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View Outliers PnL Drill-Down: BITF240920C00002000

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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
2024-08-08	BITF	BITF240920C00002000	2.00	100.0	131.000	0.969	0.422	0.3	0.0	-0.010	0.400	0.140	0.30	2.25	2024-09-20	CALL	Short	0.454	0.496	0.220

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	BITF	0.727	0.145	0.397	0.259	0.244	-0.153	2.07	-0.711	0.0000	1.59	3.61	21	1y	2.12

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
BITF240920C00002000	BITF	CALL	Short	2.00	None	$0.40	0.80	$0.27	0.12	-0.12	0.50	0.10	2.30	2.03	0.40	$40.00	230.00	42	160.0	3814.000	0.27	2024-09-19
BITF240920C00002000	BITF	CALL	Short	2.00	None	$0.40	0.80	$0.34	0.15	0.20	0.50	0.10	2.30	1.96	0.40	$40.00	230.00	41	144.0	3702.000	0.34	2024-09-18
BITF240920C00002000	BITF	CALL	Short	2.00	None	$0.43	0.86	$0.27	0.12	-0.38	0.50	0.07	2.30	2.03	0.43	$43.00	230.00	40	82.0	3667.000	0.27	2024-09-17
BITF240920C00002000	BITF	CALL	Short	2.00	None	$0.40	0.80	$0.32	0.14	-0.20	0.50	0.10	2.30	1.98	0.40	$40.00	230.00	39	62.0	3650.000	0.32	2024-09-16
BITF240920C00002000	BITF	CALL	Short	2.00	None	$0.35	0.70	$0.26	0.11	-0.11	0.50	0.15	2.30	2.04	0.35	$35.00	230.00	37	514.0	3630.000	0.26	2024-09-14
BITF240920C00002000	BITF	CALL	Short	2.00	None	$0.35	0.70	$0.26	0.11	-0.23	0.50	0.15	2.30	2.04	0.35	$35.00	230.00	36	514.0	3630.000	0.26	2024-09-13
BITF240920C00002000	BITF	CALL	Short	2.00	None	$0.38	0.76	$0.26	0.11	-0.28	0.50	0.12	2.30	2.04	0.38	$38.00	230.00	35	31.0	3624.000	0.26	2024-09-12
BITF240920C00002000	BITF	CALL	Short	2.00	None	$0.36	0.72	$0.31	0.13	-0.12	0.50	0.14	2.30	1.99	0.36	$36.00	230.00	34	527.0	3113.000	0.31	2024-09-11
BITF240920C00002000	BITF	CALL	Short	2.00	None	$0.40	0.80	$0.29	0.13	-0.25	0.50	0.10	2.30	2.01	0.40	$40.00	230.00	33	2579.0	792.000	0.29	2024-09-10
BITF240920C00002000	BITF	CALL	Short	2.00	None	$0.35	0.70	$0.36	0.16	-0.03	0.50	0.15	2.30	1.94	0.35	$35.00	230.00	32	181.0	684.000	0.36	2024-09-09
BITF240920C00002000	BITF	CALL	Short	2.00	None	$0.43	0.86	$0.51	0.22	0.25	0.50	0.07	2.30	1.79	0.43	$43.00	230.00	31	219.0	568.000	0.51	2024-09-08
BITF240920C00002000	BITF	CALL	Short	2.00	None	$0.43	0.86	$0.51	0.22	-0.08	0.50	0.07	2.30	1.79	0.43	$43.00	230.00	29	219.0	568.000	0.51	2024-09-06
BITF240920C00002000	BITF	CALL	Short	2.00	None	$0.35	0.70	$0.39	0.17	-0.09	0.50	0.15	2.30	1.91	0.35	$35.00	230.00	28	24.0	578.000	0.39	2024-09-05
BITF240920C00002000	BITF	CALL	Short	2.00	None	$0.30	0.60	$0.37	0.16	-0.04	0.50	0.20	2.30	1.93	0.30	$30.00	230.00	27	20.0	563.000	0.37	2024-09-04
BITF240920C00002000	BITF	CALL	Short	2.00	None	$0.25	0.50	$0.14	0.06	-0.16	0.50	0.25	2.30	2.16	0.25	$25.00	230.00	23	13.0	491.000	0.14	2024-08-31
BITF240920C00002000	BITF	CALL	Short	2.00	None	$0.25	0.50	$0.14	0.06	-0.20	0.50	0.25	2.30	2.16	0.25	$25.00	230.00	22	13.0	491.000	0.14	2024-08-30
BITF240920C00002000	BITF	CALL	Short	2.00	None	$0.15	0.30	$0.13	0.06	-0.13	0.50	0.35	2.30	2.17	0.15	$15.00	230.00	21	1.0	491.000	0.13	2024-08-29
BITF240920C00002000	BITF	CALL	Short	2.00	None	$0.20	0.40	$0.14	0.06	-0.24	0.50	0.30	2.30	2.16	0.20	$20.00	230.00	20	59.0	518.000	0.14	2024-08-28
BITF240920C00002000	BITF	CALL	Short	2.00	None	$0.07	0.14	$-0.01	-0.00	-1.11	0.50	0.43	2.30	2.31	0.07	$7.00	230.00	19	10.0	511.000	-0.01	2024-08-27
BITF240920C00002000	BITF	CALL	Short	2.00	None	$0.07	0.14	$-0.08	-0.03	-0.22	0.50	0.43	2.30	2.38	0.07	$7.00	230.00	18	10.0	519.000	-0.08	2024-08-26
BITF240920C00002000	BITF	CALL	Short	2.00	None	$-0.00	-0.00	$-0.14	-0.06	-0.23	0.50	0.50	2.30	2.44	-0.00	$-0.00	230.00	17	45.0	506.000	-0.14	2024-08-25
BITF240920C00002000	BITF	CALL	Short	2.00	None	$-0.00	-0.00	$-0.14	-0.06	-0.25	0.50	0.50	2.30	2.44	-0.00	$-0.00	230.00	16	45.0	506.000	-0.14	2024-08-24
BITF240920C00002000	BITF	CALL	Short	2.00	None	$0.07	0.14	$-0.14	-0.06	-0.26	0.50	0.43	2.30	2.44	0.07	$7.00	230.00	15	44.0	506.000	-0.14	2024-08-23
BITF240920C00002000	BITF	CALL	Short	2.00	None	$0.10	0.20	$0.04	0.02	-0.09	0.50	0.40	2.30	2.26	0.10	$10.00	230.00	14	34.0	482.000	0.04	2024-08-22
BITF240920C00002000	BITF	CALL	Short	2.00	None	$0.01	0.02	$-0.08	-0.03	-0.17	0.50	0.49	2.30	2.38	0.01	$1.00	230.00	13	30.0	464.000	-0.08	2024-08-21
BITF240920C00002000	BITF	CALL	Short	2.00	None	$0.05	0.10	$-0.06	-0.03	-0.11	0.50	0.45	2.30	2.36	0.05	$5.00	230.00	12	20.0	448.000	-0.06	2024-08-20
BITF240920C00002000	BITF	CALL	Short	2.00	None	$-0.00	-0.00	$-0.09	-0.04	-0.12	0.50	0.50	2.30	2.39	-0.00	$-0.00	230.00	11	155.0	302.000	-0.09	2024-08-19
BITF240920C00002000	BITF	CALL	Short	2.00	None	$-0.05	-0.10	$-0.09	-0.04	1.64	0.50	0.55	2.30	2.39	-0.05	$-5.00	230.00	10	12.0	290.000	-0.09	2024-08-18
BITF240920C00002000	BITF	CALL	Short	2.00	None	$-0.05	-0.10	$-0.09	-0.04	1.60	0.50	0.55	2.30	2.39	-0.05	$-5.00	230.00	9	12.0	290.000	-0.09	2024-08-17
BITF240920C00002000	BITF	CALL	Short	2.00	None	$-0.05	-0.10	$-0.09	-0.04	-0.16	0.50	0.55	2.30	2.39	-0.05	$-5.00	230.00	8	12.0	290.000	-0.09	2024-08-16
BITF240920C00002000	BITF	CALL	Short	2.00	None	$-0.05	-0.10	$-0.00	-0.00	0.10	0.50	0.55	2.30	2.30	-0.05	$-5.00	230.00	7	32.0	260.000	-0.00	2024-08-15
BITF240920C00002000	BITF	CALL	Short	2.00	None	$0.10	0.20	$0.07	0.03	-0.21	0.50	0.40	2.30	2.23	0.10	$10.00	230.00	6	82.0	179.000	0.07	2024-08-14
BITF240920C00002000	BITF	CALL	Short	2.00	None	$-0.03	-0.06	$0.02	0.01	0.03	0.50	0.53	2.30	2.28	-0.03	$-3.00	230.00	5	16.0	163.000	0.02	2024-08-13
BITF240920C00002000	BITF	CALL	Short	2.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.05	0.10	$0.08	0.03	0.45	0.50	0.45	2.30	2.22	0.05	$5.00	230.00	4	27.0	136.000	0.08	2024-08-12
BITF240920C00002000	BITF	CALL	Short	2.00	None	$-0.00	-0.00	$0.03	0.01	-0.09	0.50	0.50	2.30	2.27	-0.00	$-0.00	230.00	1	106.0	136.000	0.03	2024-08-09
BITF240920C00002000	BITF	CALL	Short	2.00	None	$-0.00	-0.00	$-0.00	-0.00	0.00	0.50	0.50	2.30	2.30	-0.00	$-0.00	230.00	0	106.0	131.000	-0.00	2024-08-08

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