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View Outliers PnL Drill-Down: CABA240621P00012500

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
2024-05-15	CABA	CABA240621P00012500	12.50	2.0	3.000	1.373	0.329	0.8	0.3	0.000	2.220	1.750	2.20	12.92	2024-06-21	PUT	Long	0.343	0.368	0.130

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
CABA240621P00012500	CABA	PUT	Long	12.50	None	$0.55	0.25	$4.34	0.34	1.75	2.20	2.75	12.69	8.35	0.55	$55.00	220.00	34	201.0	0.000	4.34	2024-06-18
CABA240621P00012500	CABA	PUT	Long	12.50	None	$0.55	0.25	$3.33	0.26	1.38	2.20	2.75	12.69	9.36	0.55	$55.00	220.00	33	201.0	227.000	3.33	2024-06-17
CABA240621P00012500	CABA	PUT	Long	12.50	None	$-1.40	-0.64	$2.03	0.16	0.96	2.20	0.80	12.69	10.66	-1.40	$-140.00	220.00	30	1.0	226.000	2.03	2024-06-14
CABA240621P00012500	CABA	PUT	Long	12.50	None	$-0.05	-0.02	$0.13	0.01	0.35	2.20	2.15	12.69	12.56	-0.05	$-5.00	220.00	29	4.0	226.000	0.13	2024-06-13
CABA240621P00012500	CABA	PUT	Long	12.50	None	$-0.05	-0.02	$0.53	0.04	1.41	2.20	2.15	12.69	12.16	-0.05	$-5.00	220.00	28	4.0	223.000	0.53	2024-06-12
CABA240621P00012500	CABA	PUT	Long	12.50	None	$0.35	0.16	$1.62	0.13	0.80	2.20	2.55	12.69	11.07	0.35	$35.00	220.00	27	1.0	223.000	1.62	2024-06-11
CABA240621P00012500	CABA	PUT	Long	12.50	None	$0.35	0.16	$1.70	0.13	1.16	2.20	2.55	12.69	10.99	0.35	$35.00	220.00	26	1.0	223.000	1.70	2024-06-10
CABA240621P00012500	CABA	PUT	Long	12.50	None	$0.35	0.16	$2.15	0.17	1.20	2.20	2.55	12.69	10.54	0.35	$35.00	220.00	25	1.0	223.000	2.15	2024-06-09
CABA240621P00012500	CABA	PUT	Long	12.50	None	$0.35	0.16	$2.15	0.17	0.82	2.20	2.55	12.69	10.54	0.35	$35.00	220.00	23	1.0	223.000	2.15	2024-06-07
CABA240621P00012500	CABA	PUT	Long	12.50	None	$0.35	0.16	$1.67	0.13	0.94	2.20	2.55	12.69	11.02	0.35	$35.00	220.00	22	1.0	223.000	1.67	2024-06-06
CABA240621P00012500	CABA	PUT	Long	12.50	None	$0.35	0.16	$1.52	0.12	0.30	2.20	2.55	12.69	11.17	0.35	$35.00	220.00	21	1.0	223.000	1.52	2024-06-05
CABA240621P00012500	CABA	PUT	Long	12.50	None	$0.35	0.16	$2.75	0.22	1.44	2.20	2.55	12.69	9.94	0.35	$35.00	220.00	20	1.0	223.000	2.75	2024-06-04
CABA240621P00012500	CABA	PUT	Long	12.50	None	$0.35	0.16	$2.68	0.21	0.96	2.20	2.55	12.69	10.01	0.35	$35.00	220.00	19	1.0	223.000	2.68	2024-06-03
CABA240621P00012500	CABA	PUT	Long	12.50	None	$0.35	0.16	$2.50	0.20	0.18	2.20	2.55	12.69	10.19	0.35	$35.00	220.00	16	1.0	223.000	2.50	2024-05-31
CABA240621P00012500	CABA	PUT	Long	12.50	None	$0.35	0.16	$2.76	0.22	0.12	2.20	2.55	12.69	9.93	0.35	$35.00	220.00	15	1.0	223.000	2.76	2024-05-30
CABA240621P00012500	CABA	PUT	Long	12.50	None	$0.35	0.16	$2.64	0.21	-0.24	2.20	2.55	12.69	10.05	0.35	$35.00	220.00	14	1.0	223.000	2.64	2024-05-29
CABA240621P00012500	CABA	PUT	Long	12.50	None	$0.35	0.16	$2.02	0.16	0.20	2.20	2.55	12.69	10.67	0.35	$35.00	220.00	13	1.0	223.000	2.02	2024-05-28
CABA240621P00012500	CABA	PUT	Long	12.50	None	$0.35	0.16	$1.77	0.14	-0.02	2.20	2.55	12.69	10.92	0.35	$35.00	220.00	12	1.0	223.000	1.77	2024-05-27
CABA240621P00012500	CABA	PUT	Long	12.50	None	$0.35	0.16	$1.77	0.14	-0.08	2.20	2.55	12.69	10.92	0.35	$35.00	220.00	9	1.0	223.000	1.77	2024-05-24
CABA240621P00012500	CABA	PUT	Long	12.50	None	$0.35	0.16	$1.48	0.12	0.67	2.20	2.55	12.69	11.21	0.35	$35.00	220.00	8	1.0	222.000	1.48	2024-05-23
CABA240621P00012500	CABA	PUT	Long	12.50	None	$-0.20	-0.09	$0.88	0.07	-0.04	2.20	2.00	12.69	11.81	-0.20	$-20.00	220.00	7	17.0	222.000	0.88	2024-05-22
CABA240621P00012500	CABA	PUT	Long	12.50	Exit OP PnL: $-0.37;Exit EQ PnL: 0.51; Position is Long and position continued to lose. Latest OP price is: $1.83 (EQ: $12.18). Initial OP price was: $2.20 (EQ: $12.69). Surpassed Stop Loss Percentage: -0.1681818181818181818181818182 < -0.16.	$-0.20	-0.09	$0.50	0.04	-0.04	2.20	2.00	12.69	12.19	-0.20	$-20.00	220.00	6	17.0	205.000	0.50	2024-05-21
CABA240621P00012500	CABA	PUT	Long	12.50	None	$-0.35	-0.16	$-0.19	-0.01	-1.22	2.20	1.85	12.69	12.88	-0.35	$-35.00	220.00	5	200.0	0.000	-0.19	2024-05-20
CABA240621P00012500	CABA	PUT	Long	12.50	None	$-0.35	-0.16	$0.34	0.03	-0.28	2.20	1.85	12.69	12.35	-0.35	$-35.00	220.00	4	200.0	5.000	0.34	2024-05-19
CABA240621P00012500	CABA	PUT	Long	12.50	None	$-0.35	-0.16	$0.34	0.03	-0.29	2.20	1.85	12.69	12.35	-0.35	$-35.00	220.00	3	200.0	5.000	0.34	2024-05-18
CABA240621P00012500	CABA	PUT	Long	12.50	None	$-0.35	-0.16	$0.34	0.03	-0.35	2.20	1.85	12.69	12.35	-0.35	$-35.00	220.00	2	200.0	5.000	0.34	2024-05-17
CABA240621P00012500	CABA	PUT	Long	12.50	None	$0.00	0.00	$-0.00	-0.00	0.00	2.20	2.20	12.69	12.69	0.00	$0.00	220.00	0	2.0	3.000	-0.00	2024-05-15

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