| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-09-12 | MRNA | MRNA241018C00070000 | 70.00 | 1816.0 | 131.000 | 0.579 | 0.340 | 1.7 | 4.2 | 0.010 | 3.600 | 6.100 | 3.70 | 67.18 | 2024-10-18 | CALL | Long | 0.330 | 0.352 | -0.124 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MRNA241018C00070000 | MRNA | CALL | Long | 70.00 | None | $-5.17 | -1.00 | $-12.21 | -0.18 | 0.20 | 5.18 | 0.01 | 69.68 | 57.47 | -5.17 | $-517.00 | 518.00 | 34 | 9.0 | 3917.000 | -12.21 | 2024-10-16 |
| MRNA241018C00070000 | MRNA | CALL | Long | 70.00 | None | $-5.17 | -1.00 | $-11.95 | -0.17 | 0.08 | 5.18 | 0.01 | 69.68 | 57.73 | -5.17 | $-517.00 | 518.00 | 32 | 174.0 | 3879.000 | -11.95 | 2024-10-14 |
| MRNA241018C00070000 | MRNA | CALL | Long | 70.00 | None | $-5.14 | -0.99 | $-11.39 | -0.16 | -0.00 | 5.18 | 0.04 | 69.68 | 58.29 | -5.14 | $-514.00 | 518.00 | 29 | 395.0 | 3894.000 | -11.39 | 2024-10-11 |
| MRNA241018C00070000 | MRNA | CALL | Long | 70.00 | None | $-5.13 | -0.99 | $-12.85 | -0.18 | 0.03 | 5.18 | 0.05 | 69.68 | 56.83 | -5.13 | $-513.00 | 518.00 | 28 | 193.0 | 3914.000 | -12.85 | 2024-10-10 |
| MRNA241018C00070000 | MRNA | CALL | Long | 70.00 | None | $-5.02 | -0.97 | $-10.82 | -0.16 | 0.01 | 5.18 | 0.16 | 69.68 | 58.86 | -5.02 | $-502.00 | 518.00 | 27 | 70.0 | 3911.000 | -10.82 | 2024-10-09 |
| MRNA241018C00070000 | MRNA | CALL | Long | 70.00 | None | $-5.05 | -0.97 | $-10.96 | -0.16 | -0.02 | 5.18 | 0.13 | 69.68 | 58.72 | -5.05 | $-505.00 | 518.00 | 25 | 340.0 | 3853.000 | -10.96 | 2024-10-07 |
| MRNA241018C00070000 | MRNA | CALL | Long | 70.00 | None | $-4.93 | -0.95 | $-9.48 | -0.14 | -0.36 | 5.18 | 0.25 | 69.68 | 60.20 | -4.93 | $-493.00 | 518.00 | 24 | 653.0 | 0.000 | -9.48 | 2024-10-06 |
| MRNA241018C00070000 | MRNA | CALL | Long | 70.00 | None | $-4.93 | -0.95 | $-9.48 | -0.14 | -0.07 | 5.18 | 0.25 | 69.68 | 60.20 | -4.93 | $-493.00 | 518.00 | 23 | 653.0 | 3830.000 | -9.48 | 2024-10-05 |
| MRNA241018C00070000 | MRNA | CALL | Long | 70.00 | None | $-4.94 | -0.95 | $-9.48 | -0.14 | -0.08 | 5.18 | 0.24 | 69.68 | 60.20 | -4.94 | $-494.00 | 518.00 | 22 | 647.0 | 3830.000 | -9.48 | 2024-10-04 |
| MRNA241018C00070000 | MRNA | CALL | Long | 70.00 | None | $-4.73 | -0.91 | $-8.61 | -0.12 | -0.06 | 5.18 | 0.45 | 69.68 | 61.07 | -4.73 | $-473.00 | 518.00 | 21 | 159.0 | 3832.000 | -8.61 | 2024-10-03 |
| MRNA241018C00070000 | MRNA | CALL | Long | 70.00 | None | $-4.45 | -0.86 | $-6.52 | -0.09 | -0.09 | 5.18 | 0.73 | 69.68 | 63.16 | -4.45 | $-445.00 | 518.00 | 20 | 1070.0 | 3277.000 | -6.52 | 2024-10-02 |
| MRNA241018C00070000 | MRNA | CALL | Long | 70.00 | None | $-3.98 | -0.77 | $-5.75 | -0.08 | -0.04 | 5.18 | 1.20 | 69.68 | 63.93 | -3.98 | $-398.00 | 518.00 | 19 | 333.0 | 3122.000 | -5.75 | 2024-10-01 |
| MRNA241018C00070000 | MRNA | CALL | Long | 70.00 | None | $-3.11 | -0.60 | $-2.85 | -0.04 | -0.07 | 5.18 | 2.07 | 69.68 | 66.83 | -3.11 | $-311.00 | 518.00 | 18 | 457.0 | 3064.000 | -2.85 | 2024-09-30 |
| MRNA241018C00070000 | MRNA | CALL | Long | 70.00 | None | $-3.28 | -0.63 | $-3.93 | -0.06 | -0.55 | 5.18 | 1.90 | 69.68 | 65.75 | -3.28 | $-328.00 | 518.00 | 17 | 437.0 | 3064.000 | -3.93 | 2024-09-29 |
| MRNA241018C00070000 | MRNA | CALL | Long | 70.00 | None | $-3.28 | -0.63 | $-3.93 | -0.06 | -0.05 | 5.18 | 1.90 | 69.68 | 65.75 | -3.28 | $-328.00 | 518.00 | 16 | 437.0 | 2943.000 | -3.93 | 2024-09-28 |
| MRNA241018C00070000 | MRNA | CALL | Long | 70.00 | None | $-3.41 | -0.66 | $-3.93 | -0.06 | -0.08 | 5.18 | 1.77 | 69.68 | 65.75 | -3.41 | $-341.00 | 518.00 | 15 | 434.0 | 2943.000 | -3.93 | 2024-09-27 |
| MRNA241018C00070000 | MRNA | CALL | Long | 70.00 | None | $-3.83 | -0.74 | $-5.75 | -0.08 | -0.08 | 5.18 | 1.35 | 69.68 | 63.93 | -3.83 | $-383.00 | 518.00 | 14 | 283.0 | 2924.000 | -5.75 | 2024-09-26 |
| MRNA241018C00070000 | MRNA | CALL | Long | 70.00 | None | $-3.77 | -0.73 | $-6.04 | -0.09 | -0.06 | 5.18 | 1.41 | 69.68 | 63.64 | -3.77 | $-377.00 | 518.00 | 13 | 275.0 | 2878.000 | -6.04 | 2024-09-25 |
| MRNA241018C00070000 | MRNA | CALL | Long | 70.00 | None | $-3.46 | -0.67 | $-5.74 | -0.08 | -0.04 | 5.18 | 1.72 | 69.68 | 63.94 | -3.46 | $-346.00 | 518.00 | 12 | 211.0 | 2835.000 | -5.74 | 2024-09-24 |
| MRNA241018C00070000 | MRNA | CALL | Long | 70.00 | None | $-3.42 | -0.66 | $-5.54 | -0.08 | -0.05 | 5.18 | 1.76 | 69.68 | 64.14 | -3.42 | $-342.00 | 518.00 | 11 | 574.0 | 2436.000 | -5.54 | 2024-09-23 |
| MRNA241018C00070000 | MRNA | CALL | Long | 70.00 | None | $-2.89 | -0.56 | $-3.99 | -0.06 | -0.55 | 5.18 | 2.29 | 69.68 | 65.69 | -2.89 | $-289.00 | 518.00 | 10 | 586.0 | 0.000 | -3.99 | 2024-09-22 |
| MRNA241018C00070000 | MRNA | CALL | Long | 70.00 | None | $-2.84 | -0.55 | $-3.99 | -0.06 | -0.07 | 5.18 | 2.34 | 69.68 | 65.69 | -2.84 | $-284.00 | 518.00 | 8 | 458.0 | 2182.000 | -3.99 | 2024-09-20 |
| MRNA241018C00070000 | MRNA | CALL | Long | 70.00 | None | $-1.83 | -0.35 | $-1.66 | -0.02 | -0.08 | 5.18 | 3.35 | 69.68 | 68.02 | -1.83 | $-183.00 | 518.00 | 7 | 809.0 | 1755.000 | -1.66 | 2024-09-19 |
| MRNA241018C00070000 | MRNA | CALL | Long | 70.00 | None | $-0.18 | -0.03 | $0.18 | 0.00 | 0.01 | 5.18 | 5.00 | 69.68 | 69.86 | -0.18 | $-18.00 | 518.00 | 6 | 96.0 | 1773.000 | 0.18 | 2024-09-18 |
| MRNA241018C00070000 | MRNA | CALL | Long | 70.00 | None | $0.79 | 0.15 | $2.33 | 0.03 | -0.03 | 5.18 | 5.97 | 69.68 | 72.01 | 0.79 | $79.00 | 518.00 | 5 | 605.0 | 1821.000 | 2.33 | 2024-09-17 |
| MRNA241018C00070000 | MRNA | CALL | Long | 70.00 | None | $-0.54 | -0.10 | $-0.51 | -0.01 | -0.02 | 5.18 | 4.64 | 69.68 | 69.17 | -0.54 | $-54.00 | 518.00 | 4 | 639.0 | 1747.000 | -0.51 | 2024-09-16 |
| MRNA241018C00070000 | MRNA | CALL | Long | 70.00 | None | $-1.03 | -0.20 | $-1.40 | -0.02 | -0.02 | 5.18 | 4.15 | 69.68 | 68.28 | -1.03 | $-103.00 | 518.00 | 2 | 709.0 | 1389.000 | -1.40 | 2024-09-14 |
| MRNA241018C00070000 | MRNA | CALL | Long | 70.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.12; Exit EQ PnL: -2.51 | $-1.30 | -0.25 | $-1.40 | -0.02 | -0.06 | 5.18 | 3.88 | 69.68 | 68.28 | -1.30 | $-130.00 | 518.00 | 1 | 706.0 | 1389.000 | -1.40 | 2024-09-13 |
| MRNA241018C00070000 | MRNA | CALL | Long | 70.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 5.18 | 5.18 | 69.68 | 69.68 | 0.00 | $0.00 | 518.00 | 0 | 2513.0 | 131.000 | 0.00 | 2024-09-12 |