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View Outliers PnL Drill-Down: ALTO231215C00003500

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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
2023-11-07	ALTO	ALTO231215C00003500	3.50	250.0	105.000	1.172	0.973	0.0	1.6	0.440	0.010	1.570	0.03	1.93	2023-12-15	CALL	Long	0.259	0.980	-0.608

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	ALTO	1.000	0.078	0.515	0.180	0.078	-0.437	1.47	-0.023	0.0000	1.21	2.94	21	1y	1.64

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
ALTO231215C00003500	ALTO	CALL	Long	3.50	None	$0.02	0.67	$0.95	0.49	-0.67	0.03	0.05	1.93	2.88	0.02	$2.00	3.00	37	5.0	360.000	0.95	2023-12-14
ALTO231215C00003500	ALTO	CALL	Long	3.50	None	$0.02	0.67	$0.79	0.41	-0.67	0.03	0.05	1.93	2.72	0.02	$2.00	3.00	36	5.0	360.000	0.79	2023-12-13
ALTO231215C00003500	ALTO	CALL	Long	3.50	None	$0.02	0.67	$0.72	0.37	-0.67	0.03	0.05	1.93	2.65	0.02	$2.00	3.00	35	5.0	360.000	0.72	2023-12-12
ALTO231215C00003500	ALTO	CALL	Long	3.50	None	$0.02	0.67	$0.73	0.38	-0.67	0.03	0.05	1.93	2.66	0.02	$2.00	3.00	34	5.0	360.000	0.73	2023-12-11
ALTO231215C00003500	ALTO	CALL	Long	3.50	None	$0.02	0.67	$0.70	0.36	-0.67	0.03	0.05	1.93	2.63	0.02	$2.00	3.00	31	5.0	360.000	0.70	2023-12-08
ALTO231215C00003500	ALTO	CALL	Long	3.50	None	$0.02	0.67	$0.64	0.33	0.33	0.03	0.05	1.93	2.57	0.02	$2.00	3.00	30	5.0	360.000	0.64	2023-12-07
ALTO231215C00003500	ALTO	CALL	Long	3.50	None	$0.02	0.67	$0.59	0.31	0.23	0.03	0.05	1.93	2.52	0.02	$2.00	3.00	29	0.0	360.000	0.59	2023-12-06
ALTO231215C00003500	ALTO	CALL	Long	3.50	None	$0.02	0.67	$0.67	0.35	0.08	0.03	0.05	1.93	2.60	0.02	$2.00	3.00	28	0.0	360.000	0.67	2023-12-05
ALTO231215C00003500	ALTO	CALL	Long	3.50	None	$0.02	0.67	$0.66	0.34	0.03	0.03	0.05	1.93	2.59	0.02	$2.00	3.00	27	0.0	360.000	0.66	2023-12-04
ALTO231215C00003500	ALTO	CALL	Long	3.50	None	$0.02	0.67	$0.59	0.31	0.08	0.03	0.05	1.93	2.52	0.02	$2.00	3.00	26	0.0	360.000	0.59	2023-12-03
ALTO231215C00003500	ALTO	CALL	Long	3.50	None	$0.02	0.67	$0.59	0.31	0.02	0.03	0.05	1.93	2.52	0.02	$2.00	3.00	25	0.0	360.000	0.59	2023-12-02
ALTO231215C00003500	ALTO	CALL	Long	3.50	None	$0.02	0.67	$0.59	0.31	-0.02	0.03	0.05	1.93	2.52	0.02	$2.00	3.00	24	0.0	360.000	0.59	2023-12-01
ALTO231215C00003500	ALTO	CALL	Long	3.50	None	$0.02	0.67	$0.51	0.26	0.03	0.03	0.05	1.93	2.44	0.02	$2.00	3.00	23	0.0	360.000	0.51	2023-11-30
ALTO231215C00003500	ALTO	CALL	Long	3.50	None	$0.02	0.67	$0.46	0.24	0.08	0.03	0.05	1.93	2.39	0.02	$2.00	3.00	22	0.0	360.000	0.46	2023-11-29
ALTO231215C00003500	ALTO	CALL	Long	3.50	None	$0.02	0.67	$0.47	0.24	0.00	0.03	0.05	1.93	2.40	0.02	$2.00	3.00	21	0.0	360.000	0.47	2023-11-28
ALTO231215C00003500	ALTO	CALL	Long	3.50	None	$0.02	0.67	$0.44	0.23	0.05	0.03	0.05	1.93	2.37	0.02	$2.00	3.00	20	0.0	360.000	0.44	2023-11-27
ALTO231215C00003500	ALTO	CALL	Long	3.50	None	$0.02	0.67	$0.47	0.24	-0.08	0.03	0.05	1.93	2.40	0.02	$2.00	3.00	17	0.0	0.000	0.47	2023-11-24
ALTO231215C00003500	ALTO	CALL	Long	3.50	None	$0.02	0.67	$0.44	0.23	-0.67	0.03	0.05	1.93	2.37	0.02	$2.00	3.00	16	0.0	0.000	0.44	2023-11-23
ALTO231215C00003500	ALTO	CALL	Long	3.50	None	$0.02	0.67	$0.35	0.18	-0.05	0.03	0.05	1.93	2.28	0.02	$2.00	3.00	15	0.0	360.000	0.35	2023-11-22
ALTO231215C00003500	ALTO	CALL	Long	3.50	None	$0.02	0.67	$0.38	0.20	-0.08	0.03	0.05	1.93	2.31	0.02	$2.00	3.00	14	0.0	360.000	0.38	2023-11-21
ALTO231215C00003500	ALTO	CALL	Long	3.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.02	0.67	$0.42	0.22	-0.12	0.03	0.05	1.93	2.35	0.02	$2.00	3.00	13	0.0	360.000	0.42	2023-11-20
ALTO231215C00003500	ALTO	CALL	Long	3.50	None	$0.02	0.67	$0.42	0.22	-0.17	0.03	0.05	1.93	2.35	0.02	$2.00	3.00	12	0.0	360.000	0.42	2023-11-19
ALTO231215C00003500	ALTO	CALL	Long	3.50	None	$0.02	0.67	$0.42	0.22	-0.19	0.03	0.05	1.93	2.35	0.02	$2.00	3.00	10	0.0	360.000	0.42	2023-11-17
ALTO231215C00003500	ALTO	CALL	Long	3.50	None	$0.02	0.67	$0.33	0.17	-0.12	0.03	0.05	1.93	2.26	0.02	$2.00	3.00	9	0.0	360.000	0.33	2023-11-16
ALTO231215C00003500	ALTO	CALL	Long	3.50	None	$0.02	0.67	$0.47	0.24	-0.27	0.03	0.05	1.93	2.40	0.02	$2.00	3.00	8	0.0	360.000	0.47	2023-11-15
ALTO231215C00003500	ALTO	CALL	Long	3.50	None	$0.02	0.67	$0.27	0.14	-0.14	0.03	0.05	1.93	2.20	0.02	$2.00	3.00	6	0.0	360.000	0.27	2023-11-13
ALTO231215C00003500	ALTO	CALL	Long	3.50	None	$0.02	0.67	$0.16	0.08	-0.05	0.03	0.05	1.93	2.09	0.02	$2.00	3.00	3	0.0	360.000	0.16	2023-11-10
ALTO231215C00003500	ALTO	CALL	Long	3.50	None	$0.02	0.67	$0.16	0.08	-0.67	0.03	0.05	1.93	2.09	0.02	$2.00	3.00	2	0.0	0.000	0.16	2023-11-09
ALTO231215C00003500	ALTO	CALL	Long	3.50	None	$0.02	0.67	$0.16	0.08	-0.09	0.03	0.05	1.93	2.09	0.02	$2.00	3.00	1	0.0	360.000	0.16	2023-11-08
ALTO231215C00003500	ALTO	CALL	Long	3.50	None	$0.00	0.00	$0.00	0.00	0.00	0.03	0.03	1.93	1.93	0.00	$0.00	3.00	0	250.0	105.000	0.00	2023-11-07

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