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View Outliers PnL Drill-Down: CABA240920C00007500

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
2024-08-08	CABA	CABA240920C00007500	7.50	2.0	69.000	1.742	0.548	0.0	3.5	0.060	0.170	3.630	0.10	4.01	2024-09-20	CALL	Long	0.426	0.593	-0.344

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
CABA240920C00007500	CABA	CALL	Long	7.50	None	$-0.03	-0.30	$0.69	0.17	2.38	0.10	0.07	4.01	4.70	-0.03	$-3.00	10.00	42	12.0	214.000	0.69	2024-09-19
CABA240920C00007500	CABA	CALL	Long	7.50	None	$-0.05	-0.50	$0.47	0.12	2.60	0.10	0.05	4.01	4.48	-0.05	$-5.00	10.00	41	1.0	213.000	0.47	2024-09-18
CABA240920C00007500	CABA	CALL	Long	7.50	None	$-0.05	-0.50	$0.17	0.04	1.35	0.10	0.05	4.01	4.18	-0.05	$-5.00	10.00	40	2.0	213.000	0.17	2024-09-17
CABA240920C00007500	CABA	CALL	Long	7.50	None	$-0.05	-0.50	$-0.07	-0.02	2.29	0.10	0.05	4.01	3.94	-0.05	$-5.00	10.00	39	2.0	213.000	-0.07	2024-09-16
CABA240920C00007500	CABA	CALL	Long	7.50	None	$-0.05	-0.50	$0.10	0.02	0.85	0.10	0.05	4.01	4.11	-0.05	$-5.00	10.00	37	2.0	213.000	0.10	2024-09-14
CABA240920C00007500	CABA	CALL	Long	7.50	None	$-0.05	-0.50	$0.10	0.02	0.51	0.10	0.05	4.01	4.11	-0.05	$-5.00	10.00	36	2.0	213.000	0.10	2024-09-13
CABA240920C00007500	CABA	CALL	Long	7.50	None	$0.02	0.20	$0.02	0.00	1.18	0.10	0.12	4.01	4.03	0.02	$2.00	10.00	35	58.0	241.000	0.02	2024-09-12
CABA240920C00007500	CABA	CALL	Long	7.50	None	$-0.05	-0.50	$0.25	0.06	1.12	0.10	0.05	4.01	4.26	-0.05	$-5.00	10.00	34	2.0	241.000	0.25	2024-09-11
CABA240920C00007500	CABA	CALL	Long	7.50	None	$-0.05	-0.50	$0.43	0.11	0.95	0.10	0.05	4.01	4.44	-0.05	$-5.00	10.00	33	2.0	243.000	0.43	2024-09-10
CABA240920C00007500	CABA	CALL	Long	7.50	None	$-0.05	-0.50	$0.39	0.10	0.34	0.10	0.05	4.01	4.40	-0.05	$-5.00	10.00	32	6.0	243.000	0.39	2024-09-09
CABA240920C00007500	CABA	CALL	Long	7.50	None	$-0.05	-0.50	$0.25	0.06	0.43	0.10	0.05	4.01	4.26	-0.05	$-5.00	10.00	31	1.0	243.000	0.25	2024-09-08
CABA240920C00007500	CABA	CALL	Long	7.50	None	$-0.05	-0.50	$0.25	0.06	0.21	0.10	0.05	4.01	4.26	-0.05	$-5.00	10.00	29	1.0	243.000	0.25	2024-09-06
CABA240920C00007500	CABA	CALL	Long	7.50	None	$0.07	0.70	$0.53	0.13	0.42	0.10	0.17	4.01	4.54	0.07	$7.00	10.00	28	10.0	243.000	0.53	2024-09-05
CABA240920C00007500	CABA	CALL	Long	7.50	None	$0.07	0.70	$1.05	0.26	-0.27	0.10	0.17	4.01	5.06	0.07	$7.00	10.00	27	10.0	243.000	1.05	2024-09-04
CABA240920C00007500	CABA	CALL	Long	7.50	None	$-0.02	-0.20	$1.62	0.40	-0.68	0.10	0.08	4.01	5.63	-0.02	$-2.00	10.00	23	6.0	253.000	1.62	2024-08-31
CABA240920C00007500	CABA	CALL	Long	7.50	None	$-0.02	-0.20	$1.62	0.40	-0.73	0.10	0.08	4.01	5.63	-0.02	$-2.00	10.00	22	6.0	253.000	1.62	2024-08-30
CABA240920C00007500	CABA	CALL	Long	7.50	None	$-0.02	-0.20	$1.78	0.44	-0.69	0.10	0.08	4.01	5.79	-0.02	$-2.00	10.00	21	6.0	253.000	1.78	2024-08-29
CABA240920C00007500	CABA	CALL	Long	7.50	None	$-0.02	-0.20	$1.73	0.43	-0.75	0.10	0.08	4.01	5.74	-0.02	$-2.00	10.00	20	6.0	253.000	1.73	2024-08-28
CABA240920C00007500	CABA	CALL	Long	7.50	None	$0.05	0.50	$1.88	0.47	-1.49	0.10	0.15	4.01	5.89	0.05	$5.00	10.00	19	13.0	247.000	1.88	2024-08-27
CABA240920C00007500	CABA	CALL	Long	7.50	None	$0.05	0.50	$1.96	0.49	-0.73	0.10	0.15	4.01	5.97	0.05	$5.00	10.00	18	13.0	234.000	1.96	2024-08-26
CABA240920C00007500	CABA	CALL	Long	7.50	None	$0.15	1.50	$2.05	0.51	-0.89	0.10	0.25	4.01	6.06	0.15	$15.00	10.00	17	9.0	227.000	2.05	2024-08-25
CABA240920C00007500	CABA	CALL	Long	7.50	None	$0.15	1.50	$2.05	0.51	-0.91	0.10	0.25	4.01	6.06	0.15	$15.00	10.00	16	9.0	227.000	2.05	2024-08-24
CABA240920C00007500	CABA	CALL	Long	7.50	None	$0.15	1.50	$2.05	0.51	-0.92	0.10	0.25	4.01	6.06	0.15	$15.00	10.00	15	9.0	227.000	2.05	2024-08-23
CABA240920C00007500	CABA	CALL	Long	7.50	None	$0.10	1.00	$1.79	0.45	-0.82	0.10	0.20	4.01	5.80	0.10	$10.00	10.00	14	24.0	223.000	1.79	2024-08-22
CABA240920C00007500	CABA	CALL	Long	7.50	None	$0.15	1.50	$1.89	0.47	-0.83	0.10	0.25	4.01	5.90	0.15	$15.00	10.00	13	86.0	140.000	1.89	2024-08-21
CABA240920C00007500	CABA	CALL	Long	7.50	None	$0.00	0.00	$0.88	0.22	-0.68	0.10	0.10	4.01	4.89	0.00	$0.00	10.00	12	3.0	140.000	0.88	2024-08-20
CABA240920C00007500	CABA	CALL	Long	7.50	None	$-0.03	-0.30	$0.96	0.24	-0.58	0.10	0.07	4.01	4.97	-0.03	$-3.00	10.00	11	80.0	69.000	0.96	2024-08-19
CABA240920C00007500	CABA	CALL	Long	7.50	None	$0.00	0.00	$0.53	0.13	-0.07	0.10	0.10	4.01	4.54	0.00	$0.00	10.00	10	2.0	69.000	0.53	2024-08-18
CABA240920C00007500	CABA	CALL	Long	7.50	None	$0.00	0.00	$0.53	0.13	-0.09	0.10	0.10	4.01	4.54	0.00	$0.00	10.00	9	2.0	69.000	0.53	2024-08-17
CABA240920C00007500	CABA	CALL	Long	7.50	None	$0.00	0.00	$0.53	0.13	-0.12	0.10	0.10	4.01	4.54	0.00	$0.00	10.00	8	2.0	69.000	0.53	2024-08-16
CABA240920C00007500	CABA	CALL	Long	7.50	None	$0.00	0.00	$0.45	0.11	-0.10	0.10	0.10	4.01	4.46	0.00	$0.00	10.00	7	2.0	69.000	0.45	2024-08-15
CABA240920C00007500	CABA	CALL	Long	7.50	None	$0.00	0.00	$0.37	0.09	-0.14	0.10	0.10	4.01	4.38	0.00	$0.00	10.00	6	2.0	69.000	0.37	2024-08-14
CABA240920C00007500	CABA	CALL	Long	7.50	None	$0.00	0.00	$0.55	0.14	-0.37	0.10	0.10	4.01	4.56	0.00	$0.00	10.00	5	2.0	69.000	0.55	2024-08-13
CABA240920C00007500	CABA	CALL	Long	7.50	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$0.37	0.09	-0.12	0.10	0.10	4.01	4.38	0.00	$0.00	10.00	4	2.0	69.000	0.37	2024-08-12
CABA240920C00007500	CABA	CALL	Long	7.50	None	$0.00	0.00	$0.15	0.04	-0.06	0.10	0.10	4.01	4.16	0.00	$0.00	10.00	1	2.0	69.000	0.15	2024-08-09
CABA240920C00007500	CABA	CALL	Long	7.50	None	$0.00	0.00	$0.00	0.00	0.00	0.10	0.10	4.01	4.01	0.00	$0.00	10.00	0	2.0	69.000	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