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View Outliers PnL Drill-Down: BLUE241220C00000500

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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
2024-11-07	BLUE	BLUE241220C00000500	0.50	26.0	95.000	1.188	0.361	0.0	0.1	0.000	0.020	0.150	0.05	0.37	2024-12-20	CALL	Long	0.477	0.494	-0.129

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
BLUE241220C00000500	BLUE	CALL	Long	0.50	None	$0.01	0.25	$8.85	23.29	-1.12	0.04	0.05	0.38	9.23	0.01	$1.00	4.00	42	97.0	6623.000	8.85	2024-12-19
BLUE241220C00000500	BLUE	CALL	Long	0.50	None	$0.01	0.25	$8.03	21.13	-1.12	0.04	0.05	0.38	8.41	0.01	$1.00	4.00	41	97.0	6623.000	8.03	2024-12-18
BLUE241220C00000500	BLUE	CALL	Long	0.50	None	$0.01	0.25	$8.59	22.61	-1.12	0.04	0.05	0.38	8.97	0.01	$1.00	4.00	40	97.0	6623.000	8.59	2024-12-17
BLUE241220C00000500	BLUE	CALL	Long	0.50	None	$0.01	0.25	$7.43	19.55	-1.12	0.04	0.05	0.38	7.81	0.01	$1.00	4.00	39	97.0	6623.000	7.43	2024-12-16
BLUE241220C00000500	BLUE	CALL	Long	0.50	None	$0.01	0.25	$5.96	15.68	-1.12	0.04	0.05	0.38	6.34	0.01	$1.00	4.00	36	97.0	6623.000	5.96	2024-12-13
BLUE241220C00000500	BLUE	CALL	Long	0.50	None	$0.01	0.25	$0.00	0.00	1.38	0.04	0.05	0.38	0.38	0.01	$1.00	4.00	35	97.0	6543.000	0.00	2024-12-12
BLUE241220C00000500	BLUE	CALL	Long	0.50	None	$0.01	0.25	$0.01	0.03	1.12	0.04	0.05	0.38	0.39	0.01	$1.00	4.00	34	39.0	6525.000	0.01	2024-12-11
BLUE241220C00000500	BLUE	CALL	Long	0.50	None	$0.01	0.25	$0.04	0.11	0.69	0.04	0.05	0.38	0.42	0.01	$1.00	4.00	33	112.0	6415.000	0.04	2024-12-10
BLUE241220C00000500	BLUE	CALL	Long	0.50	None	$-0.01	-0.25	$0.07	0.18	0.25	0.04	0.03	0.38	0.45	-0.01	$-1.00	4.00	32	297.0	6280.000	0.07	2024-12-09
BLUE241220C00000500	BLUE	CALL	Long	0.50	None	$0.01	0.25	$0.08	0.21	0.12	0.04	0.05	0.38	0.46	0.01	$1.00	4.00	31	267.0	6189.000	0.08	2024-12-08
BLUE241220C00000500	BLUE	CALL	Long	0.50	None	$-0.02	-0.50	$0.08	0.21	0.00	0.04	0.02	0.38	0.46	-0.02	$-2.00	4.00	29	258.0	6189.000	0.08	2024-12-06
BLUE241220C00000500	BLUE	CALL	Long	0.50	None	$0.01	0.25	$0.06	0.16	0.09	0.04	0.05	0.38	0.44	0.01	$1.00	4.00	28	1807.0	5398.000	0.06	2024-12-05
BLUE241220C00000500	BLUE	CALL	Long	0.50	None	$0.11	2.75	$0.36	0.95	-1.12	0.04	0.15	0.38	0.74	0.11	$11.00	4.00	27	1698.0	3779.000	0.36	2024-12-04
BLUE241220C00000500	BLUE	CALL	Long	0.50	None	$-0.02	-0.50	$-0.02	-0.05	0.88	0.04	0.02	0.38	0.36	-0.02	$-2.00	4.00	26	267.0	3516.000	-0.02	2024-12-03
BLUE241220C00000500	BLUE	CALL	Long	0.50	None	$0.00	0.00	$0.04	0.11	0.25	0.04	0.04	0.38	0.42	0.00	$0.00	4.00	25	248.0	3066.000	0.04	2024-12-02
BLUE241220C00000500	BLUE	CALL	Long	0.50	None	$-0.01	-0.25	$0.03	0.08	-0.62	0.04	0.03	0.38	0.41	-0.01	$-1.00	4.00	24	162.0	0.000	0.03	2024-12-01
BLUE241220C00000500	BLUE	CALL	Long	0.50	None	$-0.01	-0.25	$0.03	0.08	0.31	0.04	0.03	0.38	0.41	-0.01	$-1.00	4.00	23	162.0	0.000	0.03	2024-11-30
BLUE241220C00000500	BLUE	CALL	Long	0.50	None	$0.01	0.25	$0.00	0.00	0.50	0.04	0.05	0.38	0.38	0.01	$1.00	4.00	21	10.0	2894.000	0.00	2024-11-28
BLUE241220C00000500	BLUE	CALL	Long	0.50	None	$0.01	0.25	$-0.02	-0.05	2.62	0.04	0.05	0.38	0.36	0.01	$1.00	4.00	20	273.0	2894.000	-0.02	2024-11-27
BLUE241220C00000500	BLUE	CALL	Long	0.50	None	$0.01	0.25	$-0.01	-0.03	0.50	0.04	0.05	0.38	0.37	0.01	$1.00	4.00	19	273.0	2882.000	-0.01	2024-11-26
BLUE241220C00000500	BLUE	CALL	Long	0.50	None	$-0.01	-0.25	$-0.02	-0.05	0.50	0.04	0.03	0.38	0.36	-0.01	$-1.00	4.00	18	2355.0	785.000	-0.02	2024-11-25
BLUE241220C00000500	BLUE	CALL	Long	0.50	None	$0.01	0.25	$-0.03	-0.08	0.62	0.04	0.05	0.38	0.35	0.01	$1.00	4.00	17	395.0	410.000	-0.03	2024-11-24
BLUE241220C00000500	BLUE	CALL	Long	0.50	None	$0.01	0.25	$-0.03	-0.08	0.56	0.04	0.05	0.38	0.35	0.01	$1.00	4.00	16	395.0	410.000	-0.03	2024-11-23
BLUE241220C00000500	BLUE	CALL	Long	0.50	None	$0.00	0.00	$-0.03	-0.08	0.56	0.04	0.04	0.38	0.35	0.00	$0.00	4.00	15	385.0	410.000	-0.03	2024-11-22
BLUE241220C00000500	BLUE	CALL	Long	0.50	None	$0.00	0.00	$-0.08	-0.21	1.00	0.04	0.04	0.38	0.30	0.00	$0.00	4.00	14	41.0	410.000	-0.08	2024-11-21
BLUE241220C00000500	BLUE	CALL	Long	0.50	None	$0.00	0.00	$-0.08	-0.21	0.94	0.04	0.04	0.38	0.30	0.00	$0.00	4.00	13	41.0	410.000	-0.08	2024-11-20
BLUE241220C00000500	BLUE	CALL	Long	0.50	None	$0.00	0.00	$-0.07	-0.18	0.88	0.04	0.04	0.38	0.31	0.00	$0.00	4.00	12	41.0	374.000	-0.07	2024-11-19
BLUE241220C00000500	BLUE	CALL	Long	0.50	None	$-0.03	-0.75	$-0.05	-0.13	0.56	0.04	0.01	0.38	0.33	-0.03	$-3.00	4.00	11	23.0	354.000	-0.05	2024-11-18
BLUE241220C00000500	BLUE	CALL	Long	0.50	None	$-0.01	-0.25	$-0.06	-0.16	0.69	0.04	0.03	0.38	0.32	-0.01	$-1.00	4.00	10	19.0	341.000	-0.06	2024-11-17
BLUE241220C00000500	BLUE	CALL	Long	0.50	None	$-0.01	-0.25	$-0.06	-0.16	0.69	0.04	0.03	0.38	0.32	-0.01	$-1.00	4.00	9	19.0	341.000	-0.06	2024-11-16
BLUE241220C00000500	BLUE	CALL	Long	0.50	None	$0.01	0.25	$-0.06	-0.16	0.62	0.04	0.05	0.38	0.32	0.01	$1.00	4.00	8	14.0	341.000	-0.06	2024-11-15
BLUE241220C00000500	BLUE	CALL	Long	0.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.01	0.25	$-0.02	-0.05	0.25	0.04	0.05	0.38	0.36	0.01	$1.00	4.00	7	7.0	335.000	-0.02	2024-11-14
BLUE241220C00000500	BLUE	CALL	Long	0.50	None	$0.02	0.50	$0.00	0.00	0.12	0.04	0.06	0.38	0.38	0.02	$2.00	4.00	6	46.0	289.000	0.00	2024-11-13
BLUE241220C00000500	BLUE	CALL	Long	0.50	None	$0.06	1.50	$0.01	0.03	1.03	0.04	0.10	0.38	0.39	0.06	$6.00	4.00	5	57.0	289.000	0.01	2024-11-12
BLUE241220C00000500	BLUE	CALL	Long	0.50	None	$0.06	1.50	$0.03	0.08	0.38	0.04	0.10	0.38	0.41	0.06	$6.00	4.00	4	57.0	252.000	0.03	2024-11-11
BLUE241220C00000500	BLUE	CALL	Long	0.50	None	$0.01	0.25	$0.03	0.08	-0.12	0.04	0.05	0.38	0.41	0.01	$1.00	4.00	3	173.0	106.000	0.03	2024-11-10
BLUE241220C00000500	BLUE	CALL	Long	0.50	None	$0.01	0.25	$0.03	0.08	-0.12	0.04	0.05	0.38	0.41	0.01	$1.00	4.00	2	173.0	106.000	0.03	2024-11-09
BLUE241220C00000500	BLUE	CALL	Long	0.50	None	$-0.03	-0.75	$0.03	0.08	-0.19	0.04	0.01	0.38	0.41	-0.03	$-3.00	4.00	1	150.0	106.000	0.03	2024-11-08
BLUE241220C00000500	BLUE	CALL	Long	0.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.00	0.00	0.00	0.04	0.04	0.38	0.38	0.00	$0.00	4.00	0	28.0	95.000	0.00	2024-11-07

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