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View Outliers PnL Drill-Down: CAN241220C00001000

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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
2024-10-31	CAN	CAN241220C00001000	1.00	24.0	862.000	1.703	0.438	0.2	0.0	0.000	0.320	0.160	0.35	1.15	2024-12-20	CALL	Long	0.457	0.486	-0.147

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	CAN	0.727	0.191	0.540	0.334	0.448	-0.092	2.97	-1.958	0.0000	0.75	3.19	21	1y	1.28

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
CAN241220C00001000	CAN	CALL	Long	1.00	None	$1.00	2.86	$1.15	0.99	6.84	0.35	1.35	1.16	2.31	1.00	$100.00	35.00	49	2.0	1835.000	1.15	2024-12-19
CAN241220C00001000	CAN	CALL	Long	1.00	None	$1.66	4.74	$1.43	1.23	5.66	0.35	2.01	1.16	2.59	1.66	$166.00	35.00	48	1.0	1835.000	1.43	2024-12-18
CAN241220C00001000	CAN	CALL	Long	1.00	None	$1.66	4.74	$1.81	1.56	5.03	0.35	2.01	1.16	2.97	1.66	$166.00	35.00	47	1.0	1841.000	1.81	2024-12-17
CAN241220C00001000	CAN	CALL	Long	1.00	None	$1.94	5.54	$1.93	1.66	5.59	0.35	2.29	1.16	3.09	1.94	$194.00	35.00	46	6.0	1847.000	1.93	2024-12-16
CAN241220C00001000	CAN	CALL	Long	1.00	None	$1.51	4.31	$1.70	1.47	2.34	0.35	1.86	1.16	2.86	1.51	$151.00	35.00	43	22.0	1869.000	1.70	2024-12-13
CAN241220C00001000	CAN	CALL	Long	1.00	None	$1.50	4.29	$1.60	1.38	2.91	0.35	1.85	1.16	2.76	1.50	$150.00	35.00	42	4.0	1870.000	1.60	2024-12-12
CAN241220C00001000	CAN	CALL	Long	1.00	None	$1.30	3.71	$1.50	1.29	1.72	0.35	1.65	1.16	2.66	1.30	$130.00	35.00	41	12.0	1873.000	1.50	2024-12-11
CAN241220C00001000	CAN	CALL	Long	1.00	None	$1.30	3.71	$1.37	1.18	1.66	0.35	1.65	1.16	2.53	1.30	$130.00	35.00	40	12.0	1874.000	1.37	2024-12-10
CAN241220C00001000	CAN	CALL	Long	1.00	None	$1.55	4.43	$1.83	1.58	1.47	0.35	1.90	1.16	2.99	1.55	$155.00	35.00	39	2.0	1874.000	1.83	2024-12-09
CAN241220C00001000	CAN	CALL	Long	1.00	None	$1.55	4.43	$1.88	1.62	1.53	0.35	1.90	1.16	3.04	1.55	$155.00	35.00	38	2.0	1874.000	1.88	2024-12-08
CAN241220C00001000	CAN	CALL	Long	1.00	None	$1.55	4.43	$1.88	1.62	1.22	0.35	1.90	1.16	3.04	1.55	$155.00	35.00	36	2.0	1874.000	1.88	2024-12-06
CAN241220C00001000	CAN	CALL	Long	1.00	None	$1.00	2.86	$1.09	0.94	1.91	0.35	1.35	1.16	2.25	1.00	$100.00	35.00	35	2.0	1874.000	1.09	2024-12-05
CAN241220C00001000	CAN	CALL	Long	1.00	None	$0.41	1.17	$1.15	0.99	1.28	0.35	0.76	1.16	2.31	0.41	$41.00	35.00	34	35.0	1874.000	1.15	2024-12-04
CAN241220C00001000	CAN	CALL	Long	1.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.41	1.17	$0.98	0.84	0.28	0.35	0.76	1.16	2.14	0.41	$41.00	35.00	33	35.0	1874.000	0.98	2024-12-03
CAN241220C00001000	CAN	CALL	Long	1.00	None	$0.41	1.17	$0.92	0.79	0.47	0.35	0.76	1.16	2.08	0.41	$41.00	35.00	32	35.0	1874.000	0.92	2024-12-02
CAN241220C00001000	CAN	CALL	Long	1.00	None	$0.41	1.17	$0.96	0.83	-1.66	0.35	0.76	1.16	2.12	0.41	$41.00	35.00	31	35.0	0.000	0.96	2024-12-01
CAN241220C00001000	CAN	CALL	Long	1.00	None	$0.41	1.17	$0.96	0.83	1.38	0.35	0.76	1.16	2.12	0.41	$41.00	35.00	30	35.0	0.000	0.96	2024-11-30
CAN241220C00001000	CAN	CALL	Long	1.00	None	$0.41	1.17	$0.66	0.57	0.25	0.35	0.76	1.16	1.82	0.41	$41.00	35.00	28	35.0	1878.000	0.66	2024-11-28
CAN241220C00001000	CAN	CALL	Long	1.00	None	$0.50	1.43	$0.74	0.64	0.84	0.35	0.85	1.16	1.90	0.50	$50.00	35.00	27	5.0	1878.000	0.74	2024-11-27
CAN241220C00001000	CAN	CALL	Long	1.00	None	$0.50	1.43	$0.64	0.55	-1.16	0.35	0.85	1.16	1.80	0.50	$50.00	35.00	26	5.0	1878.000	0.64	2024-11-26
CAN241220C00001000	CAN	CALL	Long	1.00	None	$0.50	1.43	$0.92	0.79	0.16	0.35	0.85	1.16	2.08	0.50	$50.00	35.00	25	5.0	1878.000	0.92	2024-11-25
CAN241220C00001000	CAN	CALL	Long	1.00	None	$0.67	1.91	$0.81	0.70	0.25	0.35	1.02	1.16	1.97	0.67	$67.00	35.00	24	11.0	1878.000	0.81	2024-11-24
CAN241220C00001000	CAN	CALL	Long	1.00	None	$0.67	1.91	$0.81	0.70	0.19	0.35	1.02	1.16	1.97	0.67	$67.00	35.00	23	11.0	1878.000	0.81	2024-11-23
CAN241220C00001000	CAN	CALL	Long	1.00	None	$0.47	1.34	$0.81	0.70	-0.41	0.35	0.82	1.16	1.97	0.47	$47.00	35.00	22	640.0	1878.000	0.81	2024-11-22
CAN241220C00001000	CAN	CALL	Long	1.00	None	$0.47	1.34	$0.66	0.57	-0.02	0.35	0.82	1.16	1.82	0.47	$47.00	35.00	21	640.0	2458.000	0.66	2024-11-21
CAN241220C00001000	CAN	CALL	Long	1.00	None	$0.45	1.29	$0.51	0.44	-0.19	0.35	0.80	1.16	1.67	0.45	$45.00	35.00	20	25.0	2458.000	0.51	2024-11-20
CAN241220C00001000	CAN	CALL	Long	1.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.25	0.71	$0.43	0.37	-0.22	0.35	0.60	1.16	1.59	0.25	$25.00	35.00	19	1.0	2458.000	0.43	2024-11-19
CAN241220C00001000	CAN	CALL	Long	1.00	None	$0.35	1.00	$0.37	0.32	0.03	0.35	0.70	1.16	1.53	0.35	$35.00	35.00	18	31.0	2427.000	0.37	2024-11-18
CAN241220C00001000	CAN	CALL	Long	1.00	None	$0.30	0.86	$0.49	0.42	-0.02	0.35	0.65	1.16	1.65	0.30	$30.00	35.00	17	1.0	2426.000	0.49	2024-11-17
CAN241220C00001000	CAN	CALL	Long	1.00	None	$0.30	0.86	$0.49	0.42	-0.05	0.35	0.65	1.16	1.65	0.30	$30.00	35.00	16	1.0	2426.000	0.49	2024-11-16
CAN241220C00001000	CAN	CALL	Long	1.00	None	$0.30	0.86	$0.49	0.42	-0.09	0.35	0.65	1.16	1.65	0.30	$30.00	35.00	15	1.0	2426.000	0.49	2024-11-15
CAN241220C00001000	CAN	CALL	Long	1.00	None	$0.26	0.74	$0.32	0.28	0.09	0.35	0.61	1.16	1.48	0.26	$26.00	35.00	14	35.0	2391.000	0.32	2024-11-14
CAN241220C00001000	CAN	CALL	Long	1.00	None	$0.23	0.66	$0.35	0.30	0.08	0.35	0.58	1.16	1.51	0.23	$23.00	35.00	13	1684.0	798.000	0.35	2024-11-13
CAN241220C00001000	CAN	CALL	Long	1.00	None	$0.37	1.06	$0.49	0.42	-0.16	0.35	0.72	1.16	1.65	0.37	$37.00	35.00	12	115.0	805.000	0.49	2024-11-12
CAN241220C00001000	CAN	CALL	Long	1.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.49	1.40	$0.62	0.53	-0.09	0.35	0.84	1.16	1.78	0.49	$49.00	35.00	11	99.0	840.000	0.62	2024-11-11
CAN241220C00001000	CAN	CALL	Long	1.00	None	$0.05	0.14	$0.10	0.09	-0.36	0.35	0.40	1.16	1.26	0.05	$5.00	35.00	10	1.0	841.000	0.10	2024-11-10
CAN241220C00001000	CAN	CALL	Long	1.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.05	0.14	$0.10	0.09	-0.38	0.35	0.40	1.16	1.26	0.05	$5.00	35.00	9	1.0	841.000	0.10	2024-11-09
CAN241220C00001000	CAN	CALL	Long	1.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.15	0.43	$0.13	0.11	-0.59	0.35	0.50	1.16	1.29	0.15	$15.00	35.00	8	1.0	841.000	0.13	2024-11-08
CAN241220C00001000	CAN	CALL	Long	1.00	None	$0.15	0.43	$0.28	0.24	-0.94	0.35	0.50	1.16	1.44	0.15	$15.00	35.00	7	1.0	841.000	0.28	2024-11-07
CAN241220C00001000	CAN	CALL	Long	1.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.18	0.51	$0.32	0.28	-0.48	0.35	0.53	1.16	1.48	0.18	$18.00	35.00	6	33.0	861.000	0.32	2024-11-06
CAN241220C00001000	CAN	CALL	Long	1.00	None	$0.05	0.14	$0.15	0.13	-0.17	0.35	0.40	1.16	1.31	0.05	$5.00	35.00	5	5.0	856.000	0.15	2024-11-05
CAN241220C00001000	CAN	CALL	Long	1.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$-0.05	-0.14	$0.04	0.03	-0.31	0.35	0.30	1.16	1.20	-0.05	$-5.00	35.00	4	1.0	855.000	0.04	2024-11-04
CAN241220C00001000	CAN	CALL	Long	1.00	None	$0.00	0.00	$0.09	0.08	-0.26	0.35	0.35	1.16	1.25	0.00	$0.00	35.00	1	1.0	855.000	0.09	2024-11-01
CAN241220C00001000	CAN	CALL	Long	1.00	None	$0.00	0.00	$0.00	0.00	0.00	0.35	0.35	1.16	1.16	0.00	$0.00	35.00	0	24.0	862.000	0.00	2024-10-31

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