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View Outliers PnL Drill-Down: CCK240315C00082500

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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
2024-02-06	CCK	CCK240315C00082500	82.50	33.0	1.000	0.249	0.157	0.1	5.6	0.010	0.480	5.970	0.65	76.68	2024-03-15	CALL	Long	0.096	0.175	-0.134

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	CCK	0.909	0.036	0.151	0.063	0.048	-0.003	85.37	0.037	0.0000	71.52	97.75	21	1y	94.07

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
CCK240315C00082500	CCK	CALL	Long	82.50	None	$-0.60	-0.92	$0.60	0.01	0.26	0.65	0.05	76.68	77.28	-0.60	$-60.00	65.00	37	2.0	136.000	0.60	2024-03-14
CCK240315C00082500	CCK	CALL	Long	82.50	None	$-0.60	-0.92	$1.28	0.02	0.20	0.65	0.05	76.68	77.96	-0.60	$-60.00	65.00	36	2.0	136.000	1.28	2024-03-13
CCK240315C00082500	CCK	CALL	Long	82.50	None	$-0.60	-0.92	$1.32	0.02	0.25	0.65	0.05	76.68	78.00	-0.60	$-60.00	65.00	35	2.0	136.000	1.32	2024-03-12
CCK240315C00082500	CCK	CALL	Long	82.50	None	$-0.60	-0.92	$1.55	0.02	0.07	0.65	0.05	76.68	78.23	-0.60	$-60.00	65.00	34	2.0	136.000	1.55	2024-03-11
CCK240315C00082500	CCK	CALL	Long	82.50	None	$-0.60	-0.92	$1.30	0.02	0.01	0.65	0.05	76.68	77.98	-0.60	$-60.00	65.00	31	2.0	136.000	1.30	2024-03-08
CCK240315C00082500	CCK	CALL	Long	82.50	None	$-0.60	-0.92	$1.12	0.01	0.14	0.65	0.05	76.68	77.80	-0.60	$-60.00	65.00	30	2.0	136.000	1.12	2024-03-07
CCK240315C00082500	CCK	CALL	Long	82.50	None	$-0.55	-0.85	$-0.67	-0.01	0.02	0.65	0.10	76.68	76.01	-0.55	$-55.00	65.00	29	1.0	136.000	-0.67	2024-03-06
CCK240315C00082500	CCK	CALL	Long	82.50	None	$-0.55	-0.85	$-2.36	-0.03	0.07	0.65	0.10	76.68	74.32	-0.55	$-55.00	65.00	28	1.0	136.000	-2.36	2024-03-05
CCK240315C00082500	CCK	CALL	Long	82.50	None	$-0.55	-0.85	$-0.78	-0.01	-0.12	0.65	0.10	76.68	75.90	-0.55	$-55.00	65.00	27	1.0	0.000	-0.78	2024-03-04
CCK240315C00082500	CCK	CALL	Long	82.50	None	$-0.55	-0.85	$-0.36	-0.00	0.02	0.65	0.10	76.68	76.32	-0.55	$-55.00	65.00	26	1.0	136.000	-0.36	2024-03-03
CCK240315C00082500	CCK	CALL	Long	82.50	None	$-0.55	-0.85	$-0.36	-0.00	0.02	0.65	0.10	76.68	76.32	-0.55	$-55.00	65.00	25	1.0	136.000	-0.36	2024-03-02
CCK240315C00082500	CCK	CALL	Long	82.50	None	$-0.55	-0.85	$-0.21	-0.00	0.02	0.65	0.10	76.68	76.47	-0.55	$-55.00	65.00	24	1.0	136.000	-0.21	2024-03-01
CCK240315C00082500	CCK	CALL	Long	82.50	None	$-0.55	-0.85	$-0.09	-0.00	-0.02	0.65	0.10	76.68	76.59	-0.55	$-55.00	65.00	23	1.0	136.000	-0.09	2024-02-29
CCK240315C00082500	CCK	CALL	Long	82.50	None	$-0.55	-0.85	$-1.56	-0.02	0.05	0.65	0.10	76.68	75.12	-0.55	$-55.00	65.00	22	1.0	135.000	-1.56	2024-02-28
CCK240315C00082500	CCK	CALL	Long	82.50	None	$-0.42	-0.65	$0.83	0.01	-0.01	0.65	0.23	76.68	77.51	-0.42	$-42.00	65.00	21	1.0	134.000	0.83	2024-02-27
CCK240315C00082500	CCK	CALL	Long	82.50	None	$-0.55	-0.85	$-0.85	-0.01	0.02	0.65	0.10	76.68	75.83	-0.55	$-55.00	65.00	20	3.0	137.000	-0.85	2024-02-26
CCK240315C00082500	CCK	CALL	Long	82.50	None	$-0.40	-0.62	$0.24	0.00	0.02	0.65	0.25	76.68	76.92	-0.40	$-40.00	65.00	19	4.0	135.000	0.24	2024-02-25
CCK240315C00082500	CCK	CALL	Long	82.50	None	$-0.40	-0.62	$0.24	0.00	-0.00	0.65	0.25	76.68	76.92	-0.40	$-40.00	65.00	17	4.0	135.000	0.24	2024-02-23
CCK240315C00082500	CCK	CALL	Long	82.50	None	$-0.45	-0.69	$0.18	0.00	0.05	0.65	0.20	76.68	76.86	-0.45	$-45.00	65.00	16	2.0	135.000	0.18	2024-02-22
CCK240315C00082500	CCK	CALL	Long	82.50	None	$-0.50	-0.77	$-1.43	-0.02	0.01	0.65	0.15	76.68	75.25	-0.50	$-50.00	65.00	15	79.0	56.000	-1.43	2024-02-21
CCK240315C00082500	CCK	CALL	Long	82.50	None	$-0.54	-0.83	$-3.54	-0.05	0.08	0.65	0.11	76.68	73.14	-0.54	$-54.00	65.00	14	2.0	56.000	-3.54	2024-02-20
CCK240315C00082500	CCK	CALL	Long	82.50	None	$-0.54	-0.83	$-4.42	-0.06	0.24	0.65	0.11	76.68	72.26	-0.54	$-54.00	65.00	13	2.0	56.000	-4.42	2024-02-19
CCK240315C00082500	CCK	CALL	Long	82.50	None	$-0.45	-0.69	$-1.92	-0.03	0.08	0.65	0.20	76.68	74.76	-0.45	$-45.00	65.00	3	1.0	53.000	-1.92	2024-02-09
CCK240315C00082500	CCK	CALL	Long	82.50	None	$-0.45	-0.69	$-2.39	-0.03	-0.00	0.65	0.20	76.68	74.29	-0.45	$-45.00	65.00	2	1.0	54.000	-2.39	2024-02-08
CCK240315C00082500	CCK	CALL	Long	82.50	Exit OP PnL: $-0.31;Exit EQ PnL: -1.35; Position is Long and position continued to lose. Latest OP price is: $0.34 (EQ: $75.33). Initial OP price was: $0.65 (EQ: $76.68). Surpassed Stop Loss Percentage: -0.4769230769230769230769230769 < -0.16.	$-0.31	-0.48	$-1.73	-0.02	-0.00	0.65	0.34	76.68	74.95	-0.31	$-31.00	65.00	1	21.0	33.000	-1.73	2024-02-07
CCK240315C00082500	CCK	CALL	Long	82.50	None	$0.00	0.00	$0.00	0.00	0.00	0.65	0.65	76.68	76.68	0.00	$0.00	65.00	0	33.0	1.000	0.00	2024-02-06

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