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View Outliers PnL Drill-Down: ABBV241213C00175000

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Initial Position

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
2024-11-11 ABBV ABBV241213C00175000 175.00 26.0 1.000 0.257 0.159 2.9 2.9 0.010 4.690 4.680 4.65 174.41 2024-12-13 CALL Long 0.094 0.165 -0.126

Realize Position if there are favorable/unfavorable market conditions.
Volatiltiy Analysis

record_date ticker volatility_ratio minimum_volatility maximum_volatility average_volatility current_volatility against_prev_volatility curr_price net_profitability dividend_yield time_period_low time_period_high interval time_period avg_price_prev
2024-12-17 ABBV 1.000 0.038 0.160 0.064 0.062 -0.097 175.38 0.090 0.0000 151.69 203.87 21 1y 189.12

Position Tracking

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
ABBV241213C00175000 ABBV CALL Long 175.00 None $-4.40 -0.95 $-1.19 -0.01 -0.09 4.65 0.25 174.41 173.22 -4.40 $-440.00 465.00 31 1530.0 435.000 -1.19 2024-12-12
ABBV241213C00175000 ABBV CALL Long 175.00 None $-3.57 -0.77 $-0.08 -0.00 -0.04 4.65 1.08 174.41 174.33 -3.57 $-357.00 465.00 30 243.0 397.000 -0.08 2024-12-11
ABBV241213C00175000 ABBV CALL Long 175.00 None $-2.45 -0.53 $1.26 0.01 -0.04 4.65 2.20 174.41 175.67 -2.45 $-245.00 465.00 29 487.0 290.000 1.26 2024-12-10
ABBV241213C00175000 ABBV CALL Long 175.00 None $-1.45 -0.31 $2.18 0.01 0.02 4.65 3.20 174.41 176.59 -1.45 $-145.00 465.00 28 48.0 296.000 2.18 2024-12-09
ABBV241213C00175000 ABBV CALL Long 175.00 None $-1.67 -0.36 $1.78 0.01 0.08 4.65 2.98 174.41 176.19 -1.67 $-167.00 465.00 27 256.0 183.000 1.78 2024-12-08
ABBV241213C00175000 ABBV CALL Long 175.00 None $-2.13 -0.46 $1.79 0.01 -0.07 4.65 2.52 174.41 176.20 -2.13 $-213.00 465.00 25 202.0 183.000 1.79 2024-12-06
ABBV241213C00175000 ABBV CALL Long 175.00 None $-1.55 -0.33 $1.83 0.01 -0.03 4.65 3.10 174.41 176.24 -1.55 $-155.00 465.00 24 117.0 125.000 1.83 2024-12-05
ABBV241213C00175000 ABBV CALL Long 175.00 None $-1.60 -0.34 $2.17 0.01 -0.06 4.65 3.05 174.41 176.58 -1.60 $-160.00 465.00 23 43.0 100.000 2.17 2024-12-04
ABBV241213C00175000 ABBV CALL Long 175.00 None $3.31 0.71 $7.09 0.04 0.04 4.65 7.96 174.41 181.50 3.31 $331.00 465.00 22 1.0 101.000 7.09 2024-12-03
ABBV241213C00175000 ABBV CALL Long 175.00 None $2.88 0.62 $7.41 0.04 0.01 4.65 7.53 174.41 181.82 2.88 $288.00 465.00 21 8.0 104.000 7.41 2024-12-02
ABBV241213C00175000 ABBV CALL Long 175.00 None $4.20 0.90 $8.52 0.05 -0.26 4.65 8.85 174.41 182.93 4.20 $420.00 465.00 20 5.0 0.000 8.52 2024-12-01
ABBV241213C00175000 ABBV CALL Long 175.00 None $4.20 0.90 $8.52 0.05 0.10 4.65 8.85 174.41 182.93 4.20 $420.00 465.00 19 5.0 0.000 8.52 2024-11-30
ABBV241213C00175000 ABBV CALL Long 175.00 None $5.30 1.14 $8.67 0.05 0.01 4.65 9.95 174.41 183.08 5.30 $530.00 465.00 17 16.0 108.000 8.67 2024-11-28
ABBV241213C00175000 ABBV CALL Long 175.00 None $3.24 0.70 $8.02 0.05 -0.00 4.65 7.89 174.41 182.43 3.24 $324.00 465.00 16 23.0 108.000 8.02 2024-11-27
ABBV241213C00175000 ABBV CALL Long 175.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $2.35 0.51 $6.78 0.04 -0.06 4.65 7.00 174.41 181.19 2.35 $235.00 465.00 15 5.0 122.000 6.78 2024-11-26
ABBV241213C00175000 ABBV CALL Long 175.00 None $0.35 0.08 $2.64 0.02 -0.01 4.65 5.00 174.41 177.05 0.35 $35.00 465.00 14 28.0 134.000 2.64 2024-11-25
ABBV241213C00175000 ABBV CALL Long 175.00 None $0.35 0.08 $2.54 0.01 -0.01 4.65 5.00 174.41 176.95 0.35 $35.00 465.00 13 112.0 158.000 2.54 2024-11-24
ABBV241213C00175000 ABBV CALL Long 175.00 None $0.35 0.08 $2.54 0.01 -0.03 4.65 5.00 174.41 176.95 0.35 $35.00 465.00 12 112.0 158.000 2.54 2024-11-23
ABBV241213C00175000 ABBV CALL Long 175.00 None $0.37 0.08 $2.52 0.01 -0.03 4.65 5.02 174.41 176.93 0.37 $37.00 465.00 11 102.0 158.000 2.52 2024-11-22
ABBV241213C00175000 ABBV CALL Long 175.00 None $-2.48 -0.53 $-2.63 -0.02 -0.04 4.65 2.17 174.41 171.78 -2.48 $-248.00 465.00 10 69.0 130.000 -2.63 2024-11-21
ABBV241213C00175000 ABBV CALL Long 175.00 None $-3.79 -0.82 $-6.70 -0.04 -0.05 4.65 0.86 174.41 167.71 -3.79 $-379.00 465.00 9 3.0 128.000 -6.70 2024-11-20
ABBV241213C00175000 ABBV CALL Long 175.00 None $-3.77 -0.81 $-7.84 -0.04 -0.05 4.65 0.88 174.41 166.57 -3.77 $-377.00 465.00 8 8.0 124.000 -7.84 2024-11-19
ABBV241213C00175000 ABBV CALL Long 175.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $-3.86 -0.83 $-8.14 -0.05 -0.05 4.65 0.79 174.41 166.27 -3.86 $-386.00 465.00 7 27.0 116.000 -8.14 2024-11-18
ABBV241213C00175000 ABBV CALL Long 175.00 None $-3.76 -0.81 $-9.42 -0.05 -0.02 4.65 0.89 174.41 164.99 -3.76 $-376.00 465.00 6 34.0 118.000 -9.42 2024-11-17
ABBV241213C00175000 ABBV CALL Long 175.00 None $-3.76 -0.81 $-9.42 -0.05 -0.02 4.65 0.89 174.41 164.99 -3.76 $-376.00 465.00 5 34.0 118.000 -9.42 2024-11-16
ABBV241213C00175000 ABBV CALL Long 175.00 None $-3.70 -0.80 $-9.42 -0.05 -0.03 4.65 0.95 174.41 164.99 -3.70 $-370.00 465.00 4 31.0 118.000 -9.42 2024-11-15
ABBV241213C00175000 ABBV CALL Long 175.00 None $-2.19 -0.47 $-4.73 -0.03 -0.04 4.65 2.46 174.41 169.68 -2.19 $-219.00 465.00 3 5.0 118.000 -4.73 2024-11-14
ABBV241213C00175000 ABBV CALL Long 175.00 None $-2.38 -0.51 $-4.06 -0.02 -0.04 4.65 2.27 174.41 170.35 -2.38 $-238.00 465.00 2 31.0 94.000 -4.06 2024-11-13
ABBV241213C00175000 ABBV CALL Long 175.00 None $-1.70 -0.37 $-3.33 -0.02 -0.04 4.65 2.95 174.41 171.08 -1.70 $-170.00 465.00 1 68.0 50.000 -3.33 2024-11-12
ABBV241213C00175000 ABBV CALL Long 175.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $0.00 0.00 $0.00 0.00 0.00 4.65 4.65 174.41 174.41 0.00 $0.00 465.00 0 26.0 1.000 0.00 2024-11-11

record_date vs. iv_diff

record_date vs. option_curr_price

record_date vs. option_pnl

record_date vs. underlying_curr_price

record_date vs. underlying_pnl