| 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 | X | X240119P00047000 | 47.00 | 1458.0 | 0.000 | 0.177 | 0.241 | 3.1 | 0.3 | -0.040 | 2.870 | 0.120 | 0.20 | 49.59 | 2024-01-19 | PUT | Long | 0.096 | 0.249 | 0.261 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| X240119P00047000 | X | PUT | Long | 47.00 | None | $-0.12 | -0.60 | $2.14 | 0.04 | -0.01 | 0.20 | 0.08 | 49.59 | 47.45 | -0.12 | $-12.00 | 20.00 | 31 | 258.0 | 3915.000 | 2.14 | 2024-01-18 |
| X240119P00047000 | X | PUT | Long | 47.00 | None | $-0.08 | -0.40 | $2.37 | 0.05 | 0.01 | 0.20 | 0.12 | 49.59 | 47.22 | -0.08 | $-8.00 | 20.00 | 30 | 380.0 | 3942.000 | 2.37 | 2024-01-17 |
| X240119P00047000 | X | PUT | Long | 47.00 | None | $-0.04 | -0.20 | $2.15 | 0.04 | 0.03 | 0.20 | 0.16 | 49.59 | 47.44 | -0.04 | $-4.00 | 20.00 | 29 | 8.0 | 3781.000 | 2.15 | 2024-01-16 |
| X240119P00047000 | X | PUT | Long | 47.00 | None | $-0.09 | -0.45 | $2.19 | 0.04 | -0.05 | 0.20 | 0.11 | 49.59 | 47.40 | -0.09 | $-9.00 | 20.00 | 25 | 357.0 | 3819.000 | 2.19 | 2024-01-12 |
| X240119P00047000 | X | PUT | Long | 47.00 | None | $-0.05 | -0.25 | $1.85 | 0.04 | -0.03 | 0.20 | 0.15 | 49.59 | 47.74 | -0.05 | $-5.00 | 20.00 | 24 | 439.0 | 3716.000 | 1.85 | 2024-01-11 |
| X240119P00047000 | X | PUT | Long | 47.00 | None | $-0.12 | -0.60 | $1.32 | 0.03 | -0.01 | 0.20 | 0.08 | 49.59 | 48.27 | -0.12 | $-12.00 | 20.00 | 23 | 26.0 | 3721.000 | 1.32 | 2024-01-10 |
| X240119P00047000 | X | PUT | Long | 47.00 | None | $-0.08 | -0.40 | $1.19 | 0.02 | -0.01 | 0.20 | 0.12 | 49.59 | 48.40 | -0.08 | $-8.00 | 20.00 | 22 | 188.0 | 3824.000 | 1.19 | 2024-01-09 |
| X240119P00047000 | X | PUT | Long | 47.00 | None | $-0.12 | -0.60 | $1.10 | 0.02 | -0.02 | 0.20 | 0.08 | 49.59 | 48.49 | -0.12 | $-12.00 | 20.00 | 21 | 52.0 | 3858.000 | 1.10 | 2024-01-08 |
| X240119P00047000 | X | PUT | Long | 47.00 | None | $-0.13 | -0.65 | $1.24 | 0.03 | 0.00 | 0.20 | 0.07 | 49.59 | 48.35 | -0.13 | $-13.00 | 20.00 | 20 | 149.0 | 3953.000 | 1.24 | 2024-01-07 |
| X240119P00047000 | X | PUT | Long | 47.00 | None | $-0.13 | -0.65 | $1.24 | 0.03 | -0.02 | 0.20 | 0.07 | 49.59 | 48.35 | -0.13 | $-13.00 | 20.00 | 18 | 149.0 | 3953.000 | 1.24 | 2024-01-05 |
| X240119P00047000 | X | PUT | Long | 47.00 | None | $0.02 | 0.10 | $1.69 | 0.03 | -0.15 | 0.20 | 0.22 | 49.59 | 47.90 | 0.02 | $2.00 | 20.00 | 17 | 17.0 | 3953.000 | 1.69 | 2024-01-04 |
| X240119P00047000 | X | PUT | Long | 47.00 | None | $0.01 | 0.05 | $1.74 | 0.04 | -0.15 | 0.20 | 0.21 | 49.59 | 47.85 | 0.01 | $1.00 | 20.00 | 16 | 344.0 | 3953.000 | 1.74 | 2024-01-03 |
| X240119P00047000 | X | PUT | Long | 47.00 | None | $0.06 | 0.30 | $1.63 | 0.03 | -0.15 | 0.20 | 0.26 | 49.59 | 47.96 | 0.06 | $6.00 | 20.00 | 15 | 160.0 | 0.000 | 1.63 | 2024-01-02 |
| X240119P00047000 | X | PUT | Long | 47.00 | None | $-0.03 | -0.15 | $0.94 | 0.02 | 0.02 | 0.20 | 0.17 | 49.59 | 48.65 | -0.03 | $-3.00 | 20.00 | 14 | 266.0 | 3697.000 | 0.94 | 2024-01-01 |
| X240119P00047000 | X | PUT | Long | 47.00 | None | $-0.03 | -0.15 | $0.94 | 0.02 | 0.01 | 0.20 | 0.17 | 49.59 | 48.65 | -0.03 | $-3.00 | 20.00 | 12 | 266.0 | 3697.000 | 0.94 | 2023-12-30 |
| X240119P00047000 | X | PUT | Long | 47.00 | None | $-0.03 | -0.15 | $0.94 | 0.02 | -0.00 | 0.20 | 0.17 | 49.59 | 48.65 | -0.03 | $-3.00 | 20.00 | 11 | 266.0 | 3697.000 | 0.94 | 2023-12-29 |
| X240119P00047000 | X | PUT | Long | 47.00 | None | $0.01 | 0.05 | $0.93 | 0.02 | 0.02 | 0.20 | 0.21 | 49.59 | 48.66 | 0.01 | $1.00 | 20.00 | 10 | 49.0 | 3699.000 | 0.93 | 2023-12-28 |
| X240119P00047000 | X | PUT | Long | 47.00 | None | $0.05 | 0.25 | $0.95 | 0.02 | 0.00 | 0.20 | 0.25 | 49.59 | 48.64 | 0.05 | $5.00 | 20.00 | 9 | 99.0 | 3712.000 | 0.95 | 2023-12-27 |
| X240119P00047000 | X | PUT | Long | 47.00 | None | $0.13 | 0.65 | $1.26 | 0.03 | -0.00 | 0.20 | 0.33 | 49.59 | 48.33 | 0.13 | $13.00 | 20.00 | 8 | 80.0 | 3722.000 | 1.26 | 2023-12-26 |
| X240119P00047000 | X | PUT | Long | 47.00 | None | $0.25 | 1.25 | $1.62 | 0.03 | -0.01 | 0.20 | 0.45 | 49.59 | 47.97 | 0.25 | $25.00 | 20.00 | 7 | 422.0 | 3705.000 | 1.62 | 2023-12-25 |
| X240119P00047000 | X | PUT | Long | 47.00 | None | $0.25 | 1.25 | $1.62 | 0.03 | -0.01 | 0.20 | 0.45 | 49.59 | 47.97 | 0.25 | $25.00 | 20.00 | 5 | 422.0 | 3705.000 | 1.62 | 2023-12-23 |
| X240119P00047000 | X | PUT | Long | 47.00 | None | $0.25 | 1.25 | $1.62 | 0.03 | -0.01 | 0.20 | 0.45 | 49.59 | 47.97 | 0.25 | $25.00 | 20.00 | 4 | 291.0 | 3705.000 | 1.62 | 2023-12-22 |
| X240119P00047000 | X | PUT | Long | 47.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.15 | 0.75 | $1.44 | 0.03 | -0.00 | 0.20 | 0.35 | 49.59 | 48.15 | 0.15 | $15.00 | 20.00 | 3 | 107.0 | 3682.000 | 1.44 | 2023-12-21 |
| X240119P00047000 | X | PUT | Long | 47.00 | None | $0.30 | 1.50 | $1.54 | 0.03 | 0.02 | 0.20 | 0.50 | 49.59 | 48.05 | 0.30 | $30.00 | 20.00 | 2 | 1634.0 | 1507.000 | 1.54 | 2023-12-20 |
| X240119P00047000 | X | PUT | Long | 47.00 | None | $0.33 | 1.65 | $1.22 | 0.02 | 0.02 | 0.20 | 0.53 | 49.59 | 48.37 | 0.33 | $33.00 | 20.00 | 1 | 435.0 | 1223.000 | 1.22 | 2023-12-19 |
| X240119P00047000 | X | PUT | Long | 47.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.20 | 0.20 | 49.59 | 49.59 | 0.00 | $0.00 | 20.00 | 0 | 1458.0 | 0.000 | -0.00 | 2023-12-18 |