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View Outliers PnL Drill-Down: BZ241018C00015000

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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
2024-08-28	BZ	BZ241018C00015000	15.00	50.0	233.000	0.551	0.322	0.0	4.0	0.020	0.040	4.010	0.09	10.95	2024-10-18	CALL	Long	0.233	0.332	-0.214

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	BZ	0.818	0.070	0.290	0.159	0.195	0.082	13.91	0.185	0.0000	10.95	22.63	21	1y	14.65

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
BZ241018C00015000	BZ	CALL	Long	15.00	None	$0.53	5.89	$4.47	0.41	0.04	0.09	0.62	10.95	15.42	0.53	$53.00	9.00	49	1.0	3434.000	4.47	2024-10-16
BZ241018C00015000	BZ	CALL	Long	15.00	None	$1.33	14.78	$5.15	0.47	0.18	0.09	1.42	10.95	16.10	1.33	$133.00	9.00	47	25.0	3430.000	5.15	2024-10-14
BZ241018C00015000	BZ	CALL	Long	15.00	None	$2.01	22.33	$6.05	0.55	0.11	0.09	2.10	10.95	17.00	2.01	$201.00	9.00	44	16.0	3430.000	6.05	2024-10-11
BZ241018C00015000	BZ	CALL	Long	15.00	None	$2.01	22.33	$5.99	0.55	0.18	0.09	2.10	10.95	16.94	2.01	$201.00	9.00	43	16.0	3439.000	5.99	2024-10-10
BZ241018C00015000	BZ	CALL	Long	15.00	None	$2.22	24.67	$5.82	0.53	0.14	0.09	2.31	10.95	16.77	2.22	$222.00	9.00	42	10.0	3439.000	5.82	2024-10-09
BZ241018C00015000	BZ	CALL	Long	15.00	None	$3.61	40.11	$8.04	0.73	0.27	0.09	3.70	10.95	18.99	3.61	$361.00	9.00	40	2.0	3441.000	8.04	2024-10-07
BZ241018C00015000	BZ	CALL	Long	15.00	None	$3.91	43.44	$8.24	0.75	-0.55	0.09	4.00	10.95	19.19	3.91	$391.00	9.00	39	20.0	0.000	8.24	2024-10-06
BZ241018C00015000	BZ	CALL	Long	15.00	None	$3.91	43.44	$8.24	0.75	0.35	0.09	4.00	10.95	19.19	3.91	$391.00	9.00	38	20.0	3438.000	8.24	2024-10-05
BZ241018C00015000	BZ	CALL	Long	15.00	None	$4.01	44.56	$8.24	0.75	0.01	0.09	4.10	10.95	19.19	4.01	$401.00	9.00	37	11.0	3438.000	8.24	2024-10-04
BZ241018C00015000	BZ	CALL	Long	15.00	None	$3.31	36.78	$7.61	0.69	0.05	0.09	3.40	10.95	18.56	3.31	$331.00	9.00	36	1.0	3438.000	7.61	2024-10-03
BZ241018C00015000	BZ	CALL	Long	15.00	None	$3.32	36.89	$7.44	0.68	0.16	0.09	3.41	10.95	18.39	3.32	$332.00	9.00	35	18.0	3439.000	7.44	2024-10-02
BZ241018C00015000	BZ	CALL	Long	15.00	None	$2.63	29.22	$7.09	0.65	0.23	0.09	2.72	10.95	18.04	2.63	$263.00	9.00	34	629.0	3676.000	7.09	2024-10-01
BZ241018C00015000	BZ	CALL	Long	15.00	None	$2.66	29.56	$6.41	0.59	0.19	0.09	2.75	10.95	17.36	2.66	$266.00	9.00	33	2671.0	4210.000	6.41	2024-09-30
BZ241018C00015000	BZ	CALL	Long	15.00	None	$2.27	25.22	$6.23	0.57	-0.55	0.09	2.36	10.95	17.18	2.27	$227.00	9.00	32	57.0	4210.000	6.23	2024-09-29
BZ241018C00015000	BZ	CALL	Long	15.00	None	$2.27	25.22	$6.23	0.57	0.10	0.09	2.36	10.95	17.18	2.27	$227.00	9.00	31	57.0	4196.000	6.23	2024-09-28
BZ241018C00015000	BZ	CALL	Long	15.00	None	$2.27	25.22	$6.23	0.57	-0.01	0.09	2.36	10.95	17.18	2.27	$227.00	9.00	30	57.0	4196.000	6.23	2024-09-27
BZ241018C00015000	BZ	CALL	Long	15.00	None	$1.27	14.11	$5.17	0.47	0.09	0.09	1.36	10.95	16.12	1.27	$127.00	9.00	29	63.0	4214.000	5.17	2024-09-26
BZ241018C00015000	BZ	CALL	Long	15.00	None	$0.29	3.22	$3.32	0.30	-0.04	0.09	0.38	10.95	14.27	0.29	$29.00	9.00	28	2047.0	2552.000	3.32	2024-09-25
BZ241018C00015000	BZ	CALL	Long	15.00	None	$0.69	7.67	$4.24	0.39	-0.11	0.09	0.78	10.95	15.19	0.69	$69.00	9.00	27	1482.0	1593.000	4.24	2024-09-24
BZ241018C00015000	BZ	CALL	Long	15.00	None	$-0.04	-0.44	$1.78	0.16	-0.05	0.09	0.05	10.95	12.73	-0.04	$-4.00	9.00	26	4.0	1597.000	1.78	2024-09-23
BZ241018C00015000	BZ	CALL	Long	15.00	None	$-0.01	-0.11	$1.60	0.15	-0.43	0.09	0.08	10.95	12.55	-0.01	$-1.00	9.00	25	109.0	0.000	1.60	2024-09-22
BZ241018C00015000	BZ	CALL	Long	15.00	None	$0.01	0.11	$1.60	0.15	-0.04	0.09	0.10	10.95	12.55	0.01	$1.00	9.00	23	99.0	1488.000	1.60	2024-09-20
BZ241018C00015000	BZ	CALL	Long	15.00	None	$0.05	0.56	$2.04	0.19	-0.07	0.09	0.14	10.95	12.99	0.05	$5.00	9.00	22	1111.0	406.000	2.04	2024-09-19
BZ241018C00015000	BZ	CALL	Long	15.00	None	$0.01	0.11	$1.15	0.11	-0.03	0.09	0.10	10.95	12.10	0.01	$1.00	9.00	21	20.0	406.000	1.15	2024-09-18
BZ241018C00015000	BZ	CALL	Long	15.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.01	0.11	$1.42	0.13	-0.04	0.09	0.10	10.95	12.37	0.01	$1.00	9.00	20	20.0	388.000	1.42	2024-09-17
BZ241018C00015000	BZ	CALL	Long	15.00	None	$0.06	0.67	$1.30	0.12	-0.03	0.09	0.15	10.95	12.25	0.06	$6.00	9.00	19	5.0	388.000	1.30	2024-09-16
BZ241018C00015000	BZ	CALL	Long	15.00	None	$0.06	0.67	$1.21	0.11	-0.02	0.09	0.15	10.95	12.16	0.06	$6.00	9.00	17	5.0	388.000	1.21	2024-09-14
BZ241018C00015000	BZ	CALL	Long	15.00	None	$0.06	0.67	$1.21	0.11	-0.04	0.09	0.15	10.95	12.16	0.06	$6.00	9.00	16	5.0	388.000	1.21	2024-09-13
BZ241018C00015000	BZ	CALL	Long	15.00	None	$0.06	0.67	$1.17	0.11	-0.04	0.09	0.15	10.95	12.12	0.06	$6.00	9.00	15	5.0	388.000	1.17	2024-09-12
BZ241018C00015000	BZ	CALL	Long	15.00	None	$0.06	0.67	$1.05	0.10	-0.03	0.09	0.15	10.95	12.00	0.06	$6.00	9.00	14	5.0	388.000	1.05	2024-09-11
BZ241018C00015000	BZ	CALL	Long	15.00	None	$0.06	0.67	$1.15	0.11	-0.05	0.09	0.15	10.95	12.10	0.06	$6.00	9.00	13	5.0	388.000	1.15	2024-09-10
BZ241018C00015000	BZ	CALL	Long	15.00	None	$0.06	0.67	$1.28	0.12	-0.04	0.09	0.15	10.95	12.23	0.06	$6.00	9.00	12	5.0	383.000	1.28	2024-09-09
BZ241018C00015000	BZ	CALL	Long	15.00	None	$0.06	0.67	$1.52	0.14	-0.00	0.09	0.15	10.95	12.47	0.06	$6.00	9.00	11	32.0	395.000	1.52	2024-09-08
BZ241018C00015000	BZ	CALL	Long	15.00	None	$0.06	0.67	$1.52	0.14	-0.07	0.09	0.15	10.95	12.47	0.06	$6.00	9.00	9	30.0	395.000	1.52	2024-09-06
BZ241018C00015000	BZ	CALL	Long	15.00	None	$0.05	0.56	$1.41	0.13	-0.06	0.09	0.14	10.95	12.36	0.05	$5.00	9.00	8	95.0	395.000	1.41	2024-09-05
BZ241018C00015000	BZ	CALL	Long	15.00	None	$0.05	0.56	$1.21	0.11	-0.03	0.09	0.14	10.95	12.16	0.05	$5.00	9.00	7	95.0	468.000	1.21	2024-09-04
BZ241018C00015000	BZ	CALL	Long	15.00	None	$0.02	0.22	$1.51	0.14	-0.09	0.09	0.11	10.95	12.46	0.02	$2.00	9.00	3	63.0	420.000	1.51	2024-08-31
BZ241018C00015000	BZ	CALL	Long	15.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.01	0.11	$1.51	0.14	-0.10	0.09	0.10	10.95	12.46	0.01	$1.00	9.00	2	53.0	420.000	1.51	2024-08-30
BZ241018C00015000	BZ	CALL	Long	15.00	None	$0.06	0.67	$1.37	0.13	-0.09	0.09	0.15	10.95	12.32	0.06	$6.00	9.00	1	367.0	272.000	1.37	2024-08-29
BZ241018C00015000	BZ	CALL	Long	15.00	None	$0.00	0.00	$0.00	0.00	0.00	0.09	0.09	10.95	10.95	0.00	$0.00	9.00	0	50.0	233.000	0.00	2024-08-28

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