| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-04-17 | UAL | UAL240517P00047000 | 47.00 | 525.0 | 667.000 | 0.375 | 0.194 | 1.7 | 0.7 | -0.010 | 2.710 | 1.690 | 1.69 | 47.80 | 2024-05-17 | PUT | Long | 0.166 | 0.231 | 0.174 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| UAL240517P00047000 | UAL | PUT | Long | 47.00 | None | $-1.40 | -0.99 | $-6.22 | -0.13 | 0.26 | 1.41 | 0.01 | 48.74 | 54.96 | -1.40 | $-140.00 | 141.00 | 28 | 143.0 | 2378.000 | -6.22 | 2024-05-15 |
| UAL240517P00047000 | UAL | PUT | Long | 47.00 | None | $-1.38 | -0.98 | $-6.35 | -0.13 | 0.31 | 1.41 | 0.03 | 48.74 | 55.09 | -1.38 | $-138.00 | 141.00 | 27 | 5.0 | 2378.000 | -6.35 | 2024-05-14 |
| UAL240517P00047000 | UAL | PUT | Long | 47.00 | None | $-1.39 | -0.99 | $-5.66 | -0.12 | 0.17 | 1.41 | 0.02 | 48.74 | 54.40 | -1.39 | $-139.00 | 141.00 | 26 | 208.0 | 2380.000 | -5.66 | 2024-05-13 |
| UAL240517P00047000 | UAL | PUT | Long | 47.00 | None | $-1.37 | -0.97 | $-3.98 | -0.08 | -0.15 | 1.41 | 0.04 | 48.74 | 52.72 | -1.37 | $-137.00 | 141.00 | 25 | 20.0 | 2380.000 | -3.98 | 2024-05-12 |
| UAL240517P00047000 | UAL | PUT | Long | 47.00 | None | $-1.37 | -0.97 | $-3.89 | -0.08 | 0.01 | 1.41 | 0.04 | 48.74 | 52.63 | -1.37 | $-137.00 | 141.00 | 22 | 26.0 | 1900.000 | -3.89 | 2024-05-09 |
| UAL240517P00047000 | UAL | PUT | Long | 47.00 | None | $-1.36 | -0.96 | $-4.28 | -0.09 | 0.03 | 1.41 | 0.05 | 48.74 | 53.02 | -1.36 | $-136.00 | 141.00 | 21 | 14.0 | 1913.000 | -4.28 | 2024-05-08 |
| UAL240517P00047000 | UAL | PUT | Long | 47.00 | None | $-1.31 | -0.93 | $-3.95 | -0.08 | 0.02 | 1.41 | 0.10 | 48.74 | 52.69 | -1.31 | $-131.00 | 141.00 | 20 | 7.0 | 1915.000 | -3.95 | 2024-05-07 |
| UAL240517P00047000 | UAL | PUT | Long | 47.00 | None | $-1.18 | -0.84 | $-3.18 | -0.07 | -0.27 | 1.41 | 0.23 | 48.74 | 51.92 | -1.18 | $-118.00 | 141.00 | 16 | 4.0 | 1905.000 | -3.18 | 2024-05-03 |
| UAL240517P00047000 | UAL | PUT | Long | 47.00 | None | $-1.18 | -0.84 | $-2.94 | -0.06 | -0.00 | 1.41 | 0.23 | 48.74 | 51.68 | -1.18 | $-118.00 | 141.00 | 15 | 4.0 | 1904.000 | -2.94 | 2024-05-02 |
| UAL240517P00047000 | UAL | PUT | Long | 47.00 | None | $-1.23 | -0.87 | $-3.54 | -0.07 | -0.02 | 1.41 | 0.18 | 48.74 | 52.28 | -1.23 | $-123.00 | 141.00 | 12 | 26.0 | 1901.000 | -3.54 | 2024-04-29 |
| UAL240517P00047000 | UAL | PUT | Long | 47.00 | None | $-1.21 | -0.86 | $-4.10 | -0.08 | -0.03 | 1.41 | 0.20 | 48.74 | 52.84 | -1.21 | $-121.00 | 141.00 | 9 | 118.0 | 1945.000 | -4.10 | 2024-04-26 |
| UAL240517P00047000 | UAL | PUT | Long | 47.00 | None | $-1.21 | -0.86 | $-4.77 | -0.10 | -0.01 | 1.41 | 0.20 | 48.74 | 53.51 | -1.21 | $-121.00 | 141.00 | 8 | 318.0 | 1938.000 | -4.77 | 2024-04-25 |
| UAL240517P00047000 | UAL | PUT | Long | 47.00 | None | $-1.16 | -0.82 | $-3.93 | -0.08 | -0.02 | 1.41 | 0.25 | 48.74 | 52.67 | -1.16 | $-116.00 | 141.00 | 7 | 74.0 | 1904.000 | -3.93 | 2024-04-24 |
| UAL240517P00047000 | UAL | PUT | Long | 47.00 | None | $-1.24 | -0.88 | $-5.29 | -0.11 | -0.01 | 1.41 | 0.17 | 48.74 | 54.03 | -1.24 | $-124.00 | 141.00 | 6 | 72.0 | 1880.000 | -5.29 | 2024-04-23 |
| UAL240517P00047000 | UAL | PUT | Long | 47.00 | None | $-1.16 | -0.82 | $-5.20 | -0.11 | 0.01 | 1.41 | 0.25 | 48.74 | 53.94 | -1.16 | $-116.00 | 141.00 | 5 | 541.0 | 1877.000 | -5.20 | 2024-04-22 |
| UAL240517P00047000 | UAL | PUT | Long | 47.00 | None | $-0.79 | -0.56 | $-2.64 | -0.05 | -0.01 | 1.41 | 0.62 | 48.74 | 51.38 | -0.79 | $-79.00 | 141.00 | 2 | 708.0 | 1565.000 | -2.64 | 2024-04-19 |
| UAL240517P00047000 | UAL | PUT | Long | 47.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.58; Exit EQ PnL: -1.79 | $-0.80 | -0.57 | $-2.68 | -0.05 | -0.02 | 1.41 | 0.61 | 48.74 | 51.42 | -0.80 | $-80.00 | 141.00 | 1 | 790.0 | 1099.000 | -2.68 | 2024-04-18 |
| UAL240517P00047000 | UAL | PUT | Long | 47.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 1.41 | 1.41 | 48.74 | 48.74 | 0.00 | $0.00 | 141.00 | 0 | 1202.0 | 667.000 | -0.00 | 2024-04-17 |