Options

Options

As of 2026-06-18

Lifetime options P&L

Cumulative realized P&L (from every closed option lot) plus today's open-position unrealized. The total line is the running realized at each point in time, with today's unrealized layered on at the right edge — your "where you'd stand if you closed everything today" measure across the entire options book.

Cum realized is the running sum of every closed-lot P&L row from realized_events (steps up/down on close events). Unrealized is the per-day mark-to-market of open option positions from positions_daily (excludes options whose MV we don't have historically). Total = cum_realized + unrealized — what you'd net if you closed every option today.

Expiry calendar (open positions)

Open positions — short

Currently held short contracts with a future expiration. Premium received was booked at open; unrealized = (premium received − current MV). Realized = any partial-close P&L already locked in.

Open positions — long

Closed positions

All option contracts the walker has fully or partially closed. Total realized P&L per contract. Acid test: a fully-closed contract should have qty=0 and the realized number is the lifetime P&L for that lot.

Expiring soon (next 30 days)

Open options with ≤30 days to expiration — the rolling/closing decisions you'd want to flag.

Data quality: stuck positions (post-expiry, qty ≠ 0)

These would be expire/assign events the walker missed. Today's snapshot is sourced from SnapTrade's live feed, which only returns currently-held positions, so stuck contracts are pruned automatically — empty here = clean.

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Datasets