| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-20 | LI | LI240621C00021000 | 21.00 | 239.0 | 6.000 | 0.701 | 0.283 | 0.7 | 0.6 | 0.000 | 1.590 | 1.530 | 1.80 | 20.99 | 2024-06-21 | CALL | Long | 0.404 | 0.425 | -0.128 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LI240621C00021000 | LI | CALL | Long | 21.00 | None | $-1.97 | -0.98 | $-3.36 | -0.15 | 0.73 | 2.00 | 0.03 | 21.71 | 18.35 | -1.97 | $-197.00 | 200.00 | 29 | 3.0 | 3823.000 | -3.36 | 2024-06-18 |
| LI240621C00021000 | LI | CALL | Long | 21.00 | None | $-1.97 | -0.98 | $-3.27 | -0.15 | 0.69 | 2.00 | 0.03 | 21.71 | 18.44 | -1.97 | $-197.00 | 200.00 | 28 | 197.0 | 3915.000 | -3.27 | 2024-06-17 |
| LI240621C00021000 | LI | CALL | Long | 21.00 | None | $-1.94 | -0.97 | $-2.91 | -0.13 | 0.55 | 2.00 | 0.06 | 21.71 | 18.80 | -1.94 | $-194.00 | 200.00 | 25 | 39.0 | 3913.000 | -2.91 | 2024-06-14 |
| LI240621C00021000 | LI | CALL | Long | 21.00 | None | $-1.85 | -0.92 | $-2.27 | -0.10 | 0.52 | 2.00 | 0.15 | 21.71 | 19.44 | -1.85 | $-185.00 | 200.00 | 24 | 2964.0 | 1304.000 | -2.27 | 2024-06-13 |
| LI240621C00021000 | LI | CALL | Long | 21.00 | None | $-1.86 | -0.93 | $-2.74 | -0.13 | 0.57 | 2.00 | 0.14 | 21.71 | 18.97 | -1.86 | $-186.00 | 200.00 | 23 | 30.0 | 1296.000 | -2.74 | 2024-06-12 |
| LI240621C00021000 | LI | CALL | Long | 21.00 | None | $-1.84 | -0.92 | $-2.63 | -0.12 | 0.56 | 2.00 | 0.16 | 21.71 | 19.08 | -1.84 | $-184.00 | 200.00 | 22 | 550.0 | 1253.000 | -2.63 | 2024-06-11 |
| LI240621C00021000 | LI | CALL | Long | 21.00 | None | $-1.72 | -0.86 | $-2.25 | -0.10 | 0.54 | 2.00 | 0.28 | 21.71 | 19.46 | -1.72 | $-172.00 | 200.00 | 21 | 80.0 | 1230.000 | -2.25 | 2024-06-10 |
| LI240621C00021000 | LI | CALL | Long | 21.00 | None | $-1.56 | -0.78 | $-1.63 | -0.08 | 0.55 | 2.00 | 0.44 | 21.71 | 20.08 | -1.56 | $-156.00 | 200.00 | 20 | 80.0 | 1173.000 | -1.63 | 2024-06-09 |
| LI240621C00021000 | LI | CALL | Long | 21.00 | None | $-1.56 | -0.78 | $-1.63 | -0.08 | 0.50 | 2.00 | 0.44 | 21.71 | 20.08 | -1.56 | $-156.00 | 200.00 | 18 | 80.0 | 1173.000 | -1.63 | 2024-06-07 |
| LI240621C00021000 | LI | CALL | Long | 21.00 | None | $-1.51 | -0.76 | $-1.88 | -0.09 | 0.54 | 2.00 | 0.49 | 21.71 | 19.83 | -1.51 | $-151.00 | 200.00 | 17 | 30.0 | 1187.000 | -1.88 | 2024-06-06 |
| LI240621C00021000 | LI | CALL | Long | 21.00 | None | $-1.39 | -0.70 | $-1.60 | -0.07 | 0.56 | 2.00 | 0.61 | 21.71 | 20.11 | -1.39 | $-139.00 | 200.00 | 16 | 76.0 | 1179.000 | -1.60 | 2024-06-05 |
| LI240621C00021000 | LI | CALL | Long | 21.00 | None | $-1.32 | -0.66 | $-1.67 | -0.08 | 0.58 | 2.00 | 0.68 | 21.71 | 20.04 | -1.32 | $-132.00 | 200.00 | 15 | 27.0 | 1144.000 | -1.67 | 2024-06-04 |
| LI240621C00021000 | LI | CALL | Long | 21.00 | None | $-1.26 | -0.63 | $-1.27 | -0.06 | 0.55 | 2.00 | 0.74 | 21.71 | 20.44 | -1.26 | $-126.00 | 200.00 | 14 | 636.0 | 607.000 | -1.27 | 2024-06-03 |
| LI240621C00021000 | LI | CALL | Long | 21.00 | None | $-1.22 | -0.61 | $-1.47 | -0.07 | 0.55 | 2.00 | 0.78 | 21.71 | 20.24 | -1.22 | $-122.00 | 200.00 | 11 | 51.0 | 617.000 | -1.47 | 2024-05-31 |
| LI240621C00021000 | LI | CALL | Long | 21.00 | None | $-0.84 | -0.42 | $-0.96 | -0.04 | 0.57 | 2.00 | 1.16 | 21.71 | 20.75 | -0.84 | $-84.00 | 200.00 | 10 | 66.0 | 593.000 | -0.96 | 2024-05-30 |
| LI240621C00021000 | LI | CALL | Long | 21.00 | None | $-1.15 | -0.58 | $-1.55 | -0.07 | 0.58 | 2.00 | 0.85 | 21.71 | 20.16 | -1.15 | $-115.00 | 200.00 | 9 | 30.0 | 589.000 | -1.55 | 2024-05-29 |
| LI240621C00021000 | LI | CALL | Long | 21.00 | None | $-1.09 | -0.54 | $-1.33 | -0.06 | 0.60 | 2.00 | 0.91 | 21.71 | 20.38 | -1.09 | $-109.00 | 200.00 | 8 | 29.0 | 592.000 | -1.33 | 2024-05-28 |
| LI240621C00021000 | LI | CALL | Long | 21.00 | None | $-1.03 | -0.52 | $-1.40 | -0.06 | 0.61 | 2.00 | 0.97 | 21.71 | 20.31 | -1.03 | $-103.00 | 200.00 | 7 | 108.0 | 575.000 | -1.40 | 2024-05-27 |
| LI240621C00021000 | LI | CALL | Long | 21.00 | None | $-1.03 | -0.52 | $-1.40 | -0.06 | 0.56 | 2.00 | 0.97 | 21.71 | 20.31 | -1.03 | $-103.00 | 200.00 | 4 | 108.0 | 575.000 | -1.40 | 2024-05-24 |
| LI240621C00021000 | LI | CALL | Long | 21.00 | None | $-1.30 | -0.65 | $-2.13 | -0.10 | 0.57 | 2.00 | 0.70 | 21.71 | 19.58 | -1.30 | $-130.00 | 200.00 | 3 | 145.0 | 534.000 | -2.13 | 2024-05-23 |
| LI240621C00021000 | LI | CALL | Long | 21.00 | None | $-0.69 | -0.34 | $-0.94 | -0.04 | 0.58 | 2.00 | 1.31 | 21.71 | 20.77 | -0.69 | $-69.00 | 200.00 | 2 | 38.0 | 577.000 | -0.94 | 2024-05-22 |
| LI240621C00021000 | LI | CALL | Long | 21.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.70 | $-0.41 | -0.20 | $-0.75 | -0.03 | 0.61 | 2.00 | 1.59 | 21.71 | 20.96 | -0.41 | $-41.00 | 200.00 | 1 | 460.0 | 323.000 | -0.75 | 2024-05-21 |
| LI240621C00021000 | LI | CALL | Long | 21.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 2.00 | 2.00 | 21.71 | 21.71 | 0.00 | $0.00 | 200.00 | 0 | 586.0 | 0.000 | 0.00 | 2024-05-20 |