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View Outliers PnL Drill-Down: BLUE240920C00001000

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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
2024-08-14	BLUE	BLUE240920C00001000	1.00	974.0	491.000	1.297	0.483	0.0	0.2	0.020	0.070	0.250	0.07	0.81	2024-09-20	CALL	Long	0.420	0.497	-0.231

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
BLUE240920C00001000	BLUE	CALL	Long	1.00	None	$-0.06	-0.86	$-0.32	-0.40	6.95	0.07	0.01	0.81	0.49	-0.06	$-6.00	7.00	36	7.0	1259.000	-0.32	2024-09-19
BLUE240920C00001000	BLUE	CALL	Long	1.00	None	$-0.06	-0.86	$-0.31	-0.38	5.45	0.07	0.01	0.81	0.50	-0.06	$-6.00	7.00	35	7.0	1259.000	-0.31	2024-09-18
BLUE240920C00001000	BLUE	CALL	Long	1.00	None	$-0.06	-0.86	$-0.31	-0.38	4.45	0.07	0.01	0.81	0.50	-0.06	$-6.00	7.00	34	7.0	1259.000	-0.31	2024-09-17
BLUE240920C00001000	BLUE	CALL	Long	1.00	None	$-0.06	-0.86	$-0.23	-0.28	2.95	0.07	0.01	0.81	0.58	-0.06	$-6.00	7.00	33	7.0	1259.000	-0.23	2024-09-16
BLUE240920C00001000	BLUE	CALL	Long	1.00	None	$-0.06	-0.86	$-0.20	-0.25	2.33	0.07	0.01	0.81	0.61	-0.06	$-6.00	7.00	31	7.0	1259.000	-0.20	2024-09-14
BLUE240920C00001000	BLUE	CALL	Long	1.00	None	$-0.06	-0.86	$-0.20	-0.25	1.83	0.07	0.01	0.81	0.61	-0.06	$-6.00	7.00	30	7.0	1259.000	-0.20	2024-09-13
BLUE240920C00001000	BLUE	CALL	Long	1.00	None	$-0.06	-0.86	$-0.24	-0.30	1.89	0.07	0.01	0.81	0.57	-0.06	$-6.00	7.00	29	7.0	1266.000	-0.24	2024-09-12
BLUE240920C00001000	BLUE	CALL	Long	1.00	None	$-0.02	-0.29	$-0.23	-0.28	1.70	0.07	0.05	0.81	0.58	-0.02	$-2.00	7.00	28	31.0	1266.000	-0.23	2024-09-11
BLUE240920C00001000	BLUE	CALL	Long	1.00	None	$-0.02	-0.29	$-0.24	-0.30	1.58	0.07	0.05	0.81	0.57	-0.02	$-2.00	7.00	27	31.0	1266.000	-0.24	2024-09-10
BLUE240920C00001000	BLUE	CALL	Long	1.00	None	$-0.02	-0.29	$-0.27	-0.33	1.70	0.07	0.05	0.81	0.54	-0.02	$-2.00	7.00	26	31.0	1266.000	-0.27	2024-09-09
BLUE240920C00001000	BLUE	CALL	Long	1.00	None	$-0.02	-0.29	$-0.28	-0.35	1.77	0.07	0.05	0.81	0.53	-0.02	$-2.00	7.00	25	31.0	1236.000	-0.28	2024-09-08
BLUE240920C00001000	BLUE	CALL	Long	1.00	None	$-0.02	-0.29	$-0.28	-0.35	1.45	0.07	0.05	0.81	0.53	-0.02	$-2.00	7.00	23	31.0	1236.000	-0.28	2024-09-06
BLUE240920C00001000	BLUE	CALL	Long	1.00	None	$-0.03	-0.43	$-0.24	-0.30	-0.80	0.07	0.04	0.81	0.57	-0.03	$-3.00	7.00	22	40.0	1236.000	-0.24	2024-09-05
BLUE240920C00001000	BLUE	CALL	Long	1.00	None	$-0.03	-0.43	$-0.25	-0.31	1.08	0.07	0.04	0.81	0.56	-0.03	$-3.00	7.00	21	40.0	1236.000	-0.25	2024-09-04
BLUE240920C00001000	BLUE	CALL	Long	1.00	None	$-0.02	-0.29	$-0.25	-0.31	0.89	0.07	0.05	0.81	0.56	-0.02	$-2.00	7.00	17	209.0	1119.000	-0.25	2024-08-31
BLUE240920C00001000	BLUE	CALL	Long	1.00	None	$-0.02	-0.29	$-0.25	-0.31	0.83	0.07	0.05	0.81	0.56	-0.02	$-2.00	7.00	16	209.0	1119.000	-0.25	2024-08-30
BLUE240920C00001000	BLUE	CALL	Long	1.00	None	$-0.05	-0.71	$-0.22	-0.27	0.61	0.07	0.02	0.81	0.59	-0.05	$-5.00	7.00	15	8.0	1119.000	-0.22	2024-08-29
BLUE240920C00001000	BLUE	CALL	Long	1.00	None	$-0.04	-0.57	$-0.19	-0.23	0.42	0.07	0.03	0.81	0.62	-0.04	$-4.00	7.00	14	8.0	1114.000	-0.19	2024-08-28
BLUE240920C00001000	BLUE	CALL	Long	1.00	None	$-0.04	-0.57	$-0.11	-0.14	-0.80	0.07	0.03	0.81	0.70	-0.04	$-4.00	7.00	13	100.0	1115.000	-0.11	2024-08-27
BLUE240920C00001000	BLUE	CALL	Long	1.00	None	$-0.04	-0.57	$-0.11	-0.14	0.05	0.07	0.03	0.81	0.70	-0.04	$-4.00	7.00	12	100.0	1015.000	-0.11	2024-08-26
BLUE240920C00001000	BLUE	CALL	Long	1.00	None	$-0.04	-0.57	$-0.12	-0.15	0.08	0.07	0.03	0.81	0.69	-0.04	$-4.00	7.00	11	10.0	1005.000	-0.12	2024-08-25
BLUE240920C00001000	BLUE	CALL	Long	1.00	None	$-0.04	-0.57	$-0.12	-0.15	0.05	0.07	0.03	0.81	0.69	-0.04	$-4.00	7.00	10	10.0	1005.000	-0.12	2024-08-24
BLUE240920C00001000	BLUE	CALL	Long	1.00	None	$-0.04	-0.57	$-0.12	-0.15	0.02	0.07	0.03	0.81	0.69	-0.04	$-4.00	7.00	9	10.0	1005.000	-0.12	2024-08-23
BLUE240920C00001000	BLUE	CALL	Long	1.00	None	$-0.02	-0.29	$-0.13	-0.16	0.05	0.07	0.05	0.81	0.68	-0.02	$-2.00	7.00	8	10.0	995.000	-0.13	2024-08-22
BLUE240920C00001000	BLUE	CALL	Long	1.00	None	$-0.02	-0.29	$-0.09	-0.11	-0.80	0.07	0.05	0.81	0.72	-0.02	$-2.00	7.00	7	16.0	980.000	-0.09	2024-08-21
BLUE240920C00001000	BLUE	CALL	Long	1.00	None	$-0.06	-0.86	$-0.15	-0.19	0.05	0.07	0.01	0.81	0.66	-0.06	$-6.00	7.00	6	5.0	980.000	-0.15	2024-08-20
BLUE240920C00001000	BLUE	CALL	Long	1.00	None	$-0.06	-0.86	$-0.12	-0.15	-0.08	0.07	0.01	0.81	0.69	-0.06	$-6.00	7.00	5	5.0	978.000	-0.12	2024-08-19
BLUE240920C00001000	BLUE	CALL	Long	1.00	None	$-0.04	-0.57	$-0.10	-0.12	-0.14	0.07	0.03	0.81	0.71	-0.04	$-4.00	7.00	4	149.0	927.000	-0.10	2024-08-18
BLUE240920C00001000	BLUE	CALL	Long	1.00	None	$-0.04	-0.57	$-0.10	-0.12	-0.17	0.07	0.03	0.81	0.71	-0.04	$-4.00	7.00	3	149.0	927.000	-0.10	2024-08-17
BLUE240920C00001000	BLUE	CALL	Long	1.00	None	$-0.04	-0.57	$-0.10	-0.12	-0.17	0.07	0.03	0.81	0.71	-0.04	$-4.00	7.00	2	149.0	927.000	-0.10	2024-08-16
BLUE240920C00001000	BLUE	CALL	Long	1.00	None	$0.03	0.43	$-0.10	-0.12	0.16	0.07	0.10	0.81	0.71	0.03	$3.00	7.00	1	208.0	916.000	-0.10	2024-08-15
BLUE240920C00001000	BLUE	CALL	Long	1.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.00	0.00	0.00	0.07	0.07	0.81	0.81	0.00	$0.00	7.00	0	974.0	491.000	0.00	2024-08-14

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