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View Outliers PnL Drill-Down: BIG240719C00003000

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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
2024-06-06	BIG	BIG240719C00003000	3.00	229.0	64.000	0.949	0.469	0.1	0.2	0.010	0.310	0.420	0.35	2.88	2024-07-19	CALL	Long	0.489	0.528	-0.183

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
BIG240719C00003000	BIG	CALL	Long	3.00	None	$-0.30	-0.86	$-1.75	-0.61	7.30	0.35	0.05	2.88	1.13	-0.30	$-30.00	35.00	42	5.0	2227.000	-1.75	2024-07-18
BIG240719C00003000	BIG	CALL	Long	3.00	None	$-0.30	-0.86	$-1.65	-0.57	5.24	0.35	0.05	2.88	1.23	-0.30	$-30.00	35.00	41	5.0	2227.000	-1.65	2024-07-17
BIG240719C00003000	BIG	CALL	Long	3.00	None	$-0.30	-0.86	$-1.48	-0.51	3.74	0.35	0.05	2.88	1.40	-0.30	$-30.00	35.00	40	5.0	2224.000	-1.48	2024-07-16
BIG240719C00003000	BIG	CALL	Long	3.00	None	$-0.30	-0.86	$-1.76	-0.61	-0.45	0.35	0.05	2.88	1.12	-0.30	$-30.00	35.00	39	3.0	2224.000	-1.76	2024-07-15
BIG240719C00003000	BIG	CALL	Long	3.00	None	$-0.30	-0.86	$-1.84	-0.64	3.49	0.35	0.05	2.88	1.04	-0.30	$-30.00	35.00	36	3.0	2224.000	-1.84	2024-07-12
BIG240719C00003000	BIG	CALL	Long	3.00	None	$-0.30	-0.86	$-1.76	-0.61	2.99	0.35	0.05	2.88	1.12	-0.30	$-30.00	35.00	35	3.0	2221.000	-1.76	2024-07-11
BIG240719C00003000	BIG	CALL	Long	3.00	None	$-0.30	-0.86	$-1.85	-0.64	3.02	0.35	0.05	2.88	1.03	-0.30	$-30.00	35.00	34	50.0	2221.000	-1.85	2024-07-10
BIG240719C00003000	BIG	CALL	Long	3.00	None	$-0.32	-0.91	$-1.68	-0.58	2.36	0.35	0.03	2.88	1.20	-0.32	$-32.00	35.00	33	5.0	2224.000	-1.68	2024-07-09
BIG240719C00003000	BIG	CALL	Long	3.00	None	$-0.32	-0.91	$-1.49	-0.52	1.77	0.35	0.03	2.88	1.39	-0.32	$-32.00	35.00	32	2.0	2224.000	-1.49	2024-07-08
BIG240719C00003000	BIG	CALL	Long	3.00	None	$-0.30	-0.86	$-1.44	-0.50	-0.45	0.35	0.05	2.88	1.44	-0.30	$-30.00	35.00	29	5.0	2224.000	-1.44	2024-07-05
BIG240719C00003000	BIG	CALL	Long	3.00	None	$-0.30	-0.86	$-1.17	-0.41	0.86	0.35	0.05	2.88	1.71	-0.30	$-30.00	35.00	28	5.0	0.000	-1.17	2024-07-04
BIG240719C00003000	BIG	CALL	Long	3.00	None	$-0.30	-0.86	$-1.17	-0.41	0.80	0.35	0.05	2.88	1.71	-0.30	$-30.00	35.00	27	5.0	0.000	-1.17	2024-07-03
BIG240719C00003000	BIG	CALL	Long	3.00	None	$-0.34	-0.97	$-1.27	-0.44	0.90	0.35	0.01	2.88	1.61	-0.34	$-34.00	35.00	26	1.0	2219.000	-1.27	2024-07-02
BIG240719C00003000	BIG	CALL	Long	3.00	None	$-0.30	-0.86	$-1.19	-0.41	-0.45	0.35	0.05	2.88	1.69	-0.30	$-30.00	35.00	25	46.0	2219.000	-1.19	2024-07-01
BIG240719C00003000	BIG	CALL	Long	3.00	None	$-0.30	-0.86	$-1.13	-0.39	0.52	0.35	0.05	2.88	1.75	-0.30	$-30.00	35.00	22	46.0	2219.000	-1.13	2024-06-28
BIG240719C00003000	BIG	CALL	Long	3.00	None	$-0.30	-0.86	$-1.07	-0.37	0.43	0.35	0.05	2.88	1.81	-0.30	$-30.00	35.00	21	46.0	2219.000	-1.07	2024-06-27
BIG240719C00003000	BIG	CALL	Long	3.00	None	$-0.33	-0.94	$-1.09	-0.38	0.40	0.35	0.02	2.88	1.79	-0.33	$-33.00	35.00	19	12.0	2171.000	-1.09	2024-06-25
BIG240719C00003000	BIG	CALL	Long	3.00	None	$-0.31	-0.89	$-1.07	-0.37	0.33	0.35	0.04	2.88	1.81	-0.31	$-31.00	35.00	18	644.0	1528.000	-1.07	2024-06-24
BIG240719C00003000	BIG	CALL	Long	3.00	None	$-0.30	-0.86	$-1.00	-0.35	0.35	0.35	0.05	2.88	1.88	-0.30	$-30.00	35.00	12	66.0	943.000	-1.00	2024-06-18
BIG240719C00003000	BIG	CALL	Long	3.00	None	$-0.29	-0.83	$-0.84	-0.29	0.32	0.35	0.06	2.88	2.04	-0.29	$-29.00	35.00	11	156.0	868.000	-0.84	2024-06-17
BIG240719C00003000	BIG	CALL	Long	3.00	None	$-0.25	-0.71	$-0.81	-0.28	0.23	0.35	0.10	2.88	2.07	-0.25	$-25.00	35.00	8	279.0	920.000	-0.81	2024-06-14
BIG240719C00003000	BIG	CALL	Long	3.00	None	$-0.23	-0.66	$-0.55	-0.19	0.04	0.35	0.12	2.88	2.33	-0.23	$-23.00	35.00	7	179.0	741.000	-0.55	2024-06-13
BIG240719C00003000	BIG	CALL	Long	3.00	None	$-0.20	-0.57	$-0.50	-0.17	0.07	0.35	0.15	2.88	2.38	-0.20	$-20.00	35.00	6	205.0	754.000	-0.50	2024-06-12
BIG240719C00003000	BIG	CALL	Long	3.00	None	$-0.25	-0.71	$-0.62	-0.22	0.20	0.35	0.10	2.88	2.26	-0.25	$-25.00	35.00	5	120.0	637.000	-0.62	2024-06-11
BIG240719C00003000	BIG	CALL	Long	3.00	None	$-0.22	-0.63	$-0.58	-0.20	0.14	0.35	0.13	2.88	2.30	-0.22	$-22.00	35.00	4	110.0	541.000	-0.58	2024-06-10
BIG240719C00003000	BIG	CALL	Long	3.00	None	$-0.10	-0.29	$-0.22	-0.08	0.05	0.35	0.25	2.88	2.66	-0.10	$-10.00	35.00	3	320.0	252.000	-0.22	2024-06-09
BIG240719C00003000	BIG	CALL	Long	3.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.10; Exit EQ PnL: -0.22	$-0.10	-0.29	$-0.22	-0.08	0.01	0.35	0.25	2.88	2.66	-0.10	$-10.00	35.00	1	320.0	252.000	-0.22	2024-06-07
BIG240719C00003000	BIG	CALL	Long	3.00	None	$0.00	0.00	$0.00	0.00	0.00	0.35	0.35	2.88	2.88	0.00	$0.00	35.00	0	229.0	64.000	0.00	2024-06-06

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