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View Outliers PnL Drill-Down: BILL231208C00087000

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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
2023-11-03 BILL BILL231208C00087000 87.00 1.0 1.000 0.506 0.342 0.0 19.8 0.030 0.110 19.870 10.80 66.93 2023-12-08 CALL Long 0.233 0.370 -0.252

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 BILL 0.818 0.094 0.218 0.138 0.111 -0.107 87.46 -0.022 0.0000 43.97 97.41 21 1y 65.94

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
BILL231208C00087000 BILL CALL Long 87.00 None $0.00 0.00 $2.44 0.04 2.44 10.80 10.80 66.93 69.37 0.00 $0.00 1080.00 34 1.0 0.000 2.44 2023-12-07
BILL231208C00087000 BILL CALL Long 87.00 None $0.00 0.00 $1.63 0.02 1.26 10.80 10.80 66.93 68.56 0.00 $0.00 1080.00 33 0.0 0.000 1.63 2023-12-06
BILL231208C00087000 BILL CALL Long 87.00 None $0.00 0.00 $2.29 0.03 0.98 10.80 10.80 66.93 69.22 0.00 $0.00 1080.00 32 0.0 0.000 2.29 2023-12-05
BILL231208C00087000 BILL CALL Long 87.00 None $0.00 0.00 $1.54 0.02 0.87 10.80 10.80 66.93 68.47 0.00 $0.00 1080.00 31 0.0 0.000 1.54 2023-12-04
BILL231208C00087000 BILL CALL Long 87.00 None $0.00 0.00 $1.18 0.02 0.77 10.80 10.80 66.93 68.11 0.00 $0.00 1080.00 30 0.0 0.000 1.18 2023-12-03
BILL231208C00087000 BILL CALL Long 87.00 None $0.00 0.00 $1.18 0.02 0.68 10.80 10.80 66.93 68.11 0.00 $0.00 1080.00 29 0.0 0.000 1.18 2023-12-02
BILL231208C00087000 BILL CALL Long 87.00 None $0.00 0.00 $1.17 0.02 0.60 10.80 10.80 66.93 68.10 0.00 $0.00 1080.00 28 0.0 0.000 1.17 2023-12-01
BILL231208C00087000 BILL CALL Long 87.00 None $0.00 0.00 $-1.47 -0.02 0.67 10.80 10.80 66.93 65.46 0.00 $0.00 1080.00 27 0.0 0.000 -1.47 2023-11-30
BILL231208C00087000 BILL CALL Long 87.00 None $0.00 0.00 $1.01 0.02 0.55 10.80 10.80 66.93 67.94 0.00 $0.00 1080.00 26 0.0 0.000 1.01 2023-11-29
BILL231208C00087000 BILL CALL Long 87.00 None $0.00 0.00 $-1.35 -0.02 0.56 10.80 10.80 66.93 65.58 0.00 $0.00 1080.00 25 0.0 0.000 -1.35 2023-11-28
BILL231208C00087000 BILL CALL Long 87.00 None $0.00 0.00 $-2.47 -0.04 0.61 10.80 10.80 66.93 64.46 0.00 $0.00 1080.00 24 0.0 0.000 -2.47 2023-11-27
BILL231208C00087000 BILL CALL Long 87.00 None $0.00 0.00 $-3.08 -0.05 0.51 10.80 10.80 66.93 63.85 0.00 $0.00 1080.00 21 0.0 0.000 -3.08 2023-11-24
BILL231208C00087000 BILL CALL Long 87.00 None $0.00 0.00 $-3.31 -0.05 -0.26 10.80 10.80 66.93 63.62 0.00 $0.00 1080.00 20 0.0 0.000 -3.31 2023-11-23
BILL231208C00087000 BILL CALL Long 87.00 None $0.00 0.00 $-3.76 -0.06 -0.26 10.80 10.80 66.93 63.17 0.00 $0.00 1080.00 19 0.0 1.000 -3.76 2023-11-22
BILL231208C00087000 BILL CALL Long 87.00 None $0.00 0.00 $-4.08 -0.06 0.45 10.80 10.80 66.93 62.85 0.00 $0.00 1080.00 18 0.0 1.000 -4.08 2023-11-21
BILL231208C00087000 BILL CALL Long 87.00 None $0.00 0.00 $-2.33 -0.03 0.36 10.80 10.80 66.93 64.60 0.00 $0.00 1080.00 17 0.0 1.000 -2.33 2023-11-20
BILL231208C00087000 BILL CALL Long 87.00 None $0.00 0.00 $-3.21 -0.05 0.35 10.80 10.80 66.93 63.72 0.00 $0.00 1080.00 16 0.0 1.000 -3.21 2023-11-19
BILL231208C00087000 BILL CALL Long 87.00 None $0.00 0.00 $-3.21 -0.05 0.32 10.80 10.80 66.93 63.72 0.00 $0.00 1080.00 14 0.0 1.000 -3.21 2023-11-17
BILL231208C00087000 BILL CALL Long 87.00 None $0.00 0.00 $-6.06 -0.09 0.40 10.80 10.80 66.93 60.87 0.00 $0.00 1080.00 13 0.0 1.000 -6.06 2023-11-16
BILL231208C00087000 BILL CALL Long 87.00 None $0.00 0.00 $-7.29 -0.11 0.42 10.80 10.80 66.93 59.64 0.00 $0.00 1080.00 12 0.0 1.000 -7.29 2023-11-15
BILL231208C00087000 BILL CALL Long 87.00 None $0.00 0.00 $-9.14 -0.14 0.47 10.80 10.80 66.93 57.79 0.00 $0.00 1080.00 11 0.0 1.000 -9.14 2023-11-14
BILL231208C00087000 BILL CALL Long 87.00 None $0.00 0.00 $-9.89 -0.15 0.23 10.80 10.80 66.93 57.04 0.00 $0.00 1080.00 10 0.0 1.000 -9.89 2023-11-13
BILL231208C00087000 BILL CALL Long 87.00 None $0.00 0.00 $-10.45 -0.16 0.47 10.80 10.80 66.93 56.48 0.00 $0.00 1080.00 7 0.0 1.000 -10.45 2023-11-10
BILL231208C00087000 BILL CALL Long 87.00 None $0.00 0.00 $-10.91 -0.16 -0.26 10.80 10.80 66.93 56.02 0.00 $0.00 1080.00 6 0.0 0.000 -10.91 2023-11-09
BILL231208C00087000 BILL CALL Long 87.00 Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -4.74 $0.00 0.00 $-10.91 -0.16 0.38 10.80 10.80 66.93 56.02 0.00 $0.00 1080.00 5 0.0 1.000 -10.91 2023-11-08
BILL231208C00087000 BILL CALL Long 87.00 None $0.00 0.00 $-4.74 -0.07 0.16 10.80 10.80 66.93 62.19 0.00 $0.00 1080.00 4 0.0 1.000 -4.74 2023-11-07
BILL231208C00087000 BILL CALL Long 87.00 None $0.00 0.00 $-5.49 -0.08 0.10 10.80 10.80 66.93 61.44 0.00 $0.00 1080.00 3 0.0 1.000 -5.49 2023-11-06
BILL231208C00087000 BILL CALL Long 87.00 None $0.00 0.00 $-5.49 -0.08 0.10 10.80 10.80 66.93 61.44 0.00 $0.00 1080.00 2 0.0 1.000 -5.49 2023-11-05
BILL231208C00087000 BILL CALL Long 87.00 None $0.00 0.00 $0.00 0.00 0.00 10.80 10.80 66.93 66.93 0.00 $0.00 1080.00 0 1.0 1.000 0.00 2023-11-03

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