{ "meta": { "schema_version": "2.0", "notes": "Trades 1-4 excluded from analytics. Logged for transparency only. Reason: sell_signal.py bug \u2014 fomo.sell_contract_value used raw stock price x 100 instead of BS option value. expected_move and gap_direction fields not present (pre-schema v2.0).", "excluded_trade_ids": [ 1, 2, 3, 4 ] }, "balance": -313.06, "clean_balance": -186.32, "starting_balance": 0.0, "first_trade_date": "2026-08-24", "trades": [ { "id": 1, "status": "closed", "entry": { "date": "2026-08-24", "time": "15:55 PST", "ticker": "HOOD", "name": "Robinhood Markets, Inc.", "sector": "Finance", "type": "CALL", "strike": 111.0, "expiration": "2026-08-28", "dte_at_entry": 4, "T_at_entry": 0.010959, "stock_price_at_entry": 108.13, "premium": 0.98, "cost": 98.0, "bid": 0.94, "spread": 0.04, "iv_at_entry": 0.6934, "otm_pct": 2.65, "signal_rank": "dollar_gainer_1", "signal_pct": 13.7, "signal_dollar": 13.03, "spy_change": -0.29, "macro_active": true, "macro_keywords": [ "sanctions" ], "auto_note": "HOOD CALL | $+13.03 (+13.70%) | dollar_gainer_1 | Strike $111.0 exp 2026-08-28 (4DTE) | IV 69.3% | SPY -0.29% | MACRO: sanctions" }, "news_scan": null, "exit": { "date": "2026-08-24", "time": "2026-08-24 09:30:00-04:00", "stock_open_price": 106.66, "sell_option_price": 1.4608, "sell_contract_value": 146.08, "sell_trigger": "sell_at_open", "pnl": 48.08 }, "fomo": { "sell_contract_value": 10666.0, "sell_pnl": 10568.0, "theta_burned_at_sell": -0.0, "theta_per_min": -0.0968, "day_high": { "stock_price": 108.6, "time": "2026-08-24 09:30:00-04:00", "bs_contract_value": 214.44, "theoretical_pnl": 116.44 }, "day_low": { "stock_price": 104.41, "time": "2026-08-24 09:53:00-04:00", "bs_contract_value": 88.12, "theoretical_pnl": -9.88 }, "best_case": { "value": 214.44, "pnl": 116.44, "time": "2026-08-24 09:30:00-04:00" }, "worst_case": { "value": 88.12, "pnl": -9.88, "time": "2026-08-24 09:53:00-04:00" }, "left_on_table": -10451.56, "theta_note": "4DTE: Theta minimal at open, stock direction dominates. Est. $0.00 burned" } }, { "id": 2, "status": "closed", "entry": { "date": "2026-08-24", "time": "15:55 PST", "ticker": "MRVL", "name": "Marvell Technology, Inc.", "sector": "Electronic technology", "type": "PUT", "strike": 190.0, "expiration": "2026-08-28", "dte_at_entry": 4, "T_at_entry": 0.010959, "stock_price_at_entry": 237.04, "premium": 1.0, "cost": 100.0, "bid": 0.9, "spread": 0.1, "iv_at_entry": 1.126, "otm_pct": 19.84, "signal_rank": "dollar_loser_1", "signal_pct": -5.57, "signal_dollar": -13.97, "spy_change": -0.29, "macro_active": true, "macro_keywords": [ "sanctions" ], "auto_note": "MRVL PUT | $-13.97 (-5.57%) | dollar_loser_1 | Strike $190.0 exp 2026-08-28 (4DTE) | IV 112.6% | SPY -0.29% | MACRO: sanctions" }, "news_scan": null, "exit": { "date": "2026-08-24", "time": "2026-08-24 09:30:00-04:00", "stock_open_price": 229.13, "sell_option_price": 0.5789, "sell_contract_value": 57.89, "sell_trigger": "sell_at_open", "pnl": -42.11 }, "fomo": { "sell_contract_value": 22913.0, "sell_pnl": 22813.0, "theta_burned_at_sell": -0.0, "theta_per_min": -0.054171, "day_high": { "stock_price": 230.42, "time": "2026-08-24 09:30:00-04:00", "bs_contract_value": 51.93, "theoretical_pnl": -48.07 }, "day_low": { "stock_price": 220.4201, "time": "2026-08-24 09:40:00-04:00", "bs_contract_value": 118.2, "theoretical_pnl": 18.2 }, "best_case": { "value": 118.2, "pnl": 18.2, "time": "2026-08-24 09:40:00-04:00" }, "worst_case": { "value": 51.93, "pnl": -48.07, "time": "2026-08-24 09:30:00-04:00" }, "left_on_table": -22794.8, "theta_note": "4DTE: Theta minimal at open, stock direction dominates. Est. $0.00 burned" } }, { "id": 3, "status": "closed", "entry": { "date": "2026-08-27", "time": "15:55 PST", "ticker": "LITE", "name": "Lumentum Holdings Inc.", "sector": "Producer manufacturing", "type": "CALL", "strike": 1095.0, "expiration": "2026-08-28", "dte_at_entry": 1, "T_at_entry": 0.00274, "stock_price_at_entry": 939.03, "premium": 1.0, "cost": 100.0, "bid": null, "spread": null, "iv_at_entry": 0.9946, "otm_pct": 16.61, "signal_rank": "dollar_gainer_1", "signal_pct": 6.04, "signal_dollar": 53.47, "spy_change": 0.02, "macro_active": true, "macro_keywords": [ "inflation", "tariff" ], "auto_note": "LITE CALL | $+53.47 (+6.04%) | dollar_gainer_1 | Strike $1095.0 exp 2026-08-28 (1DTE) | IV 99.5% | SPY +0.02% | MACRO: inflation, tariff" }, "news_scan": { "scanned_at": "2026-08-27 23:00:37 PST", "gap_days": 0, "ticker_sentiment": "bullish", "spy_sentiment": "bullish", "spx_sentiment": "bullish", "keywords_found": [ "revenue growth", "jumps" ], "spy_keywords": [ "surge", "jumps", "falls" ], "spx_keywords": [ "jumps", "rallies", "drops" ], "decision": "hold", "decision_reason": "bullish keywords confirmed CALL thesis" }, "exit": { "date": "2026-08-27", "time": "2026-08-27 09:31:00-04:00", "stock_open_price": 964.16, "sell_option_price": 0.1255, "sell_contract_value": 12.55, "sell_trigger": "hold_2min", "pnl": -87.45 }, "fomo": { "sell_contract_value": 96416.0, "sell_pnl": 96316.0, "theta_burned_at_sell": -0.0, "theta_per_min": -0.034961, "day_high": { "stock_price": 970.32, "time": "2026-08-27 09:33:00-04:00", "bs_contract_value": 18.56, "theoretical_pnl": -81.44 }, "day_low": { "stock_price": 919.59, "time": "2026-08-27 09:57:00-04:00", "bs_contract_value": 0.55, "theoretical_pnl": -99.45 }, "best_case": { "value": 18.56, "pnl": -81.44, "time": "2026-08-27 09:33:00-04:00" }, "worst_case": { "value": 0.55, "pnl": -99.45, "time": "2026-08-27 09:57:00-04:00" }, "left_on_table": -96397.44, "theta_note": "1DTE: Theta moderate at open, accelerating by noon. Est. $0.00 burned" } }, { "id": 4, "status": "closed", "entry": { "date": "2026-08-28", "time": "15:55 PST", "ticker": "SNPS", "name": "Synopsys, Inc.", "sector": "Technology services", "type": "CALL", "strike": 610.0, "expiration": "2026-08-28", "dte_at_entry": 0, "T_at_entry": 0.00274, "stock_price_at_entry": 464.89, "premium": 0.6, "cost": 60.0, "bid": null, "spread": null, "iv_at_entry": 2.3379, "otm_pct": 31.21, "signal_rank": "dollar_gainer_1", "signal_pct": 13.39, "signal_dollar": 54.89, "spy_change": 0.66, "macro_active": true, "macro_keywords": [ "war", "china" ], "auto_note": "SNPS CALL | $+54.89 (+13.39%) | dollar_gainer_1 | Strike $610.0 exp 2026-08-28 (0DTE) | IV 233.8% | SPY +0.66% | MACRO: war, china" }, "news_scan": { "scanned_at": "2026-08-28 23:07:35 PST", "gap_days": 0, "ticker_sentiment": "bullish", "spy_sentiment": "neutral", "spx_sentiment": "bearish", "keywords_found": [ "upgrade" ], "spy_keywords": [ "raised guidance", "jumps", "rallies", "falls", "drops", "tumbles" ], "spx_keywords": [ "falls" ], "decision": "hold", "decision_reason": "bullish keywords confirmed CALL thesis" }, "exit": { "date": "2026-08-28", "time": "2026-08-28 09:31:00-04:00", "stock_open_price": 452.0, "sell_option_price": 0.1474, "sell_contract_value": 14.74, "sell_trigger": "hold_2min", "pnl": -45.26 }, "fomo": { "sell_contract_value": 45200.0, "sell_pnl": 45140.0, "theta_burned_at_sell": -0.0, "theta_per_min": -0.284045, "day_high": { "stock_price": 462.45, "time": "2026-08-28 09:30:00-04:00", "bs_contract_value": 26.56, "theoretical_pnl": -33.44 }, "day_low": { "stock_price": 449.01, "time": "2026-08-28 09:39:00-04:00", "bs_contract_value": 12.71, "theoretical_pnl": -47.29 }, "best_case": { "value": 26.56, "pnl": -33.44, "time": "2026-08-28 09:30:00-04:00" }, "worst_case": { "value": 12.71, "pnl": -47.29, "time": "2026-08-28 09:39:00-04:00" }, "left_on_table": -45173.44, "theta_note": "0DTE: Theta burned est. $0.00 by sell time \u2014 0DTE decay is violent" } }, { "id": 5, "status": "closed", "entry": { "date": "2026-09-01", "time": "15:55 PST", "ticker": "CAR", "name": "AVIS BUDGET GROUP INC COM", "sector": "Unknown", "type": "CALL", "strike": 160.0, "expiration": "2026-09-04", "dte_at_entry": 3, "T_at_entry": 0.008219, "stock_price_at_entry": 147.49, "premium": 1.0, "cost": 100.0, "bid": 0.4, "spread": 0.6, "iv_at_entry": 0.6836, "otm_pct": 8.48, "expected_move": { "one_sigma_pct": 6.2, "upper": 156.63, "lower": 138.35, "strike_position": "outside" }, "signal_rank": "dollar_gainer_1", "signal_pct": 6.78, "signal_dollar": 9.37, "spy_change": -0.3, "macro_active": false, "macro_keywords": [], "auto_note": "CAR CALL | $+9.37 (+6.78%) | dollar_gainer_1 | Strike $160.0 exp 2026-09-04 (3DTE) | IV 68.4% | SPY -0.30% | No macro triggers" }, "news_scan": { "scanned_at": "2026-09-01 17:22:20 PST", "gap_days": 0, "ticker_sentiment": "neutral", "spy_sentiment": "bearish", "spx_sentiment": "neutral", "keywords_found": [], "spy_keywords": [ "falls", "drops" ], "spx_keywords": [], "decision": "sell", "decision_reason": "no confirmation for CALL thesis \u2014 sell at open", "raw_headlines": { "ticker": [], "spy": [ "SoFi Drops 4%, Affirm Falls 5% as Yields Hit Balance-Sheet Lenders, Robinhood Holds Steady", "Apple Rises 3% on John Ternus\u2019s First Day as CEO Even While the NASDAQ Skids", "CoreWeave Offers So Much at $85", "Dell Falls 4% Ahead of Earnings as Its 266% Rally Raises the Bar, Super Micro and Hewlett Packard Enterprise Slip", "What to Understand Before Buying Nebius", "Stock Market Today: Nasdaq Sinks As Crude Prices Climb; These Oil Names Break Out (Live Coverage)", "Pre-Market Futures Lower to Start September", "Trump Media Falls 3% as Rising Yields and Higher Oil Squeeze Risk Appetite", "\u2018Your Stock Doesn\u2019t Know Your Name\u2019: Wes Moss on Owning Too Much Apple, Google", "Exchange-Traded Funds, Equity Futures Lower Pre-Bell Tuesday as Oil Prices Advance" ], "spx": [ "Why you should care about rising bond yields", "Software stocks crushed chips in August. History says September gets tougher: Chart of the Day", "43-year veteran Wall Street analyst sounds alarm on stocks after rare signal flashes", "Stocks Fall on Rising Yields and Oil, With Apple the Lone Bright Spot", "3 Reasons CCK is Risky and 1 Stock to Buy Instead", "I've Been Wrong About Philip Morris International Stock for 5 Years. Here's Why I'm Finally Changing My Mind.", "Stock Market Midday, Sept. 1: Stocks Slide on Global Bond Sell-Off", "Update: US Equity Indexes Retreat Amid Surging Treasury Yields, Higher Crude Oil Prices", "If a Bear Market Is Coming, This Growth Stock Might Be a Great Buy on the Dip", "10 Investment Must Reads for This Week (Sept. 1, 2026)" ] } }, "exit": { "date": "2026-09-01", "time": "2026-09-01 09:30:00-04:00", "stock_open_price": 146.77, "sell_option_price": 0.3583, "sell_contract_value": 35.83, "sell_trigger": "sell_at_open", "gap_direction": "against_thesis", "gap_pct": -0.49, "pnl": -64.17 }, "fomo": { "sell_contract_value": 35.83, "sell_pnl": -64.17, "theta_burned_at_sell": -0.0, "theta_per_min": -0.069548, "day_high": { "stock_price": 146.77, "time": "2026-09-01 09:30:00-04:00", "bs_contract_value": 35.89, "theoretical_pnl": -64.11 }, "day_low": { "stock_price": 142.33, "time": "2026-09-01 10:24:00-04:00", "bs_contract_value": 10.84, "theoretical_pnl": -89.16 }, "best_case": { "value": 35.89, "pnl": -64.11, "time": "2026-09-01 09:30:00-04:00" }, "worst_case": { "value": 10.84, "pnl": -89.16, "time": "2026-09-01 10:24:00-04:00" }, "left_on_table": 0.06, "theta_note": "3DTE: Theta minimal at open, stock direction dominates. Est. $0.00 burned" } }, { "id": 6, "status": "closed", "entry": { "date": "2026-09-01", "time": "15:55 PST", "ticker": "BURL", "name": "BURLINGTON STORES INC COM", "sector": "Unknown", "type": "PUT", "strike": 240.0, "expiration": "2026-09-04", "dte_at_entry": 3, "T_at_entry": 0.008219, "stock_price_at_entry": 259.76, "premium": 0.7, "cost": 70.0, "bid": 0.05, "spread": 0.65, "iv_at_entry": 0.5005, "otm_pct": 7.61, "expected_move": { "one_sigma_pct": 4.54, "upper": 271.55, "lower": 247.97, "strike_position": "outside" }, "signal_rank": "dollar_loser_1", "signal_pct": -4.83, "signal_dollar": -13.19, "spy_change": -0.3, "macro_active": false, "macro_keywords": [], "auto_note": "BURL PUT | $-13.19 (-4.83%) | dollar_loser_1 | Strike $240.0 exp 2026-09-04 (3DTE) | IV 50.0% | SPY -0.30% | No macro triggers" }, "news_scan": { "scanned_at": "2026-09-01 17:22:20 PST", "gap_days": 0, "ticker_sentiment": "bullish", "spy_sentiment": "bearish", "spx_sentiment": "neutral", "keywords_found": [ "jumps" ], "spy_keywords": [ "falls", "drops" ], "spx_keywords": [], "decision": "hold", "decision_reason": "bullish keywords confirmed PUT thesis", "raw_headlines": { "ticker": [ "What's Five Below's Probability of an Earnings Beat This Season?", "TJX Companies' HomeGoods Comp Jumps 7%: Can Strong Momentum Persist?", "Burlington\u2019s (BURL) Discount Playbook Keeps Delivering Even As Weather Looms", "Burlington (BURL) Q2 2026 Earnings Call Transcript" ], "spy": [ "SoFi Drops 4%, Affirm Falls 5% as Yields Hit Balance-Sheet Lenders, Robinhood Holds Steady", "Apple Rises 3% on John Ternus\u2019s First Day as CEO Even While the NASDAQ Skids", "CoreWeave Offers So Much at $85", "Dell Falls 4% Ahead of Earnings as Its 266% Rally Raises the Bar, Super Micro and Hewlett Packard Enterprise Slip", "What to Understand Before Buying Nebius", "Stock Market Today: Nasdaq Sinks As Crude Prices Climb; These Oil Names Break Out (Live Coverage)", "Pre-Market Futures Lower to Start September", "Trump Media Falls 3% as Rising Yields and Higher Oil Squeeze Risk Appetite", "\u2018Your Stock Doesn\u2019t Know Your Name\u2019: Wes Moss on Owning Too Much Apple, Google", "Exchange-Traded Funds, Equity Futures Lower Pre-Bell Tuesday as Oil Prices Advance" ], "spx": [ "Why you should care about rising bond yields", "Software stocks crushed chips in August. History says September gets tougher: Chart of the Day", "43-year veteran Wall Street analyst sounds alarm on stocks after rare signal flashes", "Stocks Fall on Rising Yields and Oil, With Apple the Lone Bright Spot", "3 Reasons CCK is Risky and 1 Stock to Buy Instead", "I've Been Wrong About Philip Morris International Stock for 5 Years. Here's Why I'm Finally Changing My Mind.", "Stock Market Midday, Sept. 1: Stocks Slide on Global Bond Sell-Off", "Update: US Equity Indexes Retreat Amid Surging Treasury Yields, Higher Crude Oil Prices", "If a Bear Market Is Coming, This Growth Stock Might Be a Great Buy on the Dip", "10 Investment Must Reads for This Week (Sept. 1, 2026)" ] } }, "exit": { "date": "2026-09-01", "time": "2026-09-01 09:31:00-04:00", "stock_open_price": 255.275, "sell_option_price": 0.4392, "sell_contract_value": 43.92, "sell_trigger": "hold_2min", "gap_direction": "with_thesis", "gap_pct": -1.73, "pnl": -26.08 }, "fomo": { "sell_contract_value": 43.92, "sell_pnl": -26.08, "theta_burned_at_sell": -0.0, "theta_per_min": -0.041201, "day_high": { "stock_price": 259.09, "time": "2026-09-01 09:32:00-04:00", "bs_contract_value": 20.9, "theoretical_pnl": -49.1 }, "day_low": { "stock_price": 253.935, "time": "2026-09-01 09:45:00-04:00", "bs_contract_value": 56.3, "theoretical_pnl": -13.7 }, "best_case": { "value": 56.3, "pnl": -13.7, "time": "2026-09-01 09:45:00-04:00" }, "worst_case": { "value": 20.9, "pnl": -49.1, "time": "2026-09-01 09:32:00-04:00" }, "left_on_table": 12.38, "theta_note": "3DTE: Theta minimal at open, stock direction dominates. Est. $0.00 burned" } }, { "id": 7, "status": "closed", "entry": { "date": "2026-09-02", "time": "15:55 PST", "ticker": "DUOL", "name": "DUOLINGO INC CL A COM", "sector": "Unknown", "type": "CALL", "strike": 170.0, "expiration": "2026-09-04", "dte_at_entry": 2, "T_at_entry": 0.005479, "stock_price_at_entry": 158.77, "premium": 0.85, "cost": 85.0, "bid": 0.35, "spread": 0.5, "iv_at_entry": 0.6533, "otm_pct": 7.07, "expected_move": { "one_sigma_pct": 4.84, "upper": 166.45, "lower": 151.09, "strike_position": "outside" }, "signal_rank": "dollar_gainer_1", "signal_pct": 7.02, "signal_dollar": 10.41, "spy_change": -0.69, "macro_active": true, "macro_keywords": [ "war" ], "auto_note": "DUOL CALL | $+10.41 (+7.02%) | dollar_gainer_1 | Strike $170.0 exp 2026-09-04 (2DTE) | IV 65.3% | SPY -0.69% | MACRO: war" }, "news_scan": { "scanned_at": "2026-09-02 17:14:20 PST", "gap_days": 0, "ticker_sentiment": "bullish", "spy_sentiment": "bearish", "spx_sentiment": "bullish", "keywords_found": [ "buyback", "upgrade", "upgraded", "rallies" ], "spy_keywords": [ "rallies", "downgrade", "drops" ], "spx_keywords": [ "rallies" ], "decision": "hold", "decision_reason": "bullish keywords confirmed CALL thesis", "raw_headlines": { "ticker": [ "Duolingo (DUOL) Rallies On Evercore Upgrade As Valuation Debate Stays Open", "Duolingo (DUOL) Is Up 8.7% After AI-Proof Upgrade And Buyback \u2014 Has The Bull Case Changed?", "Evercore Sees This App Surviving the ChatGPT Disruption", "Sector Update: Tech Stocks Fall Late Afternoon", "Evercore upgrades Duolingo, sees strong user growth and earnings upside", "Stock Market Midday, Sept. 1: Stocks Slide on Global Bond Sell-Off", "GoPro price up 50% after agreeing to takeover: AlphaSpace breakdown", "Robinhood upgraded, Uber initiated: Wall Street's top analyst calls", "Evercore Sees Duolingo's 2022 Netflix Moment", "Here Are Tuesday\u2019s Top Wall Street Analyst Research Calls: Akamai Technologies, Arista Networks, Booking Holdings, Cisco Systems, Dell Technologies, Duolingo, Robinhood Markets, PG&E, and More" ], "spy": [ "Affirm Rallies 6% on $104 Price Target From BofA, Sezzle Climbs 4%, PayPal Rises 3%", "FuboTV Rallies 7%, Disney Ticks Up: Is the Hulu Live TV Deal Finally Getting Credit?", "The S&P 500 Got Cheaper While It Rallied. Here's What Bond Bears Are Missing", "Reddit Rallies 7% as Baird Says Renewal Risk Is Already Priced In, Pinterest Holds Flat", "Nio Drops 4% on J.P. Morgan Downgrade and $4.50 Price Target, XPeng and Li Auto Slip", "Exchange-Traded Funds, Equity Futures Mixed Pre-Bell Wednesday Amid Escalating US-Iran Tensions", "September Is Usually Ugly For Stocks \u2014 Why This Year Is Different", "S&P 500, Dow, Nasdaq Futures Flat After Indices End Lower On US-Iran Stalemate \u2014 DELL, PANW, FRVO, AAPL, TTWO In Focus", "These ETFs Generate the Most Revenue", "SPYI\u2019s Monthly Check Hides the Real Cost: Part of That Payout Is Your Own Capital, and It Quietly Shrinks Your Cost Basis" ], "spx": [ "Goldman Sachs warns investors to expect lower returns over the next year", "Has the AI trade become too 'monolithic'? Well, it's complicated.", "3 Reasons to Avoid FNF and 1 Stock to Buy Instead", "Stock Market Today: Dow, Small Caps Lead Rise; Digital Ad Firm Rallies Off Key Level (Live Coverage)", "3 Reasons to Sell HUBG and 1 Stock to Buy Instead", "KOSS Posts Q4 Earnings as DTC Growth and Tariff Refunds Aid", "Update: US Equity Indexes Rise in Midday Trading", "Healthcare ETF Comparison: Fidelity's FHLC vs. Invesco's Biotech-Focused IBBQ", "Markets in Motion: September seasonality puts S&P 500 and small caps in focus", "3 Big Reasons to Love American Superconductor (AMSC)" ] } }, "exit": { "date": "2026-09-02", "time": "2026-09-02 09:31:00-04:00", "stock_open_price": 157.93, "sell_option_price": 0.2218, "sell_contract_value": 22.18, "sell_trigger": "hold_2min", "gap_direction": "against_thesis", "gap_pct": -0.53, "pnl": -62.82 }, "fomo": { "sell_contract_value": 22.18, "sell_pnl": -62.82, "theta_burned_at_sell": -0.0, "theta_per_min": -0.075871, "day_high": { "stock_price": 158.11, "time": "2026-09-02 09:31:00-04:00", "bs_contract_value": 23.56, "theoretical_pnl": -61.44 }, "day_low": { "stock_price": 154.76, "time": "2026-09-02 09:39:00-04:00", "bs_contract_value": 7.88, "theoretical_pnl": -77.12 }, "best_case": { "value": 23.56, "pnl": -61.44, "time": "2026-09-02 09:31:00-04:00" }, "worst_case": { "value": 7.88, "pnl": -77.12, "time": "2026-09-02 09:39:00-04:00" }, "left_on_table": 1.38, "theta_note": "2DTE: Theta minimal at open, stock direction dominates. Est. $0.00 burned" } }, { "id": 8, "status": "closed", "entry": { "date": "2026-09-02", "time": "15:55 PST", "ticker": "AXON", "name": "AXON ENTERPRISE INC COM", "sector": "Unknown", "type": "PUT", "strike": 450.0, "expiration": "2026-09-04", "dte_at_entry": 2, "T_at_entry": 0.005479, "stock_price_at_entry": 518.3, "premium": 0.4, "cost": 40.0, "bid": null, "spread": null, "iv_at_entry": 0.7373, "otm_pct": 13.18, "expected_move": { "one_sigma_pct": 5.46, "upper": 546.59, "lower": 490.01, "strike_position": "outside" }, "signal_rank": "dollar_loser_1", "signal_pct": -8.52, "signal_dollar": -48.26, "spy_change": -0.69, "macro_active": true, "macro_keywords": [ "war" ], "auto_note": "AXON PUT | $-48.26 (-8.52%) | dollar_loser_1 | Strike $450.0 exp 2026-09-04 (2DTE) | IV 73.7% | SPY -0.69% | MACRO: war" }, "news_scan": { "scanned_at": "2026-09-02 17:14:20 PST", "gap_days": 0, "ticker_sentiment": "neutral", "spy_sentiment": "bearish", "spx_sentiment": "bullish", "keywords_found": [], "spy_keywords": [ "rallies", "downgrade", "drops" ], "spx_keywords": [ "rallies" ], "decision": "hold", "decision_reason": "neutral keywords confirmed PUT thesis", "raw_headlines": { "ticker": [ "US Stock Market Today: S&P 500 Futures Slip As Rising Yields Pressure Equities" ], "spy": [ "Affirm Rallies 6% on $104 Price Target From BofA, Sezzle Climbs 4%, PayPal Rises 3%", "FuboTV Rallies 7%, Disney Ticks Up: Is the Hulu Live TV Deal Finally Getting Credit?", "The S&P 500 Got Cheaper While It Rallied. Here's What Bond Bears Are Missing", "Reddit Rallies 7% as Baird Says Renewal Risk Is Already Priced In, Pinterest Holds Flat", "Nio Drops 4% on J.P. Morgan Downgrade and $4.50 Price Target, XPeng and Li Auto Slip", "Exchange-Traded Funds, Equity Futures Mixed Pre-Bell Wednesday Amid Escalating US-Iran Tensions", "September Is Usually Ugly For Stocks \u2014 Why This Year Is Different", "S&P 500, Dow, Nasdaq Futures Flat After Indices End Lower On US-Iran Stalemate \u2014 DELL, PANW, FRVO, AAPL, TTWO In Focus", "These ETFs Generate the Most Revenue", "SPYI\u2019s Monthly Check Hides the Real Cost: Part of That Payout Is Your Own Capital, and It Quietly Shrinks Your Cost Basis" ], "spx": [ "Goldman Sachs warns investors to expect lower returns over the next year", "Has the AI trade become too 'monolithic'? Well, it's complicated.", "3 Reasons to Avoid FNF and 1 Stock to Buy Instead", "Stock Market Today: Dow, Small Caps Lead Rise; Digital Ad Firm Rallies Off Key Level (Live Coverage)", "3 Reasons to Sell HUBG and 1 Stock to Buy Instead", "KOSS Posts Q4 Earnings as DTC Growth and Tariff Refunds Aid", "Update: US Equity Indexes Rise in Midday Trading", "Healthcare ETF Comparison: Fidelity's FHLC vs. Invesco's Biotech-Focused IBBQ", "Markets in Motion: September seasonality puts S&P 500 and small caps in focus", "3 Big Reasons to Love American Superconductor (AMSC)" ] } }, "exit": { "date": "2026-09-02", "time": "2026-09-02 09:31:00-04:00", "stock_open_price": 513.245, "sell_option_price": 0.0675, "sell_contract_value": 6.75, "sell_trigger": "hold_2min", "gap_direction": "with_thesis", "gap_pct": -0.98, "pnl": -33.25 }, "fomo": { "sell_contract_value": 6.75, "sell_pnl": -33.25, "theta_burned_at_sell": -0.0, "theta_per_min": -0.023204, "day_high": { "stock_price": 517.98, "time": "2026-09-02 09:30:00-04:00", "bs_contract_value": 4.07, "theoretical_pnl": -35.93 }, "day_low": { "stock_price": 509.755, "time": "2026-09-02 09:37:00-04:00", "bs_contract_value": 9.86, "theoretical_pnl": -30.14 }, "best_case": { "value": 9.86, "pnl": -30.14, "time": "2026-09-02 09:37:00-04:00" }, "worst_case": { "value": 4.07, "pnl": -35.93, "time": "2026-09-02 09:30:00-04:00" }, "left_on_table": 3.11, "theta_note": "2DTE: Theta minimal at open, stock direction dominates. Est. $0.00 burned" } } ] }