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View Outliers PnL Drill-Down: ABBV241213C00180000

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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 ABBV241213C00180000 180.00 10.0 2.000 0.216 0.151 1.5 4.8 0.010 2.570 5.890 2.75 176.07 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
ABBV241213C00180000 ABBV CALL Long 180.00 None $-2.54 -1.00 $-1.19 -0.01 0.02 2.55 0.01 174.41 173.22 -2.54 $-254.00 255.00 31 389.0 2903.000 -1.19 2024-12-12
ABBV241213C00180000 ABBV CALL Long 180.00 None $-2.46 -0.96 $-0.08 -0.00 -0.01 2.55 0.09 174.41 174.33 -2.46 $-246.00 255.00 30 1067.0 3161.000 -0.08 2024-12-11
ABBV241213C00180000 ABBV CALL Long 180.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $-2.23 -0.87 $1.26 0.01 -0.03 2.55 0.32 174.41 175.67 -2.23 $-223.00 255.00 29 2318.0 2179.000 1.26 2024-12-10
ABBV241213C00180000 ABBV CALL Long 180.00 None $-1.86 -0.73 $2.18 0.01 -0.00 2.55 0.69 174.41 176.59 -1.86 $-186.00 255.00 28 843.0 1826.000 2.18 2024-12-09
ABBV241213C00180000 ABBV CALL Long 180.00 None $-1.77 -0.69 $1.78 0.01 0.03 2.55 0.78 174.41 176.19 -1.77 $-177.00 255.00 27 1665.0 1021.000 1.78 2024-12-08
ABBV241213C00180000 ABBV CALL Long 180.00 None $-1.89 -0.74 $1.79 0.01 -0.05 2.55 0.66 174.41 176.20 -1.89 $-189.00 255.00 25 1650.0 1021.000 1.79 2024-12-06
ABBV241213C00180000 ABBV CALL Long 180.00 None $-1.67 -0.65 $1.83 0.01 -0.03 2.55 0.88 174.41 176.24 -1.67 $-167.00 255.00 24 185.0 944.000 1.83 2024-12-05
ABBV241213C00180000 ABBV CALL Long 180.00 None $-1.55 -0.61 $2.17 0.01 -0.05 2.55 1.00 174.41 176.58 -1.55 $-155.00 255.00 23 185.0 912.000 2.17 2024-12-04
ABBV241213C00180000 ABBV CALL Long 180.00 None $1.21 0.47 $7.09 0.04 0.00 2.55 3.76 174.41 181.50 1.21 $121.00 255.00 22 10.0 916.000 7.09 2024-12-03
ABBV241213C00180000 ABBV CALL Long 180.00 None $1.15 0.45 $7.41 0.04 -0.02 2.55 3.70 174.41 181.82 1.15 $115.00 255.00 21 89.0 929.000 7.41 2024-12-02
ABBV241213C00180000 ABBV CALL Long 180.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $2.24 0.88 $8.52 0.05 -0.24 2.55 4.79 174.41 182.93 2.24 $224.00 255.00 20 29.0 0.000 8.52 2024-12-01
ABBV241213C00180000 ABBV CALL Long 180.00 None $2.24 0.88 $8.52 0.05 -0.01 2.55 4.79 174.41 182.93 2.24 $224.00 255.00 19 29.0 917.000 8.52 2024-11-30
ABBV241213C00180000 ABBV CALL Long 180.00 None $2.40 0.94 $8.67 0.05 -0.01 2.55 4.95 174.41 183.08 2.40 $240.00 255.00 17 436.0 1292.000 8.67 2024-11-28
ABBV241213C00180000 ABBV CALL Long 180.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $1.45 0.57 $7.74 0.04 -0.05 2.55 4.00 174.41 182.15 1.45 $145.00 255.00 16 4.0 1292.000 7.74 2024-11-27
ABBV241213C00180000 ABBV CALL Long 180.00 None $0.97 0.38 $6.78 0.04 -0.05 2.55 3.52 174.41 181.19 0.97 $97.00 255.00 15 17.0 1294.000 6.78 2024-11-26
ABBV241213C00180000 ABBV CALL Long 180.00 None $-0.12 -0.05 $2.64 0.02 -0.01 2.55 2.43 174.41 177.05 -0.12 $-12.00 255.00 14 41.0 1285.000 2.64 2024-11-25
ABBV241213C00180000 ABBV CALL Long 180.00 None $-0.41 -0.16 $2.54 0.01 -0.01 2.55 2.14 174.41 176.95 -0.41 $-41.00 255.00 13 100.0 1300.000 2.54 2024-11-24
ABBV241213C00180000 ABBV CALL Long 180.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $-0.41 -0.16 $2.54 0.01 -0.02 2.55 2.14 174.41 176.95 -0.41 $-41.00 255.00 12 100.0 1300.000 2.54 2024-11-23
ABBV241213C00180000 ABBV CALL Long 180.00 None $-0.41 -0.16 $2.52 0.01 -0.02 2.55 2.14 174.41 176.93 -0.41 $-41.00 255.00 11 100.0 1300.000 2.52 2024-11-22
ABBV241213C00180000 ABBV CALL Long 180.00 None $-1.72 -0.67 $-2.63 -0.02 -0.04 2.55 0.83 174.41 171.78 -1.72 $-172.00 255.00 10 42.0 1303.000 -2.63 2024-11-21
ABBV241213C00180000 ABBV CALL Long 180.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $-2.21 -0.87 $-6.70 -0.04 -0.03 2.55 0.34 174.41 167.71 -2.21 $-221.00 255.00 9 72.0 1318.000 -6.70 2024-11-20
ABBV241213C00180000 ABBV CALL Long 180.00 None $-2.16 -0.85 $-7.84 -0.04 -0.02 2.55 0.39 174.41 166.57 -2.16 $-216.00 255.00 8 1.0 1318.000 -7.84 2024-11-19
ABBV241213C00180000 ABBV CALL Long 180.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $-2.22 -0.87 $-8.14 -0.05 -0.03 2.55 0.33 174.41 166.27 -2.22 $-222.00 255.00 7 2.0 1317.000 -8.14 2024-11-18
ABBV241213C00180000 ABBV CALL Long 180.00 None $-2.10 -0.82 $-9.42 -0.05 0.00 2.55 0.45 174.41 164.99 -2.10 $-210.00 255.00 6 189.0 1318.000 -9.42 2024-11-17
ABBV241213C00180000 ABBV CALL Long 180.00 None $-2.10 -0.82 $-9.42 -0.05 -0.00 2.55 0.45 174.41 164.99 -2.10 $-210.00 255.00 5 189.0 1318.000 -9.42 2024-11-16
ABBV241213C00180000 ABBV CALL Long 180.00 None $-2.10 -0.82 $-9.42 -0.05 -0.01 2.55 0.45 174.41 164.99 -2.10 $-210.00 255.00 4 189.0 1318.000 -9.42 2024-11-15
ABBV241213C00180000 ABBV CALL Long 180.00 None $-1.36 -0.53 $-4.73 -0.03 0.01 2.55 1.19 174.41 169.68 -1.36 $-136.00 255.00 3 25.0 1306.000 -4.73 2024-11-14
ABBV241213C00180000 ABBV CALL Long 180.00 None $-1.42 -0.56 $-4.06 -0.02 -0.03 2.55 1.13 174.41 170.35 -1.42 $-142.00 255.00 2 841.0 502.000 -4.06 2024-11-13
ABBV241213C00180000 ABBV CALL Long 180.00 None $-1.08 -0.42 $-3.33 -0.02 -0.03 2.55 1.47 174.41 171.08 -1.08 $-108.00 255.00 1 454.0 52.000 -3.33 2024-11-12
ABBV241213C00180000 ABBV CALL Long 180.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $0.00 0.00 $0.00 0.00 0.00 2.55 2.55 174.41 174.41 0.00 $0.00 255.00 0 55.0 2.000 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