Options are multi-leg, greeks-driven, and expiration-sensitive. A journal that logs them like long stock loses half the story. Journali tracks each leg separately, captures the greeks at entry, logs IV rank, and maps every trade onto an expiration calendar so theta burn and BE movement stay visible.
Open a popular trading journal, try to log a 4-leg iron condor, and watch what happens. You'll get one row. Entry price $1.80, exit price $0.60, position size "1 contract." That's not a trade — that's a trade's shadow. You've lost every leg's individual fill, every leg's greeks, the net credit math, and any way to analyze which part of the condor actually made (or cost) you money.
Options strategies are built leg-by-leg. The profitable adjustment next time isn't "trade iron condors more" — it's "the put side took on too much gamma; next time, widen the wings on the put or tighten the call." You can only get that insight if each leg is logged as a first-class entity, with its own strike, expiration, premium, and greeks.
A real options journal is leg-centric. You log each leg with its strike, type, side, expiration, premium, and greeks at entry. Journali then rolls them into strategy-level summaries — iron condor, spread, strangle, wheel — so you get both the forest and the trees.
Tagged strategy templates auto-populate the leg structure so you're not building from scratch. Pick the template, fill in strikes, and Journali handles the rest.
Each leg has its own row — strike, type, side, expiration, fill price. Roll-ups compute net credit/debit, max loss, max profit, and breakevens automatically.
Log delta, theta, vega, gamma at the moment you opened. Pattern your results by greek profile — most traders discover their edge is concentrated in one part of greek space.
IV rank at entry recorded on every trade. Filter analytics by IV environment — does your credit-spread edge vanish below IVR 30? Now you'll know.
Your open positions on one calendar by expiration date. Theta burn per day visualized. Never wake up surprised by a position expiring today.
Separate premium paid vs premium collected. Per-strategy running totals — how much theta have you collected this month on short premium strategies?
Every strategy tagged as credit or debit so your analytics separate the two PoP profiles. Credit strategies need win rate ≥ 70% to win; debit ones don't.
When you auto-sync via SnapTrade, fill data comes in without live greeks (your broker's API doesn't expose real-time greeks on closed trades). Journali asks you to log greeks at entry manually — it takes 5 seconds from your broker's option chain and unlocks the entire greeks-segmented analytics set.
Each adjustment is logged as an additional set of legs on the same strategy instance. The roll keeps the strategy linked so your analytics see the full lifecycle: original credit, adjustment credit/debit, net outcome.
Yes. Premier's AI Coach reads greeks and IV context. Common prompts: "What's my win rate on credit spreads below IVR 25?" or "Rank my 0DTE iron condor variants by expectancy per DTE." Claude parses the structured data and responds with specific, data-grounded answers.
Yes — in fact, wheel traders must. Journali treats options and underlying stock as part of one account. Analytics can filter to options-only, stock-only, or both combined (so your covered-call analytics include both the long stock P&L and the short-call premium).
Yes. 0DTE is a distinct enough category that analytics have a built-in "DTE = 0" filter. You can see your 0DTE iron condor expectancy, win rate, and per-strike-distance performance separately from your multi-DTE trades.
Every leg. Every greek. Every expiration. Credit and debit strategies broken out separately. Your options journal, finally options-native.
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