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View Outliers PnL Drill-Down: ALK240119C00032500

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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
2023-12-04 ALK ALK240119C00032500 32.50 493.0 974.000 0.531 0.246 1.2 0.8 0.020 2.350 1.930 2.60 32.77 2024-01-19 CALL Long 0.157 0.220 -0.142

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 ALK 0.909 0.059 0.148 0.098 0.148 0.050 63.20 0.0000 32.92 64.09 21 1y 48.74

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
ALK240119C00032500 ALK CALL Long 32.50 None $-0.50 -0.17 $0.88 0.03 0.17 2.95 2.45 34.08 34.96 -0.50 $-50.00 295.00 45 28.0 779.000 0.88 2024-01-18
ALK240119C00032500 ALK CALL Long 32.50 None $-1.70 -0.58 $-0.47 -0.01 0.06 2.95 1.25 34.08 33.61 -1.70 $-170.00 295.00 44 76.0 813.000 -0.47 2024-01-17
ALK240119C00032500 ALK CALL Long 32.50 None $-0.15 -0.05 $-0.06 -0.00 0.12 2.95 2.80 34.08 34.02 -0.15 $-15.00 295.00 43 1.0 814.000 -0.06 2024-01-16
ALK240119C00032500 ALK CALL Long 32.50 None $-0.36 -0.12 $1.09 0.03 0.03 2.95 2.59 34.08 35.17 -0.36 $-36.00 295.00 39 43.0 795.000 1.09 2024-01-12
ALK240119C00032500 ALK CALL Long 32.50 None $2.35 0.80 $2.92 0.09 0.22 2.95 5.30 34.08 37.00 2.35 $235.00 295.00 38 12.0 795.000 2.92 2024-01-11
ALK240119C00032500 ALK CALL Long 32.50 None $2.35 0.80 $2.98 0.09 0.13 2.95 5.30 34.08 37.06 2.35 $235.00 295.00 37 12.0 795.000 2.98 2024-01-10
ALK240119C00032500 ALK CALL Long 32.50 None $2.35 0.80 $3.26 0.10 0.27 2.95 5.30 34.08 37.34 2.35 $235.00 295.00 36 12.0 795.000 3.26 2024-01-09
ALK240119C00032500 ALK CALL Long 32.50 None $2.35 0.80 $3.79 0.11 0.25 2.95 5.30 34.08 37.87 2.35 $235.00 295.00 35 12.0 800.000 3.79 2024-01-08
ALK240119C00032500 ALK CALL Long 32.50 None $2.71 0.92 $3.87 0.11 0.04 2.95 5.66 34.08 37.95 2.71 $271.00 295.00 32 35.0 802.000 3.87 2024-01-05
ALK240119C00032500 ALK CALL Long 32.50 None $1.55 0.53 $2.73 0.08 -0.47 2.95 4.50 34.08 36.81 1.55 $155.00 295.00 31 5.0 802.000 2.73 2024-01-04
ALK240119C00032500 ALK CALL Long 32.50 None $1.20 0.41 $2.34 0.07 -0.47 2.95 4.15 34.08 36.42 1.20 $120.00 295.00 30 19.0 797.000 2.34 2024-01-03
ALK240119C00032500 ALK CALL Long 32.50 None $3.83 1.30 $4.26 0.12 -0.47 2.95 6.78 34.08 38.34 3.83 $383.00 295.00 29 13.0 0.000 4.26 2024-01-02
ALK240119C00032500 ALK CALL Long 32.50 None $3.83 1.30 $4.99 0.15 0.09 2.95 6.78 34.08 39.07 3.83 $383.00 295.00 28 13.0 811.000 4.99 2024-01-01
ALK240119C00032500 ALK CALL Long 32.50 None $3.83 1.30 $4.99 0.15 0.06 2.95 6.78 34.08 39.07 3.83 $383.00 295.00 26 13.0 811.000 4.99 2023-12-30
ALK240119C00032500 ALK CALL Long 32.50 None $3.83 1.30 $4.99 0.15 0.04 2.95 6.78 34.08 39.07 3.83 $383.00 295.00 25 13.0 811.000 4.99 2023-12-29
ALK240119C00032500 ALK CALL Long 32.50 None $4.45 1.51 $5.84 0.17 0.12 2.95 7.40 34.08 39.92 4.45 $445.00 295.00 24 11.0 811.000 5.84 2023-12-28
ALK240119C00032500 ALK CALL Long 32.50 None $4.45 1.51 $5.58 0.16 0.18 2.95 7.40 34.08 39.66 4.45 $445.00 295.00 23 11.0 821.000 5.58 2023-12-27
ALK240119C00032500 ALK CALL Long 32.50 None $5.20 1.76 $6.07 0.18 0.23 2.95 8.15 34.08 40.15 5.20 $520.00 295.00 22 59.0 847.000 6.07 2023-12-26
ALK240119C00032500 ALK CALL Long 32.50 None $5.47 1.85 $6.60 0.19 0.17 2.95 8.42 34.08 40.68 5.47 $547.00 295.00 21 127.0 847.000 6.60 2023-12-25
ALK240119C00032500 ALK CALL Long 32.50 None $5.47 1.85 $6.60 0.19 0.15 2.95 8.42 34.08 40.68 5.47 $547.00 295.00 19 127.0 847.000 6.60 2023-12-23
ALK240119C00032500 ALK CALL Long 32.50 None $5.47 1.85 $6.58 0.19 0.18 2.95 8.42 34.08 40.66 5.47 $547.00 295.00 18 127.0 847.000 6.58 2023-12-22
ALK240119C00032500 ALK CALL Long 32.50 None $5.47 1.85 $6.50 0.19 0.15 2.95 8.42 34.08 40.58 5.47 $547.00 295.00 17 127.0 844.000 6.50 2023-12-21
ALK240119C00032500 ALK CALL Long 32.50 None $5.51 1.87 $6.66 0.20 0.14 2.95 8.46 34.08 40.74 5.51 $551.00 295.00 16 1.0 848.000 6.66 2023-12-20
ALK240119C00032500 ALK CALL Long 32.50 None $5.26 1.78 $6.11 0.18 0.11 2.95 8.21 34.08 40.19 5.26 $526.00 295.00 15 132.0 884.000 6.11 2023-12-19
ALK240119C00032500 ALK CALL Long 32.50 None $4.35 1.47 $5.19 0.15 0.07 2.95 7.30 34.08 39.27 4.35 $435.00 295.00 14 5.0 884.000 5.19 2023-12-18
ALK240119C00032500 ALK CALL Long 32.50 None $3.86 1.31 $4.87 0.14 0.04 2.95 6.81 34.08 38.95 3.86 $386.00 295.00 12 48.0 885.000 4.87 2023-12-16
ALK240119C00032500 ALK CALL Long 32.50 None $3.86 1.31 $4.83 0.14 0.09 2.95 6.81 34.08 38.91 3.86 $386.00 295.00 11 48.0 885.000 4.83 2023-12-15
ALK240119C00032500 ALK CALL Long 32.50 None $3.90 1.32 $5.09 0.15 0.03 2.95 6.85 34.08 39.17 3.90 $390.00 295.00 10 27.0 897.000 5.09 2023-12-14
ALK240119C00032500 ALK CALL Long 32.50 None $3.35 1.14 $4.55 0.13 0.05 2.95 6.30 34.08 38.63 3.35 $335.00 295.00 9 751.0 1006.000 4.55 2023-12-13
ALK240119C00032500 ALK CALL Long 32.50 None $2.42 0.82 $3.25 0.10 0.01 2.95 5.37 34.08 37.33 2.42 $242.00 295.00 8 51.0 1053.000 3.25 2023-12-12
ALK240119C00032500 ALK CALL Long 32.50 None $1.05 0.36 $1.67 0.05 0.00 2.95 4.00 34.08 35.75 1.05 $105.00 295.00 7 11.0 1061.000 1.67 2023-12-11
ALK240119C00032500 ALK CALL Long 32.50 None $0.96 0.33 $1.49 0.04 0.01 2.95 3.91 34.08 35.57 0.96 $96.00 295.00 4 60.0 1104.000 1.49 2023-12-08
ALK240119C00032500 ALK CALL Long 32.50 None $1.25 0.42 $1.89 0.06 0.01 2.95 4.20 34.08 35.97 1.25 $125.00 295.00 3 75.0 1128.000 1.89 2023-12-07
ALK240119C00032500 ALK CALL Long 32.50 None $1.05 0.36 $1.59 0.05 0.01 2.95 4.00 34.08 35.67 1.05 $105.00 295.00 2 0.0 1461.000 1.59 2023-12-06
ALK240119C00032500 ALK CALL Long 32.50 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $1.05 0.36 $1.49 0.04 0.02 2.95 4.00 34.08 35.57 1.05 $105.00 295.00 1 0.0 1485.000 1.49 2023-12-05
ALK240119C00032500 ALK CALL Long 32.50 None $0.00 0.00 $0.00 0.00 0.00 2.95 2.95 34.08 34.08 0.00 $0.00 295.00 0 0.0 974.000 0.00 2023-12-04

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