| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-11-10 | TWOU | TWOU231215C00002500 | 2.50 | 5.0 | 174.000 | 1.844 | 0.901 | 0.0 | 1.5 | 0.060 | 0.010 | 1.470 | 0.05 | 1.03 | 2023-12-15 | CALL | Long | 0.446 | 0.611 | -0.344 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TWOU231215C00002500 | TWOU | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.16 | 0.16 | 4.81 | 0.05 | 0.05 | 1.03 | 1.19 | 0.00 | $0.00 | 5.00 | 34 | 20.0 | 198.000 | 0.16 | 2023-12-14 |
| TWOU231215C00002500 | TWOU | CALL | Long | 2.50 | None | $-0.02 | -0.40 | $0.09 | 0.09 | 3.94 | 0.05 | 0.03 | 1.03 | 1.12 | -0.02 | $-2.00 | 5.00 | 33 | 2.0 | 198.000 | 0.09 | 2023-12-13 |
| TWOU231215C00002500 | TWOU | CALL | Long | 2.50 | None | $-0.01 | -0.20 | $-0.03 | -0.03 | 3.81 | 0.05 | 0.04 | 1.03 | 1.00 | -0.01 | $-1.00 | 5.00 | 32 | 10.0 | 198.000 | -0.03 | 2023-12-12 |
| TWOU231215C00002500 | TWOU | CALL | Long | 2.50 | None | $-0.01 | -0.20 | $-0.04 | -0.04 | 3.81 | 0.05 | 0.04 | 1.03 | 0.99 | -0.01 | $-1.00 | 5.00 | 31 | 10.0 | 198.000 | -0.04 | 2023-12-11 |
| TWOU231215C00002500 | TWOU | CALL | Long | 2.50 | None | $-0.01 | -0.20 | $-0.03 | -0.03 | 2.12 | 0.05 | 0.04 | 1.03 | 1.00 | -0.01 | $-1.00 | 5.00 | 28 | 10.0 | 198.000 | -0.03 | 2023-12-08 |
| TWOU231215C00002500 | TWOU | CALL | Long | 2.50 | None | $-0.01 | -0.20 | $-0.03 | -0.03 | 2.12 | 0.05 | 0.04 | 1.03 | 1.00 | -0.01 | $-1.00 | 5.00 | 27 | 10.0 | 198.000 | -0.03 | 2023-12-07 |
| TWOU231215C00002500 | TWOU | CALL | Long | 2.50 | None | $-0.01 | -0.20 | $-0.05 | -0.05 | 1.75 | 0.05 | 0.04 | 1.03 | 0.98 | -0.01 | $-1.00 | 5.00 | 26 | 0.0 | 198.000 | -0.05 | 2023-12-06 |
| TWOU231215C00002500 | TWOU | CALL | Long | 2.50 | None | $-0.01 | -0.20 | $-0.06 | -0.06 | 1.62 | 0.05 | 0.04 | 1.03 | 0.97 | -0.01 | $-1.00 | 5.00 | 25 | 0.0 | 198.000 | -0.06 | 2023-12-05 |
| TWOU231215C00002500 | TWOU | CALL | Long | 2.50 | None | $-0.01 | -0.20 | $0.02 | 0.02 | 1.19 | 0.05 | 0.04 | 1.03 | 1.05 | -0.01 | $-1.00 | 5.00 | 24 | 0.0 | 198.000 | 0.02 | 2023-12-04 |
| TWOU231215C00002500 | TWOU | CALL | Long | 2.50 | None | $-0.01 | -0.20 | $-0.03 | -0.03 | 1.25 | 0.05 | 0.04 | 1.03 | 1.00 | -0.01 | $-1.00 | 5.00 | 23 | 0.0 | 198.000 | -0.03 | 2023-12-03 |
| TWOU231215C00002500 | TWOU | CALL | Long | 2.50 | None | $-0.01 | -0.20 | $-0.03 | -0.03 | 1.12 | 0.05 | 0.04 | 1.03 | 1.00 | -0.01 | $-1.00 | 5.00 | 22 | 0.0 | 198.000 | -0.03 | 2023-12-02 |
| TWOU231215C00002500 | TWOU | CALL | Long | 2.50 | None | $-0.01 | -0.20 | $-0.03 | -0.03 | 1.00 | 0.05 | 0.04 | 1.03 | 1.00 | -0.01 | $-1.00 | 5.00 | 21 | 0.0 | 198.000 | -0.03 | 2023-12-01 |
| TWOU231215C00002500 | TWOU | CALL | Long | 2.50 | None | $-0.01 | -0.20 | $-0.05 | -0.05 | 0.97 | 0.05 | 0.04 | 1.03 | 0.98 | -0.01 | $-1.00 | 5.00 | 20 | 0.0 | 198.000 | -0.05 | 2023-11-30 |
| TWOU231215C00002500 | TWOU | CALL | Long | 2.50 | None | $-0.01 | -0.20 | $0.00 | 0.00 | 0.84 | 0.05 | 0.04 | 1.03 | 1.03 | -0.01 | $-1.00 | 5.00 | 19 | 0.0 | 198.000 | 0.00 | 2023-11-29 |
| TWOU231215C00002500 | TWOU | CALL | Long | 2.50 | None | $-0.01 | -0.20 | $0.08 | 0.08 | 0.50 | 0.05 | 0.04 | 1.03 | 1.11 | -0.01 | $-1.00 | 5.00 | 18 | 0.0 | 193.000 | 0.08 | 2023-11-28 |
| TWOU231215C00002500 | TWOU | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.10 | 0.10 | 0.44 | 0.05 | 0.05 | 1.03 | 1.13 | 0.00 | $0.00 | 5.00 | 17 | 0.0 | 193.000 | 0.10 | 2023-11-27 |
| TWOU231215C00002500 | TWOU | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.18 | 0.17 | 0.09 | 0.05 | 0.05 | 1.03 | 1.21 | 0.00 | $0.00 | 5.00 | 14 | 0.0 | 193.000 | 0.18 | 2023-11-24 |
| TWOU231215C00002500 | TWOU | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.14 | 0.14 | -1.44 | 0.05 | 0.05 | 1.03 | 1.17 | 0.00 | $0.00 | 5.00 | 13 | 0.0 | 193.000 | 0.14 | 2023-11-23 |
| TWOU231215C00002500 | TWOU | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.06 | 0.06 | 0.22 | 0.05 | 0.05 | 1.03 | 1.09 | 0.00 | $0.00 | 5.00 | 12 | 0.0 | 193.000 | 0.06 | 2023-11-22 |
| TWOU231215C00002500 | TWOU | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.05 | 0.05 | 0.22 | 0.05 | 0.05 | 1.03 | 1.08 | 0.00 | $0.00 | 5.00 | 11 | 0.0 | 193.000 | 0.05 | 2023-11-21 |
| TWOU231215C00002500 | TWOU | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.17 | 0.17 | -0.06 | 0.05 | 0.05 | 1.03 | 1.20 | 0.00 | $0.00 | 5.00 | 10 | 0.0 | 182.000 | 0.17 | 2023-11-20 |
| TWOU231215C00002500 | TWOU | CALL | Long | 2.50 | None | $-0.01 | -0.20 | $0.23 | 0.22 | -0.22 | 0.05 | 0.04 | 1.03 | 1.26 | -0.01 | $-1.00 | 5.00 | 9 | 0.0 | 182.000 | 0.23 | 2023-11-19 |
| TWOU231215C00002500 | TWOU | CALL | Long | 2.50 | None | $-0.01 | -0.20 | $0.23 | 0.22 | -0.25 | 0.05 | 0.04 | 1.03 | 1.26 | -0.01 | $-1.00 | 5.00 | 7 | 0.0 | 182.000 | 0.23 | 2023-11-17 |
| TWOU231215C00002500 | TWOU | CALL | Long | 2.50 | None | $-0.01 | -0.20 | $0.07 | 0.07 | -0.03 | 0.05 | 0.04 | 1.03 | 1.10 | -0.01 | $-1.00 | 5.00 | 6 | 0.0 | 182.000 | 0.07 | 2023-11-16 |
| TWOU231215C00002500 | TWOU | CALL | Long | 2.50 | None | $-0.01 | -0.20 | $0.17 | 0.17 | -0.22 | 0.05 | 0.04 | 1.03 | 1.20 | -0.01 | $-1.00 | 5.00 | 5 | 0.0 | 178.000 | 0.17 | 2023-11-15 |
| TWOU231215C00002500 | TWOU | CALL | Long | 2.50 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.09 | $0.00 | 0.00 | $-0.09 | -0.09 | 0.19 | 0.05 | 0.05 | 1.03 | 0.94 | 0.00 | $0.00 | 5.00 | 3 | 0.0 | 178.000 | -0.09 | 2023-11-13 |
| TWOU231215C00002500 | TWOU | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.05 | 0.05 | 1.03 | 1.03 | 0.00 | $0.00 | 5.00 | 0 | 0.0 | 174.000 | 0.00 | 2023-11-10 |