| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-11-06 | OGI | OGI231215P00001000 | 1.00 | 4.0 | 238.000 | 0.906 | 0.297 | 0.4 | 0.0 | -0.010 | 0.400 | 0.020 | 0.05 | 1.38 | 2023-12-15 | PUT | Long | 0.379 | 0.419 | 0.190 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OGI231215P00001000 | OGI | PUT | Long | 1.00 | None | $0.05 | 1.00 | $0.01 | 0.01 | 3.03 | 0.05 | 0.10 | 1.38 | 1.37 | 0.05 | $5.00 | 5.00 | 38 | 100.0 | 251.000 | 0.01 | 2023-12-14 |
| OGI231215P00001000 | OGI | PUT | Long | 1.00 | None | $0.05 | 1.00 | $0.05 | 0.04 | 2.16 | 0.05 | 0.10 | 1.38 | 1.33 | 0.05 | $5.00 | 5.00 | 37 | 100.0 | 251.000 | 0.05 | 2023-12-13 |
| OGI231215P00001000 | OGI | PUT | Long | 1.00 | None | $0.05 | 1.00 | $0.12 | 0.09 | 1.41 | 0.05 | 0.10 | 1.38 | 1.26 | 0.05 | $5.00 | 5.00 | 36 | 100.0 | 251.000 | 0.12 | 2023-12-12 |
| OGI231215P00001000 | OGI | PUT | Long | 1.00 | None | $0.05 | 1.00 | $0.06 | 0.04 | 1.72 | 0.05 | 0.10 | 1.38 | 1.32 | 0.05 | $5.00 | 5.00 | 35 | 100.0 | 237.000 | 0.06 | 2023-12-11 |
| OGI231215P00001000 | OGI | PUT | Long | 1.00 | None | $-0.01 | -0.20 | $0.05 | 0.04 | 0.97 | 0.05 | 0.04 | 1.38 | 1.33 | -0.01 | $-1.00 | 5.00 | 32 | 7.0 | 237.000 | 0.05 | 2023-12-08 |
| OGI231215P00001000 | OGI | PUT | Long | 1.00 | None | $-0.01 | -0.20 | $0.04 | 0.03 | 1.56 | 0.05 | 0.04 | 1.38 | 1.34 | -0.01 | $-1.00 | 5.00 | 31 | 7.0 | 237.000 | 0.04 | 2023-12-07 |
| OGI231215P00001000 | OGI | PUT | Long | 1.00 | None | $-0.01 | -0.20 | $-0.02 | -0.01 | 0.97 | 0.05 | 0.04 | 1.38 | 1.40 | -0.01 | $-1.00 | 5.00 | 30 | 0.0 | 237.000 | -0.02 | 2023-12-06 |
| OGI231215P00001000 | OGI | PUT | Long | 1.00 | None | $-0.01 | -0.20 | $0.03 | 0.02 | 0.75 | 0.05 | 0.04 | 1.38 | 1.35 | -0.01 | $-1.00 | 5.00 | 29 | 0.0 | 237.000 | 0.03 | 2023-12-05 |
| OGI231215P00001000 | OGI | PUT | Long | 1.00 | None | $-0.01 | -0.20 | $-0.06 | -0.04 | 0.88 | 0.05 | 0.04 | 1.38 | 1.44 | -0.01 | $-1.00 | 5.00 | 28 | 0.0 | 244.000 | -0.06 | 2023-12-04 |
| OGI231215P00001000 | OGI | PUT | Long | 1.00 | None | $0.00 | 0.00 | $0.04 | 0.03 | 0.59 | 0.05 | 0.05 | 1.38 | 1.34 | 0.00 | $0.00 | 5.00 | 27 | 0.0 | 244.000 | 0.04 | 2023-12-03 |
| OGI231215P00001000 | OGI | PUT | Long | 1.00 | None | $0.00 | 0.00 | $0.04 | 0.03 | 0.53 | 0.05 | 0.05 | 1.38 | 1.34 | 0.00 | $0.00 | 5.00 | 26 | 0.0 | 244.000 | 0.04 | 2023-12-02 |
| OGI231215P00001000 | OGI | PUT | Long | 1.00 | None | $0.00 | 0.00 | $0.04 | 0.03 | 0.47 | 0.05 | 0.05 | 1.38 | 1.34 | 0.00 | $0.00 | 5.00 | 25 | 0.0 | 244.000 | 0.04 | 2023-12-01 |
| OGI231215P00001000 | OGI | PUT | Long | 1.00 | None | $0.00 | 0.00 | $0.10 | 0.07 | 0.31 | 0.05 | 0.05 | 1.38 | 1.28 | 0.00 | $0.00 | 5.00 | 24 | 0.0 | 244.000 | 0.10 | 2023-11-30 |
| OGI231215P00001000 | OGI | PUT | Long | 1.00 | None | $0.00 | 0.00 | $0.07 | 0.05 | 0.38 | 0.05 | 0.05 | 1.38 | 1.31 | 0.00 | $0.00 | 5.00 | 23 | 0.0 | 244.000 | 0.07 | 2023-11-29 |
| OGI231215P00001000 | OGI | PUT | Long | 1.00 | None | $0.00 | 0.00 | $0.11 | 0.08 | 0.22 | 0.05 | 0.05 | 1.38 | 1.27 | 0.00 | $0.00 | 5.00 | 22 | 0.0 | 244.000 | 0.11 | 2023-11-28 |
| OGI231215P00001000 | OGI | PUT | Long | 1.00 | None | $0.00 | 0.00 | $0.13 | 0.09 | 0.16 | 0.05 | 0.05 | 1.38 | 1.25 | 0.00 | $0.00 | 5.00 | 21 | 0.0 | 244.000 | 0.13 | 2023-11-27 |
| OGI231215P00001000 | OGI | PUT | Long | 1.00 | None | $0.00 | 0.00 | $0.09 | 0.07 | 0.16 | 0.05 | 0.05 | 1.38 | 1.29 | 0.00 | $0.00 | 5.00 | 18 | 0.0 | 0.000 | 0.09 | 2023-11-24 |
| OGI231215P00001000 | OGI | PUT | Long | 1.00 | None | $0.00 | 0.00 | $0.12 | 0.09 | -0.66 | 0.05 | 0.05 | 1.38 | 1.26 | 0.00 | $0.00 | 5.00 | 17 | 0.0 | 0.000 | 0.12 | 2023-11-23 |
| OGI231215P00001000 | OGI | PUT | Long | 1.00 | None | $0.00 | 0.00 | $0.13 | 0.09 | 0.33 | 0.05 | 0.05 | 1.38 | 1.25 | 0.00 | $0.00 | 5.00 | 16 | 0.0 | 244.000 | 0.13 | 2023-11-22 |
| OGI231215P00001000 | OGI | PUT | Long | 1.00 | None | $0.00 | 0.00 | $0.15 | 0.11 | -0.02 | 0.05 | 0.05 | 1.38 | 1.23 | 0.00 | $0.00 | 5.00 | 15 | 0.0 | 244.000 | 0.15 | 2023-11-21 |
| OGI231215P00001000 | OGI | PUT | Long | 1.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.01 | 0.20 | $0.11 | 0.08 | 0.03 | 0.05 | 0.06 | 1.38 | 1.27 | 0.01 | $1.00 | 5.00 | 14 | 0.0 | 244.000 | 0.11 | 2023-11-20 |
| OGI231215P00001000 | OGI | PUT | Long | 1.00 | None | $0.01 | 0.20 | $0.12 | 0.09 | 0.28 | 0.05 | 0.06 | 1.38 | 1.26 | 0.01 | $1.00 | 5.00 | 13 | 0.0 | 244.000 | 0.12 | 2023-11-19 |
| OGI231215P00001000 | OGI | PUT | Long | 1.00 | None | $0.01 | 0.20 | $0.12 | 0.09 | 0.25 | 0.05 | 0.06 | 1.38 | 1.26 | 0.01 | $1.00 | 5.00 | 11 | 0.0 | 244.000 | 0.12 | 2023-11-17 |
| OGI231215P00001000 | OGI | PUT | Long | 1.00 | None | $0.01 | 0.20 | $0.20 | 0.14 | 0.06 | 0.05 | 0.06 | 1.38 | 1.18 | 0.01 | $1.00 | 5.00 | 10 | 0.0 | 244.000 | 0.20 | 2023-11-16 |
| OGI231215P00001000 | OGI | PUT | Long | 1.00 | None | $0.01 | 0.20 | $0.13 | 0.09 | -0.66 | 0.05 | 0.06 | 1.38 | 1.25 | 0.01 | $1.00 | 5.00 | 9 | 0.0 | 244.000 | 0.13 | 2023-11-15 |
| OGI231215P00001000 | OGI | PUT | Long | 1.00 | None | $0.01 | 0.20 | $0.17 | 0.12 | 0.09 | 0.05 | 0.06 | 1.38 | 1.21 | 0.01 | $1.00 | 5.00 | 8 | 0.0 | 244.000 | 0.17 | 2023-11-14 |
| OGI231215P00001000 | OGI | PUT | Long | 1.00 | None | $0.01 | 0.20 | $0.22 | 0.16 | 0.19 | 0.05 | 0.06 | 1.38 | 1.16 | 0.01 | $1.00 | 5.00 | 7 | 0.0 | 242.000 | 0.22 | 2023-11-13 |
| OGI231215P00001000 | OGI | PUT | Long | 1.00 | None | $0.00 | 0.00 | $0.15 | 0.11 | 0.34 | 0.05 | 0.05 | 1.38 | 1.23 | 0.00 | $0.00 | 5.00 | 4 | 0.0 | 242.000 | 0.15 | 2023-11-10 |
| OGI231215P00001000 | OGI | PUT | Long | 1.00 | None | $0.00 | 0.00 | $0.22 | 0.16 | -0.66 | 0.05 | 0.05 | 1.38 | 1.16 | 0.00 | $0.00 | 5.00 | 3 | 0.0 | 0.000 | 0.22 | 2023-11-09 |
| OGI231215P00001000 | OGI | PUT | Long | 1.00 | None | $0.00 | 0.00 | $0.22 | 0.16 | 0.34 | 0.05 | 0.05 | 1.38 | 1.16 | 0.00 | $0.00 | 5.00 | 2 | 0.0 | 239.000 | 0.22 | 2023-11-08 |
| OGI231215P00001000 | OGI | PUT | Long | 1.00 | None | $0.00 | 0.00 | $0.10 | 0.07 | 0.14 | 0.05 | 0.05 | 1.38 | 1.28 | 0.00 | $0.00 | 5.00 | 1 | 0.0 | 239.000 | 0.10 | 2023-11-07 |
| OGI231215P00001000 | OGI | PUT | Long | 1.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.05 | 0.05 | 1.38 | 1.38 | 0.00 | $0.00 | 5.00 | 0 | 4.0 | 238.000 | -0.00 | 2023-11-06 |