| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-02-08 | LITE | LITE240315C00050000 | 50.00 | 530.0 | 150.000 | 0.433 | 0.243 | 0.6 | 2.5 | 0.020 | 1.530 | 3.480 | 1.58 | 47.85 | 2024-03-15 | CALL | Long | 0.187 | 0.323 | -0.224 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LITE240315C00050000 | LITE | CALL | Long | 50.00 | None | $-0.98 | -0.93 | $0.67 | 0.01 | 0.11 | 1.05 | 0.07 | 45.58 | 46.25 | -0.98 | $-98.00 | 105.00 | 35 | 2.0 | 809.000 | 0.67 | 2024-03-14 |
| LITE240315C00050000 | LITE | CALL | Long | 50.00 | None | $-0.98 | -0.93 | $1.48 | 0.03 | 0.21 | 1.05 | 0.07 | 45.58 | 47.06 | -0.98 | $-98.00 | 105.00 | 34 | 2.0 | 811.000 | 1.48 | 2024-03-13 |
| LITE240315C00050000 | LITE | CALL | Long | 50.00 | None | $-0.95 | -0.90 | $1.30 | 0.03 | 0.08 | 1.05 | 0.10 | 45.58 | 46.88 | -0.95 | $-95.00 | 105.00 | 33 | 1.0 | 810.000 | 1.30 | 2024-03-12 |
| LITE240315C00050000 | LITE | CALL | Long | 50.00 | None | $-0.78 | -0.74 | $1.29 | 0.03 | 0.09 | 1.05 | 0.27 | 45.58 | 46.87 | -0.78 | $-78.00 | 105.00 | 32 | 4.0 | 809.000 | 1.29 | 2024-03-11 |
| LITE240315C00050000 | LITE | CALL | Long | 50.00 | None | $-0.45 | -0.43 | $2.10 | 0.05 | 0.05 | 1.05 | 0.60 | 45.58 | 47.68 | -0.45 | $-45.00 | 105.00 | 29 | 27.0 | 799.000 | 2.10 | 2024-03-08 |
| LITE240315C00050000 | LITE | CALL | Long | 50.00 | None | $-0.10 | -0.10 | $3.28 | 0.07 | 0.05 | 1.05 | 0.95 | 45.58 | 48.86 | -0.10 | $-10.00 | 105.00 | 28 | 25.0 | 811.000 | 3.28 | 2024-03-07 |
| LITE240315C00050000 | LITE | CALL | Long | 50.00 | None | $1.30 | 1.24 | $4.75 | 0.10 | 0.07 | 1.05 | 2.35 | 45.58 | 50.33 | 1.30 | $130.00 | 105.00 | 27 | 1.0 | 812.000 | 4.75 | 2024-03-06 |
| LITE240315C00050000 | LITE | CALL | Long | 50.00 | None | $1.00 | 0.95 | $5.31 | 0.12 | 0.07 | 1.05 | 2.05 | 45.58 | 50.89 | 1.00 | $100.00 | 105.00 | 26 | 1.0 | 811.000 | 5.31 | 2024-03-05 |
| LITE240315C00050000 | LITE | CALL | Long | 50.00 | None | $1.31 | 1.25 | $5.18 | 0.11 | -0.46 | 1.05 | 2.36 | 45.58 | 50.76 | 1.31 | $131.00 | 105.00 | 25 | 12.0 | 0.000 | 5.18 | 2024-03-04 |
| LITE240315C00050000 | LITE | CALL | Long | 50.00 | None | $1.00 | 0.95 | $4.91 | 0.11 | 0.06 | 1.05 | 2.05 | 45.58 | 50.49 | 1.00 | $100.00 | 105.00 | 24 | 234.0 | 660.000 | 4.91 | 2024-03-03 |
| LITE240315C00050000 | LITE | CALL | Long | 50.00 | None | $1.00 | 0.95 | $4.91 | 0.11 | 0.06 | 1.05 | 2.05 | 45.58 | 50.49 | 1.00 | $100.00 | 105.00 | 23 | 234.0 | 660.000 | 4.91 | 2024-03-02 |
| LITE240315C00050000 | LITE | CALL | Long | 50.00 | None | $0.55 | 0.52 | $4.18 | 0.09 | 0.01 | 1.05 | 1.60 | 45.58 | 49.76 | 0.55 | $55.00 | 105.00 | 22 | 47.0 | 660.000 | 4.18 | 2024-03-01 |
| LITE240315C00050000 | LITE | CALL | Long | 50.00 | None | $0.00 | 0.00 | $2.89 | 0.06 | -0.03 | 1.05 | 1.05 | 45.58 | 48.47 | 0.00 | $0.00 | 105.00 | 21 | 22.0 | 642.000 | 2.89 | 2024-02-29 |
| LITE240315C00050000 | LITE | CALL | Long | 50.00 | None | $-0.35 | -0.33 | $1.59 | 0.03 | -0.01 | 1.05 | 0.70 | 45.58 | 47.17 | -0.35 | $-35.00 | 105.00 | 20 | 69.0 | 636.000 | 1.59 | 2024-02-28 |
| LITE240315C00050000 | LITE | CALL | Long | 50.00 | None | $0.15 | 0.14 | $2.81 | 0.06 | -0.03 | 1.05 | 1.20 | 45.58 | 48.39 | 0.15 | $15.00 | 105.00 | 19 | 13.0 | 633.000 | 2.81 | 2024-02-27 |
| LITE240315C00050000 | LITE | CALL | Long | 50.00 | None | $0.80 | 0.76 | $3.84 | 0.08 | -0.02 | 1.05 | 1.85 | 45.58 | 49.42 | 0.80 | $80.00 | 105.00 | 18 | 11.0 | 634.000 | 3.84 | 2024-02-26 |
| LITE240315C00050000 | LITE | CALL | Long | 50.00 | None | $0.40 | 0.38 | $3.50 | 0.08 | -0.01 | 1.05 | 1.45 | 45.58 | 49.08 | 0.40 | $40.00 | 105.00 | 17 | 64.0 | 636.000 | 3.50 | 2024-02-25 |
| LITE240315C00050000 | LITE | CALL | Long | 50.00 | None | $0.40 | 0.38 | $3.50 | 0.08 | -0.04 | 1.05 | 1.45 | 45.58 | 49.08 | 0.40 | $40.00 | 105.00 | 15 | 64.0 | 636.000 | 3.50 | 2024-02-23 |
| LITE240315C00050000 | LITE | CALL | Long | 50.00 | None | $0.85 | 0.81 | $4.54 | 0.10 | -0.01 | 1.05 | 1.90 | 45.58 | 50.12 | 0.85 | $85.00 | 105.00 | 14 | 63.0 | 619.000 | 4.54 | 2024-02-22 |
| LITE240315C00050000 | LITE | CALL | Long | 50.00 | None | $0.30 | 0.29 | $2.43 | 0.05 | -0.01 | 1.05 | 1.35 | 45.58 | 48.01 | 0.30 | $30.00 | 105.00 | 13 | 105.0 | 646.000 | 2.43 | 2024-02-21 |
| LITE240315C00050000 | LITE | CALL | Long | 50.00 | None | $0.82 | 0.78 | $3.75 | 0.08 | -0.01 | 1.05 | 1.87 | 45.58 | 49.33 | 0.82 | $82.00 | 105.00 | 12 | 48.0 | 648.000 | 3.75 | 2024-02-20 |
| LITE240315C00050000 | LITE | CALL | Long | 50.00 | None | $1.70 | 1.62 | $4.19 | 0.09 | 0.03 | 1.05 | 2.75 | 45.58 | 49.77 | 1.70 | $170.00 | 105.00 | 11 | 25.0 | 640.000 | 4.19 | 2024-02-19 |
| LITE240315C00050000 | LITE | CALL | Long | 50.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $1.55 | 1.48 | $4.63 | 0.10 | -0.03 | 1.05 | 2.60 | 45.58 | 50.21 | 1.55 | $155.00 | 105.00 | 1 | 113.0 | 599.000 | 4.63 | 2024-02-09 |
| LITE240315C00050000 | LITE | CALL | Long | 50.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 1.05 | 1.05 | 45.58 | 45.58 | 0.00 | $0.00 | 105.00 | 0 | 896.0 | 150.000 | 0.00 | 2024-02-08 |