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View Outliers PnL Drill-Down: BITF241206C00002000

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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
2024-11-06 BITF BITF241206C00002000 2.00 78.0 350.000 1.172 0.354 0.2 0.0 -0.010 0.340 0.200 0.35 2.13 2024-12-06 CALL Short 0.425 0.455 0.177

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
BITF241206C00002000 BITF CALL Short 2.00 None $0.22 0.63 $0.05 0.02 0.14 0.35 0.13 2.13 2.08 0.22 $22.00 213.00 29 511.0 1181.000 0.05 2024-12-05
BITF241206C00002000 BITF CALL Short 2.00 None $0.20 0.57 $-0.01 -0.00 0.02 0.35 0.15 2.13 2.14 0.20 $20.00 213.00 28 547.0 1118.000 -0.01 2024-12-04
BITF241206C00002000 BITF CALL Short 2.00 None $0.27 0.77 $0.14 0.07 -0.20 0.35 0.08 2.13 1.99 0.27 $27.00 213.00 27 372.0 961.000 0.14 2024-12-03
BITF241206C00002000 BITF CALL Short 2.00 None $0.23 0.66 $0.09 0.04 -0.08 0.35 0.12 2.13 2.04 0.23 $23.00 213.00 26 220.0 931.000 0.09 2024-12-02
BITF241206C00002000 BITF CALL Short 2.00 None $0.12 0.34 $-0.02 -0.01 -1.17 0.35 0.23 2.13 2.15 0.12 $12.00 213.00 25 276.0 0.000 -0.02 2024-12-01
BITF241206C00002000 BITF CALL Short 2.00 None $0.12 0.34 $-0.02 -0.01 0.27 0.35 0.23 2.13 2.15 0.12 $12.00 213.00 24 276.0 785.000 -0.02 2024-11-30
BITF241206C00002000 BITF CALL Short 2.00 None $0.14 0.40 $-0.02 -0.01 -0.05 0.35 0.21 2.13 2.15 0.14 $14.00 213.00 22 386.0 761.000 -0.02 2024-11-28
BITF241206C00002000 BITF CALL Short 2.00 None $0.17 0.49 $0.07 0.03 -0.27 0.35 0.18 2.13 2.06 0.17 $17.00 213.00 21 1.0 761.000 0.07 2024-11-27
BITF241206C00002000 BITF CALL Short 2.00 None $0.21 0.60 $0.16 0.08 -0.16 0.35 0.14 2.13 1.97 0.21 $21.00 213.00 20 152.0 650.000 0.16 2024-11-26
BITF241206C00002000 BITF CALL Short 2.00 None $0.17 0.49 $0.08 0.04 -0.16 0.35 0.18 2.13 2.05 0.17 $17.00 213.00 19 282.0 717.000 0.08 2024-11-25
BITF241206C00002000 BITF CALL Short 2.00 None $0.08 0.23 $0.02 0.01 -0.24 0.35 0.27 2.13 2.11 0.08 $8.00 213.00 18 156.0 571.000 0.02 2024-11-24
BITF241206C00002000 BITF CALL Short 2.00 None $0.08 0.23 $0.02 0.01 -0.31 0.35 0.27 2.13 2.11 0.08 $8.00 213.00 17 156.0 571.000 0.02 2024-11-23
BITF241206C00002000 BITF CALL Short 2.00 None $0.06 0.17 $0.02 0.01 0.12 0.35 0.29 2.13 2.11 0.06 $6.00 213.00 16 155.0 571.000 0.02 2024-11-22
BITF241206C00002000 BITF CALL Short 2.00 None $0.10 0.29 $0.08 0.04 0.01 0.35 0.25 2.13 2.05 0.10 $10.00 213.00 15 46.0 542.000 0.08 2024-11-21
BITF241206C00002000 BITF CALL Short 2.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $0.04 0.11 $-0.04 -0.02 -0.03 0.35 0.31 2.13 2.17 0.04 $4.00 213.00 14 13.0 535.000 -0.04 2024-11-20
BITF241206C00002000 BITF CALL Short 2.00 None $-0.00 -0.00 $-0.10 -0.05 0.02 0.35 0.35 2.13 2.23 -0.00 $-0.00 213.00 13 12.0 530.000 -0.10 2024-11-19
BITF241206C00002000 BITF CALL Short 2.00 None $0.05 0.14 $-0.03 -0.01 -0.06 0.35 0.30 2.13 2.16 0.05 $5.00 213.00 12 85.0 466.000 -0.03 2024-11-18
BITF241206C00002000 BITF CALL Short 2.00 None $-0.07 -0.20 $-0.12 -0.06 0.16 0.35 0.42 2.13 2.25 -0.07 $-7.00 213.00 11 30.0 470.000 -0.12 2024-11-17
BITF241206C00002000 BITF CALL Short 2.00 None $-0.07 -0.20 $-0.12 -0.06 0.12 0.35 0.42 2.13 2.25 -0.07 $-7.00 213.00 10 30.0 470.000 -0.12 2024-11-16
BITF241206C00002000 BITF CALL Short 2.00 None $-0.07 -0.20 $-0.12 -0.06 0.06 0.35 0.42 2.13 2.25 -0.07 $-7.00 213.00 9 30.0 470.000 -0.12 2024-11-15
BITF241206C00002000 BITF CALL Short 2.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $0.02 0.06 $0.02 0.01 0.12 0.35 0.33 2.13 2.11 0.02 $2.00 213.00 8 96.0 415.000 0.02 2024-11-14
BITF241206C00002000 BITF CALL Short 2.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $-0.10 -0.29 $-0.14 -0.07 0.08 0.35 0.45 2.13 2.27 -0.10 $-10.00 213.00 7 119.0 324.000 -0.14 2024-11-13
BITF241206C00002000 BITF CALL Short 2.00 None $-0.45 -1.29 $-0.56 -0.26 0.14 0.35 0.80 2.13 2.69 -0.45 $-45.00 213.00 6 42.0 313.000 -0.56 2024-11-12
BITF241206C00002000 BITF CALL Short 2.00 None $-0.45 -1.29 $-0.51 -0.24 0.21 0.35 0.80 2.13 2.64 -0.45 $-45.00 213.00 5 224.0 357.000 -0.51 2024-11-11
BITF241206C00002000 BITF CALL Short 2.00 None $-0.05 -0.14 $-0.11 -0.05 0.09 0.35 0.40 2.13 2.24 -0.05 $-5.00 213.00 4 8.0 359.000 -0.11 2024-11-10
BITF241206C00002000 BITF CALL Short 2.00 None $-0.05 -0.14 $-0.11 -0.05 0.07 0.35 0.40 2.13 2.24 -0.05 $-5.00 213.00 3 8.0 359.000 -0.11 2024-11-09
BITF241206C00002000 BITF CALL Short 2.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $-0.05 -0.14 $-0.05 -0.02 -0.10 0.35 0.40 2.13 2.18 -0.05 $-5.00 213.00 2 5.0 359.000 -0.05 2024-11-08
BITF241206C00002000 BITF CALL Short 2.00 None $-0.05 -0.14 $-0.12 -0.06 -0.12 0.35 0.40 2.13 2.25 -0.05 $-5.00 213.00 1 56.0 401.000 -0.12 2024-11-07
BITF241206C00002000 BITF CALL Short 2.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $-0.00 -0.00 $-0.00 -0.00 0.00 0.35 0.35 2.13 2.13 -0.00 $-0.00 213.00 0 78.0 350.000 -0.00 2024-11-06

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