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View Outliers PnL Drill-Down: BLUE240119C00004000

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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	BLUE240119C00004000	4.00	39.0	3213.000	0.063	0.453	0.1	0.3	0.010	0.000	0.150	2.30	3.83	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
BLUE240119C00004000	BLUE	CALL	Long	4.00	None	$-0.38	-0.95	$-1.47	-0.51	6.58	0.40	0.02	2.86	1.39	-0.38	$-38.00	40.00	41	16.0	4706.000	-1.47	2024-01-18
BLUE240119C00004000	BLUE	CALL	Long	4.00	None	$-0.38	-0.95	$-1.45	-0.51	6.45	0.40	0.02	2.86	1.41	-0.38	$-38.00	40.00	40	16.0	4706.000	-1.45	2024-01-17
BLUE240119C00004000	BLUE	CALL	Long	4.00	None	$-0.37	-0.92	$-1.37	-0.48	3.70	0.40	0.03	2.86	1.49	-0.37	$-37.00	40.00	39	10.0	4708.000	-1.37	2024-01-16
BLUE240119C00004000	BLUE	CALL	Long	4.00	None	$-0.37	-0.92	$-1.36	-0.48	2.08	0.40	0.03	2.86	1.50	-0.37	$-37.00	40.00	35	10.0	4708.000	-1.36	2024-01-12
BLUE240119C00004000	BLUE	CALL	Long	4.00	None	$-0.37	-0.92	$-1.48	-0.52	2.14	0.40	0.03	2.86	1.38	-0.37	$-37.00	40.00	34	2.0	4708.000	-1.48	2024-01-11
BLUE240119C00004000	BLUE	CALL	Long	4.00	None	$-0.37	-0.92	$-1.48	-0.52	1.95	0.40	0.03	2.86	1.38	-0.37	$-37.00	40.00	33	2.0	4708.000	-1.48	2024-01-10
BLUE240119C00004000	BLUE	CALL	Long	4.00	None	$-0.37	-0.92	$-1.49	-0.52	1.83	0.40	0.03	2.86	1.37	-0.37	$-37.00	40.00	32	2.0	4708.000	-1.49	2024-01-09
BLUE240119C00004000	BLUE	CALL	Long	4.00	None	$-0.37	-0.92	$-1.39	-0.49	1.58	0.40	0.03	2.86	1.47	-0.37	$-37.00	40.00	31	8.0	4708.000	-1.39	2024-01-08
BLUE240119C00004000	BLUE	CALL	Long	4.00	None	$-0.37	-0.92	$-1.44	-0.50	1.20	0.40	0.03	2.86	1.42	-0.37	$-37.00	40.00	28	8.0	4708.000	-1.44	2024-01-05
BLUE240119C00004000	BLUE	CALL	Long	4.00	None	$-0.37	-0.92	$-1.41	-0.49	-1.30	0.40	0.03	2.86	1.45	-0.37	$-37.00	40.00	27	5.0	4708.000	-1.41	2024-01-04
BLUE240119C00004000	BLUE	CALL	Long	4.00	None	$-0.37	-0.92	$-1.49	-0.52	-1.30	0.40	0.03	2.86	1.37	-0.37	$-37.00	40.00	26	5.0	4708.000	-1.49	2024-01-03
BLUE240119C00004000	BLUE	CALL	Long	4.00	None	$-0.38	-0.95	$-1.39	-0.49	-1.30	0.40	0.02	2.86	1.47	-0.38	$-38.00	40.00	25	1.0	4708.000	-1.39	2024-01-02
BLUE240119C00004000	BLUE	CALL	Long	4.00	None	$-0.35	-0.88	$-1.48	-0.52	1.02	0.40	0.05	2.86	1.38	-0.35	$-35.00	40.00	24	10.0	4708.000	-1.48	2024-01-01
BLUE240119C00004000	BLUE	CALL	Long	4.00	None	$-0.35	-0.88	$-1.48	-0.52	0.86	0.40	0.05	2.86	1.38	-0.35	$-35.00	40.00	22	10.0	4708.000	-1.48	2023-12-30
BLUE240119C00004000	BLUE	CALL	Long	4.00	None	$-0.35	-0.88	$-1.48	-0.52	0.73	0.40	0.05	2.86	1.38	-0.35	$-35.00	40.00	21	10.0	4708.000	-1.48	2023-12-29
BLUE240119C00004000	BLUE	CALL	Long	4.00	None	$-0.35	-0.88	$-1.45	-0.51	0.70	0.40	0.05	2.86	1.41	-0.35	$-35.00	40.00	20	10.0	4708.000	-1.45	2023-12-28
BLUE240119C00004000	BLUE	CALL	Long	4.00	None	$-0.35	-0.88	$-1.47	-0.51	0.61	0.40	0.05	2.86	1.39	-0.35	$-35.00	40.00	19	1.0	4708.000	-1.47	2023-12-27
BLUE240119C00004000	BLUE	CALL	Long	4.00	None	$-0.35	-0.88	$-1.50	-0.52	0.61	0.40	0.05	2.86	1.36	-0.35	$-35.00	40.00	18	35.0	4708.000	-1.50	2023-12-26
BLUE240119C00004000	BLUE	CALL	Long	4.00	None	$-0.35	-0.88	$-1.46	-0.51	0.52	0.40	0.05	2.86	1.40	-0.35	$-35.00	40.00	17	35.0	4713.000	-1.46	2023-12-25
BLUE240119C00004000	BLUE	CALL	Long	4.00	None	$-0.35	-0.88	$-1.46	-0.51	0.42	0.40	0.05	2.86	1.40	-0.35	$-35.00	40.00	15	35.0	4713.000	-1.46	2023-12-23
BLUE240119C00004000	BLUE	CALL	Long	4.00	None	$-0.35	-0.88	$-1.46	-0.51	0.39	0.40	0.05	2.86	1.40	-0.35	$-35.00	40.00	14	35.0	4713.000	-1.46	2023-12-22
BLUE240119C00004000	BLUE	CALL	Long	4.00	None	$-0.36	-0.90	$-1.49	-0.52	-1.30	0.40	0.04	2.86	1.37	-0.36	$-36.00	40.00	13	177.0	4713.000	-1.49	2023-12-21
BLUE240119C00004000	BLUE	CALL	Long	4.00	None	$-0.36	-0.90	$-1.52	-0.53	0.39	0.40	0.04	2.86	1.34	-0.36	$-36.00	40.00	12	162.0	4696.000	-1.52	2023-12-20
BLUE240119C00004000	BLUE	CALL	Long	4.00	None	$-0.30	-0.75	$-0.43	-0.15	-0.38	0.40	0.10	2.86	2.43	-0.30	$-30.00	40.00	11	1109.0	4705.000	-0.43	2023-12-19
BLUE240119C00004000	BLUE	CALL	Long	4.00	None	$-0.25	-0.62	$0.19	0.07	-0.71	0.40	0.15	2.86	3.05	-0.25	$-25.00	40.00	10	557.0	4502.000	0.19	2023-12-18
BLUE240119C00004000	BLUE	CALL	Long	4.00	None	$-0.10	-0.25	$0.41	0.14	-0.40	0.40	0.30	2.86	3.27	-0.10	$-10.00	40.00	8	306.0	4460.000	0.41	2023-12-16
BLUE240119C00004000	BLUE	CALL	Long	4.00	None	$-0.10	-0.25	$0.41	0.14	-0.41	0.40	0.30	2.86	3.27	-0.10	$-10.00	40.00	7	306.0	4460.000	0.41	2023-12-15
BLUE240119C00004000	BLUE	CALL	Long	4.00	None	$-0.07	-0.18	$0.44	0.15	-0.34	0.40	0.33	2.86	3.30	-0.07	$-7.00	40.00	6	2445.0	3743.000	0.44	2023-12-14
BLUE240119C00004000	BLUE	CALL	Long	4.00	None	$-0.10	-0.25	$0.18	0.06	-0.35	0.40	0.30	2.86	3.04	-0.10	$-10.00	40.00	5	86.0	3724.000	0.18	2023-12-13
BLUE240119C00004000	BLUE	CALL	Long	4.00	Exit OP PnL: $-0.15;Exit EQ PnL: -0.05; Position is Long and position continued to lose. Latest OP price is: $0.25 (EQ: $2.81). Initial OP price was: $0.40 (EQ: $2.86). Surpassed Stop Loss Percentage: -0.375 < -0.16.	$-0.18	-0.45	$-0.07	-0.02	-0.27	0.40	0.22	2.86	2.79	-0.18	$-18.00	40.00	4	94.0	0.000	-0.07	2023-12-12
BLUE240119C00004000	BLUE	CALL	Long	4.00	None	$0.00	0.00	$0.21	0.07	-0.14	0.40	0.40	2.86	3.07	0.00	$0.00	40.00	3	493.0	3612.000	0.21	2023-12-11
BLUE240119C00004000	BLUE	CALL	Long	4.00	None	$0.00	0.00	$0.00	0.00	0.00	0.40	0.40	2.86	2.86	0.00	$0.00	40.00	0	766.0	3213.000	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