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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2023-10-31 | SGMO | SGMO231215P00001000 | 1.00 | 20.000 | 1.969 | 0.441 | 0.0 | 0.4 | -0.010 | 0.060 | 0.420 | 0.50 | 0.63 | 2023-12-15 | PUT | Long | 0.458 | 0.495 | 0.189 |
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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGMO231215P00001000 | SGMO | PUT | Long | 1.00 | None | $0.10 | 0.20 | $0.20 | 0.32 | 8.03 | 0.50 | 0.60 | 0.63 | 0.43 | 0.10 | $10.00 | 50.00 | 44 | 2.0 | 28.000 | 0.20 | 2023-12-14 |
SGMO231215P00001000 | SGMO | PUT | Long | 1.00 | None | $0.10 | 0.20 | $0.19 | 0.30 | 6.78 | 0.50 | 0.60 | 0.63 | 0.44 | 0.10 | $10.00 | 50.00 | 43 | 2.0 | 26.000 | 0.19 | 2023-12-13 |
SGMO231215P00001000 | SGMO | PUT | Long | 1.00 | None | $0.05 | 0.10 | $0.19 | 0.30 | 5.53 | 0.50 | 0.55 | 0.63 | 0.44 | 0.05 | $5.00 | 50.00 | 42 | 1.0 | 0.000 | 0.19 | 2023-12-12 |
SGMO231215P00001000 | SGMO | PUT | Long | 1.00 | None | $0.05 | 0.10 | $0.18 | 0.29 | 6.16 | 0.50 | 0.55 | 0.63 | 0.45 | 0.05 | $5.00 | 50.00 | 41 | 3.0 | 25.000 | 0.18 | 2023-12-11 |
SGMO231215P00001000 | SGMO | PUT | Long | 1.00 | None | $0.10 | 0.20 | $0.14 | 0.22 | 2.66 | 0.50 | 0.60 | 0.63 | 0.49 | 0.10 | $10.00 | 50.00 | 38 | 5.0 | 28.000 | 0.14 | 2023-12-08 |
SGMO231215P00001000 | SGMO | PUT | Long | 1.00 | None | $0.10 | 0.20 | $0.17 | 0.27 | 3.97 | 0.50 | 0.60 | 0.63 | 0.46 | 0.10 | $10.00 | 50.00 | 37 | 5.0 | 23.000 | 0.17 | 2023-12-07 |
SGMO231215P00001000 | SGMO | PUT | Long | 1.00 | None | $0.20 | 0.40 | $0.18 | 0.29 | -1.97 | 0.50 | 0.70 | 0.63 | 0.45 | 0.20 | $20.00 | 50.00 | 36 | 0.0 | 23.000 | 0.18 | 2023-12-06 |
SGMO231215P00001000 | SGMO | PUT | Long | 1.00 | None | $0.20 | 0.40 | $0.18 | 0.29 | 6.22 | 0.50 | 0.70 | 0.63 | 0.45 | 0.20 | $20.00 | 50.00 | 35 | 0.0 | 23.000 | 0.18 | 2023-12-05 |
SGMO231215P00001000 | SGMO | PUT | Long | 1.00 | None | $0.20 | 0.40 | $0.15 | 0.24 | 4.84 | 0.50 | 0.70 | 0.63 | 0.48 | 0.20 | $20.00 | 50.00 | 34 | 0.0 | 23.000 | 0.15 | 2023-12-04 |
SGMO231215P00001000 | SGMO | PUT | Long | 1.00 | None | $0.20 | 0.40 | $0.18 | 0.29 | 2.59 | 0.50 | 0.70 | 0.63 | 0.45 | 0.20 | $20.00 | 50.00 | 33 | 0.0 | 23.000 | 0.18 | 2023-12-03 |
SGMO231215P00001000 | SGMO | PUT | Long | 1.00 | None | $0.20 | 0.40 | $0.18 | 0.29 | 2.47 | 0.50 | 0.70 | 0.63 | 0.45 | 0.20 | $20.00 | 50.00 | 32 | 0.0 | 23.000 | 0.18 | 2023-12-02 |
SGMO231215P00001000 | SGMO | PUT | Long | 1.00 | None | $0.20 | 0.40 | $0.18 | 0.29 | 2.28 | 0.50 | 0.70 | 0.63 | 0.45 | 0.20 | $20.00 | 50.00 | 31 | 0.0 | 23.000 | 0.18 | 2023-12-01 |
SGMO231215P00001000 | SGMO | PUT | Long | 1.00 | None | $0.20 | 0.40 | $0.20 | 0.32 | 3.16 | 0.50 | 0.70 | 0.63 | 0.43 | 0.20 | $20.00 | 50.00 | 30 | 0.0 | 23.000 | 0.20 | 2023-11-30 |
SGMO231215P00001000 | SGMO | PUT | Long | 1.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.20 | 0.40 | $0.22 | 0.35 | 4.28 | 0.50 | 0.70 | 0.63 | 0.41 | 0.20 | $20.00 | 50.00 | 29 | 0.0 | 23.000 | 0.22 | 2023-11-29 |
SGMO231215P00001000 | SGMO | PUT | Long | 1.00 | None | $0.20 | 0.40 | $0.24 | 0.38 | 3.66 | 0.50 | 0.70 | 0.63 | 0.39 | 0.20 | $20.00 | 50.00 | 28 | 0.0 | 23.000 | 0.24 | 2023-11-28 |
SGMO231215P00001000 | SGMO | PUT | Long | 1.00 | None | $0.20 | 0.40 | $0.26 | 0.41 | 13.53 | 0.50 | 0.70 | 0.63 | 0.37 | 0.20 | $20.00 | 50.00 | 27 | 0.0 | 23.000 | 0.26 | 2023-11-27 |
SGMO231215P00001000 | SGMO | PUT | Long | 1.00 | None | $0.20 | 0.40 | $0.25 | 0.40 | 3.09 | 0.50 | 0.70 | 0.63 | 0.38 | 0.20 | $20.00 | 50.00 | 24 | 0.0 | 23.000 | 0.25 | 2023-11-24 |
SGMO231215P00001000 | SGMO | PUT | Long | 1.00 | None | $0.20 | 0.40 | $0.27 | 0.43 | -1.97 | 0.50 | 0.70 | 0.63 | 0.36 | 0.20 | $20.00 | 50.00 | 23 | 0.0 | 23.000 | 0.27 | 2023-11-23 |
SGMO231215P00001000 | SGMO | PUT | Long | 1.00 | None | $0.20 | 0.40 | $0.25 | 0.40 | 0.28 | 0.50 | 0.70 | 0.63 | 0.38 | 0.20 | $20.00 | 50.00 | 22 | 0.0 | 22.000 | 0.25 | 2023-11-22 |
SGMO231215P00001000 | SGMO | PUT | Long | 1.00 | None | $0.20 | 0.40 | $0.26 | 0.41 | 1.16 | 0.50 | 0.70 | 0.63 | 0.37 | 0.20 | $20.00 | 50.00 | 21 | 0.0 | 22.000 | 0.26 | 2023-11-21 |
SGMO231215P00001000 | SGMO | PUT | Long | 1.00 | None | $0.20 | 0.40 | $0.21 | 0.33 | 0.47 | 0.50 | 0.70 | 0.63 | 0.42 | 0.20 | $20.00 | 50.00 | 20 | 0.0 | 22.000 | 0.21 | 2023-11-20 |
SGMO231215P00001000 | SGMO | PUT | Long | 1.00 | None | $0.20 | 0.40 | $0.25 | 0.40 | 2.53 | 0.50 | 0.70 | 0.63 | 0.38 | 0.20 | $20.00 | 50.00 | 19 | 0.0 | 21.000 | 0.25 | 2023-11-19 |
SGMO231215P00001000 | SGMO | PUT | Long | 1.00 | None | $0.20 | 0.40 | $0.25 | 0.40 | 2.47 | 0.50 | 0.70 | 0.63 | 0.38 | 0.20 | $20.00 | 50.00 | 17 | 0.0 | 21.000 | 0.25 | 2023-11-17 |
SGMO231215P00001000 | SGMO | PUT | Long | 1.00 | None | $0.05 | 0.10 | $0.28 | 0.44 | 1.84 | 0.50 | 0.55 | 0.63 | 0.35 | 0.05 | $5.00 | 50.00 | 16 | 0.0 | 21.000 | 0.28 | 2023-11-16 |
SGMO231215P00001000 | SGMO | PUT | Long | 1.00 | None | $0.05 | 0.10 | $0.26 | 0.41 | 7.53 | 0.50 | 0.55 | 0.63 | 0.37 | 0.05 | $5.00 | 50.00 | 15 | 0.0 | 21.000 | 0.26 | 2023-11-15 |
SGMO231215P00001000 | SGMO | PUT | Long | 1.00 | None | $0.05 | 0.10 | $0.29 | 0.46 | 8.28 | 0.50 | 0.55 | 0.63 | 0.34 | 0.05 | $5.00 | 50.00 | 14 | 0.0 | 21.000 | 0.29 | 2023-11-14 |
SGMO231215P00001000 | SGMO | PUT | Long | 1.00 | None | $0.05 | 0.10 | $0.33 | 0.52 | -0.09 | 0.50 | 0.55 | 0.63 | 0.30 | 0.05 | $5.00 | 50.00 | 13 | 0.0 | 21.000 | 0.33 | 2023-11-13 |
SGMO231215P00001000 | SGMO | PUT | Long | 1.00 | None | $0.05 | 0.10 | $0.33 | 0.52 | 1.16 | 0.50 | 0.55 | 0.63 | 0.30 | 0.05 | $5.00 | 50.00 | 10 | 0.0 | 21.000 | 0.33 | 2023-11-10 |
SGMO231215P00001000 | SGMO | PUT | Long | 1.00 | None | $0.05 | 0.10 | $0.30 | 0.48 | -1.97 | 0.50 | 0.55 | 0.63 | 0.33 | 0.05 | $5.00 | 50.00 | 9 | 0.0 | 0.000 | 0.30 | 2023-11-09 |
SGMO231215P00001000 | SGMO | PUT | Long | 1.00 | None | $0.05 | 0.10 | $0.30 | 0.48 | -1.97 | 0.50 | 0.55 | 0.63 | 0.33 | 0.05 | $5.00 | 50.00 | 8 | 0.0 | 21.000 | 0.30 | 2023-11-08 |
SGMO231215P00001000 | SGMO | PUT | Long | 1.00 | None | $0.05 | 0.10 | $0.25 | 0.40 | -0.22 | 0.50 | 0.55 | 0.63 | 0.38 | 0.05 | $5.00 | 50.00 | 7 | 0.0 | 21.000 | 0.25 | 2023-11-07 |
SGMO231215P00001000 | SGMO | PUT | Long | 1.00 | None | $0.05 | 0.10 | $0.19 | 0.30 | 0.50 | 0.50 | 0.55 | 0.63 | 0.44 | 0.05 | $5.00 | 50.00 | 6 | 0.0 | 20.000 | 0.19 | 2023-11-06 |
SGMO231215P00001000 | SGMO | PUT | Long | 1.00 | None | $0.05 | 0.10 | $0.19 | 0.30 | 0.50 | 0.50 | 0.55 | 0.63 | 0.44 | 0.05 | $5.00 | 50.00 | 5 | 0.0 | 20.000 | 0.19 | 2023-11-05 |
SGMO231215P00001000 | SGMO | PUT | Long | 1.00 | None | $0.00 | 0.00 | $0.17 | 0.27 | -0.47 | 0.50 | 0.50 | 0.63 | 0.46 | 0.00 | $0.00 | 50.00 | 3 | 0.0 | 20.000 | 0.17 | 2023-11-03 |
SGMO231215P00001000 | SGMO | PUT | Long | 1.00 | None | $0.00 | 0.00 | $0.17 | 0.27 | -0.47 | 0.50 | 0.50 | 0.63 | 0.46 | 0.00 | $0.00 | 50.00 | 2 | 0.0 | 20.000 | 0.17 | 2023-11-02 |
SGMO231215P00001000 | SGMO | PUT | Long | 1.00 | None | $0.00 | 0.00 | $0.04 | 0.06 | 2.16 | 0.50 | 0.50 | 0.63 | 0.59 | 0.00 | $0.00 | 50.00 | 1 | 0.0 | 20.000 | 0.04 | 2023-11-01 |
SGMO231215P00001000 | SGMO | PUT | Long | 1.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.50 | 0.50 | 0.63 | 0.63 | 0.00 | $0.00 | 50.00 | 0 | 20.000 | -0.00 | 2023-10-31 |