| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-12-18 | LNTH | LNTH240119C00055000 | 55.00 | 334.0 | 34.000 | 0.568 | 0.368 | 2.5 | 1.8 | 0.040 | 3.660 | 2.910 | 4.50 | 55.56 | 2024-01-19 | CALL | Long | 0.276 | 0.421 | -0.269 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LNTH240119C00055000 | LNTH | CALL | Long | 55.00 | None | $-3.67 | -0.90 | $-0.57 | -0.01 | -0.15 | 4.07 | 0.40 | 55.60 | 55.03 | -3.67 | $-367.00 | 407.00 | 31 | 139.0 | 331.000 | -0.57 | 2024-01-18 |
| LNTH240119C00055000 | LNTH | CALL | Long | 55.00 | None | $-3.17 | -0.78 | $-0.33 | -0.01 | -0.01 | 4.07 | 0.90 | 55.60 | 55.27 | -3.17 | $-317.00 | 407.00 | 30 | 31.0 | 322.000 | -0.33 | 2024-01-17 |
| LNTH240119C00055000 | LNTH | CALL | Long | 55.00 | None | $-2.57 | -0.63 | $0.38 | 0.01 | 0.57 | 4.07 | 1.50 | 55.60 | 55.98 | -2.57 | $-257.00 | 407.00 | 29 | 14.0 | 322.000 | 0.38 | 2024-01-16 |
| LNTH240119C00055000 | LNTH | CALL | Long | 55.00 | None | $-2.57 | -0.63 | $0.64 | 0.01 | -0.18 | 4.07 | 1.50 | 55.60 | 56.24 | -2.57 | $-257.00 | 407.00 | 25 | 14.0 | 313.000 | 0.64 | 2024-01-12 |
| LNTH240119C00055000 | LNTH | CALL | Long | 55.00 | None | $-1.52 | -0.37 | $1.25 | 0.02 | -0.07 | 4.07 | 2.55 | 55.60 | 56.85 | -1.52 | $-152.00 | 407.00 | 24 | 100.0 | 267.000 | 1.25 | 2024-01-11 |
| LNTH240119C00055000 | LNTH | CALL | Long | 55.00 | None | $0.93 | 0.23 | $3.69 | 0.07 | -0.02 | 4.07 | 5.00 | 55.60 | 59.29 | 0.93 | $93.00 | 407.00 | 23 | 7.0 | 269.000 | 3.69 | 2024-01-10 |
| LNTH240119C00055000 | LNTH | CALL | Long | 55.00 | None | $4.22 | 1.04 | $7.47 | 0.13 | 0.11 | 4.07 | 8.29 | 55.60 | 63.07 | 4.22 | $422.00 | 407.00 | 22 | 4.0 | 269.000 | 7.47 | 2024-01-09 |
| LNTH240119C00055000 | LNTH | CALL | Long | 55.00 | None | $6.23 | 1.53 | $9.70 | 0.17 | -0.00 | 4.07 | 10.30 | 55.60 | 65.30 | 6.23 | $623.00 | 407.00 | 21 | 10.0 | 274.000 | 9.70 | 2024-01-08 |
| LNTH240119C00055000 | LNTH | CALL | Long | 55.00 | None | $6.21 | 1.53 | $8.89 | 0.16 | 0.13 | 4.07 | 10.28 | 55.60 | 64.49 | 6.21 | $621.00 | 407.00 | 18 | 4.0 | 277.000 | 8.89 | 2024-01-05 |
| LNTH240119C00055000 | LNTH | CALL | Long | 55.00 | None | $5.93 | 1.46 | $8.73 | 0.16 | -0.57 | 4.07 | 10.00 | 55.60 | 64.33 | 5.93 | $593.00 | 407.00 | 17 | 26.0 | 277.000 | 8.73 | 2024-01-04 |
| LNTH240119C00055000 | LNTH | CALL | Long | 55.00 | None | $4.03 | 0.99 | $7.16 | 0.13 | -0.57 | 4.07 | 8.10 | 55.60 | 62.76 | 4.03 | $403.00 | 407.00 | 16 | 40.0 | 303.000 | 7.16 | 2024-01-03 |
| LNTH240119C00055000 | LNTH | CALL | Long | 55.00 | None | $5.43 | 1.33 | $7.50 | 0.13 | -0.57 | 4.07 | 9.50 | 55.60 | 63.10 | 5.43 | $543.00 | 407.00 | 15 | 3.0 | 327.000 | 7.50 | 2024-01-02 |
| LNTH240119C00055000 | LNTH | CALL | Long | 55.00 | None | $3.42 | 0.84 | $6.40 | 0.12 | 0.06 | 4.07 | 7.49 | 55.60 | 62.00 | 3.42 | $342.00 | 407.00 | 14 | 5.0 | 327.000 | 6.40 | 2024-01-01 |
| LNTH240119C00055000 | LNTH | CALL | Long | 55.00 | None | $3.42 | 0.84 | $6.40 | 0.12 | 0.03 | 4.07 | 7.49 | 55.60 | 62.00 | 3.42 | $342.00 | 407.00 | 12 | 5.0 | 327.000 | 6.40 | 2023-12-30 |
| LNTH240119C00055000 | LNTH | CALL | Long | 55.00 | None | $3.42 | 0.84 | $6.40 | 0.12 | 0.00 | 4.07 | 7.49 | 55.60 | 62.00 | 3.42 | $342.00 | 407.00 | 11 | 5.0 | 327.000 | 6.40 | 2023-12-29 |
| LNTH240119C00055000 | LNTH | CALL | Long | 55.00 | None | $3.42 | 0.84 | $6.68 | 0.12 | 0.02 | 4.07 | 7.49 | 55.60 | 62.28 | 3.42 | $342.00 | 407.00 | 10 | 5.0 | 329.000 | 6.68 | 2023-12-28 |
| LNTH240119C00055000 | LNTH | CALL | Long | 55.00 | None | $3.43 | 0.84 | $5.91 | 0.11 | -0.02 | 4.07 | 7.50 | 55.60 | 61.51 | 3.43 | $343.00 | 407.00 | 9 | 4.0 | 333.000 | 5.91 | 2023-12-27 |
| LNTH240119C00055000 | LNTH | CALL | Long | 55.00 | None | $3.43 | 0.84 | $5.56 | 0.10 | -0.06 | 4.07 | 7.50 | 55.60 | 61.16 | 3.43 | $343.00 | 407.00 | 8 | 4.0 | 336.000 | 5.56 | 2023-12-26 |
| LNTH240119C00055000 | LNTH | CALL | Long | 55.00 | None | $2.13 | 0.52 | $3.99 | 0.07 | -0.06 | 4.07 | 6.20 | 55.60 | 59.59 | 2.13 | $213.00 | 407.00 | 7 | 29.0 | 361.000 | 3.99 | 2023-12-25 |
| LNTH240119C00055000 | LNTH | CALL | Long | 55.00 | None | $2.13 | 0.52 | $3.99 | 0.07 | -0.05 | 4.07 | 6.20 | 55.60 | 59.59 | 2.13 | $213.00 | 407.00 | 5 | 29.0 | 361.000 | 3.99 | 2023-12-23 |
| LNTH240119C00055000 | LNTH | CALL | Long | 55.00 | None | $2.13 | 0.52 | $3.99 | 0.07 | -0.07 | 4.07 | 6.20 | 55.60 | 59.59 | 2.13 | $213.00 | 407.00 | 4 | 29.0 | 361.000 | 3.99 | 2023-12-22 |
| LNTH240119C00055000 | LNTH | CALL | Long | 55.00 | None | $1.93 | 0.47 | $3.75 | 0.07 | 0.07 | 4.07 | 6.00 | 55.60 | 59.35 | 1.93 | $193.00 | 407.00 | 3 | 25.0 | 375.000 | 3.75 | 2023-12-21 |
| LNTH240119C00055000 | LNTH | CALL | Long | 55.00 | None | $1.83 | 0.45 | $2.32 | 0.04 | 0.03 | 4.07 | 5.90 | 55.60 | 57.92 | 1.83 | $183.00 | 407.00 | 2 | 95.0 | 333.000 | 2.32 | 2023-12-20 |
| LNTH240119C00055000 | LNTH | CALL | Long | 55.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $2.73 | 0.67 | $4.30 | 0.08 | -0.03 | 4.07 | 6.80 | 55.60 | 59.90 | 2.73 | $273.00 | 407.00 | 1 | 159.0 | 359.000 | 4.30 | 2023-12-19 |
| LNTH240119C00055000 | LNTH | CALL | Long | 55.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 4.07 | 4.07 | 55.60 | 55.60 | 0.00 | $0.00 | 407.00 | 0 | 557.0 | 34.000 | 0.00 | 2023-12-18 |