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View Outliers PnL Drill-Down: BITF240920C00002500

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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	BITF240920C00002500	2.50	496.0	1652.000	1.109	0.432	0.1	0.2	-0.010	0.240	0.420	0.30	2.30	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
BITF240920C00002500	BITF	CALL	Short	2.50	None	$0.26	0.87	$0.27	0.12	1.33	0.30	0.04	2.30	2.03	0.26	$26.00	230.00	42	15.0	3488.000	0.27	2024-09-19
BITF240920C00002500	BITF	CALL	Short	2.50	None	$0.29	0.97	$0.34	0.15	1.14	0.30	0.01	2.30	1.96	0.29	$29.00	230.00	41	6.0	3493.000	0.34	2024-09-18
BITF240920C00002500	BITF	CALL	Short	2.50	None	$0.27	0.90	$0.27	0.12	0.64	0.30	0.03	2.30	2.03	0.27	$27.00	230.00	40	1.0	3492.000	0.27	2024-09-17
BITF240920C00002500	BITF	CALL	Short	2.50	None	$0.26	0.87	$0.32	0.14	0.58	0.30	0.04	2.30	1.98	0.26	$26.00	230.00	39	46.0	3492.000	0.32	2024-09-16
BITF240920C00002500	BITF	CALL	Short	2.50	None	$0.26	0.87	$0.26	0.11	0.27	0.30	0.04	2.30	2.04	0.26	$26.00	230.00	37	46.0	3460.000	0.26	2024-09-14
BITF240920C00002500	BITF	CALL	Short	2.50	None	$0.25	0.83	$0.26	0.11	0.08	0.30	0.05	2.30	2.04	0.25	$25.00	230.00	36	13.0	3460.000	0.26	2024-09-13
BITF240920C00002500	BITF	CALL	Short	2.50	None	$0.26	0.87	$0.26	0.11	0.02	0.30	0.04	2.30	2.04	0.26	$26.00	230.00	35	10.0	3453.000	0.26	2024-09-12
BITF240920C00002500	BITF	CALL	Short	2.50	None	$0.25	0.83	$0.31	0.13	0.05	0.30	0.05	2.30	1.99	0.25	$25.00	230.00	34	2.0	3453.000	0.31	2024-09-11
BITF240920C00002500	BITF	CALL	Short	2.50	None	$0.25	0.83	$0.29	0.13	-0.03	0.30	0.05	2.30	2.01	0.25	$25.00	230.00	33	46.0	3453.000	0.29	2024-09-10
BITF240920C00002500	BITF	CALL	Short	2.50	None	$0.25	0.83	$0.36	0.16	0.05	0.30	0.05	2.30	1.94	0.25	$25.00	230.00	32	46.0	3452.000	0.36	2024-09-09
BITF240920C00002500	BITF	CALL	Short	2.50	None	$0.25	0.83	$0.51	0.22	0.33	0.30	0.05	2.30	1.79	0.25	$25.00	230.00	31	1.0	3453.000	0.51	2024-09-08
BITF240920C00002500	BITF	CALL	Short	2.50	None	$0.25	0.83	$0.51	0.22	0.17	0.30	0.05	2.30	1.79	0.25	$25.00	230.00	29	1.0	3453.000	0.51	2024-09-06
BITF240920C00002500	BITF	CALL	Short	2.50	None	$0.25	0.83	$0.39	0.17	-0.06	0.30	0.05	2.30	1.91	0.25	$25.00	230.00	28	3.0	3450.000	0.39	2024-09-05
BITF240920C00002500	BITF	CALL	Short	2.50	None	$0.25	0.83	$0.37	0.16	-0.14	0.30	0.05	2.30	1.93	0.25	$25.00	230.00	27	49.0	3463.000	0.37	2024-09-04
BITF240920C00002500	BITF	CALL	Short	2.50	None	$0.25	0.83	$0.14	0.06	-0.19	0.30	0.05	2.30	2.16	0.25	$25.00	230.00	23	39.0	3021.000	0.14	2024-08-31
BITF240920C00002500	BITF	CALL	Short	2.50	None	$0.25	0.83	$0.14	0.06	-0.23	0.30	0.05	2.30	2.16	0.25	$25.00	230.00	22	39.0	3021.000	0.14	2024-08-30
BITF240920C00002500	BITF	CALL	Short	2.50	None	$0.20	0.67	$0.13	0.06	-0.01	0.30	0.10	2.30	2.17	0.20	$20.00	230.00	21	94.0	2937.000	0.13	2024-08-29
BITF240920C00002500	BITF	CALL	Short	2.50	None	$0.20	0.67	$0.14	0.06	-0.02	0.30	0.10	2.30	2.16	0.20	$20.00	230.00	20	33.0	2911.000	0.14	2024-08-28
BITF240920C00002500	BITF	CALL	Short	2.50	None	$0.11	0.37	$-0.00	-0.00	-0.98	0.30	0.19	2.30	2.30	0.11	$11.00	230.00	19	169.0	2889.000	-0.00	2024-08-27
BITF240920C00002500	BITF	CALL	Short	2.50	None	$0.11	0.37	$-0.08	-0.03	-0.12	0.30	0.19	2.30	2.38	0.11	$11.00	230.00	18	169.0	2756.000	-0.08	2024-08-26
BITF240920C00002500	BITF	CALL	Short	2.50	None	$0.10	0.33	$-0.14	-0.06	-0.16	0.30	0.20	2.30	2.44	0.10	$10.00	230.00	17	131.0	2664.000	-0.14	2024-08-25
BITF240920C00002500	BITF	CALL	Short	2.50	None	$0.10	0.33	$-0.14	-0.06	-0.18	0.30	0.20	2.30	2.44	0.10	$10.00	230.00	16	131.0	2664.000	-0.14	2024-08-24
BITF240920C00002500	BITF	CALL	Short	2.50	None	$0.10	0.33	$-0.14	-0.06	-0.20	0.30	0.20	2.30	2.44	0.10	$10.00	230.00	15	129.0	2664.000	-0.14	2024-08-23
BITF240920C00002500	BITF	CALL	Short	2.50	None	$0.15	0.50	$0.04	0.02	-0.08	0.30	0.15	2.30	2.26	0.15	$15.00	230.00	14	246.0	2556.000	0.04	2024-08-22
BITF240920C00002500	BITF	CALL	Short	2.50	None	$0.10	0.33	$-0.08	-0.03	-0.12	0.30	0.20	2.30	2.38	0.10	$10.00	230.00	13	226.0	2467.000	-0.08	2024-08-21
BITF240920C00002500	BITF	CALL	Short	2.50	None	$0.09	0.30	$-0.06	-0.03	-0.09	0.30	0.21	2.30	2.36	0.09	$9.00	230.00	12	37.0	2433.000	-0.06	2024-08-20
BITF240920C00002500	BITF	CALL	Short	2.50	None	$0.05	0.17	$-0.09	-0.04	-0.16	0.30	0.25	2.30	2.39	0.05	$5.00	230.00	11	398.0	2104.000	-0.09	2024-08-19
BITF240920C00002500	BITF	CALL	Short	2.50	None	$-0.00	-0.00	$-0.09	-0.04	-0.01	0.30	0.30	2.30	2.39	-0.00	$-0.00	230.00	10	28.0	2082.000	-0.09	2024-08-18
BITF240920C00002500	BITF	CALL	Short	2.50	None	$-0.00	-0.00	$-0.09	-0.04	-0.02	0.30	0.30	2.30	2.39	-0.00	$-0.00	230.00	9	28.0	2082.000	-0.09	2024-08-17
BITF240920C00002500	BITF	CALL	Short	2.50	None	$-0.00	-0.00	$-0.09	-0.04	-0.04	0.30	0.30	2.30	2.39	-0.00	$-0.00	230.00	8	27.0	2082.000	-0.09	2024-08-16
BITF240920C00002500	BITF	CALL	Short	2.50	None	$0.05	0.17	$-0.00	-0.00	0.02	0.30	0.25	2.30	2.30	0.05	$5.00	230.00	7	23.0	2059.000	-0.00	2024-08-15
BITF240920C00002500	BITF	CALL	Short	2.50	None	$0.08	0.27	$0.07	0.03	0.11	0.30	0.22	2.30	2.23	0.08	$8.00	230.00	6	14.0	2050.000	0.07	2024-08-14
BITF240920C00002500	BITF	CALL	Short	2.50	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.02	0.07	$0.02	0.01	0.10	0.30	0.28	2.30	2.28	0.02	$2.00	230.00	5	90.0	2004.000	0.02	2024-08-13
BITF240920C00002500	BITF	CALL	Short	2.50	None	$0.03	0.10	$0.08	0.03	-0.34	0.30	0.27	2.30	2.22	0.03	$3.00	230.00	4	73.0	1935.000	0.08	2024-08-12
BITF240920C00002500	BITF	CALL	Short	2.50	None	$-0.00	-0.00	$0.03	0.01	-0.34	0.30	0.30	2.30	2.27	-0.00	$-0.00	230.00	1	9.0	1934.000	0.03	2024-08-09
BITF240920C00002500	BITF	CALL	Short	2.50	None	$-0.00	-0.00	$-0.00	-0.00	0.00	0.30	0.30	2.30	2.30	-0.00	$-0.00	230.00	0	496.0	1652.000	-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