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View Outliers PnL Drill-Down: BCAB241220C00002500

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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
2024-11-14	BCAB	BCAB241220C00002500	2.50	43.0	236.000	1.547	0.406	0.0	0.8	0.000	0.100	0.880	0.20	1.72	2024-12-20	CALL	Long	0.412	0.440	-0.141

Realize Position if there are favorable/unfavorable market conditions. Volatiltiy Analysis 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
BCAB241220C00002500	BCAB	CALL	Long	2.50	None	$-0.15	-0.75	$-0.52	-0.30	5.08	0.20	0.05	1.71	1.19	-0.15	$-15.00	20.00	35	2.0	449.000	-0.52	2024-12-19
BCAB241220C00002500	BCAB	CALL	Long	2.50	None	$-0.15	-0.75	$-0.53	-0.31	3.83	0.20	0.05	1.71	1.18	-0.15	$-15.00	20.00	34	2.0	449.000	-0.53	2024-12-18
BCAB241220C00002500	BCAB	CALL	Long	2.50	None	$-0.15	-0.75	$-0.40	-0.23	2.58	0.20	0.05	1.71	1.31	-0.15	$-15.00	20.00	33	2.0	449.000	-0.40	2024-12-17
BCAB241220C00002500	BCAB	CALL	Long	2.50	None	$-0.15	-0.75	$-0.36	-0.21	1.95	0.20	0.05	1.71	1.35	-0.15	$-15.00	20.00	32	2.0	449.000	-0.36	2024-12-16
BCAB241220C00002500	BCAB	CALL	Long	2.50	None	$-0.15	-0.75	$-0.26	-0.15	0.89	0.20	0.05	1.71	1.45	-0.15	$-15.00	20.00	29	2.0	449.000	-0.26	2024-12-13
BCAB241220C00002500	BCAB	CALL	Long	2.50	None	$-0.15	-0.75	$-0.28	-0.16	0.83	0.20	0.05	1.71	1.43	-0.15	$-15.00	20.00	28	2.0	449.000	-0.28	2024-12-12
BCAB241220C00002500	BCAB	CALL	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.15	-0.75	$-0.18	-0.11	0.89	0.20	0.05	1.71	1.53	-0.15	$-15.00	20.00	27	2.0	449.000	-0.18	2024-12-11
BCAB241220C00002500	BCAB	CALL	Long	2.50	None	$-0.15	-0.75	$-0.10	-0.06	0.58	0.20	0.05	1.71	1.61	-0.15	$-15.00	20.00	26	2.0	447.000	-0.10	2024-12-10
BCAB241220C00002500	BCAB	CALL	Long	2.50	None	$-0.15	-0.75	$-0.09	-0.05	0.77	0.20	0.05	1.71	1.62	-0.15	$-15.00	20.00	25	1.0	446.000	-0.09	2024-12-09
BCAB241220C00002500	BCAB	CALL	Long	2.50	None	$-0.16	-0.80	$-0.07	-0.04	0.05	0.20	0.04	1.71	1.64	-0.16	$-16.00	20.00	24	5.0	441.000	-0.07	2024-12-08
BCAB241220C00002500	BCAB	CALL	Long	2.50	None	$-0.16	-0.80	$-0.07	-0.04	-0.14	0.20	0.04	1.71	1.64	-0.16	$-16.00	20.00	22	5.0	441.000	-0.07	2024-12-06
BCAB241220C00002500	BCAB	CALL	Long	2.50	None	$-0.10	-0.50	$-0.15	-0.09	0.30	0.20	0.10	1.71	1.56	-0.10	$-10.00	20.00	21	30.0	441.000	-0.15	2024-12-05
BCAB241220C00002500	BCAB	CALL	Long	2.50	None	$-0.10	-0.50	$-0.10	-0.06	0.14	0.20	0.10	1.71	1.61	-0.10	$-10.00	20.00	20	30.0	431.000	-0.10	2024-12-04
BCAB241220C00002500	BCAB	CALL	Long	2.50	None	$-0.15	-0.75	$-0.12	-0.07	0.12	0.20	0.05	1.71	1.59	-0.15	$-15.00	20.00	19	10.0	431.000	-0.12	2024-12-03
BCAB241220C00002500	BCAB	CALL	Long	2.50	None	$-0.15	-0.75	$-0.04	-0.02	0.16	0.20	0.05	1.71	1.67	-0.15	$-15.00	20.00	18	10.0	421.000	-0.04	2024-12-02
BCAB241220C00002500	BCAB	CALL	Long	2.50	None	$-0.15	-0.75	$-0.03	-0.02	-1.17	0.20	0.05	1.71	1.68	-0.15	$-15.00	20.00	17	23.0	0.000	-0.03	2024-12-01
BCAB241220C00002500	BCAB	CALL	Long	2.50	None	$-0.15	-0.75	$-0.03	-0.02	0.05	0.20	0.05	1.71	1.68	-0.15	$-15.00	20.00	16	23.0	0.000	-0.03	2024-11-30
BCAB241220C00002500	BCAB	CALL	Long	2.50	None	$-0.15	-0.75	$-0.07	-0.04	-0.14	0.20	0.05	1.71	1.64	-0.15	$-15.00	20.00	14	51.0	398.000	-0.07	2024-11-28
BCAB241220C00002500	BCAB	CALL	Long	2.50	None	$-0.15	-0.75	$-0.11	-0.06	-0.14	0.20	0.05	1.71	1.60	-0.15	$-15.00	20.00	13	1.0	398.000	-0.11	2024-11-27
BCAB241220C00002500	BCAB	CALL	Long	2.50	None	$-0.15	-0.75	$-0.14	-0.08	0.11	0.20	0.05	1.71	1.57	-0.15	$-15.00	20.00	12	1.0	397.000	-0.14	2024-11-26
BCAB241220C00002500	BCAB	CALL	Long	2.50	None	$-0.12	-0.60	$-0.05	-0.03	-0.09	0.20	0.08	1.71	1.66	-0.12	$-12.00	20.00	11	75.0	347.000	-0.05	2024-11-25
BCAB241220C00002500	BCAB	CALL	Long	2.50	None	$-0.15	-0.75	$-0.14	-0.08	-0.14	0.20	0.05	1.71	1.57	-0.15	$-15.00	20.00	10	54.0	314.000	-0.14	2024-11-24
BCAB241220C00002500	BCAB	CALL	Long	2.50	None	$-0.15	-0.75	$-0.14	-0.08	-0.20	0.20	0.05	1.71	1.57	-0.15	$-15.00	20.00	9	54.0	314.000	-0.14	2024-11-23
BCAB241220C00002500	BCAB	CALL	Long	2.50	None	$-0.15	-0.75	$-0.14	-0.08	-0.03	0.20	0.05	1.71	1.57	-0.15	$-15.00	20.00	8	54.0	314.000	-0.14	2024-11-22
BCAB241220C00002500	BCAB	CALL	Long	2.50	None	$-0.15	-0.75	$-0.32	-0.19	0.03	0.20	0.05	1.71	1.39	-0.15	$-15.00	20.00	7	10.0	304.000	-0.32	2024-11-21
BCAB241220C00002500	BCAB	CALL	Long	2.50	None	$-0.15	-0.75	$-0.23	-0.13	-0.39	0.20	0.05	1.71	1.48	-0.15	$-15.00	20.00	6	1.0	303.000	-0.23	2024-11-20
BCAB241220C00002500	BCAB	CALL	Long	2.50	None	$-0.15	-0.75	$-0.21	-0.12	-0.17	0.20	0.05	1.71	1.50	-0.15	$-15.00	20.00	5	42.0	303.000	-0.21	2024-11-19
BCAB241220C00002500	BCAB	CALL	Long	2.50	None	$-0.15	-0.75	$-0.20	-0.12	-0.23	0.20	0.05	1.71	1.51	-0.15	$-15.00	20.00	4	42.0	264.000	-0.20	2024-11-18
BCAB241220C00002500	BCAB	CALL	Long	2.50	None	$-0.10	-0.50	$-0.15	-0.09	-0.11	0.20	0.10	1.71	1.56	-0.10	$-10.00	20.00	3	48.0	276.000	-0.15	2024-11-17
BCAB241220C00002500	BCAB	CALL	Long	2.50	None	$-0.10	-0.50	$-0.15	-0.09	-0.14	0.20	0.10	1.71	1.56	-0.10	$-10.00	20.00	2	48.0	276.000	-0.15	2024-11-16
BCAB241220C00002500	BCAB	CALL	Long	2.50	None	$-0.10	-0.50	$-0.15	-0.09	-0.17	0.20	0.10	1.71	1.56	-0.10	$-10.00	20.00	1	48.0	276.000	-0.15	2024-11-15
BCAB241220C00002500	BCAB	CALL	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.00	0.00	0.00	0.20	0.20	1.71	1.71	0.00	$0.00	20.00	0	43.0	236.000	0.00	2024-11-14

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