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View Outliers PnL Drill-Down: BIG240621C00005000

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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
2024-05-15	BIG	BIG240621C00005000	5.00	661.0	16027.000	1.563	0.421	0.0	1.1	0.010	0.370	1.420	0.45	3.93	2024-06-21	CALL	Long	0.495	0.528	-0.166

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
BIG240621C00005000	BIG	CALL	Long	5.00	None	$-0.40	-0.89	$-2.05	-0.52	3.69	0.45	0.05	3.93	1.88	-0.40	$-40.00	45.00	34	2.0	17743.000	-2.05	2024-06-18
BIG240621C00005000	BIG	CALL	Long	5.00	None	$-0.40	-0.89	$-1.90	-0.48	2.81	0.45	0.05	3.93	2.03	-0.40	$-40.00	45.00	33	2.0	17743.000	-1.90	2024-06-17
BIG240621C00005000	BIG	CALL	Long	5.00	None	$-0.40	-0.89	$-1.86	-0.47	-1.56	0.45	0.05	3.93	2.07	-0.40	$-40.00	45.00	30	2.0	17744.000	-1.86	2024-06-14
BIG240621C00005000	BIG	CALL	Long	5.00	None	$-0.43	-0.96	$-1.60	-0.41	1.25	0.45	0.02	3.93	2.33	-0.43	$-43.00	45.00	29	1.0	17745.000	-1.60	2024-06-13
BIG240621C00005000	BIG	CALL	Long	5.00	None	$-0.44	-0.98	$-1.55	-0.39	1.03	0.45	0.01	3.93	2.38	-0.44	$-44.00	45.00	28	69.0	17744.000	-1.55	2024-06-12
BIG240621C00005000	BIG	CALL	Long	5.00	None	$-0.42	-0.93	$-1.67	-0.42	-1.06	0.45	0.03	3.93	2.26	-0.42	$-42.00	45.00	27	25.0	17759.000	-1.67	2024-06-11
BIG240621C00005000	BIG	CALL	Long	5.00	None	$-0.40	-0.89	$-1.63	-0.41	0.91	0.45	0.05	3.93	2.30	-0.40	$-40.00	45.00	26	753.0	18125.000	-1.63	2024-06-10
BIG240621C00005000	BIG	CALL	Long	5.00	None	$-0.40	-0.89	$-1.27	-0.32	0.50	0.45	0.05	3.93	2.66	-0.40	$-40.00	45.00	25	142.0	18067.000	-1.27	2024-06-09
BIG240621C00005000	BIG	CALL	Long	5.00	None	$-0.40	-0.89	$-1.27	-0.32	0.28	0.45	0.05	3.93	2.66	-0.40	$-40.00	45.00	23	142.0	18067.000	-1.27	2024-06-07
BIG240621C00005000	BIG	CALL	Long	5.00	None	$-0.40	-0.89	$-1.05	-0.27	0.03	0.45	0.05	3.93	2.88	-0.40	$-40.00	45.00	22	749.0	17646.000	-1.05	2024-06-06
BIG240621C00005000	BIG	CALL	Long	5.00	None	$-0.26	-0.58	$-0.41	-0.10	0.30	0.45	0.19	3.93	3.52	-0.26	$-26.00	45.00	21	1529.0	17508.000	-0.41	2024-06-05
BIG240621C00005000	BIG	CALL	Long	5.00	None	$-0.35	-0.78	$-0.63	-0.16	0.24	0.45	0.10	3.93	3.30	-0.35	$-35.00	45.00	20	3744.0	14469.000	-0.63	2024-06-04
BIG240621C00005000	BIG	CALL	Long	5.00	None	$-0.28	-0.62	$-0.47	-0.12	0.25	0.45	0.17	3.93	3.46	-0.28	$-28.00	45.00	19	239.0	14362.000	-0.47	2024-06-03
BIG240621C00005000	BIG	CALL	Long	5.00	None	$-0.24	-0.53	$-0.44	-0.11	0.19	0.45	0.21	3.93	3.49	-0.24	$-24.00	45.00	16	87.0	14281.000	-0.44	2024-05-31
BIG240621C00005000	BIG	CALL	Long	5.00	None	$-0.25	-0.56	$-0.54	-0.14	0.15	0.45	0.20	3.93	3.39	-0.25	$-25.00	45.00	15	114.0	14184.000	-0.54	2024-05-30
BIG240621C00005000	BIG	CALL	Long	5.00	None	$-0.28	-0.62	$-0.60	-0.15	0.26	0.45	0.17	3.93	3.33	-0.28	$-28.00	45.00	14	82.0	14130.000	-0.60	2024-05-29
BIG240621C00005000	BIG	CALL	Long	5.00	None	$-0.26	-0.58	$-0.60	-0.15	0.17	0.45	0.19	3.93	3.33	-0.26	$-26.00	45.00	13	149.0	14055.000	-0.60	2024-05-28
BIG240621C00005000	BIG	CALL	Long	5.00	None	$-0.30	-0.67	$-0.58	-0.15	0.08	0.45	0.15	3.93	3.35	-0.30	$-30.00	45.00	12	21.0	14053.000	-0.58	2024-05-27
BIG240621C00005000	BIG	CALL	Long	5.00	None	$-0.30	-0.67	$-0.58	-0.15	0.00	0.45	0.15	3.93	3.35	-0.30	$-30.00	45.00	9	21.0	14053.000	-0.58	2024-05-24
BIG240621C00005000	BIG	CALL	Long	5.00	None	$-0.25	-0.56	$-0.55	-0.14	0.11	0.45	0.20	3.93	3.38	-0.25	$-25.00	45.00	8	540.0	14036.000	-0.55	2024-05-23
BIG240621C00005000	BIG	CALL	Long	5.00	None	$-0.25	-0.56	$-0.43	-0.11	0.12	0.45	0.20	3.93	3.50	-0.25	$-25.00	45.00	7	1101.0	14714.000	-0.43	2024-05-22
BIG240621C00005000	BIG	CALL	Long	5.00	None	$-0.21	-0.47	$-0.48	-0.12	-0.00	0.45	0.24	3.93	3.45	-0.21	$-21.00	45.00	6	176.0	14847.000	-0.48	2024-05-21
BIG240621C00005000	BIG	CALL	Long	5.00	None	$-0.25	-0.56	$-0.35	-0.09	-1.31	0.45	0.20	3.93	3.58	-0.25	$-25.00	45.00	5	1523.0	0.000	-0.35	2024-05-20
BIG240621C00005000	BIG	CALL	Long	5.00	None	$-0.13	-0.29	$-0.23	-0.06	0.00	0.45	0.32	3.93	3.70	-0.13	$-13.00	45.00	4	313.0	15848.000	-0.23	2024-05-19
BIG240621C00005000	BIG	CALL	Long	5.00	None	$-0.13	-0.29	$-0.23	-0.06	-0.02	0.45	0.32	3.93	3.70	-0.13	$-13.00	45.00	3	313.0	15848.000	-0.23	2024-05-18
BIG240621C00005000	BIG	CALL	Long	5.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.23	$-0.13	-0.29	$-0.23	-0.06	-0.04	0.45	0.32	3.93	3.70	-0.13	$-13.00	45.00	2	313.0	15848.000	-0.23	2024-05-17
BIG240621C00005000	BIG	CALL	Long	5.00	None	$0.00	0.00	$0.00	0.00	0.00	0.45	0.45	3.93	3.93	0.00	$0.00	45.00	0	661.0	16027.000	0.00	2024-05-15

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