| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-04-26 | SNAP | SNAP240531C00014500 | 14.50 | 577.0 | 60.000 | 0.594 | 0.540 | 1.2 | 1.0 | -0.020 | 1.260 | 1.120 | 1.06 | 14.55 | 2024-05-31 | CALL | Short | 0.485 | 0.546 | 0.276 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SNAP240531C00014500 | SNAP | CALL | Short | 14.50 | None | $0.48 | 0.45 | $-0.61 | -0.04 | 1.16 | 1.06 | 0.58 | 14.55 | 15.16 | 0.48 | $48.00 | 1455.00 | 34 | 180.0 | 440.000 | -0.61 | 2024-05-30 |
| SNAP240531C00014500 | SNAP | CALL | Short | 14.50 | None | $0.33 | 0.31 | $-0.61 | -0.04 | -0.09 | 1.06 | 0.73 | 14.55 | 15.16 | 0.33 | $33.00 | 1455.00 | 33 | 79.0 | 437.000 | -0.61 | 2024-05-29 |
| SNAP240531C00014500 | SNAP | CALL | Short | 14.50 | None | $0.20 | 0.19 | $-0.77 | -0.05 | 0.20 | 1.06 | 0.86 | 14.55 | 15.32 | 0.20 | $20.00 | 1455.00 | 32 | 23.0 | 432.000 | -0.77 | 2024-05-28 |
| SNAP240531C00014500 | SNAP | CALL | Short | 14.50 | None | $0.28 | 0.26 | $-0.67 | -0.05 | -0.09 | 1.06 | 0.78 | 14.55 | 15.22 | 0.28 | $28.00 | 1455.00 | 31 | 210.0 | 384.000 | -0.67 | 2024-05-27 |
| SNAP240531C00014500 | SNAP | CALL | Short | 14.50 | None | $0.29 | 0.27 | $-0.67 | -0.05 | -0.25 | 1.06 | 0.77 | 14.55 | 15.22 | 0.29 | $29.00 | 1455.00 | 28 | 190.0 | 384.000 | -0.67 | 2024-05-24 |
| SNAP240531C00014500 | SNAP | CALL | Short | 14.50 | None | $0.23 | 0.22 | $-0.64 | -0.04 | -0.16 | 1.06 | 0.83 | 14.55 | 15.19 | 0.23 | $23.00 | 1455.00 | 27 | 69.0 | 357.000 | -0.64 | 2024-05-23 |
| SNAP240531C00014500 | SNAP | CALL | Short | 14.50 | None | $-0.31 | -0.29 | $-1.36 | -0.09 | -0.05 | 1.06 | 1.37 | 14.55 | 15.91 | -0.31 | $-31.00 | 1455.00 | 26 | 31.0 | 370.000 | -1.36 | 2024-05-22 |
| SNAP240531C00014500 | SNAP | CALL | Short | 14.50 | None | $-0.20 | -0.19 | $-1.09 | -0.07 | 0.16 | 1.06 | 1.26 | 14.55 | 15.64 | -0.20 | $-20.00 | 1455.00 | 25 | 17.0 | 353.000 | -1.09 | 2024-05-21 |
| SNAP240531C00014500 | SNAP | CALL | Short | 14.50 | None | $-0.92 | -0.87 | $-1.88 | -0.13 | -0.59 | 1.06 | 1.98 | 14.55 | 16.43 | -0.92 | $-92.00 | 1455.00 | 24 | 126.0 | 0.000 | -1.88 | 2024-05-20 |
| SNAP240531C00014500 | SNAP | CALL | Short | 14.50 | None | $-0.64 | -0.60 | $-1.50 | -0.10 | 0.06 | 1.06 | 1.70 | 14.55 | 16.05 | -0.64 | $-64.00 | 1455.00 | 23 | 78.0 | 301.000 | -1.50 | 2024-05-19 |
| SNAP240531C00014500 | SNAP | CALL | Short | 14.50 | None | $-0.64 | -0.60 | $-1.50 | -0.10 | 0.04 | 1.06 | 1.70 | 14.55 | 16.05 | -0.64 | $-64.00 | 1455.00 | 22 | 78.0 | 301.000 | -1.50 | 2024-05-18 |
| SNAP240531C00014500 | SNAP | CALL | Short | 14.50 | None | $-0.64 | -0.60 | $-1.50 | -0.10 | -0.04 | 1.06 | 1.70 | 14.55 | 16.05 | -0.64 | $-64.00 | 1455.00 | 21 | 78.0 | 301.000 | -1.50 | 2024-05-17 |
| SNAP240531C00014500 | SNAP | CALL | Short | 14.50 | None | $-0.45 | -0.42 | $-1.66 | -0.11 | 0.15 | 1.06 | 1.51 | 14.55 | 16.21 | -0.45 | $-45.00 | 1455.00 | 19 | 2.0 | 301.000 | -1.66 | 2024-05-15 |
| SNAP240531C00014500 | SNAP | CALL | Short | 14.50 | None | $-0.09 | -0.08 | $-1.06 | -0.07 | -0.12 | 1.06 | 1.15 | 14.55 | 15.61 | -0.09 | $-9.00 | 1455.00 | 18 | 5.0 | 296.000 | -1.06 | 2024-05-14 |
| SNAP240531C00014500 | SNAP | CALL | Short | 14.50 | None | $-0.38 | -0.36 | $-1.21 | -0.08 | -0.04 | 1.06 | 1.44 | 14.55 | 15.76 | -0.38 | $-38.00 | 1455.00 | 17 | 15.0 | 287.000 | -1.21 | 2024-05-13 |
| SNAP240531C00014500 | SNAP | CALL | Short | 14.50 | None | $-0.59 | -0.56 | $-1.46 | -0.10 | -0.59 | 1.06 | 1.65 | 14.55 | 16.01 | -0.59 | $-59.00 | 1455.00 | 16 | 5.0 | 287.000 | -1.46 | 2024-05-12 |
| SNAP240531C00014500 | SNAP | CALL | Short | 14.50 | None | $-0.98 | -0.92 | $-1.99 | -0.14 | -0.06 | 1.06 | 2.04 | 14.55 | 16.54 | -0.98 | $-98.00 | 1455.00 | 13 | 3.0 | 275.000 | -1.99 | 2024-05-09 |
| SNAP240531C00014500 | SNAP | CALL | Short | 14.50 | None | $-1.39 | -1.31 | $-2.19 | -0.15 | 0.02 | 1.06 | 2.45 | 14.55 | 16.74 | -1.39 | $-139.00 | 1455.00 | 12 | 16.0 | 274.000 | -2.19 | 2024-05-08 |
| SNAP240531C00014500 | SNAP | CALL | Short | 14.50 | None | $-1.64 | -1.55 | $-2.59 | -0.18 | 0.04 | 1.06 | 2.70 | 14.55 | 17.14 | -1.64 | $-164.00 | 1455.00 | 11 | 2.0 | 274.000 | -2.59 | 2024-05-07 |
| SNAP240531C00014500 | SNAP | CALL | Short | 14.50 | None | $-1.00 | -0.94 | $-1.70 | -0.12 | -0.03 | 1.06 | 2.06 | 14.55 | 16.25 | -1.00 | $-100.00 | 1455.00 | 7 | 5.0 | 280.000 | -1.70 | 2024-05-03 |
| SNAP240531C00014500 | SNAP | CALL | Short | 14.50 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.88; Exit EQ PnL: -1.75 | $-0.88 | -0.83 | $-1.75 | -0.12 | -0.01 | 1.06 | 1.94 | 14.55 | 16.30 | -0.88 | $-88.00 | 1455.00 | 6 | 13.0 | 287.000 | -1.75 | 2024-05-02 |
| SNAP240531C00014500 | SNAP | CALL | Short | 14.50 | None | $-0.04 | -0.04 | $-0.14 | -0.01 | -0.01 | 1.06 | 1.10 | 14.55 | 14.69 | -0.04 | $-4.00 | 1455.00 | 3 | 35.0 | 528.000 | -0.14 | 2024-04-29 |
| SNAP240531C00014500 | SNAP | CALL | Short | 14.50 | None | $-0.00 | -0.00 | $-0.00 | -0.00 | 0.00 | 1.06 | 1.06 | 14.55 | 14.55 | -0.00 | $-0.00 | 1455.00 | 0 | 577.0 | 60.000 | -0.00 | 2024-04-26 |