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View Outliers PnL Drill-Down: AGL240216C00005000

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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
2024-01-05	AGL	AGL240216C00005000	5.00	6.0	1.000	1.313	0.482	3.2	0.0	0.060	3.350	0.120	3.20	8.20	2024-02-16	CALL	Long	0.337	0.473	-0.286

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	AGL	0.818	0.145	0.514	0.274	0.326	-0.188	2.00	-0.061	0.0000	1.57	13.11	21	1y	2.46

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
AGL240216C00005000	AGL	CALL	Long	5.00	None	$-1.15	-0.33	$-1.81	-0.21	2.18	3.50	2.35	8.63	6.82	-1.15	$-115.00	350.00	35	16.0	2484.000	-1.81	2024-02-09
AGL240216C00005000	AGL	CALL	Long	5.00	None	$-2.15	-0.61	$-1.54	-0.18	0.16	3.50	1.35	8.63	7.09	-2.15	$-215.00	350.00	34	82.0	2484.000	-1.54	2024-02-08
AGL240216C00005000	AGL	CALL	Long	5.00	None	$-2.15	-0.61	$-2.07	-0.24	0.11	3.50	1.35	8.63	6.56	-2.15	$-215.00	350.00	33	82.0	2496.000	-2.07	2024-02-07
AGL240216C00005000	AGL	CALL	Long	5.00	None	$-2.64	-0.75	$-2.72	-0.32	-0.04	3.50	0.86	8.63	5.91	-2.64	$-264.00	350.00	32	75.0	2501.000	-2.72	2024-02-06
AGL240216C00005000	AGL	CALL	Long	5.00	None	$-2.55	-0.73	$-2.82	-0.33	-1.06	3.50	0.95	8.63	5.81	-2.55	$-255.00	350.00	31	152.0	2501.000	-2.82	2024-02-05
AGL240216C00005000	AGL	CALL	Long	5.00	None	$-2.40	-0.69	$-2.55	-0.30	-1.06	3.50	1.10	8.63	6.08	-2.40	$-240.00	350.00	30	8.0	2491.000	-2.55	2024-02-04
AGL240216C00005000	AGL	CALL	Long	5.00	None	$-2.40	-0.69	$-2.55	-0.30	-0.17	3.50	1.10	8.63	6.08	-2.40	$-240.00	350.00	28	8.0	2491.000	-2.55	2024-02-02
AGL240216C00005000	AGL	CALL	Long	5.00	None	$-2.33	-0.67	$-2.62	-0.30	-0.26	3.50	1.17	8.63	6.01	-2.33	$-233.00	350.00	27	449.0	2103.000	-2.62	2024-02-01
AGL240216C00005000	AGL	CALL	Long	5.00	None	$-2.45	-0.70	$-2.74	-0.32	1.37	3.50	1.05	8.63	5.89	-2.45	$-245.00	350.00	26	70.0	2072.000	-2.74	2024-01-31
AGL240216C00005000	AGL	CALL	Long	5.00	None	$-2.60	-0.74	$-2.92	-0.34	-0.09	3.50	0.90	8.63	5.71	-2.60	$-260.00	350.00	25	172.0	1972.000	-2.92	2024-01-30
AGL240216C00005000	AGL	CALL	Long	5.00	None	$-2.35	-0.67	$-2.67	-0.31	-0.18	3.50	1.15	8.63	5.96	-2.35	$-235.00	350.00	24	73.0	1971.000	-2.67	2024-01-29
AGL240216C00005000	AGL	CALL	Long	5.00	None	$-2.60	-0.74	$-2.81	-0.33	-0.24	3.50	0.90	8.63	5.82	-2.60	$-260.00	350.00	23	165.0	1961.000	-2.81	2024-01-28
AGL240216C00005000	AGL	CALL	Long	5.00	None	$-2.60	-0.74	$-2.81	-0.33	-0.25	3.50	0.90	8.63	5.82	-2.60	$-260.00	350.00	22	165.0	1961.000	-2.81	2024-01-27
AGL240216C00005000	AGL	CALL	Long	5.00	None	$-2.60	-0.74	$-2.82	-0.33	-0.38	3.50	0.90	8.63	5.81	-2.60	$-260.00	350.00	21	165.0	1961.000	-2.82	2024-01-26
AGL240216C00005000	AGL	CALL	Long	5.00	None	$-2.44	-0.70	$-2.83	-0.33	-0.03	3.50	1.06	8.63	5.80	-2.44	$-244.00	350.00	20	1652.0	317.000	-2.83	2024-01-25
AGL240216C00005000	AGL	CALL	Long	5.00	None	$-1.90	-0.54	$-2.12	-0.25	-0.06	3.50	1.60	8.63	6.51	-1.90	$-190.00	350.00	19	304.0	317.000	-2.12	2024-01-24
AGL240216C00005000	AGL	CALL	Long	5.00	None	$-1.90	-0.54	$-1.89	-0.22	0.69	3.50	1.60	8.63	6.74	-1.90	$-190.00	350.00	18	14.0	16.000	-1.89	2024-01-23
AGL240216C00005000	AGL	CALL	Long	5.00	None	$-1.90	-0.54	$-1.91	-0.22	0.14	3.50	1.60	8.63	6.72	-1.90	$-190.00	350.00	17	14.0	9.000	-1.91	2024-01-22
AGL240216C00005000	AGL	CALL	Long	5.00	None	$-1.71	-0.49	$-2.26	-0.26	-0.38	3.50	1.79	8.63	6.37	-1.71	$-171.00	350.00	14	3.0	6.000	-2.26	2024-01-19
AGL240216C00005000	AGL	CALL	Long	5.00	None	$0.00	0.00	$-1.90	-0.22	-0.09	3.50	3.50	8.63	6.73	0.00	$0.00	350.00	13	11.0	6.000	-1.90	2024-01-18
AGL240216C00005000	AGL	CALL	Long	5.00	None	$0.00	0.00	$-1.37	-0.16	0.78	3.50	3.50	8.63	7.26	0.00	$0.00	350.00	12	11.0	6.000	-1.37	2024-01-17
AGL240216C00005000	AGL	CALL	Long	5.00	None	$0.00	0.00	$-1.37	-0.16	-0.14	3.50	3.50	8.63	7.26	0.00	$0.00	350.00	11	11.0	6.000	-1.37	2024-01-16
AGL240216C00005000	AGL	CALL	Long	5.00	None	$0.00	0.00	$-1.25	-0.14	0.53	3.50	3.50	8.63	7.38	0.00	$0.00	350.00	7	11.0	6.000	-1.25	2024-01-12
AGL240216C00005000	AGL	CALL	Long	5.00	None	$0.00	0.00	$-0.68	-0.08	0.07	3.50	3.50	8.63	7.95	0.00	$0.00	350.00	6	11.0	6.000	-0.68	2024-01-11
AGL240216C00005000	AGL	CALL	Long	5.00	None	$0.00	0.00	$-0.64	-0.07	0.33	3.50	3.50	8.63	7.99	0.00	$0.00	350.00	5	11.0	6.000	-0.64	2024-01-10
AGL240216C00005000	AGL	CALL	Long	5.00	None	$0.00	0.00	$-0.19	-0.02	0.28	3.50	3.50	8.63	8.44	0.00	$0.00	350.00	4	11.0	6.000	-0.19	2024-01-09
AGL240216C00005000	AGL	CALL	Long	5.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$0.55	0.06	1.05	3.50	3.50	8.63	9.18	0.00	$0.00	350.00	3	11.0	6.000	0.55	2024-01-08
AGL240216C00005000	AGL	CALL	Long	5.00	None	$0.00	0.00	$0.00	0.00	0.04	3.50	3.50	8.63	8.63	0.00	$0.00	350.00	2	11.0	1.000	0.00	2024-01-07
AGL240216C00005000	AGL	CALL	Long	5.00	None	$0.00	0.00	$0.00	0.00	0.00	3.50	3.50	8.63	8.63	0.00	$0.00	350.00	0	11.0	1.000	0.00	2024-01-05

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