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View Outliers PnL Drill-Down: AGL240216C00012500

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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	AGL240216C00012500	12.50	39.0	47.000	0.770	0.461	0.0	3.8	0.040	0.060	3.870	0.15	8.63	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
AGL240216C00012500	AGL	CALL	Long	12.50	None	$-0.08	-0.53	$-1.81	-0.21	1.56	0.15	0.07	8.63	6.82	-0.08	$-8.00	15.00	35	1.0	99.000	-1.81	2024-02-09
AGL240216C00012500	AGL	CALL	Long	12.50	None	$-0.08	-0.53	$-1.54	-0.18	1.31	0.15	0.07	8.63	7.09	-0.08	$-8.00	15.00	34	1.0	99.000	-1.54	2024-02-08
AGL240216C00012500	AGL	CALL	Long	12.50	None	$-0.08	-0.53	$-2.07	-0.24	1.60	0.15	0.07	8.63	6.56	-0.08	$-8.00	15.00	33	1.0	99.000	-2.07	2024-02-07
AGL240216C00012500	AGL	CALL	Long	12.50	None	$-0.08	-0.53	$-2.72	-0.32	1.62	0.15	0.07	8.63	5.91	-0.08	$-8.00	15.00	32	1.0	99.000	-2.72	2024-02-06
AGL240216C00012500	AGL	CALL	Long	12.50	None	$-0.08	-0.53	$-2.82	-0.33	-0.27	0.15	0.07	8.63	5.81	-0.08	$-8.00	15.00	31	1.0	99.000	-2.82	2024-02-05
AGL240216C00012500	AGL	CALL	Long	12.50	None	$-0.08	-0.53	$-2.55	-0.30	-0.27	0.15	0.07	8.63	6.08	-0.08	$-8.00	15.00	30	1.0	99.000	-2.55	2024-02-04
AGL240216C00012500	AGL	CALL	Long	12.50	None	$-0.08	-0.53	$-2.55	-0.30	1.37	0.15	0.07	8.63	6.08	-0.08	$-8.00	15.00	28	1.0	99.000	-2.55	2024-02-02
AGL240216C00012500	AGL	CALL	Long	12.50	None	$-0.08	-0.53	$-2.62	-0.30	1.46	0.15	0.07	8.63	6.01	-0.08	$-8.00	15.00	27	1.0	99.000	-2.62	2024-02-01
AGL240216C00012500	AGL	CALL	Long	12.50	None	$-0.08	-0.53	$-2.74	-0.32	1.45	0.15	0.07	8.63	5.89	-0.08	$-8.00	15.00	26	1.0	99.000	-2.74	2024-01-31
AGL240216C00012500	AGL	CALL	Long	12.50	None	$-0.08	-0.53	$-2.92	-0.34	1.34	0.15	0.07	8.63	5.71	-0.08	$-8.00	15.00	25	1.0	99.000	-2.92	2024-01-30
AGL240216C00012500	AGL	CALL	Long	12.50	None	$-0.08	-0.53	$-2.67	-0.31	1.18	0.15	0.07	8.63	5.96	-0.08	$-8.00	15.00	24	1.0	99.000	-2.67	2024-01-29
AGL240216C00012500	AGL	CALL	Long	12.50	None	$-0.08	-0.53	$-2.81	-0.33	1.31	0.15	0.07	8.63	5.82	-0.08	$-8.00	15.00	23	1.0	99.000	-2.81	2024-01-28
AGL240216C00012500	AGL	CALL	Long	12.50	None	$-0.08	-0.53	$-2.81	-0.33	1.25	0.15	0.07	8.63	5.82	-0.08	$-8.00	15.00	22	1.0	99.000	-2.81	2024-01-27
AGL240216C00012500	AGL	CALL	Long	12.50	None	$-0.08	-0.53	$-2.82	-0.33	1.21	0.15	0.07	8.63	5.81	-0.08	$-8.00	15.00	21	1.0	99.000	-2.82	2024-01-26
AGL240216C00012500	AGL	CALL	Long	12.50	None	$-0.08	-0.53	$-2.83	-0.33	1.66	0.15	0.07	8.63	5.80	-0.08	$-8.00	15.00	20	1.0	99.000	-2.83	2024-01-25
AGL240216C00012500	AGL	CALL	Long	12.50	None	$-0.08	-0.53	$-2.12	-0.25	1.31	0.15	0.07	8.63	6.51	-0.08	$-8.00	15.00	19	1.0	99.000	-2.12	2024-01-24
AGL240216C00012500	AGL	CALL	Long	12.50	None	$-0.08	-0.53	$-1.89	-0.22	1.18	0.15	0.07	8.63	6.74	-0.08	$-8.00	15.00	18	1.0	99.000	-1.89	2024-01-23
AGL240216C00012500	AGL	CALL	Long	12.50	None	$-0.08	-0.53	$-1.91	-0.22	0.66	0.15	0.07	8.63	6.72	-0.08	$-8.00	15.00	17	1.0	99.000	-1.91	2024-01-22
AGL240216C00012500	AGL	CALL	Long	12.50	None	$-0.08	-0.53	$-2.26	-0.26	0.57	0.15	0.07	8.63	6.37	-0.08	$-8.00	15.00	14	1.0	99.000	-2.26	2024-01-19
AGL240216C00012500	AGL	CALL	Long	12.50	None	$-0.08	-0.53	$-1.90	-0.22	1.01	0.15	0.07	8.63	6.73	-0.08	$-8.00	15.00	13	1.0	99.000	-1.90	2024-01-18
AGL240216C00012500	AGL	CALL	Long	12.50	None	$-0.08	-0.53	$-1.37	-0.16	0.32	0.15	0.07	8.63	7.26	-0.08	$-8.00	15.00	12	1.0	99.000	-1.37	2024-01-17
AGL240216C00012500	AGL	CALL	Long	12.50	None	$-0.08	-0.53	$-1.39	-0.16	0.78	0.15	0.07	8.63	7.24	-0.08	$-8.00	15.00	11	1.0	99.000	-1.39	2024-01-16
AGL240216C00012500	AGL	CALL	Long	12.50	None	$-0.08	-0.53	$-1.25	-0.14	0.20	0.15	0.07	8.63	7.38	-0.08	$-8.00	15.00	7	1.0	99.000	-1.25	2024-01-12
AGL240216C00012500	AGL	CALL	Long	12.50	None	$-0.05	-0.33	$-0.68	-0.08	0.07	0.15	0.10	8.63	7.95	-0.05	$-5.00	15.00	6	15.0	99.000	-0.68	2024-01-11
AGL240216C00012500	AGL	CALL	Long	12.50	None	$-0.05	-0.33	$-0.64	-0.07	0.13	0.15	0.10	8.63	7.99	-0.05	$-5.00	15.00	5	15.0	99.000	-0.64	2024-01-10
AGL240216C00012500	AGL	CALL	Long	12.50	None	$-0.05	-0.33	$-0.19	-0.02	-0.04	0.15	0.10	8.63	8.44	-0.05	$-5.00	15.00	4	15.0	88.000	-0.19	2024-01-09
AGL240216C00012500	AGL	CALL	Long	12.50	Exit OP PnL: $-0.05;Exit EQ PnL: 0.31; Position is Long and position continued to lose. Latest OP price is: $0.10 (EQ: $8.94). Initial OP price was: $0.15 (EQ: $8.63). Surpassed Stop Loss Percentage: -0.3333333333333333333333333333 < -0.16.	$-0.03	-0.20	$0.55	0.06	-0.07	0.15	0.12	8.63	9.18	-0.03	$-3.00	15.00	3	3.0	85.000	0.55	2024-01-08
AGL240216C00012500	AGL	CALL	Long	12.50	None	$0.00	0.00	$0.00	0.00	0.00	0.15	0.15	8.63	8.63	0.00	$0.00	15.00	0	39.0	47.000	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