| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-12-18 | WE | WEWKQ240119P00000500 | 0.50 | 10.0 | 3114.000 | 5.188 | 1.670 | 0.3 | 0.0 | -0.460 | 0.440 | 0.200 | 0.25 | 0.74 | 2024-01-19 | PUT | Long | 1.794 | 1.971 | -0.568 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| WEWKQ240119P00000500 | WE | PUT | Long | 0.50 | None | $0.00 | 0.00 | $0.04 | 0.12 | 1.75 | 0.25 | 0.25 | 0.32 | 0.28 | 0.00 | $0.00 | 25.00 | 18 | 301.0 | 3214.000 | 0.04 | 2024-01-05 |
| WEWKQ240119P00000500 | WE | PUT | Long | 0.50 | None | $0.12 | 0.48 | $0.04 | 0.12 | -4.75 | 0.25 | 0.37 | 0.32 | 0.28 | 0.12 | $12.00 | 25.00 | 17 | 21.0 | 3214.000 | 0.04 | 2024-01-04 |
| WEWKQ240119P00000500 | WE | PUT | Long | 0.50 | None | $0.12 | 0.48 | $0.07 | 0.22 | -4.75 | 0.25 | 0.37 | 0.32 | 0.25 | 0.12 | $12.00 | 25.00 | 16 | 21.0 | 3214.000 | 0.07 | 2024-01-03 |
| WEWKQ240119P00000500 | WE | PUT | Long | 0.50 | None | $0.12 | 0.48 | $0.04 | 0.12 | -4.75 | 0.25 | 0.37 | 0.32 | 0.28 | 0.12 | $12.00 | 25.00 | 15 | 21.0 | 3214.000 | 0.04 | 2024-01-02 |
| WEWKQ240119P00000500 | WE | PUT | Long | 0.50 | None | $0.12 | 0.48 | $0.04 | 0.12 | 2.41 | 0.25 | 0.37 | 0.32 | 0.28 | 0.12 | $12.00 | 25.00 | 14 | 21.0 | 3234.000 | 0.04 | 2024-01-01 |
| WEWKQ240119P00000500 | WE | PUT | Long | 0.50 | None | $0.12 | 0.48 | $-0.03 | -0.09 | 1.69 | 0.25 | 0.37 | 0.32 | 0.35 | 0.12 | $12.00 | 25.00 | 11 | 21.0 | 3234.000 | -0.03 | 2023-12-29 |
| WEWKQ240119P00000500 | WE | PUT | Long | 0.50 | None | $0.05 | 0.20 | $-0.03 | -0.09 | 0.56 | 0.25 | 0.30 | 0.32 | 0.35 | 0.05 | $5.00 | 25.00 | 10 | 2.0 | 3236.000 | -0.03 | 2023-12-28 |
| WEWKQ240119P00000500 | WE | PUT | Long | 0.50 | None | $-0.10 | -0.40 | $-0.08 | -0.25 | -1.19 | 0.25 | 0.15 | 0.32 | 0.40 | -0.10 | $-10.00 | 25.00 | 9 | 4.0 | 3236.000 | -0.08 | 2023-12-27 |
| WEWKQ240119P00000500 | WE | PUT | Long | 0.50 | None | $-0.10 | -0.40 | $-0.18 | -0.56 | -1.28 | 0.25 | 0.15 | 0.32 | 0.50 | -0.10 | $-10.00 | 25.00 | 8 | 4.0 | 3233.000 | -0.18 | 2023-12-26 |
| WEWKQ240119P00000500 | WE | PUT | Long | 0.50 | None | $-0.10 | -0.40 | $-0.18 | -0.56 | -1.38 | 0.25 | 0.15 | 0.32 | 0.50 | -0.10 | $-10.00 | 25.00 | 7 | 31.0 | 3203.000 | -0.18 | 2023-12-25 |
| WEWKQ240119P00000500 | WE | PUT | Long | 0.50 | None | $-0.10 | -0.40 | $-0.03 | -0.09 | -1.56 | 0.25 | 0.15 | 0.32 | 0.35 | -0.10 | $-10.00 | 25.00 | 4 | 31.0 | 3203.000 | -0.03 | 2023-12-22 |
| WEWKQ240119P00000500 | WE | PUT | Long | 0.50 | None | $-0.10 | -0.40 | $-0.18 | -0.56 | 0.69 | 0.25 | 0.15 | 0.32 | 0.50 | -0.10 | $-10.00 | 25.00 | 3 | 100.0 | 3114.000 | -0.18 | 2023-12-21 |
| WEWKQ240119P00000500 | WE | PUT | Long | 0.50 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.03 | $0.00 | 0.00 | $-0.03 | -0.09 | -0.38 | 0.25 | 0.25 | 0.32 | 0.35 | 0.00 | $0.00 | 25.00 | 2 | 10.0 | 3114.000 | -0.03 | 2023-12-20 |
| WEWKQ240119P00000500 | WE | PUT | Long | 0.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.25 | 0.25 | 0.32 | 0.32 | 0.00 | $0.00 | 25.00 | 1 | 10.0 | 3114.000 | -0.00 | 2023-12-19 |
| WEWKQ240119P00000500 | WE | PUT | Long | 0.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.25 | 0.25 | 0.32 | 0.32 | 0.00 | $0.00 | 25.00 | 0 | 10.0 | 3114.000 | -0.00 | 2023-12-18 |