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View Outliers PnL Drill-Down: ALVR240216C00002500

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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
2023-12-25 ALVR ALVR240216C00002500 2.50 35.0 6.000 1.969 1.203 0.0 1.7 0.520 0.010 1.730 0.05 0.76 2024-02-16 CALL Long 0.433 1.204 -0.672

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 ALVR 0.909 0.079 1.156 0.264 0.174 -0.463 0.46 0.000 0.0000 0.45 2.39 21 1y 0.79

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
ALVR240216C00002500 ALVR CALL Long 2.50 None $0.00 0.00 $-0.04 -0.05 3.41 0.05 0.05 0.76 0.72 0.00 $0.00 5.00 46 4.0 48.000 -0.04 2024-02-09
ALVR240216C00002500 ALVR CALL Long 2.50 None $0.00 0.00 $-0.09 -0.12 3.34 0.05 0.05 0.76 0.67 0.00 $0.00 5.00 45 4.0 48.000 -0.09 2024-02-08
ALVR240216C00002500 ALVR CALL Long 2.50 None $0.00 0.00 $-0.09 -0.12 3.03 0.05 0.05 0.76 0.67 0.00 $0.00 5.00 44 4.0 48.000 -0.09 2024-02-07
ALVR240216C00002500 ALVR CALL Long 2.50 None $0.00 0.00 $-0.07 -0.09 2.78 0.05 0.05 0.76 0.69 0.00 $0.00 5.00 43 4.0 48.000 -0.07 2024-02-06
ALVR240216C00002500 ALVR CALL Long 2.50 None $0.00 0.00 $-0.09 -0.12 2.84 0.05 0.05 0.76 0.67 0.00 $0.00 5.00 42 4.0 48.000 -0.09 2024-02-05
ALVR240216C00002500 ALVR CALL Long 2.50 None $0.00 0.00 $-0.07 -0.09 2.53 0.05 0.05 0.76 0.69 0.00 $0.00 5.00 41 4.0 48.000 -0.07 2024-02-04
ALVR240216C00002500 ALVR CALL Long 2.50 None $0.00 0.00 $-0.07 -0.09 2.03 0.05 0.05 0.76 0.69 0.00 $0.00 5.00 39 4.0 48.000 -0.07 2024-02-02
ALVR240216C00002500 ALVR CALL Long 2.50 None $0.00 0.00 $0.01 0.01 1.59 0.05 0.05 0.76 0.77 0.00 $0.00 5.00 38 4.0 48.000 0.01 2024-02-01
ALVR240216C00002500 ALVR CALL Long 2.50 None $0.00 0.00 $-0.04 -0.05 1.72 0.05 0.05 0.76 0.72 0.00 $0.00 5.00 37 4.0 48.000 -0.04 2024-01-31
ALVR240216C00002500 ALVR CALL Long 2.50 None $0.00 0.00 $-0.04 -0.05 1.59 0.05 0.05 0.76 0.72 0.00 $0.00 5.00 36 4.0 48.000 -0.04 2024-01-30
ALVR240216C00002500 ALVR CALL Long 2.50 None $0.00 0.00 $-0.05 -0.07 1.53 0.05 0.05 0.76 0.71 0.00 $0.00 5.00 35 4.0 48.000 -0.05 2024-01-29
ALVR240216C00002500 ALVR CALL Long 2.50 None $0.00 0.00 $-0.05 -0.07 1.47 0.05 0.05 0.76 0.71 0.00 $0.00 5.00 34 4.0 48.000 -0.05 2024-01-28
ALVR240216C00002500 ALVR CALL Long 2.50 None $0.00 0.00 $-0.05 -0.07 1.34 0.05 0.05 0.76 0.71 0.00 $0.00 5.00 33 4.0 48.000 -0.05 2024-01-27
ALVR240216C00002500 ALVR CALL Long 2.50 None $0.00 0.00 $-0.05 -0.07 1.28 0.05 0.05 0.76 0.71 0.00 $0.00 5.00 32 4.0 48.000 -0.05 2024-01-26
ALVR240216C00002500 ALVR CALL Long 2.50 None $0.00 0.00 $-0.07 -0.09 1.28 0.05 0.05 0.76 0.69 0.00 $0.00 5.00 31 4.0 48.000 -0.07 2024-01-25
ALVR240216C00002500 ALVR CALL Long 2.50 None $0.00 0.00 $-0.09 -0.12 1.28 0.05 0.05 0.76 0.67 0.00 $0.00 5.00 30 4.0 48.000 -0.09 2024-01-24
ALVR240216C00002500 ALVR CALL Long 2.50 None $0.00 0.00 $-0.08 -0.11 1.19 0.05 0.05 0.76 0.68 0.00 $0.00 5.00 29 4.0 48.000 -0.08 2024-01-23
ALVR240216C00002500 ALVR CALL Long 2.50 None $0.00 0.00 $-0.08 -0.11 1.12 0.05 0.05 0.76 0.68 0.00 $0.00 5.00 28 4.0 48.000 -0.08 2024-01-22
ALVR240216C00002500 ALVR CALL Long 2.50 None $0.00 0.00 $-0.08 -0.11 0.97 0.05 0.05 0.76 0.68 0.00 $0.00 5.00 25 4.0 48.000 -0.08 2024-01-19
ALVR240216C00002500 ALVR CALL Long 2.50 None $0.00 0.00 $-0.07 -0.09 0.91 0.05 0.05 0.76 0.69 0.00 $0.00 5.00 24 4.0 48.000 -0.07 2024-01-18
ALVR240216C00002500 ALVR CALL Long 2.50 None $0.00 0.00 $-0.08 -0.11 0.91 0.05 0.05 0.76 0.68 0.00 $0.00 5.00 23 4.0 48.000 -0.08 2024-01-17
ALVR240216C00002500 ALVR CALL Long 2.50 None $0.00 0.00 $-0.09 -0.12 0.84 0.05 0.05 0.76 0.67 0.00 $0.00 5.00 22 4.0 48.000 -0.09 2024-01-16
ALVR240216C00002500 ALVR CALL Long 2.50 None $0.00 0.00 $-0.07 -0.09 0.62 0.05 0.05 0.76 0.69 0.00 $0.00 5.00 18 4.0 48.000 -0.07 2024-01-12
ALVR240216C00002500 ALVR CALL Long 2.50 None $0.00 0.00 $-0.10 -0.13 0.69 0.05 0.05 0.76 0.66 0.00 $0.00 5.00 17 4.0 48.000 -0.10 2024-01-11
ALVR240216C00002500 ALVR CALL Long 2.50 None $0.00 0.00 $-0.06 -0.08 0.53 0.05 0.05 0.76 0.70 0.00 $0.00 5.00 16 4.0 48.000 -0.06 2024-01-10
ALVR240216C00002500 ALVR CALL Long 2.50 None $0.00 0.00 $-0.08 -0.11 0.56 0.05 0.05 0.76 0.68 0.00 $0.00 5.00 15 4.0 48.000 -0.08 2024-01-09
ALVR240216C00002500 ALVR CALL Long 2.50 None $0.00 0.00 $-0.09 -0.12 0.59 0.05 0.05 0.76 0.67 0.00 $0.00 5.00 14 4.0 48.000 -0.09 2024-01-08
ALVR240216C00002500 ALVR CALL Long 2.50 None $0.00 0.00 $-0.11 -0.14 0.59 0.05 0.05 0.76 0.65 0.00 $0.00 5.00 13 4.0 48.000 -0.11 2024-01-07
ALVR240216C00002500 ALVR CALL Long 2.50 None $0.00 0.00 $-0.11 -0.14 0.53 0.05 0.05 0.76 0.65 0.00 $0.00 5.00 11 4.0 48.000 -0.11 2024-01-05
ALVR240216C00002500 ALVR CALL Long 2.50 None $0.00 0.00 $-0.09 -0.12 -1.47 0.05 0.05 0.76 0.67 0.00 $0.00 5.00 10 4.0 48.000 -0.09 2024-01-04
ALVR240216C00002500 ALVR CALL Long 2.50 None $0.00 0.00 $-0.12 -0.16 -1.47 0.05 0.05 0.76 0.64 0.00 $0.00 5.00 9 4.0 48.000 -0.12 2024-01-03
ALVR240216C00002500 ALVR CALL Long 2.50 None $0.00 0.00 $-0.07 -0.09 -1.47 0.05 0.05 0.76 0.69 0.00 $0.00 5.00 8 4.0 48.000 -0.07 2024-01-02
ALVR240216C00002500 ALVR CALL Long 2.50 None $0.00 0.00 $-0.08 -0.11 4.42 0.05 0.05 0.76 0.68 0.00 $0.00 5.00 7 4.0 48.000 -0.08 2024-01-01
ALVR240216C00002500 ALVR CALL Long 2.50 None $0.00 0.00 $-0.08 -0.11 4.28 0.05 0.05 0.76 0.68 0.00 $0.00 5.00 5 4.0 48.000 -0.08 2023-12-30
ALVR240216C00002500 ALVR CALL Long 2.50 None $0.00 0.00 $-0.08 -0.11 4.16 0.05 0.05 0.76 0.68 0.00 $0.00 5.00 4 4.0 48.000 -0.08 2023-12-29
ALVR240216C00002500 ALVR CALL Long 2.50 None $0.00 0.00 $-0.08 -0.11 0.28 0.05 0.05 0.76 0.68 0.00 $0.00 5.00 3 4.0 44.000 -0.08 2023-12-28
ALVR240216C00002500 ALVR CALL Long 2.50 Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.03 $0.00 0.00 $-0.06 -0.08 0.19 0.05 0.05 0.76 0.70 0.00 $0.00 5.00 2 9.0 44.000 -0.06 2023-12-27
ALVR240216C00002500 ALVR CALL Long 2.50 None $0.00 0.00 $-0.01 -0.01 0.03 0.05 0.05 0.76 0.75 0.00 $0.00 5.00 1 9.0 35.000 -0.01 2023-12-26
ALVR240216C00002500 ALVR CALL Long 2.50 None $0.00 0.00 $0.00 0.00 0.00 0.05 0.05 0.76 0.76 0.00 $0.00 5.00 0 35.0 6.000 0.00 2023-12-25

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