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View Outliers PnL Drill-Down: BMEA240517C00012500

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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
2024-04-02	BMEA	BMEA240517C00012500	12.50	22.0	6.000	0.979	0.385	0.8	0.4	0.010	1.690	1.330	1.90	12.80	2024-05-17	CALL	Long	0.413	0.450	-0.163

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	BMEA	1.000	0.160	1.080	0.307	0.294	0.051	4.64	0.000	0.0000	4.14	19.50	21	1y	9.64

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
BMEA240517C00012500	BMEA	CALL	Long	12.50	None	$-1.10	-0.58	$0.44	0.03	-0.05	1.90	0.80	12.80	13.24	-1.10	$-110.00	190.00	43	61.0	349.000	0.44	2024-05-15
BMEA240517C00012500	BMEA	CALL	Long	12.50	None	$-1.49	-0.78	$-0.43	-0.03	0.10	1.90	0.41	12.80	12.37	-1.49	$-149.00	190.00	42	40.0	349.000	-0.43	2024-05-14
BMEA240517C00012500	BMEA	CALL	Long	12.50	None	$-1.85	-0.97	$-1.35	-0.11	-0.06	1.90	0.05	12.80	11.45	-1.85	$-185.00	190.00	41	1.0	350.000	-1.35	2024-05-13
BMEA240517C00012500	BMEA	CALL	Long	12.50	None	$-1.65	-0.87	$-2.15	-0.17	-0.48	1.90	0.25	12.80	10.65	-1.65	$-165.00	190.00	40	22.0	350.000	-2.15	2024-05-12
BMEA240517C00012500	BMEA	CALL	Long	12.50	None	$-1.65	-0.87	$-1.36	-0.11	-0.20	1.90	0.25	12.80	11.44	-1.65	$-165.00	190.00	37	1.0	349.000	-1.36	2024-05-09
BMEA240517C00012500	BMEA	CALL	Long	12.50	None	$-1.35	-0.71	$-1.73	-0.14	0.04	1.90	0.55	12.80	11.07	-1.35	$-135.00	190.00	36	75.0	349.000	-1.73	2024-05-08
BMEA240517C00012500	BMEA	CALL	Long	12.50	None	$-1.35	-0.71	$-0.80	-0.06	0.12	1.90	0.55	12.80	12.00	-1.35	$-135.00	190.00	35	75.0	286.000	-0.80	2024-05-07
BMEA240517C00012500	BMEA	CALL	Long	12.50	None	$-1.05	-0.55	$0.11	0.01	-0.98	1.90	0.85	12.80	12.91	-1.05	$-105.00	190.00	31	1.0	286.000	0.11	2024-05-03
BMEA240517C00012500	BMEA	CALL	Long	12.50	None	$-1.05	-0.55	$-0.87	-0.07	0.15	1.90	0.85	12.80	11.93	-1.05	$-105.00	190.00	30	1.0	286.000	-0.87	2024-05-02
BMEA240517C00012500	BMEA	CALL	Long	12.50	None	$-1.35	-0.71	$-1.91	-0.15	0.25	1.90	0.55	12.80	10.89	-1.35	$-135.00	190.00	27	2.0	255.000	-1.91	2024-04-29
BMEA240517C00012500	BMEA	CALL	Long	12.50	None	$-1.30	-0.68	$-2.02	-0.16	0.15	1.90	0.60	12.80	10.78	-1.30	$-130.00	190.00	24	20.0	252.000	-2.02	2024-04-26
BMEA240517C00012500	BMEA	CALL	Long	12.50	None	$-1.35	-0.71	$-2.33	-0.18	0.15	1.90	0.55	12.80	10.47	-1.35	$-135.00	190.00	23	53.0	252.000	-2.33	2024-04-25
BMEA240517C00012500	BMEA	CALL	Long	12.50	None	$-1.35	-0.71	$-2.03	-0.16	0.13	1.90	0.55	12.80	10.77	-1.35	$-135.00	190.00	22	53.0	201.000	-2.03	2024-04-24
BMEA240517C00012500	BMEA	CALL	Long	12.50	None	$-1.30	-0.68	$-1.82	-0.14	-0.08	1.90	0.60	12.80	10.98	-1.30	$-130.00	190.00	21	16.0	192.000	-1.82	2024-04-23
BMEA240517C00012500	BMEA	CALL	Long	12.50	None	$-1.31	-0.69	$-1.97	-0.15	0.07	1.90	0.59	12.80	10.83	-1.31	$-131.00	190.00	20	72.0	184.000	-1.97	2024-04-22
BMEA240517C00012500	BMEA	CALL	Long	12.50	None	$-1.43	-0.75	$-1.95	-0.15	0.07	1.90	0.47	12.80	10.85	-1.43	$-143.00	190.00	17	8.0	181.000	-1.95	2024-04-19
BMEA240517C00012500	BMEA	CALL	Long	12.50	None	$-1.10	-0.58	$-1.62	-0.13	0.07	1.90	0.80	12.80	11.18	-1.10	$-110.00	190.00	16	180.0	56.000	-1.62	2024-04-18
BMEA240517C00012500	BMEA	CALL	Long	12.50	None	$-1.10	-0.58	$-1.30	-0.10	-0.11	1.90	0.80	12.80	11.50	-1.10	$-110.00	190.00	15	6.0	57.000	-1.30	2024-04-17
BMEA240517C00012500	BMEA	CALL	Long	12.50	None	$-0.90	-0.47	$-0.85	-0.07	-0.32	1.90	1.00	12.80	11.95	-0.90	$-90.00	190.00	14	1.0	56.000	-0.85	2024-04-16
BMEA240517C00012500	BMEA	CALL	Long	12.50	None	$-0.28	-0.15	$-0.29	-0.02	0.00	1.90	1.62	12.80	12.51	-0.28	$-28.00	190.00	13	1.0	55.000	-0.29	2024-04-15
BMEA240517C00012500	BMEA	CALL	Long	12.50	None	$-0.10	-0.05	$0.18	0.01	-0.13	1.90	1.80	12.80	12.98	-0.10	$-10.00	190.00	10	21.0	55.000	0.18	2024-04-12
BMEA240517C00012500	BMEA	CALL	Long	12.50	None	$-0.10	-0.05	$0.48	0.04	-0.09	1.90	1.80	12.80	13.28	-0.10	$-10.00	190.00	9	21.0	34.000	0.48	2024-04-11
BMEA240517C00012500	BMEA	CALL	Long	12.50	None	$-0.33	-0.17	$-0.04	-0.00	-0.07	1.90	1.57	12.80	12.76	-0.33	$-33.00	190.00	8	1.0	33.000	-0.04	2024-04-10
BMEA240517C00012500	BMEA	CALL	Long	12.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.70; Exit EQ PnL: -0.48	$-0.50	-0.26	$0.00	0.00	0.04	1.90	1.40	12.80	12.80	-0.50	$-50.00	190.00	7	5.0	28.000	0.00	2024-04-09
BMEA240517C00012500	BMEA	CALL	Long	12.50	None	$0.70	0.37	$-0.29	-0.02	0.46	1.90	2.60	12.80	12.51	0.70	$70.00	190.00	6	2.0	28.000	-0.29	2024-04-08
BMEA240517C00012500	BMEA	CALL	Long	12.50	None	$0.70	0.37	$-0.07	-0.01	-0.12	1.90	2.60	12.80	12.73	0.70	$70.00	190.00	3	2.0	28.000	-0.07	2024-04-05
BMEA240517C00012500	BMEA	CALL	Long	12.50	None	$0.70	0.37	$-0.20	-0.02	-0.01	1.90	2.60	12.80	12.60	0.70	$70.00	190.00	2	2.0	26.000	-0.20	2024-04-04
BMEA240517C00012500	BMEA	CALL	Long	12.50	None	$0.65	0.34	$1.15	0.09	-0.03	1.90	2.55	12.80	13.95	0.65	$65.00	190.00	1	3.0	24.000	1.15	2024-04-03
BMEA240517C00012500	BMEA	CALL	Long	12.50	None	$0.00	0.00	$0.00	0.00	0.00	1.90	1.90	12.80	12.80	0.00	$0.00	190.00	0	22.0	6.000	0.00	2024-04-02

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