| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-01-11 | OGI | OGI240216P00002000 | 2.00 | 2.0 | 10.000 | 3.063 | 0.300 | 0.0 | 0.3 | -0.010 | 0.490 | 0.780 | 0.46 | 1.70 | 2024-02-16 | PUT | Long | 0.374 | 0.410 | 0.185 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OGI240216P00002000 | OGI | PUT | Long | 2.00 | None | $-0.36 | -0.78 | $-0.58 | -0.34 | -1.62 | 0.46 | 0.10 | 1.70 | 2.28 | -0.36 | $-36.00 | 46.00 | 29 | 5.0 | 36.000 | -0.58 | 2024-02-09 |
| OGI240216P00002000 | OGI | PUT | Long | 2.00 | None | $-0.38 | -0.83 | $-0.47 | -0.28 | -1.95 | 0.46 | 0.08 | 1.70 | 2.17 | -0.38 | $-38.00 | 46.00 | 28 | 5.0 | 39.000 | -0.47 | 2024-02-08 |
| OGI240216P00002000 | OGI | PUT | Long | 2.00 | None | $-0.31 | -0.67 | $-0.33 | -0.19 | -1.64 | 0.46 | 0.15 | 1.70 | 2.03 | -0.31 | $-31.00 | 46.00 | 27 | 5.0 | 38.000 | -0.33 | 2024-02-07 |
| OGI240216P00002000 | OGI | PUT | Long | 2.00 | None | $-0.34 | -0.74 | $-0.43 | -0.25 | -1.97 | 0.46 | 0.12 | 1.70 | 2.13 | -0.34 | $-34.00 | 46.00 | 26 | 24.0 | 19.000 | -0.43 | 2024-02-06 |
| OGI240216P00002000 | OGI | PUT | Long | 2.00 | None | $-0.16 | -0.35 | $-0.06 | -0.04 | -3.06 | 0.46 | 0.30 | 1.70 | 1.76 | -0.16 | $-16.00 | 46.00 | 25 | 1.0 | 19.000 | -0.06 | 2024-02-05 |
| OGI240216P00002000 | OGI | PUT | Long | 2.00 | None | $-0.21 | -0.46 | $-0.13 | -0.08 | -3.06 | 0.46 | 0.25 | 1.70 | 1.83 | -0.21 | $-21.00 | 46.00 | 24 | 7.0 | 19.000 | -0.13 | 2024-02-04 |
| OGI240216P00002000 | OGI | PUT | Long | 2.00 | None | $-0.21 | -0.46 | $-0.13 | -0.08 | -2.47 | 0.46 | 0.25 | 1.70 | 1.83 | -0.21 | $-21.00 | 46.00 | 22 | 7.0 | 21.000 | -0.13 | 2024-02-02 |
| OGI240216P00002000 | OGI | PUT | Long | 2.00 | None | $-0.26 | -0.57 | $-0.13 | -0.08 | -2.50 | 0.46 | 0.20 | 1.70 | 1.83 | -0.26 | $-26.00 | 46.00 | 21 | 5.0 | 23.000 | -0.13 | 2024-02-01 |
| OGI240216P00002000 | OGI | PUT | Long | 2.00 | None | $-0.11 | -0.24 | $0.04 | 0.02 | -2.44 | 0.46 | 0.35 | 1.70 | 1.66 | -0.11 | $-11.00 | 46.00 | 20 | 2.0 | 22.000 | 0.04 | 2024-01-31 |
| OGI240216P00002000 | OGI | PUT | Long | 2.00 | None | $0.04 | 0.09 | $0.07 | 0.04 | -2.16 | 0.46 | 0.50 | 1.70 | 1.63 | 0.04 | $4.00 | 46.00 | 19 | 4.0 | 22.000 | 0.07 | 2024-01-30 |
| OGI240216P00002000 | OGI | PUT | Long | 2.00 | None | $0.04 | 0.09 | $0.04 | 0.02 | -2.47 | 0.46 | 0.50 | 1.70 | 1.66 | 0.04 | $4.00 | 46.00 | 18 | 4.0 | 21.000 | 0.04 | 2024-01-29 |
| OGI240216P00002000 | OGI | PUT | Long | 2.00 | None | $-0.08 | -0.17 | $0.06 | 0.04 | -2.12 | 0.46 | 0.38 | 1.70 | 1.64 | -0.08 | $-8.00 | 46.00 | 17 | 1.0 | 20.000 | 0.06 | 2024-01-28 |
| OGI240216P00002000 | OGI | PUT | Long | 2.00 | None | $-0.08 | -0.17 | $0.06 | 0.04 | -2.14 | 0.46 | 0.38 | 1.70 | 1.64 | -0.08 | $-8.00 | 46.00 | 16 | 1.0 | 20.000 | 0.06 | 2024-01-27 |
| OGI240216P00002000 | OGI | PUT | Long | 2.00 | None | $-0.08 | -0.17 | $0.06 | 0.04 | -2.41 | 0.46 | 0.38 | 1.70 | 1.64 | -0.08 | $-8.00 | 46.00 | 15 | 1.0 | 20.000 | 0.06 | 2024-01-26 |
| OGI240216P00002000 | OGI | PUT | Long | 2.00 | None | $-0.01 | -0.02 | $0.08 | 0.05 | -2.11 | 0.46 | 0.45 | 1.70 | 1.62 | -0.01 | $-1.00 | 46.00 | 14 | 1.0 | 19.000 | 0.08 | 2024-01-25 |
| OGI240216P00002000 | OGI | PUT | Long | 2.00 | None | $-0.21 | -0.46 | $-0.02 | -0.01 | -2.14 | 0.46 | 0.25 | 1.70 | 1.72 | -0.21 | $-21.00 | 46.00 | 13 | 2.0 | 19.000 | -0.02 | 2024-01-24 |
| OGI240216P00002000 | OGI | PUT | Long | 2.00 | None | $-0.21 | -0.46 | $-0.16 | -0.09 | -2.23 | 0.46 | 0.25 | 1.70 | 1.86 | -0.21 | $-21.00 | 46.00 | 12 | 5.0 | 19.000 | -0.16 | 2024-01-23 |
| OGI240216P00002000 | OGI | PUT | Long | 2.00 | None | $-0.21 | -0.46 | $-0.19 | -0.11 | -2.12 | 0.46 | 0.25 | 1.70 | 1.89 | -0.21 | $-21.00 | 46.00 | 11 | 5.0 | 19.000 | -0.19 | 2024-01-22 |
| OGI240216P00002000 | OGI | PUT | Long | 2.00 | None | $-0.16 | -0.35 | $-0.16 | -0.09 | -2.15 | 0.46 | 0.30 | 1.70 | 1.86 | -0.16 | $-16.00 | 46.00 | 8 | 11.0 | 23.000 | -0.16 | 2024-01-19 |
| OGI240216P00002000 | OGI | PUT | Long | 2.00 | None | $-0.11 | -0.24 | $0.02 | 0.01 | -2.25 | 0.46 | 0.35 | 1.70 | 1.68 | -0.11 | $-11.00 | 46.00 | 7 | 1.0 | 23.000 | 0.02 | 2024-01-18 |
| OGI240216P00002000 | OGI | PUT | Long | 2.00 | None | $-0.16 | -0.35 | $-0.07 | -0.04 | -2.32 | 0.46 | 0.30 | 1.70 | 1.77 | -0.16 | $-16.00 | 46.00 | 6 | 11.0 | 12.000 | -0.07 | 2024-01-17 |
| OGI240216P00002000 | OGI | PUT | Long | 2.00 | None | $0.00 | 0.00 | $-0.20 | -0.12 | -2.22 | 0.46 | 0.46 | 1.70 | 1.90 | 0.00 | $0.00 | 46.00 | 5 | 2.0 | 12.000 | -0.20 | 2024-01-16 |
| OGI240216P00002000 | OGI | PUT | Long | 2.00 | OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position. | $0.00 | 0.00 | $0.01 | 0.01 | -2.14 | 0.46 | 0.46 | 1.70 | 1.69 | 0.00 | $0.00 | 46.00 | 2 | 2.0 | 12.000 | 0.01 | 2024-01-13 |
| OGI240216P00002000 | OGI | PUT | Long | 2.00 | None | $0.00 | 0.00 | $0.01 | 0.01 | -2.15 | 0.46 | 0.46 | 1.70 | 1.69 | 0.00 | $0.00 | 46.00 | 1 | 2.0 | 12.000 | 0.01 | 2024-01-12 |
| OGI240216P00002000 | OGI | PUT | Long | 2.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.46 | 0.46 | 1.70 | 1.70 | 0.00 | $0.00 | 46.00 | 0 | 2.0 | 10.000 | -0.00 | 2024-01-11 |