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View Outliers PnL Drill-Down: AVDL250117C00010000

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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
2024-12-03	AVDL	AVDL250117C00010000	10.00	14.0	898.000	1.151	0.391	0.3	0.6	0.010	1.240	1.540	1.96	9.70	2025-01-17	CALL	Long	0.354	0.384	-0.142

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	AVDL	1.000	0.082	0.323	0.149	0.209	-0.114	10.73	-5.732	0.0000	9.94	18.82	21	1y	13.79

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
AVDL250117C00010000	AVDL	CALL	Long	10.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.37	0.04	-0.04	0.80	0.80	9.94	10.31	0.00	$0.00	80.00	17	70.0	4248.000	0.37	2024-12-20
AVDL250117C00010000	AVDL	CALL	Long	10.00	None	$0.00	0.00	$0.17	0.02	0.05	0.80	0.80	9.94	10.11	0.00	$0.00	80.00	16	50.0	4240.000	0.17	2024-12-19
AVDL250117C00010000	AVDL	CALL	Long	10.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.55	0.69	$0.39	0.04	0.10	0.80	1.35	9.94	10.33	0.55	$55.00	80.00	15	594.0	4240.000	0.39	2024-12-18
AVDL250117C00010000	AVDL	CALL	Long	10.00	None	$0.55	0.69	$0.79	0.08	-0.03	0.80	1.35	9.94	10.73	0.55	$55.00	80.00	14	594.0	4240.000	0.79	2024-12-17
AVDL250117C00010000	AVDL	CALL	Long	10.00	None	$0.55	0.69	$0.99	0.10	0.06	0.80	1.35	9.94	10.93	0.55	$55.00	80.00	13	594.0	3657.000	0.99	2024-12-16
AVDL250117C00010000	AVDL	CALL	Long	10.00	None	$0.19	0.24	$0.45	0.05	0.03	0.80	0.99	9.94	10.39	0.19	$19.00	80.00	10	168.0	3497.000	0.45	2024-12-13
AVDL250117C00010000	AVDL	CALL	Long	10.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.45	0.56	$0.67	0.07	0.02	0.80	1.25	9.94	10.61	0.45	$45.00	80.00	9	581.0	2921.000	0.67	2024-12-12
AVDL250117C00010000	AVDL	CALL	Long	10.00	None	$0.15	0.19	$0.38	0.04	0.04	0.80	0.95	9.94	10.32	0.15	$15.00	80.00	8	10.0	2911.000	0.38	2024-12-11
AVDL250117C00010000	AVDL	CALL	Long	10.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.05	0.06	$0.06	0.01	0.00	0.80	0.85	9.94	10.00	0.05	$5.00	80.00	7	60.0	2856.000	0.06	2024-12-10
AVDL250117C00010000	AVDL	CALL	Long	10.00	None	$-0.15	-0.19	$0.21	0.02	-0.01	0.80	0.65	9.94	10.15	-0.15	$-15.00	80.00	6	50.0	2806.000	0.21	2024-12-09
AVDL250117C00010000	AVDL	CALL	Long	10.00	None	$0.05	0.06	$0.06	0.01	0.02	0.80	0.85	9.94	10.00	0.05	$5.00	80.00	5	33.0	2817.000	0.06	2024-12-08
AVDL250117C00010000	AVDL	CALL	Long	10.00	None	$0.05	0.06	$0.06	0.01	0.03	0.80	0.85	9.94	10.00	0.05	$5.00	80.00	3	33.0	2817.000	0.06	2024-12-06
AVDL250117C00010000	AVDL	CALL	Long	10.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.10	-0.12	$0.01	0.00	-0.03	0.80	0.70	9.94	9.95	-0.10	$-10.00	80.00	2	10.0	2807.000	0.01	2024-12-05
AVDL250117C00010000	AVDL	CALL	Long	10.00	None	$-0.10	-0.12	$0.02	0.00	0.04	0.80	0.70	9.94	9.96	-0.10	$-10.00	80.00	1	444.0	2363.000	0.02	2024-12-04
AVDL250117C00010000	AVDL	CALL	Long	10.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.00	0.00	0.00	0.80	0.80	9.94	9.94	0.00	$0.00	80.00	0	1427.0	898.000	0.00	2024-12-03

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