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View Outliers PnL Drill-Down: BLND240419C00005000

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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
2024-02-21	BLND	BLND240419C00005000	5.00	23.0	20.000	1.219	0.416	0.0	2.6	0.010	0.030	2.590	0.15	2.41	2024-04-19	CALL	Long	0.375	0.417	-0.154

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	BLND	0.727	0.140	0.413	0.229	0.140	-0.078	5.04	-1.182	0.0000	2.12	5.35	21	1y	3.86

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
BLND240419C00005000	BLND	CALL	Long	5.00	None	$-0.05	-0.33	$-0.03	-0.01	4.59	0.15	0.10	2.41	2.38	-0.05	$-5.00	15.00	57	1.0	2380.000	-0.03	2024-04-18
BLND240419C00005000	BLND	CALL	Long	5.00	None	$-0.05	-0.33	$-0.01	-0.00	3.47	0.15	0.10	2.41	2.40	-0.05	$-5.00	15.00	56	1.0	2380.000	-0.01	2024-04-17
BLND240419C00005000	BLND	CALL	Long	5.00	None	$-0.05	-0.33	$-0.03	-0.01	2.91	0.15	0.10	2.41	2.38	-0.05	$-5.00	15.00	55	1.0	2380.000	-0.03	2024-04-16
BLND240419C00005000	BLND	CALL	Long	5.00	None	$-0.05	-0.33	$0.01	0.00	2.41	0.15	0.10	2.41	2.42	-0.05	$-5.00	15.00	54	1.0	2380.000	0.01	2024-04-15
BLND240419C00005000	BLND	CALL	Long	5.00	None	$-0.05	-0.33	$0.12	0.05	1.47	0.15	0.10	2.41	2.53	-0.05	$-5.00	15.00	51	1.0	2380.000	0.12	2024-04-12
BLND240419C00005000	BLND	CALL	Long	5.00	None	$-0.05	-0.33	$0.25	0.10	1.16	0.15	0.10	2.41	2.66	-0.05	$-5.00	15.00	50	1.0	2380.000	0.25	2024-04-11
BLND240419C00005000	BLND	CALL	Long	5.00	None	$-0.05	-0.33	$0.42	0.17	0.84	0.15	0.10	2.41	2.83	-0.05	$-5.00	15.00	49	1.0	2380.000	0.42	2024-04-10
BLND240419C00005000	BLND	CALL	Long	5.00	None	$-0.05	-0.33	$0.52	0.22	0.66	0.15	0.10	2.41	2.93	-0.05	$-5.00	15.00	48	1.0	2380.000	0.52	2024-04-09
BLND240419C00005000	BLND	CALL	Long	5.00	None	$-0.05	-0.33	$0.50	0.21	0.58	0.15	0.10	2.41	2.91	-0.05	$-5.00	15.00	47	1.0	2380.000	0.50	2024-04-08
BLND240419C00005000	BLND	CALL	Long	5.00	None	$-0.05	-0.33	$0.60	0.25	0.31	0.15	0.10	2.41	3.01	-0.05	$-5.00	15.00	44	1.0	2380.000	0.60	2024-04-05
BLND240419C00005000	BLND	CALL	Long	5.00	None	$-0.05	-0.33	$0.59	0.24	0.26	0.15	0.10	2.41	3.00	-0.05	$-5.00	15.00	43	1.0	2380.000	0.59	2024-04-04
BLND240419C00005000	BLND	CALL	Long	5.00	None	$-0.05	-0.33	$0.72	0.30	0.12	0.15	0.10	2.41	3.13	-0.05	$-5.00	15.00	42	1.0	2380.000	0.72	2024-04-03
BLND240419C00005000	BLND	CALL	Long	5.00	None	$-0.05	-0.33	$0.61	0.25	0.16	0.15	0.10	2.41	3.02	-0.05	$-5.00	15.00	41	1.0	2380.000	0.61	2024-04-02
BLND240419C00005000	BLND	CALL	Long	5.00	None	$-0.05	-0.33	$0.66	0.27	0.36	0.15	0.10	2.41	3.07	-0.05	$-5.00	15.00	40	1.0	2380.000	0.66	2024-04-01
BLND240419C00005000	BLND	CALL	Long	5.00	None	$-0.05	-0.33	$0.84	0.35	0.17	0.15	0.10	2.41	3.25	-0.05	$-5.00	15.00	39	1.0	2380.000	0.84	2024-03-31
BLND240419C00005000	BLND	CALL	Long	5.00	None	$-0.05	-0.33	$0.84	0.35	0.09	0.15	0.10	2.41	3.25	-0.05	$-5.00	15.00	38	1.0	2380.000	0.84	2024-03-30
BLND240419C00005000	BLND	CALL	Long	5.00	None	$-0.05	-0.33	$0.84	0.35	0.06	0.15	0.10	2.41	3.25	-0.05	$-5.00	15.00	37	1.0	2380.000	0.84	2024-03-29
BLND240419C00005000	BLND	CALL	Long	5.00	None	$-0.05	-0.33	$0.84	0.35	0.04	0.15	0.10	2.41	3.25	-0.05	$-5.00	15.00	36	1.0	2380.000	0.84	2024-03-28
BLND240419C00005000	BLND	CALL	Long	5.00	None	$-0.05	-0.33	$0.74	0.31	0.23	0.15	0.10	2.41	3.15	-0.05	$-5.00	15.00	35	1.0	2380.000	0.74	2024-03-27
BLND240419C00005000	BLND	CALL	Long	5.00	None	$-0.05	-0.33	$0.73	0.30	-0.12	0.15	0.10	2.41	3.14	-0.05	$-5.00	15.00	34	1.0	2380.000	0.73	2024-03-26
BLND240419C00005000	BLND	CALL	Long	5.00	None	$-0.10	-0.67	$0.70	0.29	0.06	0.15	0.05	2.41	3.11	-0.10	$-10.00	15.00	33	73.0	2380.000	0.70	2024-03-25
BLND240419C00005000	BLND	CALL	Long	5.00	None	$-0.10	-0.67	$0.58	0.24	-0.11	0.15	0.05	2.41	2.99	-0.10	$-10.00	15.00	30	73.0	2393.000	0.58	2024-03-22
BLND240419C00005000	BLND	CALL	Long	5.00	None	$-0.09	-0.60	$0.65	0.27	0.15	0.15	0.06	2.41	3.06	-0.09	$-9.00	15.00	29	28.0	2393.000	0.65	2024-03-21
BLND240419C00005000	BLND	CALL	Long	5.00	None	$-0.09	-0.60	$0.89	0.37	-0.05	0.15	0.06	2.41	3.30	-0.09	$-9.00	15.00	28	24.0	2392.000	0.89	2024-03-20
BLND240419C00005000	BLND	CALL	Long	5.00	None	$-0.05	-0.33	$0.83	0.34	-0.02	0.15	0.10	2.41	3.24	-0.05	$-5.00	15.00	27	290.0	2384.000	0.83	2024-03-19
BLND240419C00005000	BLND	CALL	Long	5.00	None	$-0.04	-0.27	$0.69	0.29	0.26	0.15	0.11	2.41	3.10	-0.04	$-4.00	15.00	26	434.0	1975.000	0.69	2024-03-18
BLND240419C00005000	BLND	CALL	Long	5.00	None	$-0.09	-0.60	$0.40	0.17	0.20	0.15	0.06	2.41	2.81	-0.09	$-9.00	15.00	23	193.0	1985.000	0.40	2024-03-15
BLND240419C00005000	BLND	CALL	Long	5.00	None	$-0.10	-0.67	$-0.04	-0.02	0.52	0.15	0.05	2.41	2.37	-0.10	$-10.00	15.00	22	218.0	2096.000	-0.04	2024-03-14
BLND240419C00005000	BLND	CALL	Long	5.00	None	$-0.05	-0.33	$0.20	0.08	0.45	0.15	0.10	2.41	2.61	-0.05	$-5.00	15.00	21	131.0	1990.000	0.20	2024-03-13
BLND240419C00005000	BLND	CALL	Long	5.00	None	$0.00	0.00	$0.59	0.24	0.22	0.15	0.15	2.41	3.00	0.00	$0.00	15.00	20	1.0	1990.000	0.59	2024-03-12
BLND240419C00005000	BLND	CALL	Long	5.00	None	$0.00	0.00	$0.50	0.21	0.35	0.15	0.15	2.41	2.91	0.00	$0.00	15.00	19	1127.0	1122.000	0.50	2024-03-11
BLND240419C00005000	BLND	CALL	Long	5.00	None	$0.00	0.00	$0.69	0.29	0.16	0.15	0.15	2.41	3.10	0.00	$0.00	15.00	16	43.0	1104.000	0.69	2024-03-08
BLND240419C00005000	BLND	CALL	Long	5.00	None	$0.02	0.13	$0.58	0.24	0.30	0.15	0.17	2.41	2.99	0.02	$2.00	15.00	15	1334.0	411.000	0.58	2024-03-07
BLND240419C00005000	BLND	CALL	Long	5.00	None	$0.05	0.33	$0.62	0.26	0.47	0.15	0.20	2.41	3.03	0.05	$5.00	15.00	14	91.0	151.000	0.62	2024-03-06
BLND240419C00005000	BLND	CALL	Long	5.00	None	$-0.05	-0.33	$0.23	0.10	0.01	0.15	0.10	2.41	2.64	-0.05	$-5.00	15.00	13	91.0	151.000	0.23	2024-03-05
BLND240419C00005000	BLND	CALL	Long	5.00	None	$-0.05	-0.33	$0.33	0.14	-0.72	0.15	0.10	2.41	2.74	-0.05	$-5.00	15.00	12	91.0	0.000	0.33	2024-03-04
BLND240419C00005000	BLND	CALL	Long	5.00	None	$-0.05	-0.33	$0.34	0.14	0.64	0.15	0.10	2.41	2.75	-0.05	$-5.00	15.00	11	91.0	70.000	0.34	2024-03-03
BLND240419C00005000	BLND	CALL	Long	5.00	None	$-0.05	-0.33	$0.34	0.14	0.64	0.15	0.10	2.41	2.75	-0.05	$-5.00	15.00	10	91.0	70.000	0.34	2024-03-02
BLND240419C00005000	BLND	CALL	Long	5.00	None	$-0.10	-0.67	$0.37	0.15	0.10	0.15	0.05	2.41	2.78	-0.10	$-10.00	15.00	9	30.0	70.000	0.37	2024-03-01
BLND240419C00005000	BLND	CALL	Long	5.00	None	$-0.10	-0.67	$0.05	0.02	0.06	0.15	0.05	2.41	2.46	-0.10	$-10.00	15.00	8	30.0	40.000	0.05	2024-02-29
BLND240419C00005000	BLND	CALL	Long	5.00	None	$-0.10	-0.67	$-0.01	-0.00	0.09	0.15	0.05	2.41	2.40	-0.10	$-10.00	15.00	7	20.0	40.000	-0.01	2024-02-28
BLND240419C00005000	BLND	CALL	Long	5.00	None	$-0.10	-0.67	$0.06	0.02	0.03	0.15	0.05	2.41	2.47	-0.10	$-10.00	15.00	6	20.0	40.000	0.06	2024-02-27
BLND240419C00005000	BLND	CALL	Long	5.00	None	$-0.10	-0.67	$-0.04	-0.02	0.08	0.15	0.05	2.41	2.37	-0.10	$-10.00	15.00	5	20.0	40.000	-0.04	2024-02-26
BLND240419C00005000	BLND	CALL	Long	5.00	None	$-0.10	-0.67	$-0.18	-0.07	0.17	0.15	0.05	2.41	2.23	-0.10	$-10.00	15.00	4	20.0	20.000	-0.18	2024-02-25
BLND240419C00005000	BLND	CALL	Long	5.00	None	$-0.10	-0.67	$-0.18	-0.07	-0.05	0.15	0.05	2.41	2.23	-0.10	$-10.00	15.00	2	20.0	20.000	-0.18	2024-02-23
BLND240419C00005000	BLND	CALL	Long	5.00	None	$0.00	0.00	$-0.19	-0.08	0.68	0.15	0.15	2.41	2.22	0.00	$0.00	15.00	1	23.0	20.000	-0.19	2024-02-22
BLND240419C00005000	BLND	CALL	Long	5.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.00	0.00	0.00	0.15	0.15	2.41	2.41	0.00	$0.00	15.00	0	23.0	20.000	0.00	2024-02-21

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