| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-11-14 | RVNC | RVNC231215P00007500 | 7.50 | 103.0 | 253.000 | 0.938 | 0.382 | 0.1 | 0.8 | -0.010 | 0.380 | 1.100 | 1.25 | 6.76 | 2023-12-15 | PUT | Long | 0.421 | 0.454 | 0.164 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| RVNC231215P00007500 | RVNC | PUT | Long | 7.50 | None | $-1.19 | -0.95 | $-1.72 | -0.25 | 0.25 | 1.25 | 0.06 | 6.76 | 8.48 | -1.19 | $-119.00 | 125.00 | 30 | 12.0 | 436.000 | -1.72 | 2023-12-14 |
| RVNC231215P00007500 | RVNC | PUT | Long | 7.50 | None | $-0.85 | -0.68 | $-1.16 | -0.17 | -0.12 | 1.25 | 0.40 | 6.76 | 7.92 | -0.85 | $-85.00 | 125.00 | 29 | 16.0 | 436.000 | -1.16 | 2023-12-13 |
| RVNC231215P00007500 | RVNC | PUT | Long | 7.50 | None | $-0.85 | -0.68 | $-0.65 | -0.10 | -0.12 | 1.25 | 0.40 | 6.76 | 7.41 | -0.85 | $-85.00 | 125.00 | 28 | 16.0 | 436.000 | -0.65 | 2023-12-12 |
| RVNC231215P00007500 | RVNC | PUT | Long | 7.50 | None | $-0.85 | -0.68 | $-0.65 | -0.10 | 0.04 | 1.25 | 0.40 | 6.76 | 7.41 | -0.85 | $-85.00 | 125.00 | 27 | 16.0 | 436.000 | -0.65 | 2023-12-11 |
| RVNC231215P00007500 | RVNC | PUT | Long | 7.50 | None | $-0.85 | -0.68 | $-0.61 | -0.09 | -0.18 | 1.25 | 0.40 | 6.76 | 7.37 | -0.85 | $-85.00 | 125.00 | 24 | 16.0 | 447.000 | -0.61 | 2023-12-08 |
| RVNC231215P00007500 | RVNC | PUT | Long | 7.50 | None | $-0.70 | -0.56 | $-0.33 | -0.05 | 0.15 | 1.25 | 0.55 | 6.76 | 7.09 | -0.70 | $-70.00 | 125.00 | 23 | 256.0 | 447.000 | -0.33 | 2023-12-07 |
| RVNC231215P00007500 | RVNC | PUT | Long | 7.50 | None | $-0.70 | -0.56 | $-0.29 | -0.04 | -0.14 | 1.25 | 0.55 | 6.76 | 7.05 | -0.70 | $-70.00 | 125.00 | 22 | 0.0 | 447.000 | -0.29 | 2023-12-06 |
| RVNC231215P00007500 | RVNC | PUT | Long | 7.50 | None | $-0.70 | -0.56 | $-0.59 | -0.09 | 0.03 | 1.25 | 0.55 | 6.76 | 7.35 | -0.70 | $-70.00 | 125.00 | 21 | 0.0 | 501.000 | -0.59 | 2023-12-05 |
| RVNC231215P00007500 | RVNC | PUT | Long | 7.50 | None | $-0.70 | -0.56 | $-0.67 | -0.10 | -0.08 | 1.25 | 0.55 | 6.76 | 7.43 | -0.70 | $-70.00 | 125.00 | 20 | 0.0 | 500.000 | -0.67 | 2023-12-04 |
| RVNC231215P00007500 | RVNC | PUT | Long | 7.50 | None | $-0.55 | -0.44 | $-0.48 | -0.07 | -0.02 | 1.25 | 0.70 | 6.76 | 7.24 | -0.55 | $-55.00 | 125.00 | 19 | 0.0 | 396.000 | -0.48 | 2023-12-03 |
| RVNC231215P00007500 | RVNC | PUT | Long | 7.50 | None | $-0.55 | -0.44 | $-0.48 | -0.07 | -0.05 | 1.25 | 0.70 | 6.76 | 7.24 | -0.55 | $-55.00 | 125.00 | 18 | 0.0 | 396.000 | -0.48 | 2023-12-02 |
| RVNC231215P00007500 | RVNC | PUT | Long | 7.50 | None | $-0.55 | -0.44 | $-0.48 | -0.07 | -0.08 | 1.25 | 0.70 | 6.76 | 7.24 | -0.55 | $-55.00 | 125.00 | 17 | 0.0 | 396.000 | -0.48 | 2023-12-01 |
| RVNC231215P00007500 | RVNC | PUT | Long | 7.50 | None | $-0.25 | -0.20 | $-0.01 | -0.00 | 0.29 | 1.25 | 1.00 | 6.76 | 6.77 | -0.25 | $-25.00 | 125.00 | 16 | 0.0 | 381.000 | -0.01 | 2023-11-30 |
| RVNC231215P00007500 | RVNC | PUT | Long | 7.50 | None | $-0.51 | -0.41 | $-0.18 | -0.03 | -0.07 | 1.25 | 0.74 | 6.76 | 6.94 | -0.51 | $-51.00 | 125.00 | 15 | 0.0 | 381.000 | -0.18 | 2023-11-29 |
| RVNC231215P00007500 | RVNC | PUT | Long | 7.50 | None | $-0.51 | -0.41 | $-0.30 | -0.04 | -0.04 | 1.25 | 0.74 | 6.76 | 7.06 | -0.51 | $-51.00 | 125.00 | 14 | 0.0 | 363.000 | -0.30 | 2023-11-28 |
| RVNC231215P00007500 | RVNC | PUT | Long | 7.50 | None | $-0.40 | -0.32 | $-0.09 | -0.01 | 0.04 | 1.25 | 0.85 | 6.76 | 6.85 | -0.40 | $-40.00 | 125.00 | 13 | 0.0 | 363.000 | -0.09 | 2023-11-27 |
| RVNC231215P00007500 | RVNC | PUT | Long | 7.50 | None | $-0.40 | -0.32 | $-0.44 | -0.07 | -0.10 | 1.25 | 0.85 | 6.76 | 7.20 | -0.40 | $-40.00 | 125.00 | 10 | 0.0 | 0.000 | -0.44 | 2023-11-24 |
| RVNC231215P00007500 | RVNC | PUT | Long | 7.50 | None | $-0.40 | -0.32 | $-0.53 | -0.08 | -0.94 | 1.25 | 0.85 | 6.76 | 7.29 | -0.40 | $-40.00 | 125.00 | 9 | 0.0 | 0.000 | -0.53 | 2023-11-23 |
| RVNC231215P00007500 | RVNC | PUT | Long | 7.50 | None | $-0.40 | -0.32 | $-0.45 | -0.07 | -0.01 | 1.25 | 0.85 | 6.76 | 7.21 | -0.40 | $-40.00 | 125.00 | 8 | 0.0 | 363.000 | -0.45 | 2023-11-22 |
| RVNC231215P00007500 | RVNC | PUT | Long | 7.50 | None | $-0.40 | -0.32 | $-0.47 | -0.07 | -0.06 | 1.25 | 0.85 | 6.76 | 7.23 | -0.40 | $-40.00 | 125.00 | 7 | 0.0 | 330.000 | -0.47 | 2023-11-21 |
| RVNC231215P00007500 | RVNC | PUT | Long | 7.50 | None | $-0.55 | -0.44 | $-0.71 | -0.11 | -0.09 | 1.25 | 0.70 | 6.76 | 7.47 | -0.55 | $-55.00 | 125.00 | 6 | 0.0 | 319.000 | -0.71 | 2023-11-20 |
| RVNC231215P00007500 | RVNC | PUT | Long | 7.50 | None | $-0.45 | -0.36 | $-0.51 | -0.08 | 0.04 | 1.25 | 0.80 | 6.76 | 7.27 | -0.45 | $-45.00 | 125.00 | 5 | 0.0 | 279.000 | -0.51 | 2023-11-19 |
| RVNC231215P00007500 | RVNC | PUT | Long | 7.50 | None | $-0.45 | -0.36 | $-0.51 | -0.08 | 0.02 | 1.25 | 0.80 | 6.76 | 7.27 | -0.45 | $-45.00 | 125.00 | 3 | 0.0 | 279.000 | -0.51 | 2023-11-17 |
| RVNC231215P00007500 | RVNC | PUT | Long | 7.50 | None | $-0.20 | -0.16 | $-0.16 | -0.02 | 0.12 | 1.25 | 1.05 | 6.76 | 6.92 | -0.20 | $-20.00 | 125.00 | 2 | 0.0 | 279.000 | -0.16 | 2023-11-16 |
| RVNC231215P00007500 | RVNC | PUT | Long | 7.50 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.20; Exit EQ PnL: -0.26 | $-0.20 | -0.16 | $-0.26 | -0.04 | 0.01 | 1.25 | 1.05 | 6.76 | 7.02 | -0.20 | $-20.00 | 125.00 | 1 | 0.0 | 278.000 | -0.26 | 2023-11-15 |
| RVNC231215P00007500 | RVNC | PUT | Long | 7.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 1.25 | 1.25 | 6.76 | 6.76 | 0.00 | $0.00 | 125.00 | 0 | 0.0 | 253.000 | -0.00 | 2023-11-14 |