| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-04-26 | OIS | OIS240621C00005000 | 5.00 | 225.0 | 106.000 | 0.465 | 0.309 | 0.0 | 0.7 | 0.020 | 0.110 | 0.760 | 0.10 | 4.31 | 2024-06-21 | CALL | Long | 0.210 | 0.296 | -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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OIS240621C00005000 | OIS | CALL | Long | 5.00 | None | $-0.05 | -0.50 | $-0.26 | -0.06 | 1.52 | 0.10 | 0.05 | 4.31 | 4.05 | -0.05 | $-5.00 | 10.00 | 53 | 7.0 | 978.000 | -0.26 | 2024-06-18 |
| OIS240621C00005000 | OIS | CALL | Long | 5.00 | None | $-0.05 | -0.50 | $-0.28 | -0.06 | 1.33 | 0.10 | 0.05 | 4.31 | 4.03 | -0.05 | $-5.00 | 10.00 | 52 | 7.0 | 985.000 | -0.28 | 2024-06-17 |
| OIS240621C00005000 | OIS | CALL | Long | 5.00 | None | $0.00 | 0.00 | $-0.36 | -0.08 | 1.05 | 0.10 | 0.10 | 4.31 | 3.95 | 0.00 | $0.00 | 10.00 | 49 | 1.0 | 985.000 | -0.36 | 2024-06-14 |
| OIS240621C00005000 | OIS | CALL | Long | 5.00 | None | $0.00 | 0.00 | $-0.28 | -0.06 | 0.88 | 0.10 | 0.10 | 4.31 | 4.03 | 0.00 | $0.00 | 10.00 | 48 | 1.0 | 985.000 | -0.28 | 2024-06-13 |
| OIS240621C00005000 | OIS | CALL | Long | 5.00 | None | $0.00 | 0.00 | $-0.18 | -0.04 | 0.71 | 0.10 | 0.10 | 4.31 | 4.13 | 0.00 | $0.00 | 10.00 | 47 | 1.0 | 985.000 | -0.18 | 2024-06-12 |
| OIS240621C00005000 | OIS | CALL | Long | 5.00 | None | $0.00 | 0.00 | $-0.13 | -0.03 | -0.22 | 0.10 | 0.10 | 4.31 | 4.18 | 0.00 | $0.00 | 10.00 | 46 | 1.0 | 985.000 | -0.13 | 2024-06-11 |
| OIS240621C00005000 | OIS | CALL | Long | 5.00 | None | $0.00 | 0.00 | $-0.14 | -0.03 | 0.57 | 0.10 | 0.10 | 4.31 | 4.17 | 0.00 | $0.00 | 10.00 | 45 | 1.0 | 0.000 | -0.14 | 2024-06-10 |
| OIS240621C00005000 | OIS | CALL | Long | 5.00 | None | $0.00 | 0.00 | $-0.26 | -0.06 | 0.68 | 0.10 | 0.10 | 4.31 | 4.05 | 0.00 | $0.00 | 10.00 | 44 | 1.0 | 985.000 | -0.26 | 2024-06-09 |
| OIS240621C00005000 | OIS | CALL | Long | 5.00 | None | $0.00 | 0.00 | $-0.25 | -0.06 | 0.55 | 0.10 | 0.10 | 4.31 | 4.06 | 0.00 | $0.00 | 10.00 | 42 | 1.0 | 985.000 | -0.25 | 2024-06-07 |
| OIS240621C00005000 | OIS | CALL | Long | 5.00 | None | $0.00 | 0.00 | $-0.25 | -0.06 | 0.52 | 0.10 | 0.10 | 4.31 | 4.06 | 0.00 | $0.00 | 10.00 | 41 | 1.0 | 985.000 | -0.25 | 2024-06-06 |
| OIS240621C00005000 | OIS | CALL | Long | 5.00 | None | $0.00 | 0.00 | $-0.20 | -0.05 | 0.34 | 0.10 | 0.10 | 4.31 | 4.11 | 0.00 | $0.00 | 10.00 | 40 | 1.0 | 985.000 | -0.20 | 2024-06-05 |
| OIS240621C00005000 | OIS | CALL | Long | 5.00 | None | $0.00 | 0.00 | $-0.21 | -0.05 | 0.43 | 0.10 | 0.10 | 4.31 | 4.10 | 0.00 | $0.00 | 10.00 | 39 | 1.0 | 985.000 | -0.21 | 2024-06-04 |
| OIS240621C00005000 | OIS | CALL | Long | 5.00 | None | $0.00 | 0.00 | $-0.01 | -0.00 | 0.26 | 0.10 | 0.10 | 4.31 | 4.30 | 0.00 | $0.00 | 10.00 | 38 | 1.0 | 985.000 | -0.01 | 2024-06-03 |
| OIS240621C00005000 | OIS | CALL | Long | 5.00 | None | $0.00 | 0.00 | $0.15 | 0.03 | 0.10 | 0.10 | 0.10 | 4.31 | 4.46 | 0.00 | $0.00 | 10.00 | 35 | 1.0 | 0.000 | 0.15 | 2024-05-31 |
| OIS240621C00005000 | OIS | CALL | Long | 5.00 | None | $0.00 | 0.00 | $0.10 | 0.02 | 0.04 | 0.10 | 0.10 | 4.31 | 4.41 | 0.00 | $0.00 | 10.00 | 34 | 1.0 | 985.000 | 0.10 | 2024-05-30 |
| OIS240621C00005000 | OIS | CALL | Long | 5.00 | None | $0.00 | 0.00 | $0.10 | 0.02 | 0.10 | 0.10 | 0.10 | 4.31 | 4.41 | 0.00 | $0.00 | 10.00 | 33 | 1.0 | 985.000 | 0.10 | 2024-05-29 |
| OIS240621C00005000 | OIS | CALL | Long | 5.00 | None | $0.00 | 0.00 | $0.36 | 0.08 | 0.11 | 0.10 | 0.10 | 4.31 | 4.67 | 0.00 | $0.00 | 10.00 | 32 | 1.0 | 985.000 | 0.36 | 2024-05-28 |
| OIS240621C00005000 | OIS | CALL | Long | 5.00 | None | $0.00 | 0.00 | $0.25 | 0.06 | 0.17 | 0.10 | 0.10 | 4.31 | 4.56 | 0.00 | $0.00 | 10.00 | 31 | 500.0 | 985.000 | 0.25 | 2024-05-27 |
| OIS240621C00005000 | OIS | CALL | Long | 5.00 | None | $0.00 | 0.00 | $0.25 | 0.06 | 0.08 | 0.10 | 0.10 | 4.31 | 4.56 | 0.00 | $0.00 | 10.00 | 28 | 500.0 | 985.000 | 0.25 | 2024-05-24 |
| OIS240621C00005000 | OIS | CALL | Long | 5.00 | None | $0.00 | 0.00 | $0.22 | 0.05 | 0.04 | 0.10 | 0.10 | 4.31 | 4.53 | 0.00 | $0.00 | 10.00 | 27 | 500.0 | 485.000 | 0.22 | 2024-05-23 |
| OIS240621C00005000 | OIS | CALL | Long | 5.00 | None | $0.02 | 0.20 | $0.34 | 0.08 | 0.06 | 0.10 | 0.12 | 4.31 | 4.65 | 0.02 | $2.00 | 10.00 | 26 | 2.0 | 485.000 | 0.34 | 2024-05-22 |
| OIS240621C00005000 | OIS | CALL | Long | 5.00 | None | $0.02 | 0.20 | $0.44 | 0.10 | 0.07 | 0.10 | 0.12 | 4.31 | 4.75 | 0.02 | $2.00 | 10.00 | 25 | 2.0 | 485.000 | 0.44 | 2024-05-21 |
| OIS240621C00005000 | OIS | CALL | Long | 5.00 | None | $0.02 | 0.20 | $0.35 | 0.08 | -0.40 | 0.10 | 0.12 | 4.31 | 4.66 | 0.02 | $2.00 | 10.00 | 24 | 2.0 | 0.000 | 0.35 | 2024-05-20 |
| OIS240621C00005000 | OIS | CALL | Long | 5.00 | None | $0.05 | 0.50 | $0.41 | 0.10 | 0.08 | 0.10 | 0.15 | 4.31 | 4.72 | 0.05 | $5.00 | 10.00 | 23 | 5.0 | 484.000 | 0.41 | 2024-05-19 |
| OIS240621C00005000 | OIS | CALL | Long | 5.00 | None | $0.05 | 0.50 | $0.41 | 0.10 | 0.07 | 0.10 | 0.15 | 4.31 | 4.72 | 0.05 | $5.00 | 10.00 | 22 | 5.0 | 484.000 | 0.41 | 2024-05-18 |
| OIS240621C00005000 | OIS | CALL | Long | 5.00 | None | $0.05 | 0.50 | $0.41 | 0.10 | 0.10 | 0.10 | 0.15 | 4.31 | 4.72 | 0.05 | $5.00 | 10.00 | 21 | 5.0 | 484.000 | 0.41 | 2024-05-17 |
| OIS240621C00005000 | OIS | CALL | Long | 5.00 | None | $0.03 | 0.30 | $0.30 | 0.07 | 0.03 | 0.10 | 0.13 | 4.31 | 4.61 | 0.03 | $3.00 | 10.00 | 19 | 7.0 | 479.000 | 0.30 | 2024-05-15 |
| OIS240621C00005000 | OIS | CALL | Long | 5.00 | None | $0.03 | 0.30 | $0.36 | 0.08 | 0.07 | 0.10 | 0.13 | 4.31 | 4.67 | 0.03 | $3.00 | 10.00 | 18 | 7.0 | 476.000 | 0.36 | 2024-05-14 |
| OIS240621C00005000 | OIS | CALL | Long | 5.00 | None | $-0.02 | -0.20 | $0.38 | 0.09 | 0.06 | 0.10 | 0.08 | 4.31 | 4.69 | -0.02 | $-2.00 | 10.00 | 17 | 15.0 | 476.000 | 0.38 | 2024-05-13 |
| OIS240621C00005000 | OIS | CALL | Long | 5.00 | None | $-0.02 | -0.20 | $0.27 | 0.06 | -0.40 | 0.10 | 0.08 | 4.31 | 4.58 | -0.02 | $-2.00 | 10.00 | 16 | 15.0 | 476.000 | 0.27 | 2024-05-12 |
| OIS240621C00005000 | OIS | CALL | Long | 5.00 | None | $-0.02 | -0.20 | $0.41 | 0.10 | 0.01 | 0.10 | 0.08 | 4.31 | 4.72 | -0.02 | $-2.00 | 10.00 | 13 | 1.0 | 476.000 | 0.41 | 2024-05-09 |
| OIS240621C00005000 | OIS | CALL | Long | 5.00 | None | $-0.02 | -0.20 | $0.11 | 0.03 | 0.10 | 0.10 | 0.08 | 4.31 | 4.42 | -0.02 | $-2.00 | 10.00 | 12 | 1.0 | 477.000 | 0.11 | 2024-05-08 |
| OIS240621C00005000 | OIS | CALL | Long | 5.00 | None | $0.00 | 0.00 | $0.20 | 0.05 | 0.04 | 0.10 | 0.10 | 4.31 | 4.51 | 0.00 | $0.00 | 10.00 | 11 | 35.0 | 477.000 | 0.20 | 2024-05-07 |
| OIS240621C00005000 | OIS | CALL | Long | 5.00 | OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position. | $0.00 | 0.00 | $0.04 | 0.01 | 0.01 | 0.10 | 0.10 | 4.31 | 4.35 | 0.00 | $0.00 | 10.00 | 7 | 57.0 | 477.000 | 0.04 | 2024-05-03 |
| OIS240621C00005000 | OIS | CALL | Long | 5.00 | None | $0.00 | 0.00 | $-0.02 | -0.00 | 0.04 | 0.10 | 0.10 | 4.31 | 4.29 | 0.00 | $0.00 | 10.00 | 6 | 57.0 | 420.000 | -0.02 | 2024-05-02 |
| OIS240621C00005000 | OIS | CALL | Long | 5.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.10 | 0.10 | 4.31 | 4.31 | 0.00 | $0.00 | 10.00 | 0 | 225.0 | 106.000 | 0.00 | 2024-04-26 |