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View Outliers PnL Drill-Down: ABNB240906C00130000

View in yFinance: ABNB

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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
2024-08-07	ABNB	ABNB240906C00130000	130.00	39.0	11.000	0.376	0.190	0.0	18.2	0.010	0.290	18.500	0.38	111.36	2024-09-06	CALL	Long	0.146	0.204	-0.134

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	ABNB	1.000	0.059	0.178	0.091	0.084	-0.042	132.24	0.483	0.0000	113.01	168.18	21	1y	136.09

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
ABNB240906C00130000	ABNB	CALL	Long	130.00	None	$-0.34	-0.97	$3.15	0.03	0.26	0.35	0.01	113.01	116.16	-0.34	$-34.00	35.00	29	7.0	822.000	3.15	2024-09-05
ABNB240906C00130000	ABNB	CALL	Long	130.00	None	$-0.34	-0.97	$2.20	0.02	0.19	0.35	0.01	113.01	115.21	-0.34	$-34.00	35.00	28	10.0	827.000	2.20	2024-09-04
ABNB240906C00130000	ABNB	CALL	Long	130.00	None	$-0.31	-0.89	$4.30	0.04	0.00	0.35	0.04	113.01	117.31	-0.31	$-31.00	35.00	24	30.0	824.000	4.30	2024-08-31
ABNB240906C00130000	ABNB	CALL	Long	130.00	None	$-0.31	-0.89	$4.30	0.04	-0.05	0.35	0.04	113.01	117.31	-0.31	$-31.00	35.00	23	30.0	824.000	4.30	2024-08-30
ABNB240906C00130000	ABNB	CALL	Long	130.00	None	$-0.31	-0.89	$3.59	0.03	-0.05	0.35	0.04	113.01	116.60	-0.31	$-31.00	35.00	22	11.0	815.000	3.59	2024-08-29
ABNB240906C00130000	ABNB	CALL	Long	130.00	None	$-0.31	-0.89	$4.52	0.04	-0.08	0.35	0.04	113.01	117.53	-0.31	$-31.00	35.00	21	96.0	768.000	4.52	2024-08-28
ABNB240906C00130000	ABNB	CALL	Long	130.00	None	$-0.30	-0.86	$2.79	0.02	-0.27	0.35	0.05	113.01	115.80	-0.30	$-30.00	35.00	20	14.0	768.000	2.79	2024-08-27
ABNB240906C00130000	ABNB	CALL	Long	130.00	None	$-0.30	-0.86	$2.70	0.02	-0.06	0.35	0.05	113.01	115.71	-0.30	$-30.00	35.00	19	14.0	759.000	2.70	2024-08-26
ABNB240906C00130000	ABNB	CALL	Long	130.00	None	$-0.21	-0.60	$3.84	0.03	-0.06	0.35	0.14	113.01	116.85	-0.21	$-21.00	35.00	18	17.0	758.000	3.84	2024-08-25
ABNB240906C00130000	ABNB	CALL	Long	130.00	None	$-0.21	-0.60	$3.84	0.03	-0.07	0.35	0.14	113.01	116.85	-0.21	$-21.00	35.00	17	17.0	758.000	3.84	2024-08-24
ABNB240906C00130000	ABNB	CALL	Long	130.00	None	$-0.21	-0.60	$3.84	0.03	-0.08	0.35	0.14	113.01	116.85	-0.21	$-21.00	35.00	16	17.0	758.000	3.84	2024-08-23
ABNB240906C00130000	ABNB	CALL	Long	130.00	None	$-0.24	-0.69	$2.44	0.02	-0.06	0.35	0.11	113.01	115.45	-0.24	$-24.00	35.00	15	8.0	755.000	2.44	2024-08-22
ABNB240906C00130000	ABNB	CALL	Long	130.00	None	$-0.22	-0.63	$4.67	0.04	-0.11	0.35	0.13	113.01	117.68	-0.22	$-22.00	35.00	14	507.0	259.000	4.67	2024-08-21
ABNB240906C00130000	ABNB	CALL	Long	130.00	None	$-0.05	-0.14	$4.37	0.04	-0.06	0.35	0.30	113.01	117.38	-0.05	$-5.00	35.00	13	304.0	363.000	4.37	2024-08-20
ABNB240906C00130000	ABNB	CALL	Long	130.00	None	$-0.07	-0.20	$6.13	0.05	-0.12	0.35	0.28	113.01	119.14	-0.07	$-7.00	35.00	12	57.0	315.000	6.13	2024-08-19
ABNB240906C00130000	ABNB	CALL	Long	130.00	None	$-0.13	-0.37	$3.30	0.03	-0.09	0.35	0.22	113.01	116.31	-0.13	$-13.00	35.00	11	221.0	99.000	3.30	2024-08-18
ABNB240906C00130000	ABNB	CALL	Long	130.00	None	$-0.13	-0.37	$3.30	0.03	-0.10	0.35	0.22	113.01	116.31	-0.13	$-13.00	35.00	10	221.0	99.000	3.30	2024-08-17
ABNB240906C00130000	ABNB	CALL	Long	130.00	None	$-0.11	-0.31	$3.30	0.03	-0.08	0.35	0.24	113.01	116.31	-0.11	$-11.00	35.00	9	220.0	99.000	3.30	2024-08-16
ABNB240906C00130000	ABNB	CALL	Long	130.00	None	$-0.03	-0.09	$5.87	0.05	-0.12	0.35	0.32	113.01	118.88	-0.03	$-3.00	35.00	8	58.0	68.000	5.87	2024-08-15
ABNB240906C00130000	ABNB	CALL	Long	130.00	None	$-0.07	-0.20	$3.23	0.03	0.05	0.35	0.28	113.01	116.24	-0.07	$-7.00	35.00	7	12.0	62.000	3.23	2024-08-14
ABNB240906C00130000	ABNB	CALL	Long	130.00	Exit OP PnL: $-0.13;Exit EQ PnL: 2.52; Position is Long and position continued to lose. Latest OP price is: $0.22 (EQ: $115.53). Initial OP price was: $0.35 (EQ: $113.01). Surpassed Stop Loss Percentage: -0.3714285714285714285714285714 < -0.16.	$0.00	0.00	$3.89	0.03	-0.10	0.35	0.35	113.01	116.90	0.00	$0.00	35.00	6	50.0	59.000	3.89	2024-08-13
ABNB240906C00130000	ABNB	CALL	Long	130.00	None	$0.06	0.17	$0.61	0.01	-0.08	0.35	0.41	113.01	113.62	0.06	$6.00	35.00	5	11.0	59.000	0.61	2024-08-12
ABNB240906C00130000	ABNB	CALL	Long	130.00	None	$0.06	0.17	$2.07	0.02	-0.08	0.35	0.41	113.01	115.08	0.06	$6.00	35.00	2	11.0	48.000	2.07	2024-08-09
ABNB240906C00130000	ABNB	CALL	Long	130.00	None	$0.19	0.54	$1.63	0.01	-0.06	0.35	0.54	113.01	114.64	0.19	$19.00	35.00	1	3.0	48.000	1.63	2024-08-08
ABNB240906C00130000	ABNB	CALL	Long	130.00	None	$0.00	0.00	$0.00	0.00	0.00	0.35	0.35	113.01	113.01	0.00	$0.00	35.00	0	44.0	11.000	0.00	2024-08-07

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