| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-08-28 | LI | LI240927C00018000 | 18.00 | 33.0 | 1.000 | 0.571 | 0.244 | 0.4 | 0.5 | 0.010 | 0.950 | 1.090 | 1.11 | 17.80 | 2024-09-27 | CALL | Long | 0.222 | 0.285 | -0.161 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LI240927C00018000 | LI | CALL | Long | 18.00 | None | $1.99 | 1.79 | $7.57 | 0.43 | 2.80 | 1.11 | 3.10 | 17.80 | 25.37 | 1.99 | $199.00 | 111.00 | 29 | 1.0 | 14.000 | 7.57 | 2024-09-26 |
| LI240927C00018000 | LI | CALL | Long | 18.00 | None | $1.99 | 1.79 | $5.97 | 0.34 | 2.34 | 1.11 | 3.10 | 17.80 | 23.77 | 1.99 | $199.00 | 111.00 | 28 | 1.0 | 14.000 | 5.97 | 2024-09-25 |
| LI240927C00018000 | LI | CALL | Long | 18.00 | None | $1.99 | 1.79 | $6.92 | 0.39 | -0.57 | 1.11 | 3.10 | 17.80 | 24.72 | 1.99 | $199.00 | 111.00 | 27 | 1.0 | 14.000 | 6.92 | 2024-09-24 |
| LI240927C00018000 | LI | CALL | Long | 18.00 | None | $1.99 | 1.79 | $4.40 | 0.25 | 0.38 | 1.11 | 3.10 | 17.80 | 22.20 | 1.99 | $199.00 | 111.00 | 26 | 1.0 | 14.000 | 4.40 | 2024-09-23 |
| LI240927C00018000 | LI | CALL | Long | 18.00 | None | $1.99 | 1.79 | $3.74 | 0.21 | -0.57 | 1.11 | 3.10 | 17.80 | 21.54 | 1.99 | $199.00 | 111.00 | 25 | 1.0 | 0.000 | 3.74 | 2024-09-22 |
| LI240927C00018000 | LI | CALL | Long | 18.00 | None | $1.99 | 1.79 | $3.74 | 0.21 | -0.01 | 1.11 | 3.10 | 17.80 | 21.54 | 1.99 | $199.00 | 111.00 | 23 | 1.0 | 14.000 | 3.74 | 2024-09-20 |
| LI240927C00018000 | LI | CALL | Long | 18.00 | None | $1.99 | 1.79 | $3.47 | 0.19 | 0.18 | 1.11 | 3.10 | 17.80 | 21.27 | 1.99 | $199.00 | 111.00 | 22 | 1.0 | 15.000 | 3.47 | 2024-09-19 |
| LI240927C00018000 | LI | CALL | Long | 18.00 | None | $2.10 | 1.89 | $2.96 | 0.17 | 0.17 | 1.11 | 3.21 | 17.80 | 20.76 | 2.10 | $210.00 | 111.00 | 21 | 4.0 | 15.000 | 2.96 | 2024-09-18 |
| LI240927C00018000 | LI | CALL | Long | 18.00 | None | $2.10 | 1.89 | $3.59 | 0.20 | 0.01 | 1.11 | 3.21 | 17.80 | 21.39 | 2.10 | $210.00 | 111.00 | 20 | 4.0 | 16.000 | 3.59 | 2024-09-17 |
| LI240927C00018000 | LI | CALL | Long | 18.00 | None | $0.29 | 0.26 | $1.25 | 0.07 | 0.01 | 1.11 | 1.40 | 17.80 | 19.05 | 0.29 | $29.00 | 111.00 | 19 | 2.0 | 16.000 | 1.25 | 2024-09-16 |
| LI240927C00018000 | LI | CALL | Long | 18.00 | None | $0.29 | 0.26 | $1.32 | 0.07 | 0.20 | 1.11 | 1.40 | 17.80 | 19.12 | 0.29 | $29.00 | 111.00 | 17 | 2.0 | 17.000 | 1.32 | 2024-09-14 |
| LI240927C00018000 | LI | CALL | Long | 18.00 | None | $0.29 | 0.26 | $1.32 | 0.07 | -0.04 | 1.11 | 1.40 | 17.80 | 19.12 | 0.29 | $29.00 | 111.00 | 16 | 2.0 | 17.000 | 1.32 | 2024-09-13 |
| LI240927C00018000 | LI | CALL | Long | 18.00 | None | $0.29 | 0.26 | $1.08 | 0.06 | 0.02 | 1.11 | 1.40 | 17.80 | 18.88 | 0.29 | $29.00 | 111.00 | 15 | 1.0 | 17.000 | 1.08 | 2024-09-12 |
| LI240927C00018000 | LI | CALL | Long | 18.00 | None | $1.11 | 1.00 | $1.78 | 0.10 | 0.04 | 1.11 | 2.22 | 17.80 | 19.58 | 1.11 | $111.00 | 111.00 | 14 | 1.0 | 17.000 | 1.78 | 2024-09-11 |
| LI240927C00018000 | LI | CALL | Long | 18.00 | None | $1.11 | 1.00 | $1.80 | 0.10 | 0.26 | 1.11 | 2.22 | 17.80 | 19.60 | 1.11 | $111.00 | 111.00 | 13 | 1.0 | 16.000 | 1.80 | 2024-09-10 |
| LI240927C00018000 | LI | CALL | Long | 18.00 | None | $-0.06 | -0.05 | $1.07 | 0.06 | -0.02 | 1.11 | 1.05 | 17.80 | 18.87 | -0.06 | $-6.00 | 111.00 | 12 | 10.0 | 10.000 | 1.07 | 2024-09-09 |
| LI240927C00018000 | LI | CALL | Long | 18.00 | None | $-0.01 | -0.01 | $0.51 | 0.03 | -0.01 | 1.11 | 1.10 | 17.80 | 18.31 | -0.01 | $-1.00 | 111.00 | 11 | 5.0 | 5.000 | 0.51 | 2024-09-08 |
| LI240927C00018000 | LI | CALL | Long | 18.00 | None | $-0.01 | -0.01 | $0.51 | 0.03 | -0.05 | 1.11 | 1.10 | 17.80 | 18.31 | -0.01 | $-1.00 | 111.00 | 9 | 3.0 | 5.000 | 0.51 | 2024-09-06 |
| LI240927C00018000 | LI | CALL | Long | 18.00 | None | $0.92 | 0.83 | $1.06 | 0.06 | -0.02 | 1.11 | 2.03 | 17.80 | 18.86 | 0.92 | $92.00 | 111.00 | 8 | 2.0 | 5.000 | 1.06 | 2024-09-05 |
| LI240927C00018000 | LI | CALL | Long | 18.00 | None | $0.92 | 0.83 | $0.97 | 0.05 | -0.04 | 1.11 | 2.03 | 17.80 | 18.77 | 0.92 | $92.00 | 111.00 | 7 | 2.0 | 5.000 | 0.97 | 2024-09-04 |
| LI240927C00018000 | LI | CALL | Long | 18.00 | None | $0.92 | 0.83 | $1.66 | 0.09 | 0.10 | 1.11 | 2.03 | 17.80 | 19.46 | 0.92 | $92.00 | 111.00 | 3 | 2.0 | 6.000 | 1.66 | 2024-08-31 |
| LI240927C00018000 | LI | CALL | Long | 18.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.92 | 0.83 | $1.66 | 0.09 | 0.06 | 1.11 | 2.03 | 17.80 | 19.46 | 0.92 | $92.00 | 111.00 | 2 | 2.0 | 6.000 | 1.66 | 2024-08-30 |
| LI240927C00018000 | LI | CALL | Long | 18.00 | None | $1.01 | 0.91 | $1.89 | 0.11 | -0.00 | 1.11 | 2.12 | 17.80 | 19.69 | 1.01 | $101.00 | 111.00 | 1 | 30.0 | 34.000 | 1.89 | 2024-08-29 |
| LI240927C00018000 | LI | CALL | Long | 18.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 1.11 | 1.11 | 17.80 | 17.80 | 0.00 | $0.00 | 111.00 | 0 | 33.0 | 1.000 | 0.00 | 2024-08-28 |