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View Outliers PnL Drill-Down: CC240920C00023000

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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
2024-08-02	CC	CC240920C00023000	23.00	50.0	68.000	0.492	0.233	0.0	3.1	0.010	0.360	3.430	2.25	19.81	2024-09-20	CALL	Long	0.180	0.220	-0.119

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	CC	1.000	0.078	0.441	0.164	0.145	-0.035	18.21	-0.039	0.0000	16.79	32.47	21	1y	19.11

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
CC240920C00023000	CC	CALL	Long	23.00	None	$-0.20	-0.80	$0.53	0.03	1.65	0.25	0.05	18.72	19.25	-0.20	$-20.00	25.00	44	5.0	118.000	0.53	2024-09-19
CC240920C00023000	CC	CALL	Long	23.00	None	$-0.20	-0.80	$-0.23	-0.01	1.53	0.25	0.05	18.72	18.49	-0.20	$-20.00	25.00	43	5.0	118.000	-0.23	2024-09-18
CC240920C00023000	CC	CALL	Long	23.00	None	$-0.20	-0.80	$-0.30	-0.02	1.28	0.25	0.05	18.72	18.42	-0.20	$-20.00	25.00	42	5.0	118.000	-0.30	2024-09-17
CC240920C00023000	CC	CALL	Long	23.00	None	$-0.20	-0.80	$-0.70	-0.04	1.20	0.25	0.05	18.72	18.02	-0.20	$-20.00	25.00	41	5.0	118.000	-0.70	2024-09-16
CC240920C00023000	CC	CALL	Long	23.00	None	$-0.20	-0.80	$-0.77	-0.04	1.08	0.25	0.05	18.72	17.95	-0.20	$-20.00	25.00	39	5.0	118.000	-0.77	2024-09-14
CC240920C00023000	CC	CALL	Long	23.00	None	$-0.20	-0.80	$-0.77	-0.04	0.86	0.25	0.05	18.72	17.95	-0.20	$-20.00	25.00	38	5.0	118.000	-0.77	2024-09-13
CC240920C00023000	CC	CALL	Long	23.00	None	$-0.20	-0.80	$-1.57	-0.08	0.96	0.25	0.05	18.72	17.15	-0.20	$-20.00	25.00	37	5.0	118.000	-1.57	2024-09-12
CC240920C00023000	CC	CALL	Long	23.00	None	$-0.20	-0.80	$-1.70	-0.09	0.91	0.25	0.05	18.72	17.02	-0.20	$-20.00	25.00	36	5.0	118.000	-1.70	2024-09-11
CC240920C00023000	CC	CALL	Long	23.00	None	$-0.20	-0.80	$-1.93	-0.10	0.38	0.25	0.05	18.72	16.79	-0.20	$-20.00	25.00	35	5.0	118.000	-1.93	2024-09-10
CC240920C00023000	CC	CALL	Long	23.00	None	$-0.20	-0.80	$-1.62	-0.09	0.30	0.25	0.05	18.72	17.10	-0.20	$-20.00	25.00	34	5.0	118.000	-1.62	2024-09-09
CC240920C00023000	CC	CALL	Long	23.00	None	$-0.20	-0.80	$-1.25	-0.07	0.70	0.25	0.05	18.72	17.47	-0.20	$-20.00	25.00	33	5.0	118.000	-1.25	2024-09-08
CC240920C00023000	CC	CALL	Long	23.00	None	$-0.20	-0.80	$-1.23	-0.07	0.57	0.25	0.05	18.72	17.49	-0.20	$-20.00	25.00	31	5.0	118.000	-1.23	2024-09-06
CC240920C00023000	CC	CALL	Long	23.00	None	$-0.20	-0.80	$-0.22	-0.01	0.37	0.25	0.05	18.72	18.50	-0.20	$-20.00	25.00	30	5.0	118.000	-0.22	2024-09-05
CC240920C00023000	CC	CALL	Long	23.00	None	$-0.20	-0.80	$-0.19	-0.01	0.00	0.25	0.05	18.72	18.53	-0.20	$-20.00	25.00	29	5.0	118.000	-0.19	2024-09-04
CC240920C00023000	CC	CALL	Long	23.00	None	$-0.20	-0.80	$0.72	0.04	0.00	0.25	0.05	18.72	19.44	-0.20	$-20.00	25.00	25	5.0	116.000	0.72	2024-08-31
CC240920C00023000	CC	CALL	Long	23.00	None	$-0.20	-0.80	$0.72	0.04	-0.02	0.25	0.05	18.72	19.44	-0.20	$-20.00	25.00	24	5.0	116.000	0.72	2024-08-30
CC240920C00023000	CC	CALL	Long	23.00	None	$-0.20	-0.80	$0.62	0.03	-0.02	0.25	0.05	18.72	19.34	-0.20	$-20.00	25.00	23	5.0	111.000	0.62	2024-08-29
CC240920C00023000	CC	CALL	Long	23.00	None	$-0.17	-0.68	$0.27	0.01	0.01	0.25	0.08	18.72	18.99	-0.17	$-17.00	25.00	22	31.0	111.000	0.27	2024-08-28
CC240920C00023000	CC	CALL	Long	23.00	None	$-0.17	-0.68	$0.68	0.04	-0.39	0.25	0.08	18.72	19.40	-0.17	$-17.00	25.00	21	31.0	111.000	0.68	2024-08-27
CC240920C00023000	CC	CALL	Long	23.00	None	$-0.17	-0.68	$0.79	0.04	-0.07	0.25	0.08	18.72	19.51	-0.17	$-17.00	25.00	20	31.0	111.000	0.79	2024-08-26
CC240920C00023000	CC	CALL	Long	23.00	None	$-0.17	-0.68	$0.58	0.03	-0.05	0.25	0.08	18.72	19.30	-0.17	$-17.00	25.00	19	31.0	111.000	0.58	2024-08-25
CC240920C00023000	CC	CALL	Long	23.00	None	$-0.17	-0.68	$0.58	0.03	-0.06	0.25	0.08	18.72	19.30	-0.17	$-17.00	25.00	18	31.0	111.000	0.58	2024-08-24
CC240920C00023000	CC	CALL	Long	23.00	None	$-0.17	-0.68	$0.58	0.03	-0.07	0.25	0.08	18.72	19.30	-0.17	$-17.00	25.00	17	31.0	111.000	0.58	2024-08-23
CC240920C00023000	CC	CALL	Long	23.00	None	$-0.17	-0.68	$-0.36	-0.02	-0.01	0.25	0.08	18.72	18.36	-0.17	$-17.00	25.00	16	31.0	111.000	-0.36	2024-08-22
CC240920C00023000	CC	CALL	Long	23.00	None	$-0.17	-0.68	$-0.02	-0.00	0.03	0.25	0.08	18.72	18.70	-0.17	$-17.00	25.00	15	31.0	111.000	-0.02	2024-08-21
CC240920C00023000	CC	CALL	Long	23.00	None	$-0.17	-0.68	$-0.51	-0.03	0.07	0.25	0.08	18.72	18.21	-0.17	$-17.00	25.00	14	31.0	111.000	-0.51	2024-08-20
CC240920C00023000	CC	CALL	Long	23.00	None	$-0.17	-0.68	$-0.18	-0.01	0.03	0.25	0.08	18.72	18.54	-0.17	$-17.00	25.00	13	31.0	111.000	-0.18	2024-08-19
CC240920C00023000	CC	CALL	Long	23.00	None	$-0.17	-0.68	$-0.07	-0.00	0.01	0.25	0.08	18.72	18.65	-0.17	$-17.00	25.00	12	31.0	111.000	-0.07	2024-08-18
CC240920C00023000	CC	CALL	Long	23.00	None	$-0.17	-0.68	$-0.07	-0.00	0.00	0.25	0.08	18.72	18.65	-0.17	$-17.00	25.00	11	31.0	111.000	-0.07	2024-08-17
CC240920C00023000	CC	CALL	Long	23.00	None	$-0.17	-0.68	$-0.07	-0.00	-0.01	0.25	0.08	18.72	18.65	-0.17	$-17.00	25.00	10	31.0	111.000	-0.07	2024-08-16
CC240920C00023000	CC	CALL	Long	23.00	None	$-0.17	-0.68	$0.02	0.00	0.02	0.25	0.08	18.72	18.74	-0.17	$-17.00	25.00	9	31.0	111.000	0.02	2024-08-15
CC240920C00023000	CC	CALL	Long	23.00	None	$-0.17	-0.68	$-0.45	-0.02	0.02	0.25	0.08	18.72	18.27	-0.17	$-17.00	25.00	8	31.0	111.000	-0.45	2024-08-14
CC240920C00023000	CC	CALL	Long	23.00	None	$-0.17	-0.68	$-0.54	-0.03	0.02	0.25	0.08	18.72	18.18	-0.17	$-17.00	25.00	7	31.0	111.000	-0.54	2024-08-13
CC240920C00023000	CC	CALL	Long	23.00	None	$-0.17	-0.68	$-0.85	-0.05	-0.01	0.25	0.08	18.72	17.87	-0.17	$-17.00	25.00	6	31.0	80.000	-0.85	2024-08-12
CC240920C00023000	CC	CALL	Long	23.00	None	$0.00	0.00	$-0.60	-0.03	0.04	0.25	0.25	18.72	18.12	0.00	$0.00	25.00	3	1.0	80.000	-0.60	2024-08-09
CC240920C00023000	CC	CALL	Long	23.00	None	$0.00	0.00	$-0.46	-0.02	0.02	0.25	0.25	18.72	18.26	0.00	$0.00	25.00	2	1.0	80.000	-0.46	2024-08-08
CC240920C00023000	CC	CALL	Long	23.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.61	$0.00	0.00	$-0.89	-0.05	0.01	0.25	0.25	18.72	17.83	0.00	$0.00	25.00	1	1.0	80.000	-0.89	2024-08-07
CC240920C00023000	CC	CALL	Long	23.00	None	$0.00	0.00	$0.00	0.00	0.00	0.25	0.25	18.72	18.72	0.00	$0.00	25.00	0	1.0	79.000	0.00	2024-08-06

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