| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-30 | SYM | SYM240830C00038000 | 38.00 | 3.0 | 6.000 | 0.924 | 0.348 | 0.0 | 10.6 | 0.020 | 0.310 | 10.930 | 3.78 | 27.25 | 2024-08-30 | CALL | Long | 0.309 | 0.409 | -0.235 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SYM240830C00038000 | SYM | CALL | Long | 38.00 | None | $-3.73 | -0.99 | $-3.58 | -0.16 | 4.87 | 3.78 | 0.05 | 22.92 | 19.34 | -3.73 | $-373.00 | 378.00 | 23 | 2.0 | 29.000 | -3.58 | 2024-08-29 |
| SYM240830C00038000 | SYM | CALL | Long | 38.00 | None | $-3.73 | -0.99 | $-2.91 | -0.13 | 1.73 | 3.78 | 0.05 | 22.92 | 20.01 | -3.73 | $-373.00 | 378.00 | 22 | 2.0 | 29.000 | -2.91 | 2024-08-28 |
| SYM240830C00038000 | SYM | CALL | Long | 38.00 | None | $-3.73 | -0.99 | $-0.44 | -0.02 | -0.80 | 3.78 | 0.05 | 22.92 | 22.48 | -3.73 | $-373.00 | 378.00 | 21 | 2.0 | 29.000 | -0.44 | 2024-08-27 |
| SYM240830C00038000 | SYM | CALL | Long | 38.00 | None | $-3.73 | -0.99 | $-0.15 | -0.01 | 1.24 | 3.78 | 0.05 | 22.92 | 22.77 | -3.73 | $-373.00 | 378.00 | 20 | 2.0 | 29.000 | -0.15 | 2024-08-26 |
| SYM240830C00038000 | SYM | CALL | Long | 38.00 | None | $-3.73 | -0.99 | $0.44 | 0.02 | 0.84 | 3.78 | 0.05 | 22.92 | 23.36 | -3.73 | $-373.00 | 378.00 | 19 | 1.0 | 28.000 | 0.44 | 2024-08-25 |
| SYM240830C00038000 | SYM | CALL | Long | 38.00 | None | $-3.73 | -0.99 | $0.44 | 0.02 | 0.68 | 3.78 | 0.05 | 22.92 | 23.36 | -3.73 | $-373.00 | 378.00 | 18 | 1.0 | 28.000 | 0.44 | 2024-08-24 |
| SYM240830C00038000 | SYM | CALL | Long | 38.00 | None | $-3.73 | -0.99 | $0.44 | 0.02 | 0.56 | 3.78 | 0.05 | 22.92 | 23.36 | -3.73 | $-373.00 | 378.00 | 17 | 1.0 | 28.000 | 0.44 | 2024-08-23 |
| SYM240830C00038000 | SYM | CALL | Long | 38.00 | None | $-3.73 | -0.99 | $-0.65 | -0.03 | 0.92 | 3.78 | 0.05 | 22.92 | 22.27 | -3.73 | $-373.00 | 378.00 | 16 | 20.0 | 8.000 | -0.65 | 2024-08-22 |
| SYM240830C00038000 | SYM | CALL | Long | 38.00 | None | $-3.68 | -0.97 | $1.95 | 0.09 | 1.00 | 3.78 | 0.10 | 22.92 | 24.87 | -3.68 | $-368.00 | 378.00 | 15 | 1.0 | 8.000 | 1.95 | 2024-08-21 |
| SYM240830C00038000 | SYM | CALL | Long | 38.00 | None | $-3.68 | -0.97 | $0.95 | 0.04 | 0.99 | 3.78 | 0.10 | 22.92 | 23.87 | -3.68 | $-368.00 | 378.00 | 14 | 1.0 | 8.000 | 0.95 | 2024-08-20 |
| SYM240830C00038000 | SYM | CALL | Long | 38.00 | None | $-3.68 | -0.97 | $2.25 | 0.10 | 1.03 | 3.78 | 0.10 | 22.92 | 25.17 | -3.68 | $-368.00 | 378.00 | 13 | 1.0 | 8.000 | 2.25 | 2024-08-19 |
| SYM240830C00038000 | SYM | CALL | Long | 38.00 | None | $-3.68 | -0.97 | $-0.68 | -0.03 | 1.03 | 3.78 | 0.10 | 22.92 | 22.24 | -3.68 | $-368.00 | 378.00 | 12 | 1.0 | 8.000 | -0.68 | 2024-08-18 |
| SYM240830C00038000 | SYM | CALL | Long | 38.00 | None | $-3.68 | -0.97 | $-0.68 | -0.03 | 0.94 | 3.78 | 0.10 | 22.92 | 22.24 | -3.68 | $-368.00 | 378.00 | 11 | 1.0 | 8.000 | -0.68 | 2024-08-17 |
| SYM240830C00038000 | SYM | CALL | Long | 38.00 | None | $-3.68 | -0.97 | $-0.68 | -0.03 | 1.12 | 3.78 | 0.10 | 22.92 | 22.24 | -3.68 | $-368.00 | 378.00 | 10 | 1.0 | 8.000 | -0.68 | 2024-08-16 |
| SYM240830C00038000 | SYM | CALL | Long | 38.00 | None | $-3.68 | -0.97 | $-1.53 | -0.07 | 0.32 | 3.78 | 0.10 | 22.92 | 21.39 | -3.68 | $-368.00 | 378.00 | 9 | 1.0 | 8.000 | -1.53 | 2024-08-15 |
| SYM240830C00038000 | SYM | CALL | Long | 38.00 | None | $-3.68 | -0.97 | $-1.52 | -0.07 | 0.35 | 3.78 | 0.10 | 22.92 | 21.40 | -3.68 | $-368.00 | 378.00 | 8 | 1.0 | 7.000 | -1.52 | 2024-08-14 |
| SYM240830C00038000 | SYM | CALL | Long | 38.00 | None | $-3.60 | -0.95 | $-1.20 | -0.05 | -0.20 | 3.78 | 0.18 | 22.92 | 21.72 | -3.60 | $-360.00 | 378.00 | 7 | 1.0 | 7.000 | -1.20 | 2024-08-13 |
| SYM240830C00038000 | SYM | CALL | Long | 38.00 | None | $-3.60 | -0.95 | $-1.69 | -0.07 | 0.35 | 3.78 | 0.18 | 22.92 | 21.23 | -3.60 | $-360.00 | 378.00 | 6 | 1.0 | 7.000 | -1.69 | 2024-08-12 |
| SYM240830C00038000 | SYM | CALL | Long | 38.00 | None | $-3.60 | -0.95 | $-1.02 | -0.04 | -0.05 | 3.78 | 0.18 | 22.92 | 21.90 | -3.60 | $-360.00 | 378.00 | 3 | 1.0 | 8.000 | -1.02 | 2024-08-09 |
| SYM240830C00038000 | SYM | CALL | Long | 38.00 | None | $-3.71 | -0.98 | $-0.68 | -0.03 | 0.41 | 3.78 | 0.07 | 22.92 | 22.24 | -3.71 | $-371.00 | 378.00 | 2 | 2.0 | 6.000 | -0.68 | 2024-08-08 |
| SYM240830C00038000 | SYM | CALL | Long | 38.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.69 | $0.00 | 0.00 | $-1.15 | -0.05 | 0.11 | 3.78 | 3.78 | 22.92 | 21.77 | 0.00 | $0.00 | 378.00 | 1 | 3.0 | 6.000 | -1.15 | 2024-08-07 |
| SYM240830C00038000 | SYM | CALL | Long | 38.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 3.78 | 3.78 | 22.92 | 22.92 | 0.00 | $0.00 | 378.00 | 0 | 3.0 | 6.000 | 0.00 | 2024-08-06 |