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View Outliers PnL Drill-Down: CDLX240920C00008000

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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	CDLX	CDLX240920C00008000	8.00	54.0	88.000	2.867	0.884	0.0	5.0	0.340	0.260	5.260	1.00	2.96	2024-09-20	CALL	Long	0.312	0.904	-0.571

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	CDLX	0.909	0.132	0.931	0.368	0.162	-0.205	3.84	-0.436	0.0000	2.96	20.25	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
CDLX240920C00008000	CDLX	CALL	Long	8.00	None	$-0.95	-0.95	$0.92	0.31	6.10	1.00	0.05	2.96	3.88	-0.95	$-95.00	100.00	42	13.0	81.000	0.92	2024-09-19
CDLX240920C00008000	CDLX	CALL	Long	8.00	None	$-0.95	-0.95	$0.84	0.28	4.63	1.00	0.05	2.96	3.80	-0.95	$-95.00	100.00	41	13.0	81.000	0.84	2024-09-18
CDLX240920C00008000	CDLX	CALL	Long	8.00	None	$-0.95	-0.95	$0.78	0.26	3.73	1.00	0.05	2.96	3.74	-0.95	$-95.00	100.00	40	13.0	81.000	0.78	2024-09-17
CDLX240920C00008000	CDLX	CALL	Long	8.00	None	$-0.95	-0.95	$0.76	0.26	3.07	1.00	0.05	2.96	3.72	-0.95	$-95.00	100.00	39	13.0	81.000	0.76	2024-09-16
CDLX240920C00008000	CDLX	CALL	Long	8.00	None	$-0.95	-0.95	$0.77	0.26	2.54	1.00	0.05	2.96	3.73	-0.95	$-95.00	100.00	37	13.0	81.000	0.77	2024-09-14
CDLX240920C00008000	CDLX	CALL	Long	8.00	None	$-0.95	-0.95	$0.77	0.26	1.82	1.00	0.05	2.96	3.73	-0.95	$-95.00	100.00	36	13.0	81.000	0.77	2024-09-13
CDLX240920C00008000	CDLX	CALL	Long	8.00	None	$-0.95	-0.95	$0.64	0.22	1.72	1.00	0.05	2.96	3.60	-0.95	$-95.00	100.00	35	13.0	81.000	0.64	2024-09-12
CDLX240920C00008000	CDLX	CALL	Long	8.00	None	$-0.95	-0.95	$0.33	0.11	1.90	1.00	0.05	2.96	3.29	-0.95	$-95.00	100.00	34	13.0	81.000	0.33	2024-09-11
CDLX240920C00008000	CDLX	CALL	Long	8.00	None	$-0.95	-0.95	$0.25	0.08	1.78	1.00	0.05	2.96	3.21	-0.95	$-95.00	100.00	33	13.0	81.000	0.25	2024-09-10
CDLX240920C00008000	CDLX	CALL	Long	8.00	None	$-0.95	-0.95	$0.35	0.12	1.46	1.00	0.05	2.96	3.31	-0.95	$-95.00	100.00	32	13.0	81.000	0.35	2024-09-09
CDLX240920C00008000	CDLX	CALL	Long	8.00	None	$-0.95	-0.95	$0.47	0.16	1.30	1.00	0.05	2.96	3.43	-0.95	$-95.00	100.00	31	13.0	81.000	0.47	2024-09-08
CDLX240920C00008000	CDLX	CALL	Long	8.00	None	$-0.95	-0.95	$0.47	0.16	0.87	1.00	0.05	2.96	3.43	-0.95	$-95.00	100.00	29	13.0	81.000	0.47	2024-09-06
CDLX240920C00008000	CDLX	CALL	Long	8.00	None	$-0.95	-0.95	$0.55	0.19	0.66	1.00	0.05	2.96	3.51	-0.95	$-95.00	100.00	28	13.0	81.000	0.55	2024-09-05
CDLX240920C00008000	CDLX	CALL	Long	8.00	None	$-0.95	-0.95	$0.53	0.18	0.58	1.00	0.05	2.96	3.49	-0.95	$-95.00	100.00	27	13.0	81.000	0.53	2024-09-04
CDLX240920C00008000	CDLX	CALL	Long	8.00	None	$-0.95	-0.95	$0.95	0.32	0.37	1.00	0.05	2.96	3.91	-0.95	$-95.00	100.00	23	13.0	81.000	0.95	2024-08-31
CDLX240920C00008000	CDLX	CALL	Long	8.00	None	$-0.95	-0.95	$0.95	0.32	0.59	1.00	0.05	2.96	3.91	-0.95	$-95.00	100.00	22	13.0	81.000	0.95	2024-08-30
CDLX240920C00008000	CDLX	CALL	Long	8.00	None	$-0.95	-0.95	$1.09	0.37	-1.21	1.00	0.05	2.96	4.05	-0.95	$-95.00	100.00	21	13.0	81.000	1.09	2024-08-29
CDLX240920C00008000	CDLX	CALL	Long	8.00	None	$-0.95	-0.95	$0.95	0.32	0.09	1.00	0.05	2.96	3.91	-0.95	$-95.00	100.00	20	13.0	81.000	0.95	2024-08-28
CDLX240920C00008000	CDLX	CALL	Long	8.00	None	$-0.95	-0.95	$0.87	0.29	-2.37	1.00	0.05	2.96	3.83	-0.95	$-95.00	100.00	19	13.0	81.000	0.87	2024-08-27
CDLX240920C00008000	CDLX	CALL	Long	8.00	None	$-0.95	-0.95	$0.89	0.30	0.02	1.00	0.05	2.96	3.85	-0.95	$-95.00	100.00	18	13.0	81.000	0.89	2024-08-26
CDLX240920C00008000	CDLX	CALL	Long	8.00	None	$-0.95	-0.95	$1.05	0.35	-0.52	1.00	0.05	2.96	4.01	-0.95	$-95.00	100.00	17	13.0	81.000	1.05	2024-08-25
CDLX240920C00008000	CDLX	CALL	Long	8.00	None	$-0.95	-0.95	$1.05	0.35	-0.56	1.00	0.05	2.96	4.01	-0.95	$-95.00	100.00	16	13.0	81.000	1.05	2024-08-24
CDLX240920C00008000	CDLX	CALL	Long	8.00	None	$-0.95	-0.95	$1.05	0.35	-0.60	1.00	0.05	2.96	4.01	-0.95	$-95.00	100.00	15	13.0	81.000	1.05	2024-08-23
CDLX240920C00008000	CDLX	CALL	Long	8.00	None	$-0.95	-0.95	$0.83	0.28	-0.49	1.00	0.05	2.96	3.79	-0.95	$-95.00	100.00	14	13.0	81.000	0.83	2024-08-22
CDLX240920C00008000	CDLX	CALL	Long	8.00	None	$-0.95	-0.95	$1.08	0.36	-0.69	1.00	0.05	2.96	4.04	-0.95	$-95.00	100.00	13	13.0	81.000	1.08	2024-08-21
CDLX240920C00008000	CDLX	CALL	Long	8.00	None	$-0.95	-0.95	$1.04	0.35	-0.37	1.00	0.05	2.96	4.00	-0.95	$-95.00	100.00	12	13.0	81.000	1.04	2024-08-20
CDLX240920C00008000	CDLX	CALL	Long	8.00	None	$-0.95	-0.95	$0.77	0.26	-0.56	1.00	0.05	2.96	3.73	-0.95	$-95.00	100.00	11	13.0	81.000	0.77	2024-08-19
CDLX240920C00008000	CDLX	CALL	Long	8.00	None	$-0.95	-0.95	$0.72	0.24	-0.56	1.00	0.05	2.96	3.68	-0.95	$-95.00	100.00	10	13.0	81.000	0.72	2024-08-18
CDLX240920C00008000	CDLX	CALL	Long	8.00	None	$-0.95	-0.95	$0.72	0.24	-0.59	1.00	0.05	2.96	3.68	-0.95	$-95.00	100.00	9	13.0	81.000	0.72	2024-08-17
CDLX240920C00008000	CDLX	CALL	Long	8.00	None	$-0.95	-0.95	$0.72	0.24	-0.62	1.00	0.05	2.96	3.68	-0.95	$-95.00	100.00	8	13.0	81.000	0.72	2024-08-16
CDLX240920C00008000	CDLX	CALL	Long	8.00	None	$-0.95	-0.95	$0.79	0.27	-0.70	1.00	0.05	2.96	3.75	-0.95	$-95.00	100.00	7	13.0	81.000	0.79	2024-08-15
CDLX240920C00008000	CDLX	CALL	Long	8.00	None	$-0.95	-0.95	$0.73	0.25	-0.37	1.00	0.05	2.96	3.69	-0.95	$-95.00	100.00	6	13.0	81.000	0.73	2024-08-14
CDLX240920C00008000	CDLX	CALL	Long	8.00	None	$-0.95	-0.95	$0.87	0.29	-0.80	1.00	0.05	2.96	3.83	-0.95	$-95.00	100.00	5	13.0	81.000	0.87	2024-08-13
CDLX240920C00008000	CDLX	CALL	Long	8.00	None	$-0.95	-0.95	$0.56	0.19	-0.87	1.00	0.05	2.96	3.52	-0.95	$-95.00	100.00	4	13.0	81.000	0.56	2024-08-12
CDLX240920C00008000	CDLX	CALL	Long	8.00	Underlying has moved in favorable position (0.3479729729729729729729729730) however, position is suffering from IV crush;Exit OP PnL: $-0.90;Exit EQ PnL: 1.03	$-0.95	-0.95	$0.82	0.28	0.83	1.00	0.05	2.96	3.78	-0.95	$-95.00	100.00	1	13.0	88.000	0.82	2024-08-09
CDLX240920C00008000	CDLX	CALL	Long	8.00	None	$0.00	0.00	$0.00	0.00	0.00	1.00	1.00	2.96	2.96	0.00	$0.00	100.00	0	54.0	88.000	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