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View Outliers PnL Drill-Down: BLUE240119C00003500

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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
2023-12-08	BLUE	BLUE240119C00003500	3.50	1065.0	1960.000	2.023	0.616	0.1	0.5	0.080	0.560	1.020	0.63	3.02	2024-01-19	CALL	Long	0.414	0.671	-0.405

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	BLUE	0.909	0.142	1.027	0.370	1.027	0.799	8.97	-7.184	0.0000	6.00	61.00	21	1y	8.94

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
BLUE240119C00003500	BLUE	CALL	Long	3.50	None	$-0.49	-0.98	$-1.47	-0.51	5.74	0.50	0.01	2.86	1.39	-0.49	$-49.00	50.00	41	1.0	5864.000	-1.47	2024-01-18
BLUE240119C00003500	BLUE	CALL	Long	3.50	None	$-0.49	-0.98	$-1.45	-0.51	5.61	0.50	0.01	2.86	1.41	-0.49	$-49.00	50.00	40	7.0	5864.000	-1.45	2024-01-17
BLUE240119C00003500	BLUE	CALL	Long	3.50	None	$-0.49	-0.98	$-1.37	-0.48	3.11	0.50	0.01	2.86	1.49	-0.49	$-49.00	50.00	39	7.0	5864.000	-1.37	2024-01-16
BLUE240119C00003500	BLUE	CALL	Long	3.50	None	$-0.49	-0.98	$-1.36	-0.48	1.61	0.50	0.01	2.86	1.50	-0.49	$-49.00	50.00	35	7.0	5864.000	-1.36	2024-01-12
BLUE240119C00003500	BLUE	CALL	Long	3.50	None	$-0.49	-0.98	$-1.48	-0.52	1.74	0.50	0.01	2.86	1.38	-0.49	$-49.00	50.00	34	7.0	5871.000	-1.48	2024-01-11
BLUE240119C00003500	BLUE	CALL	Long	3.50	None	$-0.46	-0.92	$-1.48	-0.52	1.55	0.50	0.04	2.86	1.38	-0.46	$-46.00	50.00	33	2.0	5872.000	-1.48	2024-01-10
BLUE240119C00003500	BLUE	CALL	Long	3.50	None	$-0.46	-0.92	$-1.49	-0.52	1.36	0.50	0.04	2.86	1.37	-0.46	$-46.00	50.00	32	1.0	5872.000	-1.49	2024-01-09
BLUE240119C00003500	BLUE	CALL	Long	3.50	None	$-0.46	-0.92	$-1.39	-0.49	1.18	0.50	0.04	2.86	1.47	-0.46	$-46.00	50.00	31	1.0	5872.000	-1.39	2024-01-08
BLUE240119C00003500	BLUE	CALL	Long	3.50	None	$-0.46	-0.92	$-1.44	-0.50	1.14	0.50	0.04	2.86	1.42	-0.46	$-46.00	50.00	30	1.0	5872.000	-1.44	2024-01-07
BLUE240119C00003500	BLUE	CALL	Long	3.50	None	$-0.46	-0.92	$-1.44	-0.50	0.80	0.50	0.04	2.86	1.42	-0.46	$-46.00	50.00	28	1.0	5872.000	-1.44	2024-01-05
BLUE240119C00003500	BLUE	CALL	Long	3.50	None	$-0.46	-0.92	$-1.41	-0.49	-1.39	0.50	0.04	2.86	1.45	-0.46	$-46.00	50.00	27	1.0	5872.000	-1.41	2024-01-04
BLUE240119C00003500	BLUE	CALL	Long	3.50	None	$-0.45	-0.90	$-1.49	-0.52	-1.39	0.50	0.05	2.86	1.37	-0.45	$-45.00	50.00	26	50.0	5872.000	-1.49	2024-01-03
BLUE240119C00003500	BLUE	CALL	Long	3.50	None	$-0.47	-0.94	$-1.39	-0.49	-1.39	0.50	0.03	2.86	1.47	-0.47	$-47.00	50.00	25	35.0	5917.000	-1.39	2024-01-02
BLUE240119C00003500	BLUE	CALL	Long	3.50	None	$-0.47	-0.94	$-1.48	-0.52	0.68	0.50	0.03	2.86	1.38	-0.47	$-47.00	50.00	24	35.0	5917.000	-1.48	2024-01-01
BLUE240119C00003500	BLUE	CALL	Long	3.50	None	$-0.47	-0.94	$-1.48	-0.52	0.52	0.50	0.03	2.86	1.38	-0.47	$-47.00	50.00	22	35.0	5917.000	-1.48	2023-12-30
BLUE240119C00003500	BLUE	CALL	Long	3.50	None	$-0.47	-0.94	$-1.48	-0.52	0.43	0.50	0.03	2.86	1.38	-0.47	$-47.00	50.00	21	35.0	5917.000	-1.48	2023-12-29
BLUE240119C00003500	BLUE	CALL	Long	3.50	None	$-0.45	-0.90	$-1.45	-0.51	0.36	0.50	0.05	2.86	1.41	-0.45	$-45.00	50.00	20	104.0	5924.000	-1.45	2023-12-28
BLUE240119C00003500	BLUE	CALL	Long	3.50	None	$-0.48	-0.96	$-1.47	-0.51	0.30	0.50	0.02	2.86	1.39	-0.48	$-48.00	50.00	19	1.0	5924.000	-1.47	2023-12-27
BLUE240119C00003500	BLUE	CALL	Long	3.50	None	$-0.45	-0.90	$-1.50	-0.52	0.30	0.50	0.05	2.86	1.36	-0.45	$-45.00	50.00	18	2.0	5924.000	-1.50	2023-12-26
BLUE240119C00003500	BLUE	CALL	Long	3.50	None	$-0.45	-0.90	$-1.46	-0.51	0.21	0.50	0.05	2.86	1.40	-0.45	$-45.00	50.00	17	2.0	5924.000	-1.46	2023-12-25
BLUE240119C00003500	BLUE	CALL	Long	3.50	None	$-0.45	-0.90	$-1.46	-0.51	0.11	0.50	0.05	2.86	1.40	-0.45	$-45.00	50.00	15	2.0	5924.000	-1.46	2023-12-23
BLUE240119C00003500	BLUE	CALL	Long	3.50	None	$-0.45	-0.90	$-1.46	-0.51	0.08	0.50	0.05	2.86	1.40	-0.45	$-45.00	50.00	14	2.0	5924.000	-1.46	2023-12-22
BLUE240119C00003500	BLUE	CALL	Long	3.50	None	$-0.45	-0.90	$-1.49	-0.52	0.08	0.50	0.05	2.86	1.37	-0.45	$-45.00	50.00	13	17.0	5914.000	-1.49	2023-12-21
BLUE240119C00003500	BLUE	CALL	Long	3.50	None	$-0.45	-0.90	$-1.52	-0.53	0.10	0.50	0.05	2.86	1.34	-0.45	$-45.00	50.00	12	446.0	5666.000	-1.52	2023-12-20
BLUE240119C00003500	BLUE	CALL	Long	3.50	None	$-0.36	-0.72	$-0.43	-0.15	-0.48	0.50	0.14	2.86	2.43	-0.36	$-36.00	50.00	11	3982.0	7716.000	-0.43	2023-12-19
BLUE240119C00003500	BLUE	CALL	Long	3.50	None	$-0.25	-0.50	$0.19	0.07	-0.82	0.50	0.25	2.86	3.05	-0.25	$-25.00	50.00	10	879.0	7537.000	0.19	2023-12-18
BLUE240119C00003500	BLUE	CALL	Long	3.50	None	$0.00	0.00	$0.41	0.14	-0.54	0.50	0.50	2.86	3.27	0.00	$0.00	50.00	8	592.0	7476.000	0.41	2023-12-16
BLUE240119C00003500	BLUE	CALL	Long	3.50	None	$-0.05	-0.10	$0.41	0.14	-0.56	0.50	0.45	2.86	3.27	-0.05	$-5.00	50.00	7	532.0	7476.000	0.41	2023-12-15
BLUE240119C00003500	BLUE	CALL	Long	3.50	None	$-0.03	-0.06	$0.44	0.15	-0.56	0.50	0.47	2.86	3.30	-0.03	$-3.00	50.00	6	3473.0	5199.000	0.44	2023-12-14
BLUE240119C00003500	BLUE	CALL	Long	3.50	None	$-0.10	-0.20	$0.18	0.06	-0.38	0.50	0.40	2.86	3.04	-0.10	$-10.00	50.00	5	81.0	5172.000	0.18	2023-12-13
BLUE240119C00003500	BLUE	CALL	Long	3.50	Exit OP PnL: $-0.10;Exit EQ PnL: 0.02; Position is Long and position continued to lose. Latest OP price is: $0.40 (EQ: $2.88). Initial OP price was: $0.50 (EQ: $2.86). Surpassed Stop Loss Percentage: -0.2 < -0.16.	$-0.19	-0.38	$-0.07	-0.02	-0.29	0.50	0.31	2.86	2.79	-0.19	$-19.00	50.00	4	163.0	0.000	-0.07	2023-12-12
BLUE240119C00003500	BLUE	CALL	Long	3.50	None	$0.00	0.00	$0.21	0.07	-0.18	0.50	0.50	2.86	3.07	0.00	$0.00	50.00	3	839.0	7087.000	0.21	2023-12-11
BLUE240119C00003500	BLUE	CALL	Long	3.50	None	$0.00	0.00	$0.00	0.00	0.00	0.50	0.50	2.86	2.86	0.00	$0.00	50.00	0	4047.0	1960.000	0.00	2023-12-08

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