | 0.00 | 0.85 | 0.85 | 7.30 | 7.30 | -0.00 | $-0.00 | 730.00 | 0 | 26.0 | 9.000 | -0.00 | 2024-10-04 |