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View Outliers PnL Drill-Down: BMBL240920C00006000

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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
2024-08-08	BMBL	BMBL240920C00006000	6.00	610.0	172.000	0.627	0.393	0.2	0.4	0.060	0.330	0.590	0.40	5.71	2024-09-20	CALL	Long	0.213	0.403	-0.292

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	BMBL	1.000	0.083	0.393	0.150	0.165	0.019	8.27	-0.004	0.0000	5.71	15.28	21	1y	7.60

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
BMBL240920C00006000	BMBL	CALL	Long	6.00	None	$0.05	0.12	$0.69	0.12	0.39	0.40	0.45	5.71	6.40	0.05	$5.00	40.00	42	8.0	538.000	0.69	2024-09-19
BMBL240920C00006000	BMBL	CALL	Long	6.00	None	$0.05	0.12	$0.50	0.09	0.17	0.40	0.45	5.71	6.21	0.05	$5.00	40.00	41	54.0	506.000	0.50	2024-09-18
BMBL240920C00006000	BMBL	CALL	Long	6.00	None	$0.05	0.12	$0.53	0.09	0.20	0.40	0.45	5.71	6.24	0.05	$5.00	40.00	40	100.0	547.000	0.53	2024-09-17
BMBL240920C00006000	BMBL	CALL	Long	6.00	None	$-0.10	-0.25	$0.48	0.08	0.04	0.40	0.30	5.71	6.19	-0.10	$-10.00	40.00	39	5.0	547.000	0.48	2024-09-16
BMBL240920C00006000	BMBL	CALL	Long	6.00	None	$0.05	0.12	$0.61	0.11	0.01	0.40	0.45	5.71	6.32	0.05	$5.00	40.00	37	114.0	547.000	0.61	2024-09-14
BMBL240920C00006000	BMBL	CALL	Long	6.00	None	$0.05	0.12	$0.61	0.11	-0.07	0.40	0.45	5.71	6.32	0.05	$5.00	40.00	36	114.0	547.000	0.61	2024-09-13
BMBL240920C00006000	BMBL	CALL	Long	6.00	None	$0.05	0.12	$0.41	0.07	-0.01	0.40	0.45	5.71	6.12	0.05	$5.00	40.00	35	114.0	547.000	0.41	2024-09-12
BMBL240920C00006000	BMBL	CALL	Long	6.00	None	$0.05	0.12	$0.59	0.10	-0.02	0.40	0.45	5.71	6.30	0.05	$5.00	40.00	34	114.0	547.000	0.59	2024-09-11
BMBL240920C00006000	BMBL	CALL	Long	6.00	None	$0.05	0.12	$0.69	0.12	0.03	0.40	0.45	5.71	6.40	0.05	$5.00	40.00	33	114.0	468.000	0.69	2024-09-10
BMBL240920C00006000	BMBL	CALL	Long	6.00	None	$0.30	0.75	$0.89	0.16	0.06	0.40	0.70	5.71	6.60	0.30	$30.00	40.00	32	7.0	476.000	0.89	2024-09-09
BMBL240920C00006000	BMBL	CALL	Long	6.00	None	$0.57	1.42	$1.07	0.19	0.07	0.40	0.97	5.71	6.78	0.57	$57.00	40.00	31	3.0	475.000	1.07	2024-09-08
BMBL240920C00006000	BMBL	CALL	Long	6.00	None	$0.57	1.42	$1.07	0.19	0.26	0.40	0.97	5.71	6.78	0.57	$57.00	40.00	29	3.0	475.000	1.07	2024-09-06
BMBL240920C00006000	BMBL	CALL	Long	6.00	None	$0.59	1.48	$1.26	0.22	0.08	0.40	0.99	5.71	6.97	0.59	$59.00	40.00	28	300.0	775.000	1.26	2024-09-05
BMBL240920C00006000	BMBL	CALL	Long	6.00	None	$0.45	1.12	$1.07	0.19	-0.04	0.40	0.85	5.71	6.78	0.45	$45.00	40.00	27	15.0	790.000	1.07	2024-09-04
BMBL240920C00006000	BMBL	CALL	Long	6.00	None	$0.37	0.92	$1.00	0.18	-0.07	0.40	0.77	5.71	6.71	0.37	$37.00	40.00	23	20.0	790.000	1.00	2024-08-31
BMBL240920C00006000	BMBL	CALL	Long	6.00	None	$0.37	0.92	$1.00	0.18	-0.10	0.40	0.77	5.71	6.71	0.37	$37.00	40.00	22	20.0	790.000	1.00	2024-08-30
BMBL240920C00006000	BMBL	CALL	Long	6.00	None	$0.35	0.88	$0.88	0.15	-0.12	0.40	0.75	5.71	6.59	0.35	$35.00	40.00	21	200.0	845.000	0.88	2024-08-29
BMBL240920C00006000	BMBL	CALL	Long	6.00	None	$0.30	0.75	$0.83	0.15	-0.05	0.40	0.70	5.71	6.54	0.30	$30.00	40.00	20	1.0	845.000	0.83	2024-08-28
BMBL240920C00006000	BMBL	CALL	Long	6.00	None	$0.67	1.68	$1.11	0.19	-0.63	0.40	1.07	5.71	6.82	0.67	$67.00	40.00	19	6.0	845.000	1.11	2024-08-27
BMBL240920C00006000	BMBL	CALL	Long	6.00	None	$0.67	1.68	$1.18	0.21	-0.03	0.40	1.07	5.71	6.89	0.67	$67.00	40.00	18	6.0	851.000	1.18	2024-08-26
BMBL240920C00006000	BMBL	CALL	Long	6.00	None	$0.35	0.88	$0.96	0.17	-0.08	0.40	0.75	5.71	6.67	0.35	$35.00	40.00	17	1.0	852.000	0.96	2024-08-25
BMBL240920C00006000	BMBL	CALL	Long	6.00	None	$0.35	0.88	$0.96	0.17	-0.09	0.40	0.75	5.71	6.67	0.35	$35.00	40.00	16	1.0	852.000	0.96	2024-08-24
BMBL240920C00006000	BMBL	CALL	Long	6.00	None	$0.35	0.88	$0.96	0.17	-0.10	0.40	0.75	5.71	6.67	0.35	$35.00	40.00	15	1.0	852.000	0.96	2024-08-23
BMBL240920C00006000	BMBL	CALL	Long	6.00	None	$0.35	0.88	$0.77	0.13	-0.04	0.40	0.75	5.71	6.48	0.35	$35.00	40.00	14	3.0	855.000	0.77	2024-08-22
BMBL240920C00006000	BMBL	CALL	Long	6.00	None	$0.35	0.88	$0.78	0.14	-0.06	0.40	0.75	5.71	6.49	0.35	$35.00	40.00	13	2.0	855.000	0.78	2024-08-21
BMBL240920C00006000	BMBL	CALL	Long	6.00	None	$0.35	0.88	$0.85	0.15	0.01	0.40	0.75	5.71	6.56	0.35	$35.00	40.00	12	94.0	940.000	0.85	2024-08-20
BMBL240920C00006000	BMBL	CALL	Long	6.00	None	$0.20	0.50	$0.73	0.13	-0.10	0.40	0.60	5.71	6.44	0.20	$20.00	40.00	11	511.0	955.000	0.73	2024-08-19
BMBL240920C00006000	BMBL	CALL	Long	6.00	None	$0.00	0.00	$0.29	0.05	-0.08	0.40	0.40	5.71	6.00	0.00	$0.00	40.00	10	9.0	953.000	0.29	2024-08-18
BMBL240920C00006000	BMBL	CALL	Long	6.00	None	$0.00	0.00	$0.29	0.05	-0.09	0.40	0.40	5.71	6.00	0.00	$0.00	40.00	9	9.0	953.000	0.29	2024-08-17
BMBL240920C00006000	BMBL	CALL	Long	6.00	None	$0.00	0.00	$0.29	0.05	-0.09	0.40	0.40	5.71	6.00	0.00	$0.00	40.00	8	9.0	953.000	0.29	2024-08-16
BMBL240920C00006000	BMBL	CALL	Long	6.00	None	$-0.09	-0.22	$0.19	0.03	-0.10	0.40	0.31	5.71	5.90	-0.09	$-9.00	40.00	7	6.0	957.000	0.19	2024-08-15
BMBL240920C00006000	BMBL	CALL	Long	6.00	None	$-0.10	-0.25	$0.01	0.00	-0.06	0.40	0.30	5.71	5.72	-0.10	$-10.00	40.00	6	188.0	781.000	0.01	2024-08-14
BMBL240920C00006000	BMBL	CALL	Long	6.00	None	$0.00	0.00	$0.27	0.05	-0.04	0.40	0.40	5.71	5.98	0.00	$0.00	40.00	5	30.0	798.000	0.27	2024-08-13
BMBL240920C00006000	BMBL	CALL	Long	6.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.15; Exit EQ PnL: -0.26	$-0.07	-0.18	$0.03	0.01	-0.06	0.40	0.33	5.71	5.74	-0.07	$-7.00	40.00	4	100.0	787.000	0.03	2024-08-12
BMBL240920C00006000	BMBL	CALL	Long	6.00	None	$0.06	0.15	$0.27	0.05	-0.00	0.40	0.46	5.71	5.98	0.06	$6.00	40.00	1	325.0	604.000	0.27	2024-08-09
BMBL240920C00006000	BMBL	CALL	Long	6.00	None	$0.00	0.00	$0.00	0.00	0.00	0.40	0.40	5.71	5.71	0.00	$0.00	40.00	0	610.0	172.000	0.00	2024-08-08

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