| 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 | UAL240517P00048000 | 48.00 | 938.0 | 1230.000 | 0.390 | 0.209 | 1.8 | 0.8 | -0.010 | 2.800 | 1.840 | 1.80 | 48.74 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| UAL240517P00048000 | UAL | PUT | Long | 48.00 | None | $-1.79 | -0.99 | $-6.22 | -0.13 | 0.31 | 1.80 | 0.01 | 48.74 | 54.96 | -1.79 | $-179.00 | 180.00 | 28 | 480.0 | 3219.000 | -6.22 | 2024-05-15 |
| UAL240517P00048000 | UAL | PUT | Long | 48.00 | None | $-1.79 | -0.99 | $-6.35 | -0.13 | 0.23 | 1.80 | 0.01 | 48.74 | 55.09 | -1.79 | $-179.00 | 180.00 | 27 | 22.0 | 3201.000 | -6.35 | 2024-05-14 |
| UAL240517P00048000 | UAL | PUT | Long | 48.00 | None | $-1.77 | -0.98 | $-5.66 | -0.12 | 0.14 | 1.80 | 0.03 | 48.74 | 54.40 | -1.77 | $-177.00 | 180.00 | 26 | 350.0 | 3065.000 | -5.66 | 2024-05-13 |
| UAL240517P00048000 | UAL | PUT | Long | 48.00 | None | $-1.75 | -0.97 | $-3.98 | -0.08 | -0.14 | 1.80 | 0.05 | 48.74 | 52.72 | -1.75 | $-175.00 | 180.00 | 25 | 17.0 | 3065.000 | -3.98 | 2024-05-12 |
| UAL240517P00048000 | UAL | PUT | Long | 48.00 | None | $-1.73 | -0.96 | $-3.89 | -0.08 | 0.00 | 1.80 | 0.07 | 48.74 | 52.63 | -1.73 | $-173.00 | 180.00 | 22 | 254.0 | 3172.000 | -3.89 | 2024-05-09 |
| UAL240517P00048000 | UAL | PUT | Long | 48.00 | None | $-1.72 | -0.96 | $-4.28 | -0.09 | -0.01 | 1.80 | 0.08 | 48.74 | 53.02 | -1.72 | $-172.00 | 180.00 | 21 | 6.0 | 3170.000 | -4.28 | 2024-05-08 |
| UAL240517P00048000 | UAL | PUT | Long | 48.00 | None | $-1.71 | -0.95 | $-3.95 | -0.08 | -0.02 | 1.80 | 0.09 | 48.74 | 52.69 | -1.71 | $-171.00 | 180.00 | 20 | 4.0 | 3173.000 | -3.95 | 2024-05-07 |
| UAL240517P00048000 | UAL | PUT | Long | 48.00 | None | $-1.47 | -0.82 | $-3.18 | -0.07 | -0.26 | 1.80 | 0.33 | 48.74 | 51.92 | -1.47 | $-147.00 | 180.00 | 16 | 36.0 | 2971.000 | -3.18 | 2024-05-03 |
| UAL240517P00048000 | UAL | PUT | Long | 48.00 | None | $-1.47 | -0.82 | $-2.94 | -0.06 | -0.01 | 1.80 | 0.33 | 48.74 | 51.68 | -1.47 | $-147.00 | 180.00 | 15 | 36.0 | 2981.000 | -2.94 | 2024-05-02 |
| UAL240517P00048000 | UAL | PUT | Long | 48.00 | None | $-1.50 | -0.83 | $-4.10 | -0.08 | -0.04 | 1.80 | 0.30 | 48.74 | 52.84 | -1.50 | $-150.00 | 180.00 | 9 | 100.0 | 3401.000 | -4.10 | 2024-04-26 |
| UAL240517P00048000 | UAL | PUT | Long | 48.00 | None | $-1.43 | -0.79 | $-4.77 | -0.10 | -0.01 | 1.80 | 0.37 | 48.74 | 53.51 | -1.43 | $-143.00 | 180.00 | 8 | 112.0 | 3379.000 | -4.77 | 2024-04-25 |
| UAL240517P00048000 | UAL | PUT | Long | 48.00 | None | $-1.40 | -0.78 | $-3.93 | -0.08 | -0.02 | 1.80 | 0.40 | 48.74 | 52.67 | -1.40 | $-140.00 | 180.00 | 7 | 629.0 | 3685.000 | -3.93 | 2024-04-24 |
| UAL240517P00048000 | UAL | PUT | Long | 48.00 | None | $-1.56 | -0.87 | $-5.29 | -0.11 | -0.01 | 1.80 | 0.24 | 48.74 | 54.03 | -1.56 | $-156.00 | 180.00 | 6 | 111.0 | 3661.000 | -5.29 | 2024-04-23 |
| UAL240517P00048000 | UAL | PUT | Long | 48.00 | None | $-1.46 | -0.81 | $-5.20 | -0.11 | 0.00 | 1.80 | 0.34 | 48.74 | 53.94 | -1.46 | $-146.00 | 180.00 | 5 | 200.0 | 3656.000 | -5.20 | 2024-04-22 |
| UAL240517P00048000 | UAL | PUT | Long | 48.00 | None | $-0.97 | -0.54 | $-2.64 | -0.05 | -0.01 | 1.80 | 0.83 | 48.74 | 51.38 | -0.97 | $-97.00 | 180.00 | 2 | 1279.0 | 3095.000 | -2.64 | 2024-04-19 |
| UAL240517P00048000 | UAL | PUT | Long | 48.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.72; Exit EQ PnL: -1.79 | $-0.97 | -0.54 | $-2.68 | -0.05 | -0.02 | 1.80 | 0.83 | 48.74 | 51.42 | -0.97 | $-97.00 | 180.00 | 1 | 2732.0 | 1648.000 | -2.68 | 2024-04-18 |
| UAL240517P00048000 | UAL | PUT | Long | 48.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 1.80 | 1.80 | 48.74 | 48.74 | 0.00 | $0.00 | 180.00 | 0 | 938.0 | 1230.000 | -0.00 | 2024-04-17 |