| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-04-03 | PARA | PARA240503C00013500 | 13.50 | 57.0 | 114.000 | 1.199 | 0.235 | 0.4 | 0.3 | -0.010 | 1.680 | 1.620 | 0.60 | 13.52 | 2024-05-03 | CALL | Short | 0.250 | 0.289 | 0.150 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PARA240503C00013500 | PARA | CALL | Short | 13.50 | None | $-0.03 | -0.05 | $-0.34 | -0.03 | 0.33 | 0.60 | 0.63 | 13.52 | 13.86 | -0.03 | $-3.00 | 1352.00 | 29 | 9224.0 | 8057.000 | -0.34 | 2024-05-02 |
| PARA240503C00013500 | PARA | CALL | Short | 13.50 | None | $0.27 | 0.45 | $1.12 | 0.08 | 0.04 | 0.60 | 0.33 | 13.52 | 12.40 | 0.27 | $27.00 | 1352.00 | 26 | 845.0 | 7628.000 | 1.12 | 2024-04-29 |
| PARA240503C00013500 | PARA | CALL | Short | 13.50 | None | $0.37 | 0.62 | $1.61 | 0.12 | -0.18 | 0.60 | 0.23 | 13.52 | 11.91 | 0.37 | $37.00 | 1352.00 | 23 | 1426.0 | 6968.000 | 1.61 | 2024-04-26 |
| PARA240503C00013500 | PARA | CALL | Short | 13.50 | None | $0.31 | 0.52 | $1.34 | 0.10 | -0.24 | 0.60 | 0.29 | 13.52 | 12.18 | 0.31 | $31.00 | 1352.00 | 22 | 3552.0 | 3822.000 | 1.34 | 2024-04-25 |
| PARA240503C00013500 | PARA | CALL | Short | 13.50 | None | $0.19 | 0.32 | $0.84 | 0.06 | -0.30 | 0.60 | 0.41 | 13.52 | 12.68 | 0.19 | $19.00 | 1352.00 | 21 | 367.0 | 3664.000 | 0.84 | 2024-04-24 |
| PARA240503C00013500 | PARA | CALL | Short | 13.50 | None | $0.09 | 0.15 | $0.78 | 0.06 | -0.29 | 0.60 | 0.51 | 13.52 | 12.74 | 0.09 | $9.00 | 1352.00 | 20 | 302.0 | 3527.000 | 0.78 | 2024-04-23 |
| PARA240503C00013500 | PARA | CALL | Short | 13.50 | None | $0.12 | 0.20 | $1.14 | 0.08 | -0.22 | 0.60 | 0.48 | 13.52 | 12.38 | 0.12 | $12.00 | 1352.00 | 19 | 463.0 | 3194.000 | 1.14 | 2024-04-22 |
| PARA240503C00013500 | PARA | CALL | Short | 13.50 | None | $-0.05 | -0.08 | $1.08 | 0.08 | -0.17 | 0.60 | 0.65 | 13.52 | 12.44 | -0.05 | $-5.00 | 1352.00 | 16 | 2104.0 | 2097.000 | 1.08 | 2024-04-19 |
| PARA240503C00013500 | PARA | CALL | Short | 13.50 | None | $0.42 | 0.70 | $2.55 | 0.19 | -0.28 | 0.60 | 0.18 | 13.52 | 10.97 | 0.42 | $42.00 | 1352.00 | 15 | 328.0 | 1781.000 | 2.55 | 2024-04-18 |
| PARA240503C00013500 | PARA | CALL | Short | 13.50 | None | $0.42 | 0.70 | $2.71 | 0.20 | -0.24 | 0.60 | 0.18 | 13.52 | 10.81 | 0.42 | $42.00 | 1352.00 | 14 | 1216.0 | 974.000 | 2.71 | 2024-04-17 |
| PARA240503C00013500 | PARA | CALL | Short | 13.50 | None | $0.43 | 0.72 | $3.09 | 0.23 | -0.19 | 0.60 | 0.17 | 13.52 | 10.43 | 0.43 | $43.00 | 1352.00 | 13 | 732.0 | 254.000 | 3.09 | 2024-04-16 |
| PARA240503C00013500 | PARA | CALL | Short | 13.50 | None | $0.33 | 0.55 | $2.62 | 0.19 | -0.18 | 0.60 | 0.27 | 13.52 | 10.90 | 0.33 | $33.00 | 1352.00 | 12 | 5.0 | 249.000 | 2.62 | 2024-04-15 |
| PARA240503C00013500 | PARA | CALL | Short | 13.50 | None | $0.34 | 0.57 | $2.56 | 0.19 | -0.23 | 0.60 | 0.26 | 13.52 | 10.96 | 0.34 | $34.00 | 1352.00 | 9 | 12.0 | 238.000 | 2.56 | 2024-04-12 |
| PARA240503C00013500 | PARA | CALL | Short | 13.50 | None | $0.20 | 0.33 | $2.25 | 0.17 | -0.26 | 0.60 | 0.40 | 13.52 | 11.27 | 0.20 | $20.00 | 1352.00 | 8 | 9.0 | 245.000 | 2.25 | 2024-04-11 |
| PARA240503C00013500 | PARA | CALL | Short | 13.50 | None | $0.37 | 0.62 | $3.02 | 0.22 | 0.02 | 0.60 | 0.23 | 13.52 | 10.50 | 0.37 | $37.00 | 1352.00 | 7 | 34.0 | 273.000 | 3.02 | 2024-04-10 |
| PARA240503C00013500 | PARA | CALL | Short | 13.50 | None | $0.32 | 0.53 | $2.55 | 0.19 | -0.27 | 0.60 | 0.28 | 13.52 | 10.97 | 0.32 | $32.00 | 1352.00 | 6 | 2.0 | 273.000 | 2.55 | 2024-04-09 |
| PARA240503C00013500 | PARA | CALL | Short | 13.50 | None | $0.27 | 0.45 | $2.46 | 0.18 | -0.31 | 0.60 | 0.33 | 13.52 | 11.06 | 0.27 | $27.00 | 1352.00 | 5 | 43.0 | 232.000 | 2.46 | 2024-04-08 |
| PARA240503C00013500 | PARA | CALL | Short | 13.50 | None | $0.10 | 0.17 | $1.55 | 0.11 | -0.06 | 0.60 | 0.50 | 13.52 | 11.97 | 0.10 | $10.00 | 1352.00 | 2 | 6.0 | 230.000 | 1.55 | 2024-04-05 |
| PARA240503C00013500 | PARA | CALL | Short | 13.50 | Underlying has moved in favorable position (0.08210059171597633136094674556) however, position is suffering from IV crush;Exit OP PnL: $0.74;Exit EQ PnL: 1.11 | $-0.04 | -0.07 | $1.15 | 0.09 | -0.49 | 0.60 | 0.64 | 13.52 | 12.37 | -0.04 | $-4.00 | 1352.00 | 1 | 90.0 | 163.000 | 1.15 | 2024-04-04 |
| PARA240503C00013500 | PARA | CALL | Short | 13.50 | None | $-0.00 | -0.00 | $-0.00 | -0.00 | 0.00 | 0.60 | 0.60 | 13.52 | 13.52 | -0.00 | $-0.00 | 1352.00 | 0 | 57.0 | 114.000 | -0.00 | 2024-04-03 |