| 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 | SPWR | SPWR231215P00004000 | 4.00 | 46.0 | 3490.000 | 0.777 | 0.358 | 0.4 | 0.0 | 0.000 | 0.570 | 0.170 | 0.22 | 4.39 | 2023-12-15 | PUT | Long | 0.385 | 0.414 | 0.152 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SPWR231215P00004000 | SPWR | PUT | Long | 4.00 | None | $-0.21 | -0.95 | $-1.63 | -0.37 | 1.72 | 0.22 | 0.01 | 4.39 | 6.02 | -0.21 | $-21.00 | 22.00 | 30 | 409.0 | 13791.000 | -1.63 | 2023-12-14 |
| SPWR231215P00004000 | SPWR | PUT | Long | 4.00 | None | $-0.20 | -0.91 | $-0.83 | -0.19 | 1.00 | 0.22 | 0.02 | 4.39 | 5.22 | -0.20 | $-20.00 | 22.00 | 29 | 187.0 | 13981.000 | -0.83 | 2023-12-13 |
| SPWR231215P00004000 | SPWR | PUT | Long | 4.00 | None | $-0.17 | -0.77 | $-0.04 | -0.01 | 0.36 | 0.22 | 0.05 | 4.39 | 4.43 | -0.17 | $-17.00 | 22.00 | 28 | 1529.0 | 0.000 | -0.04 | 2023-12-12 |
| SPWR231215P00004000 | SPWR | PUT | Long | 4.00 | None | $-0.13 | -0.59 | $-0.41 | -0.09 | 1.11 | 0.22 | 0.09 | 4.39 | 4.80 | -0.13 | $-13.00 | 22.00 | 27 | 1095.0 | 13944.000 | -0.41 | 2023-12-11 |
| SPWR231215P00004000 | SPWR | PUT | Long | 4.00 | None | $-0.08 | -0.36 | $-0.37 | -0.08 | 0.90 | 0.22 | 0.14 | 4.39 | 4.76 | -0.08 | $-8.00 | 22.00 | 24 | 8990.0 | 10098.000 | -0.37 | 2023-12-08 |
| SPWR231215P00004000 | SPWR | PUT | Long | 4.00 | None | $-0.17 | -0.77 | $-0.60 | -0.14 | 0.38 | 0.22 | 0.05 | 4.39 | 4.99 | -0.17 | $-17.00 | 22.00 | 23 | 5.0 | 10093.000 | -0.60 | 2023-12-07 |
| SPWR231215P00004000 | SPWR | PUT | Long | 4.00 | None | $-0.20 | -0.91 | $-0.48 | -0.11 | 0.24 | 0.22 | 0.02 | 4.39 | 4.87 | -0.20 | $-20.00 | 22.00 | 22 | 0.0 | 10093.000 | -0.48 | 2023-12-06 |
| SPWR231215P00004000 | SPWR | PUT | Long | 4.00 | None | $-0.17 | -0.77 | $-0.58 | -0.13 | 0.23 | 0.22 | 0.05 | 4.39 | 4.97 | -0.17 | $-17.00 | 22.00 | 21 | 0.0 | 10103.000 | -0.58 | 2023-12-05 |
| SPWR231215P00004000 | SPWR | PUT | Long | 4.00 | None | $-0.17 | -0.77 | $-0.75 | -0.17 | 0.25 | 0.22 | 0.05 | 4.39 | 5.14 | -0.17 | $-17.00 | 22.00 | 20 | 0.0 | 10093.000 | -0.75 | 2023-12-04 |
| SPWR231215P00004000 | SPWR | PUT | Long | 4.00 | None | $-0.16 | -0.73 | $-0.43 | -0.10 | 0.11 | 0.22 | 0.06 | 4.39 | 4.82 | -0.16 | $-16.00 | 22.00 | 19 | 0.0 | 10093.000 | -0.43 | 2023-12-03 |
| SPWR231215P00004000 | SPWR | PUT | Long | 4.00 | None | $-0.16 | -0.73 | $-0.43 | -0.10 | 0.08 | 0.22 | 0.06 | 4.39 | 4.82 | -0.16 | $-16.00 | 22.00 | 18 | 0.0 | 10093.000 | -0.43 | 2023-12-02 |
| SPWR231215P00004000 | SPWR | PUT | Long | 4.00 | None | $-0.16 | -0.73 | $-0.43 | -0.10 | 0.05 | 0.22 | 0.06 | 4.39 | 4.82 | -0.16 | $-16.00 | 22.00 | 17 | 0.0 | 10093.000 | -0.43 | 2023-12-01 |
| SPWR231215P00004000 | SPWR | PUT | Long | 4.00 | None | $-0.04 | -0.18 | $0.24 | 0.05 | 0.08 | 0.22 | 0.18 | 4.39 | 4.15 | -0.04 | $-4.00 | 22.00 | 16 | 0.0 | 10093.000 | 0.24 | 2023-11-30 |
| SPWR231215P00004000 | SPWR | PUT | Long | 4.00 | None | $-0.09 | -0.41 | $0.11 | 0.03 | 0.01 | 0.22 | 0.13 | 4.39 | 4.28 | -0.09 | $-9.00 | 22.00 | 15 | 0.0 | 10093.000 | 0.11 | 2023-11-29 |
| SPWR231215P00004000 | SPWR | PUT | Long | 4.00 | None | $0.01 | 0.05 | $0.33 | 0.08 | -0.08 | 0.22 | 0.23 | 4.39 | 4.06 | 0.01 | $1.00 | 22.00 | 14 | 0.0 | 10093.000 | 0.33 | 2023-11-28 |
| SPWR231215P00004000 | SPWR | PUT | Long | 4.00 | None | $0.11 | 0.50 | $0.46 | 0.10 | 0.04 | 0.22 | 0.33 | 4.39 | 3.93 | 0.11 | $11.00 | 22.00 | 13 | 0.0 | 10093.000 | 0.46 | 2023-11-27 |
| SPWR231215P00004000 | SPWR | PUT | Long | 4.00 | None | $-0.02 | -0.09 | $0.18 | 0.04 | -0.05 | 0.22 | 0.20 | 4.39 | 4.21 | -0.02 | $-2.00 | 22.00 | 10 | 0.0 | 0.000 | 0.18 | 2023-11-24 |
| SPWR231215P00004000 | SPWR | PUT | Long | 4.00 | None | $-0.01 | -0.05 | $0.16 | 0.04 | -0.71 | 0.22 | 0.21 | 4.39 | 4.23 | -0.01 | $-1.00 | 22.00 | 9 | 0.0 | 0.000 | 0.16 | 2023-11-23 |
| SPWR231215P00004000 | SPWR | PUT | Long | 4.00 | None | $-0.03 | -0.14 | $0.15 | 0.03 | -0.04 | 0.22 | 0.19 | 4.39 | 4.24 | -0.03 | $-3.00 | 22.00 | 8 | 0.0 | 10115.000 | 0.15 | 2023-11-22 |
| SPWR231215P00004000 | SPWR | PUT | Long | 4.00 | None | $0.02 | 0.09 | $0.19 | 0.04 | 0.00 | 0.22 | 0.24 | 4.39 | 4.20 | 0.02 | $2.00 | 22.00 | 7 | 0.0 | 10560.000 | 0.19 | 2023-11-21 |
| SPWR231215P00004000 | SPWR | PUT | Long | 4.00 | None | $-0.07 | -0.32 | $-0.09 | -0.02 | 0.05 | 0.22 | 0.15 | 4.39 | 4.48 | -0.07 | $-7.00 | 22.00 | 6 | 0.0 | 10561.000 | -0.09 | 2023-11-20 |
| SPWR231215P00004000 | SPWR | PUT | Long | 4.00 | None | $-0.02 | -0.09 | $-0.18 | -0.04 | 0.09 | 0.22 | 0.20 | 4.39 | 4.57 | -0.02 | $-2.00 | 22.00 | 5 | 0.0 | 3491.000 | -0.18 | 2023-11-19 |
| SPWR231215P00004000 | SPWR | PUT | Long | 4.00 | None | $-0.02 | -0.09 | $-0.18 | -0.04 | 0.08 | 0.22 | 0.20 | 4.39 | 4.57 | -0.02 | $-2.00 | 22.00 | 3 | 0.0 | 3491.000 | -0.18 | 2023-11-17 |
| SPWR231215P00004000 | SPWR | PUT | Long | 4.00 | None | $0.02 | 0.09 | $0.06 | 0.01 | 0.02 | 0.22 | 0.24 | 4.39 | 4.33 | 0.02 | $2.00 | 22.00 | 2 | 0.0 | 3490.000 | 0.06 | 2023-11-16 |
| SPWR231215P00004000 | SPWR | PUT | Long | 4.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.05; Exit EQ PnL: -0.28 | $-0.05 | -0.23 | $-0.28 | -0.06 | 0.08 | 0.22 | 0.17 | 4.39 | 4.67 | -0.05 | $-5.00 | 22.00 | 1 | 0.0 | 3490.000 | -0.28 | 2023-11-15 |
| SPWR231215P00004000 | SPWR | PUT | Long | 4.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.22 | 0.22 | 4.39 | 4.39 | 0.00 | $0.00 | 22.00 | 0 | 0.0 | 3490.000 | -0.00 | 2023-11-14 |