| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-08-09 | SG | SG240920P00030000 | 30.00 | 375.0 | 1.000 | 0.667 | 0.394 | 5.3 | 0.2 | -0.040 | 5.960 | 0.810 | 1.25 | 35.01 | 2024-09-20 | PUT | Long | 0.317 | 0.432 | 0.334 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SG240920P00030000 | SG | PUT | Long | 30.00 | None | $-1.20 | -0.96 | $-0.96 | -0.03 | 0.55 | 1.25 | 0.05 | 35.01 | 35.97 | -1.20 | $-120.00 | 125.00 | 41 | 4.0 | 1665.000 | -0.96 | 2024-09-19 |
| SG240920P00030000 | SG | PUT | Long | 30.00 | None | $-1.20 | -0.96 | $0.84 | 0.02 | 0.20 | 1.25 | 0.05 | 35.01 | 34.17 | -1.20 | $-120.00 | 125.00 | 40 | 4.0 | 1669.000 | 0.84 | 2024-09-18 |
| SG240920P00030000 | SG | PUT | Long | 30.00 | None | $-1.15 | -0.92 | $1.25 | 0.04 | 0.09 | 1.25 | 0.10 | 35.01 | 33.76 | -1.15 | $-115.00 | 125.00 | 39 | 25.0 | 0.000 | 1.25 | 2024-09-17 |
| SG240920P00030000 | SG | PUT | Long | 30.00 | None | $-1.15 | -0.92 | $0.86 | 0.02 | 0.15 | 1.25 | 0.10 | 35.01 | 34.15 | -1.15 | $-115.00 | 125.00 | 38 | 158.0 | 1823.000 | 0.86 | 2024-09-16 |
| SG240920P00030000 | SG | PUT | Long | 30.00 | None | $-1.10 | -0.88 | $0.43 | 0.01 | 0.13 | 1.25 | 0.15 | 35.01 | 34.58 | -1.10 | $-110.00 | 125.00 | 36 | 199.0 | 1853.000 | 0.43 | 2024-09-14 |
| SG240920P00030000 | SG | PUT | Long | 30.00 | None | $-1.10 | -0.88 | $0.43 | 0.01 | 0.03 | 1.25 | 0.15 | 35.01 | 34.58 | -1.10 | $-110.00 | 125.00 | 35 | 199.0 | 1853.000 | 0.43 | 2024-09-13 |
| SG240920P00030000 | SG | PUT | Long | 30.00 | None | $-1.05 | -0.84 | $1.06 | 0.03 | 0.05 | 1.25 | 0.20 | 35.01 | 33.95 | -1.05 | $-105.00 | 125.00 | 34 | 881.0 | 1263.000 | 1.06 | 2024-09-12 |
| SG240920P00030000 | SG | PUT | Long | 30.00 | None | $-0.72 | -0.58 | $2.80 | 0.08 | 0.01 | 1.25 | 0.53 | 35.01 | 32.21 | -0.72 | $-72.00 | 125.00 | 33 | 140.0 | 1297.000 | 2.80 | 2024-09-11 |
| SG240920P00030000 | SG | PUT | Long | 30.00 | None | $0.12 | 0.10 | $4.67 | 0.13 | 0.06 | 1.25 | 1.37 | 35.01 | 30.34 | 0.12 | $12.00 | 125.00 | 32 | 49.0 | 1319.000 | 4.67 | 2024-09-10 |
| SG240920P00030000 | SG | PUT | Long | 30.00 | None | $0.55 | 0.44 | $6.35 | 0.18 | 0.05 | 1.25 | 1.80 | 35.01 | 28.66 | 0.55 | $55.00 | 125.00 | 31 | 16.0 | 1317.000 | 6.35 | 2024-09-09 |
| SG240920P00030000 | SG | PUT | Long | 30.00 | None | $1.50 | 1.20 | $7.14 | 0.20 | 0.08 | 1.25 | 2.75 | 35.01 | 27.87 | 1.50 | $150.00 | 125.00 | 30 | 138.0 | 1363.000 | 7.14 | 2024-09-08 |
| SG240920P00030000 | SG | PUT | Long | 30.00 | None | $1.50 | 1.20 | $7.12 | 0.20 | -0.03 | 1.25 | 2.75 | 35.01 | 27.89 | 1.50 | $150.00 | 125.00 | 28 | 138.0 | 1363.000 | 7.12 | 2024-09-06 |
| SG240920P00030000 | SG | PUT | Long | 30.00 | None | $1.27 | 1.02 | $6.55 | 0.19 | -0.07 | 1.25 | 2.52 | 35.01 | 28.46 | 1.27 | $127.00 | 125.00 | 27 | 105.0 | 1351.000 | 6.55 | 2024-09-05 |
| SG240920P00030000 | SG | PUT | Long | 30.00 | None | $0.45 | 0.36 | $5.16 | 0.15 | -0.06 | 1.25 | 1.70 | 35.01 | 29.85 | 0.45 | $45.00 | 125.00 | 26 | 167.0 | 0.000 | 5.16 | 2024-09-04 |
| SG240920P00030000 | SG | PUT | Long | 30.00 | None | $-0.20 | -0.16 | $3.40 | 0.10 | -0.08 | 1.25 | 1.05 | 35.01 | 31.61 | -0.20 | $-20.00 | 125.00 | 22 | 15.0 | 1497.000 | 3.40 | 2024-08-31 |
| SG240920P00030000 | SG | PUT | Long | 30.00 | None | $-0.10 | -0.08 | $3.39 | 0.10 | -0.07 | 1.25 | 1.15 | 35.01 | 31.62 | -0.10 | $-10.00 | 125.00 | 21 | 13.0 | 1497.000 | 3.39 | 2024-08-30 |
| SG240920P00030000 | SG | PUT | Long | 30.00 | None | $-0.22 | -0.18 | $3.38 | 0.10 | -0.08 | 1.25 | 1.03 | 35.01 | 31.63 | -0.22 | $-22.00 | 125.00 | 20 | 173.0 | 1505.000 | 3.38 | 2024-08-29 |
| SG240920P00030000 | SG | PUT | Long | 30.00 | None | $-0.25 | -0.20 | $2.73 | 0.08 | -0.06 | 1.25 | 1.00 | 35.01 | 32.28 | -0.25 | $-25.00 | 125.00 | 19 | 357.0 | 1870.000 | 2.73 | 2024-08-28 |
| SG240920P00030000 | SG | PUT | Long | 30.00 | None | $-0.75 | -0.60 | $0.88 | 0.03 | -0.54 | 1.25 | 0.50 | 35.01 | 34.13 | -0.75 | $-75.00 | 125.00 | 18 | 437.0 | 1879.000 | 0.88 | 2024-08-27 |
| SG240920P00030000 | SG | PUT | Long | 30.00 | None | $-0.75 | -0.60 | $0.30 | 0.01 | -0.04 | 1.25 | 0.50 | 35.01 | 34.71 | -0.75 | $-75.00 | 125.00 | 17 | 437.0 | 1967.000 | 0.30 | 2024-08-26 |
| SG240920P00030000 | SG | PUT | Long | 30.00 | None | $-0.90 | -0.72 | $-2.64 | -0.08 | 0.01 | 1.25 | 0.35 | 35.01 | 37.65 | -0.90 | $-90.00 | 125.00 | 16 | 280.0 | 1743.000 | -2.64 | 2024-08-25 |
| SG240920P00030000 | SG | PUT | Long | 30.00 | None | $-0.90 | -0.72 | $-2.64 | -0.08 | -0.00 | 1.25 | 0.35 | 35.01 | 37.65 | -0.90 | $-90.00 | 125.00 | 15 | 280.0 | 1743.000 | -2.64 | 2024-08-24 |
| SG240920P00030000 | SG | PUT | Long | 30.00 | None | $-0.90 | -0.72 | $-2.65 | -0.08 | -0.01 | 1.25 | 0.35 | 35.01 | 37.66 | -0.90 | $-90.00 | 125.00 | 14 | 280.0 | 1743.000 | -2.65 | 2024-08-23 |
| SG240920P00030000 | SG | PUT | Long | 30.00 | None | $-0.70 | -0.56 | $-0.08 | -0.00 | -0.08 | 1.25 | 0.55 | 35.01 | 35.09 | -0.70 | $-70.00 | 125.00 | 13 | 30.0 | 1738.000 | -0.08 | 2024-08-22 |
| SG240920P00030000 | SG | PUT | Long | 30.00 | None | $-0.59 | -0.47 | $0.54 | 0.02 | -0.08 | 1.25 | 0.66 | 35.01 | 34.47 | -0.59 | $-59.00 | 125.00 | 12 | 34.0 | 1731.000 | 0.54 | 2024-08-21 |
| SG240920P00030000 | SG | PUT | Long | 30.00 | None | $-0.30 | -0.24 | $1.85 | 0.05 | -0.10 | 1.25 | 0.95 | 35.01 | 33.16 | -0.30 | $-30.00 | 125.00 | 11 | 119.0 | 1790.000 | 1.85 | 2024-08-20 |
| SG240920P00030000 | SG | PUT | Long | 30.00 | None | $-0.62 | -0.50 | $0.19 | 0.01 | -0.08 | 1.25 | 0.63 | 35.01 | 34.82 | -0.62 | $-62.00 | 125.00 | 10 | 125.0 | 1758.000 | 0.19 | 2024-08-19 |
| SG240920P00030000 | SG | PUT | Long | 30.00 | None | $-0.85 | -0.68 | $-2.36 | -0.07 | -0.05 | 1.25 | 0.40 | 35.01 | 37.37 | -0.85 | $-85.00 | 125.00 | 9 | 650.0 | 1140.000 | -2.36 | 2024-08-18 |
| SG240920P00030000 | SG | PUT | Long | 30.00 | None | $-0.85 | -0.68 | $-2.36 | -0.07 | -0.06 | 1.25 | 0.40 | 35.01 | 37.37 | -0.85 | $-85.00 | 125.00 | 8 | 650.0 | 1140.000 | -2.36 | 2024-08-17 |
| SG240920P00030000 | SG | PUT | Long | 30.00 | None | $-0.85 | -0.68 | $-2.38 | -0.07 | -0.07 | 1.25 | 0.40 | 35.01 | 37.39 | -0.85 | $-85.00 | 125.00 | 7 | 650.0 | 1140.000 | -2.38 | 2024-08-16 |
| SG240920P00030000 | SG | PUT | Long | 30.00 | None | $-0.80 | -0.64 | $-1.77 | -0.05 | -0.07 | 1.25 | 0.45 | 35.01 | 36.78 | -0.80 | $-80.00 | 125.00 | 6 | 890.0 | 302.000 | -1.77 | 2024-08-15 |
| SG240920P00030000 | SG | PUT | Long | 30.00 | None | $-0.26 | -0.21 | $1.11 | 0.03 | -0.10 | 1.25 | 0.99 | 35.01 | 33.90 | -0.26 | $-26.00 | 125.00 | 5 | 126.0 | 187.000 | 1.11 | 2024-08-14 |
| SG240920P00030000 | SG | PUT | Long | 30.00 | Exit OP PnL: $-0.30;Exit EQ PnL: 0.46; Position is Long and position continued to lose. Latest OP price is: $0.95 (EQ: $34.55). Initial OP price was: $1.25 (EQ: $35.01). Surpassed Stop Loss Percentage: -0.24 < -0.16. | $-0.35 | -0.28 | $0.54 | 0.02 | -0.06 | 1.25 | 0.90 | 35.01 | 34.47 | -0.35 | $-35.00 | 125.00 | 4 | 53.0 | 191.000 | 0.54 | 2024-08-13 |
| SG240920P00030000 | SG | PUT | Long | 30.00 | None | $-0.06 | -0.05 | $0.76 | 0.02 | -0.05 | 1.25 | 1.19 | 35.01 | 34.25 | -0.06 | $-6.00 | 125.00 | 3 | 102.0 | 145.000 | 0.76 | 2024-08-12 |
| SG240920P00030000 | SG | PUT | Long | 30.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 1.25 | 1.25 | 35.01 | 35.01 | 0.00 | $0.00 | 125.00 | 0 | 375.0 | 1.000 | -0.00 | 2024-08-09 |