| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-11-06 | NOVA | NOVA241220C00004000 | 4.00 | 1686.0 | 51.000 | 1.266 | 0.826 | 0.2 | 0.7 | 0.200 | 0.360 | 0.920 | 0.39 | 3.41 | 2024-12-20 | CALL | Long | 0.488 | 0.879 | -0.516 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| NOVA241220C00004000 | NOVA | CALL | Long | 4.00 | None | $-0.37 | -0.95 | $-0.05 | -0.01 | 0.61 | 0.39 | 0.02 | 3.41 | 3.36 | -0.37 | $-37.00 | 39.00 | 43 | 69.0 | 2811.000 | -0.05 | 2024-12-19 |
| NOVA241220C00004000 | NOVA | CALL | Long | 4.00 | None | $-0.34 | -0.87 | $0.21 | 0.06 | 0.30 | 0.39 | 0.05 | 3.41 | 3.62 | -0.34 | $-34.00 | 39.00 | 42 | 92.0 | 2887.000 | 0.21 | 2024-12-18 |
| NOVA241220C00004000 | NOVA | CALL | Long | 4.00 | None | $0.06 | 0.15 | $0.79 | 0.23 | 0.25 | 0.39 | 0.45 | 3.41 | 4.20 | 0.06 | $6.00 | 39.00 | 41 | 175.0 | 2974.000 | 0.79 | 2024-12-17 |
| NOVA241220C00004000 | NOVA | CALL | Long | 4.00 | None | $-0.14 | -0.36 | $0.52 | 0.15 | 0.26 | 0.39 | 0.25 | 3.41 | 3.93 | -0.14 | $-14.00 | 39.00 | 40 | 594.0 | 3406.000 | 0.52 | 2024-12-16 |
| NOVA241220C00004000 | NOVA | CALL | Long | 4.00 | None | $-0.09 | -0.23 | $0.64 | 0.19 | -0.10 | 0.39 | 0.30 | 3.41 | 4.05 | -0.09 | $-9.00 | 39.00 | 37 | 110.0 | 3387.000 | 0.64 | 2024-12-13 |
| NOVA241220C00004000 | NOVA | CALL | Long | 4.00 | None | $0.01 | 0.03 | $0.68 | 0.20 | 0.03 | 0.39 | 0.40 | 3.41 | 4.09 | 0.01 | $1.00 | 39.00 | 36 | 17.0 | 3387.000 | 0.68 | 2024-12-12 |
| NOVA241220C00004000 | NOVA | CALL | Long | 4.00 | None | $0.06 | 0.15 | $0.82 | 0.24 | -0.08 | 0.39 | 0.45 | 3.41 | 4.23 | 0.06 | $6.00 | 39.00 | 35 | 162.0 | 3373.000 | 0.82 | 2024-12-11 |
| NOVA241220C00004000 | NOVA | CALL | Long | 4.00 | None | $0.31 | 0.79 | $0.88 | 0.26 | 0.00 | 0.39 | 0.70 | 3.41 | 4.29 | 0.31 | $31.00 | 39.00 | 34 | 112.0 | 3383.000 | 0.88 | 2024-12-10 |
| NOVA241220C00004000 | NOVA | CALL | Long | 4.00 | None | $0.30 | 0.77 | $1.08 | 0.32 | -0.10 | 0.39 | 0.69 | 3.41 | 4.49 | 0.30 | $30.00 | 39.00 | 33 | 131.0 | 3513.000 | 1.08 | 2024-12-09 |
| NOVA241220C00004000 | NOVA | CALL | Long | 4.00 | None | $0.30 | 0.77 | $1.06 | 0.31 | 0.03 | 0.39 | 0.69 | 3.41 | 4.47 | 0.30 | $30.00 | 39.00 | 32 | 108.0 | 3516.000 | 1.06 | 2024-12-08 |
| NOVA241220C00004000 | NOVA | CALL | Long | 4.00 | None | $0.26 | 0.67 | $1.06 | 0.31 | -0.19 | 0.39 | 0.65 | 3.41 | 4.47 | 0.26 | $26.00 | 39.00 | 30 | 68.0 | 3516.000 | 1.06 | 2024-12-06 |
| NOVA241220C00004000 | NOVA | CALL | Long | 4.00 | None | $0.16 | 0.41 | $1.02 | 0.30 | -0.06 | 0.39 | 0.55 | 3.41 | 4.43 | 0.16 | $16.00 | 39.00 | 29 | 673.0 | 3762.000 | 1.02 | 2024-12-05 |
| NOVA241220C00004000 | NOVA | CALL | Long | 4.00 | None | $0.46 | 1.18 | $1.29 | 0.38 | -0.19 | 0.39 | 0.85 | 3.41 | 4.70 | 0.46 | $46.00 | 39.00 | 28 | 79.0 | 3860.000 | 1.29 | 2024-12-04 |
| NOVA241220C00004000 | NOVA | CALL | Long | 4.00 | None | $0.71 | 1.82 | $1.56 | 0.46 | -0.19 | 0.39 | 1.10 | 3.41 | 4.97 | 0.71 | $71.00 | 39.00 | 27 | 82.0 | 3900.000 | 1.56 | 2024-12-03 |
| NOVA241220C00004000 | NOVA | CALL | Long | 4.00 | None | $1.21 | 3.10 | $1.96 | 0.57 | -0.11 | 0.39 | 1.60 | 3.41 | 5.37 | 1.21 | $121.00 | 39.00 | 26 | 63.0 | 3930.000 | 1.96 | 2024-12-02 |
| NOVA241220C00004000 | NOVA | CALL | Long | 4.00 | None | $1.41 | 3.62 | $2.13 | 0.62 | -1.27 | 0.39 | 1.80 | 3.41 | 5.54 | 1.41 | $141.00 | 39.00 | 25 | 7.0 | 0.000 | 2.13 | 2024-12-01 |
| NOVA241220C00004000 | NOVA | CALL | Long | 4.00 | None | $1.41 | 3.62 | $2.13 | 0.62 | 0.12 | 0.39 | 1.80 | 3.41 | 5.54 | 1.41 | $141.00 | 39.00 | 24 | 7.0 | 0.000 | 2.13 | 2024-11-30 |
| NOVA241220C00004000 | NOVA | CALL | Long | 4.00 | None | $1.21 | 3.10 | $2.00 | 0.59 | 0.05 | 0.39 | 1.60 | 3.41 | 5.41 | 1.21 | $121.00 | 39.00 | 22 | 34.0 | 3939.000 | 2.00 | 2024-11-28 |
| NOVA241220C00004000 | NOVA | CALL | Long | 4.00 | None | $1.10 | 2.82 | $2.24 | 0.66 | 0.21 | 0.39 | 1.49 | 3.41 | 5.65 | 1.10 | $110.00 | 39.00 | 21 | 50.0 | 3939.000 | 2.24 | 2024-11-27 |
| NOVA241220C00004000 | NOVA | CALL | Long | 4.00 | None | $0.91 | 2.33 | $1.94 | 0.57 | -0.28 | 0.39 | 1.30 | 3.41 | 5.35 | 0.91 | $91.00 | 39.00 | 20 | 30.0 | 3938.000 | 1.94 | 2024-11-26 |
| NOVA241220C00004000 | NOVA | CALL | Long | 4.00 | None | $1.06 | 2.72 | $1.92 | 0.56 | -0.01 | 0.39 | 1.45 | 3.41 | 5.33 | 1.06 | $106.00 | 39.00 | 19 | 1326.0 | 4598.000 | 1.92 | 2024-11-25 |
| NOVA241220C00004000 | NOVA | CALL | Long | 4.00 | None | $0.80 | 2.05 | $1.49 | 0.44 | 0.06 | 0.39 | 1.19 | 3.41 | 4.90 | 0.80 | $80.00 | 39.00 | 18 | 1429.0 | 4684.000 | 1.49 | 2024-11-24 |
| NOVA241220C00004000 | NOVA | CALL | Long | 4.00 | None | $0.80 | 2.05 | $1.49 | 0.44 | 0.02 | 0.39 | 1.19 | 3.41 | 4.90 | 0.80 | $80.00 | 39.00 | 17 | 1429.0 | 4684.000 | 1.49 | 2024-11-23 |
| NOVA241220C00004000 | NOVA | CALL | Long | 4.00 | None | $0.76 | 1.95 | $1.48 | 0.43 | -0.06 | 0.39 | 1.15 | 3.41 | 4.89 | 0.76 | $76.00 | 39.00 | 16 | 1405.0 | 4684.000 | 1.48 | 2024-11-22 |
| NOVA241220C00004000 | NOVA | CALL | Long | 4.00 | None | $0.37 | 0.95 | $0.97 | 0.28 | -0.08 | 0.39 | 0.76 | 3.41 | 4.38 | 0.37 | $37.00 | 39.00 | 15 | 146.0 | 4714.000 | 0.97 | 2024-11-21 |
| NOVA241220C00004000 | NOVA | CALL | Long | 4.00 | None | $0.31 | 0.79 | $0.81 | 0.24 | -0.10 | 0.39 | 0.70 | 3.41 | 4.22 | 0.31 | $31.00 | 39.00 | 14 | 522.0 | 4555.000 | 0.81 | 2024-11-20 |
| NOVA241220C00004000 | NOVA | CALL | Long | 4.00 | None | $-0.04 | -0.10 | $0.03 | 0.01 | 0.17 | 0.39 | 0.35 | 3.41 | 3.44 | -0.04 | $-4.00 | 39.00 | 13 | 418.0 | 4312.000 | 0.03 | 2024-11-19 |
| NOVA241220C00004000 | NOVA | CALL | Long | 4.00 | None | $0.06 | 0.15 | $0.26 | 0.08 | 0.05 | 0.39 | 0.45 | 3.41 | 3.67 | 0.06 | $6.00 | 39.00 | 12 | 919.0 | 4184.000 | 0.26 | 2024-11-18 |
| NOVA241220C00004000 | NOVA | CALL | Long | 4.00 | None | $0.16 | 0.41 | $0.34 | 0.10 | 0.24 | 0.39 | 0.55 | 3.41 | 3.75 | 0.16 | $16.00 | 39.00 | 11 | 281.0 | 4072.000 | 0.34 | 2024-11-17 |
| NOVA241220C00004000 | NOVA | CALL | Long | 4.00 | None | $0.16 | 0.41 | $0.34 | 0.10 | 0.21 | 0.39 | 0.55 | 3.41 | 3.75 | 0.16 | $16.00 | 39.00 | 10 | 281.0 | 4072.000 | 0.34 | 2024-11-16 |
| NOVA241220C00004000 | NOVA | CALL | Long | 4.00 | None | $0.26 | 0.67 | $0.34 | 0.10 | 0.18 | 0.39 | 0.65 | 3.41 | 3.75 | 0.26 | $26.00 | 39.00 | 9 | 251.0 | 4072.000 | 0.34 | 2024-11-15 |
| NOVA241220C00004000 | NOVA | CALL | Long | 4.00 | None | $0.51 | 1.31 | $0.61 | 0.18 | 0.50 | 0.39 | 0.90 | 3.41 | 4.02 | 0.51 | $51.00 | 39.00 | 8 | 3190.0 | 3621.000 | 0.61 | 2024-11-14 |
| NOVA241220C00004000 | NOVA | CALL | Long | 4.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $-0.04 | -0.10 | $0.00 | 0.00 | 0.12 | 0.39 | 0.35 | 3.41 | 3.41 | -0.04 | $-4.00 | 39.00 | 7 | 403.0 | 3700.000 | 0.00 | 2024-11-13 |
| NOVA241220C00004000 | NOVA | CALL | Long | 4.00 | None | $-0.08 | -0.21 | $-0.03 | -0.01 | 0.01 | 0.39 | 0.31 | 3.41 | 3.38 | -0.08 | $-8.00 | 39.00 | 6 | 270.0 | 3491.000 | -0.03 | 2024-11-12 |
| NOVA241220C00004000 | NOVA | CALL | Long | 4.00 | None | $0.05 | 0.13 | $0.07 | 0.02 | 0.06 | 0.39 | 0.44 | 3.41 | 3.48 | 0.05 | $5.00 | 39.00 | 5 | 842.0 | 3066.000 | 0.07 | 2024-11-11 |
| NOVA241220C00004000 | NOVA | CALL | Long | 4.00 | None | $-0.09 | -0.23 | $-0.27 | -0.08 | 0.03 | 0.39 | 0.30 | 3.41 | 3.14 | -0.09 | $-9.00 | 39.00 | 4 | 356.0 | 2898.000 | -0.27 | 2024-11-10 |
| NOVA241220C00004000 | NOVA | CALL | Long | 4.00 | None | $-0.09 | -0.23 | $-0.27 | -0.08 | 0.02 | 0.39 | 0.30 | 3.41 | 3.14 | -0.09 | $-9.00 | 39.00 | 3 | 356.0 | 2898.000 | -0.27 | 2024-11-09 |
| NOVA241220C00004000 | NOVA | CALL | Long | 4.00 | None | $-0.08 | -0.21 | $-0.40 | -0.12 | 0.18 | 0.39 | 0.31 | 3.41 | 3.01 | -0.08 | $-8.00 | 39.00 | 2 | 239.0 | 2898.000 | -0.40 | 2024-11-08 |
| NOVA241220C00004000 | NOVA | CALL | Long | 4.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.13 | 0.33 | $0.24 | 0.07 | 0.09 | 0.39 | 0.52 | 3.41 | 3.65 | 0.13 | $13.00 | 39.00 | 1 | 384.0 | 2692.000 | 0.24 | 2024-11-07 |
| NOVA241220C00004000 | NOVA | CALL | Long | 4.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.39 | 0.39 | 3.41 | 3.41 | 0.00 | $0.00 | 39.00 | 0 | 1686.0 | 51.000 | 0.00 | 2024-11-06 |