| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-12-10 | OLLI | OLLI250117P00110000 | 110.00 | 28.0 | 32.000 | 0.359 | 0.201 | 4.8 | 1.4 | -0.010 | 6.820 | 3.410 | 3.80 | 112.88 | 2025-01-17 | PUT | Long | 0.158 | 0.202 | 0.132 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OLLI250117P00110000 | OLLI | PUT | Long | 110.00 | None | $-2.69 | -0.69 | $-6.89 | -0.06 | 0.00 | 3.90 | 1.21 | 111.02 | 117.91 | -2.69 | $-269.00 | 390.00 | 10 | 10.0 | 460.000 | -6.89 | 2024-12-20 |
| OLLI250117P00110000 | OLLI | PUT | Long | 110.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $-2.50 | -0.64 | $-6.61 | -0.06 | 0.00 | 3.90 | 1.40 | 111.02 | 117.63 | -2.50 | $-250.00 | 390.00 | 9 | 21.0 | 454.000 | -6.61 | 2024-12-19 |
| OLLI250117P00110000 | OLLI | PUT | Long | 110.00 | None | $-2.41 | -0.62 | $-3.47 | -0.03 | -0.03 | 3.90 | 1.49 | 111.02 | 114.49 | -2.41 | $-241.00 | 390.00 | 8 | 52.0 | 417.000 | -3.47 | 2024-12-18 |
| OLLI250117P00110000 | OLLI | PUT | Long | 110.00 | None | $-1.78 | -0.46 | $-3.92 | -0.04 | -0.00 | 3.90 | 2.12 | 111.02 | 114.94 | -1.78 | $-178.00 | 390.00 | 7 | 14.0 | 414.000 | -3.92 | 2024-12-17 |
| OLLI250117P00110000 | OLLI | PUT | Long | 110.00 | None | $-1.67 | -0.43 | $-3.36 | -0.03 | -0.01 | 3.90 | 2.23 | 111.02 | 114.38 | -1.67 | $-167.00 | 390.00 | 6 | 29.0 | 390.000 | -3.36 | 2024-12-16 |
| OLLI250117P00110000 | OLLI | PUT | Long | 110.00 | None | $-0.50 | -0.13 | $-1.75 | -0.02 | 0.02 | 3.90 | 3.40 | 111.02 | 112.77 | -0.50 | $-50.00 | 390.00 | 3 | 31.0 | 366.000 | -1.75 | 2024-12-13 |
| OLLI250117P00110000 | OLLI | PUT | Long | 110.00 | None | $-0.70 | -0.18 | $-0.17 | -0.00 | -0.02 | 3.90 | 3.20 | 111.02 | 111.19 | -0.70 | $-70.00 | 390.00 | 2 | 53.0 | 326.000 | -0.17 | 2024-12-12 |
| OLLI250117P00110000 | OLLI | PUT | Long | 110.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $-1.21 | -0.31 | $-2.48 | -0.02 | 0.00 | 3.90 | 2.69 | 111.02 | 113.50 | -1.21 | $-121.00 | 390.00 | 1 | 329.0 | 71.000 | -2.48 | 2024-12-11 |
| OLLI250117P00110000 | OLLI | PUT | Long | 110.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 3.90 | 3.90 | 111.02 | 111.02 | 0.00 | $0.00 | 390.00 | 0 | 48.0 | 32.000 | -0.00 | 2024-12-10 |