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View Outliers PnL Drill-Down: CABA240119C00017500

View in yFinance: CABA

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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
2023-11-28	CABA	CABA240119C00017500	17.50	42.0	1.000	0.965	0.427	0.0	3.8	0.030	0.620	4.340	1.00	13.69	2024-01-19	CALL	Long	0.391	0.505	-0.268

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	CABA	0.909	0.176	0.532	0.288	0.532	0.198	2.75	0.000	0.0000	1.87	25.38	21	1y	4.11

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
CABA240119C00017500	CABA	CALL	Long	17.50	None	$1.72	1.72	$6.79	0.50	0.38	1.00	2.72	13.69	20.48	1.72	$172.00	100.00	51	13.0	51.000	6.79	2024-01-18
CABA240119C00017500	CABA	CALL	Long	17.50	None	$3.70	3.70	$7.01	0.51	2.88	1.00	4.70	13.69	20.70	3.70	$370.00	100.00	50	1.0	51.000	7.01	2024-01-17
CABA240119C00017500	CABA	CALL	Long	17.50	None	$3.70	3.70	$6.92	0.51	1.82	1.00	4.70	13.69	20.61	3.70	$370.00	100.00	49	1.0	51.000	6.92	2024-01-16
CABA240119C00017500	CABA	CALL	Long	17.50	None	$3.70	3.70	$7.51	0.55	0.71	1.00	4.70	13.69	21.20	3.70	$370.00	100.00	45	1.0	51.000	7.51	2024-01-12
CABA240119C00017500	CABA	CALL	Long	17.50	None	$3.70	3.70	$7.82	0.57	0.99	1.00	4.70	13.69	21.51	3.70	$370.00	100.00	44	1.0	51.000	7.82	2024-01-11
CABA240119C00017500	CABA	CALL	Long	17.50	None	$3.70	3.70	$8.75	0.64	0.07	1.00	4.70	13.69	22.44	3.70	$370.00	100.00	43	1.0	51.000	8.75	2024-01-10
CABA240119C00017500	CABA	CALL	Long	17.50	None	$3.70	3.70	$10.25	0.75	0.31	1.00	4.70	13.69	23.94	3.70	$370.00	100.00	42	1.0	51.000	10.25	2024-01-09
CABA240119C00017500	CABA	CALL	Long	17.50	None	$3.70	3.70	$10.55	0.77	1.03	1.00	4.70	13.69	24.24	3.70	$370.00	100.00	41	1.0	51.000	10.55	2024-01-08
CABA240119C00017500	CABA	CALL	Long	17.50	None	$3.70	3.70	$8.61	0.63	0.33	1.00	4.70	13.69	22.30	3.70	$370.00	100.00	38	1.0	51.000	8.61	2024-01-05
CABA240119C00017500	CABA	CALL	Long	17.50	None	$3.70	3.70	$8.46	0.62	-0.96	1.00	4.70	13.69	22.15	3.70	$370.00	100.00	37	1.0	51.000	8.46	2024-01-04
CABA240119C00017500	CABA	CALL	Long	17.50	None	$3.58	3.58	$8.13	0.59	-0.96	1.00	4.58	13.69	21.82	3.58	$358.00	100.00	36	3.0	51.000	8.13	2024-01-03
CABA240119C00017500	CABA	CALL	Long	17.50	None	$3.58	3.58	$8.47	0.62	-0.96	1.00	4.58	13.69	22.16	3.58	$358.00	100.00	35	3.0	51.000	8.47	2024-01-02
CABA240119C00017500	CABA	CALL	Long	17.50	None	$4.58	4.58	$9.01	0.66	0.02	1.00	5.58	13.69	22.70	4.58	$458.00	100.00	34	1.0	48.000	9.01	2024-01-01
CABA240119C00017500	CABA	CALL	Long	17.50	None	$4.58	4.58	$9.01	0.66	-0.03	1.00	5.58	13.69	22.70	4.58	$458.00	100.00	32	1.0	48.000	9.01	2023-12-30
CABA240119C00017500	CABA	CALL	Long	17.50	None	$4.58	4.58	$9.01	0.66	-0.07	1.00	5.58	13.69	22.70	4.58	$458.00	100.00	31	1.0	48.000	9.01	2023-12-29
CABA240119C00017500	CABA	CALL	Long	17.50	None	$4.58	4.58	$9.64	0.70	0.67	1.00	5.58	13.69	23.33	4.58	$458.00	100.00	30	1.0	48.000	9.64	2023-12-28
CABA240119C00017500	CABA	CALL	Long	17.50	None	$4.58	4.58	$9.67	0.71	0.04	1.00	5.58	13.69	23.36	4.58	$458.00	100.00	29	1.0	48.000	9.67	2023-12-27
CABA240119C00017500	CABA	CALL	Long	17.50	None	$4.58	4.58	$9.61	0.70	0.62	1.00	5.58	13.69	23.30	4.58	$458.00	100.00	28	1.0	48.000	9.61	2023-12-26
CABA240119C00017500	CABA	CALL	Long	17.50	None	$3.58	3.58	$8.45	0.62	0.01	1.00	4.58	13.69	22.14	3.58	$358.00	100.00	27	6.0	48.000	8.45	2023-12-25
CABA240119C00017500	CABA	CALL	Long	17.50	None	$3.58	3.58	$8.45	0.62	-0.02	1.00	4.58	13.69	22.14	3.58	$358.00	100.00	25	6.0	48.000	8.45	2023-12-23
CABA240119C00017500	CABA	CALL	Long	17.50	None	$3.58	3.58	$8.45	0.62	0.27	1.00	4.58	13.69	22.14	3.58	$358.00	100.00	24	6.0	48.000	8.45	2023-12-22
CABA240119C00017500	CABA	CALL	Long	17.50	None	$3.58	3.58	$8.45	0.62	-0.09	1.00	4.58	13.69	22.14	3.58	$358.00	100.00	23	6.0	54.000	8.45	2023-12-21
CABA240119C00017500	CABA	CALL	Long	17.50	None	$3.50	3.50	$8.09	0.59	-0.07	1.00	4.50	13.69	21.78	3.50	$350.00	100.00	22	1.0	54.000	8.09	2023-12-20
CABA240119C00017500	CABA	CALL	Long	17.50	None	$3.50	3.50	$8.66	0.63	-0.10	1.00	4.50	13.69	22.35	3.50	$350.00	100.00	21	1.0	54.000	8.66	2023-12-19
CABA240119C00017500	CABA	CALL	Long	17.50	None	$2.54	2.54	$7.17	0.52	-0.06	1.00	3.54	13.69	20.86	2.54	$254.00	100.00	20	11.0	54.000	7.17	2023-12-18
CABA240119C00017500	CABA	CALL	Long	17.50	None	$2.54	2.54	$6.86	0.50	-0.08	1.00	3.54	13.69	20.55	2.54	$254.00	100.00	18	11.0	44.000	6.86	2023-12-16
CABA240119C00017500	CABA	CALL	Long	17.50	None	$2.54	2.54	$6.86	0.50	-0.06	1.00	3.54	13.69	20.55	2.54	$254.00	100.00	17	11.0	44.000	6.86	2023-12-15
CABA240119C00017500	CABA	CALL	Long	17.50	None	$3.00	3.00	$6.85	0.50	-0.05	1.00	4.00	13.69	20.54	3.00	$300.00	100.00	16	20.0	44.000	6.85	2023-12-14
CABA240119C00017500	CABA	CALL	Long	17.50	None	$1.75	1.75	$5.11	0.37	-0.06	1.00	2.75	13.69	18.80	1.75	$175.00	100.00	15	15.0	36.000	5.11	2023-12-13
CABA240119C00017500	CABA	CALL	Long	17.50	None	$1.50	1.50	$4.44	0.32	-0.20	1.00	2.50	13.69	18.13	1.50	$150.00	100.00	14	1.0	0.000	4.44	2023-12-12
CABA240119C00017500	CABA	CALL	Long	17.50	None	$1.05	1.05	$3.39	0.25	0.03	1.00	2.05	13.69	17.08	1.05	$105.00	100.00	13	3.0	35.000	3.39	2023-12-11
CABA240119C00017500	CABA	CALL	Long	17.50	None	$0.68	0.68	$2.54	0.19	0.02	1.00	1.68	13.69	16.23	0.68	$68.00	100.00	10	1.0	36.000	2.54	2023-12-08
CABA240119C00017500	CABA	CALL	Long	17.50	None	$0.65	0.65	$2.30	0.17	0.02	1.00	1.65	13.69	15.99	0.65	$65.00	100.00	9	7.0	38.000	2.30	2023-12-07
CABA240119C00017500	CABA	CALL	Long	17.50	None	$0.69	0.69	$1.05	0.08	0.05	1.00	1.69	13.69	14.74	0.69	$69.00	100.00	8	0.0	37.000	1.05	2023-12-06
CABA240119C00017500	CABA	CALL	Long	17.50	None	$0.47	0.47	$1.94	0.14	0.01	1.00	1.47	13.69	15.63	0.47	$47.00	100.00	7	0.0	37.000	1.94	2023-12-05
CABA240119C00017500	CABA	CALL	Long	17.50	None	$0.47	0.47	$2.37	0.17	0.02	1.00	1.47	13.69	16.06	0.47	$47.00	100.00	6	0.0	39.000	2.37	2023-12-04
CABA240119C00017500	CABA	CALL	Long	17.50	None	$0.43	0.43	$2.33	0.17	0.10	1.00	1.43	13.69	16.02	0.43	$43.00	100.00	5	0.0	39.000	2.33	2023-12-03
CABA240119C00017500	CABA	CALL	Long	17.50	None	$0.43	0.43	$2.33	0.17	0.09	1.00	1.43	13.69	16.02	0.43	$43.00	100.00	4	0.0	39.000	2.33	2023-12-02
CABA240119C00017500	CABA	CALL	Long	17.50	None	$0.43	0.43	$2.33	0.17	0.49	1.00	1.43	13.69	16.02	0.43	$43.00	100.00	3	0.0	39.000	2.33	2023-12-01
CABA240119C00017500	CABA	CALL	Long	17.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.90	0.90	$2.36	0.17	0.10	1.00	1.90	13.69	16.05	0.90	$90.00	100.00	2	0.0	45.000	2.36	2023-11-30
CABA240119C00017500	CABA	CALL	Long	17.50	None	$-0.10	-0.10	$0.19	0.01	0.06	1.00	0.90	13.69	13.88	-0.10	$-10.00	100.00	1	0.0	42.000	0.19	2023-11-29
CABA240119C00017500	CABA	CALL	Long	17.50	None	$0.00	0.00	$0.00	0.00	0.00	1.00	1.00	13.69	13.69	0.00	$0.00	100.00	0	0.0	1.000	0.00	2023-11-28

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