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View Outliers PnL Drill-Down: CDLX241220C00004000

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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
2024-11-07	CDLX	CDLX241220C00004000	4.00	429.0	867.000	0.969	0.398	0.3	0.2	0.020	0.550	0.460	0.60	4.07	2024-12-20	CALL	Long	0.425	0.497	-0.219

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
CDLX241220C00004000	CDLX	CALL	Long	4.00	None	$-0.55	-0.92	$-0.52	-0.13	0.44	0.60	0.05	4.07	3.55	-0.55	$-55.00	60.00	42	5.0	994.000	-0.52	2024-12-19
CDLX241220C00004000	CDLX	CALL	Long	4.00	None	$-0.55	-0.92	$-0.54	-0.13	0.53	0.60	0.05	4.07	3.53	-0.55	$-55.00	60.00	41	5.0	994.000	-0.54	2024-12-18
CDLX241220C00004000	CDLX	CALL	Long	4.00	None	$-0.55	-0.92	$-0.23	-0.06	-0.11	0.60	0.05	4.07	3.84	-0.55	$-55.00	60.00	40	5.0	995.000	-0.23	2024-12-17
CDLX241220C00004000	CDLX	CALL	Long	4.00	None	$-0.55	-0.92	$-0.30	-0.07	-0.06	0.60	0.05	4.07	3.77	-0.55	$-55.00	60.00	39	11.0	990.000	-0.30	2024-12-16
CDLX241220C00004000	CDLX	CALL	Long	4.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.52	-0.87	$-0.34	-0.08	-0.19	0.60	0.08	4.07	3.73	-0.52	$-52.00	60.00	36	35.0	1025.000	-0.34	2024-12-13
CDLX241220C00004000	CDLX	CALL	Long	4.00	None	$-0.45	-0.75	$-0.49	-0.12	-0.02	0.60	0.15	4.07	3.58	-0.45	$-45.00	60.00	35	2.0	1025.000	-0.49	2024-12-12
CDLX241220C00004000	CDLX	CALL	Long	4.00	None	$-0.34	-0.57	$-0.14	-0.03	-0.17	0.60	0.26	4.07	3.93	-0.34	$-34.00	60.00	34	45.0	1033.000	-0.14	2024-12-11
CDLX241220C00004000	CDLX	CALL	Long	4.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.40	-0.67	$-0.02	-0.00	-0.26	0.60	0.20	4.07	4.05	-0.40	$-40.00	60.00	33	20.0	1013.000	-0.02	2024-12-10
CDLX241220C00004000	CDLX	CALL	Long	4.00	None	$-0.40	-0.67	$-0.21	-0.05	-0.04	0.60	0.20	4.07	3.86	-0.40	$-40.00	60.00	32	44.0	1011.000	-0.21	2024-12-09
CDLX241220C00004000	CDLX	CALL	Long	4.00	None	$-0.40	-0.67	$-0.12	-0.03	-0.10	0.60	0.20	4.07	3.95	-0.40	$-40.00	60.00	31	60.0	957.000	-0.12	2024-12-08
CDLX241220C00004000	CDLX	CALL	Long	4.00	None	$-0.40	-0.67	$-0.12	-0.03	-0.20	0.60	0.20	4.07	3.95	-0.40	$-40.00	60.00	29	60.0	957.000	-0.12	2024-12-06
CDLX241220C00004000	CDLX	CALL	Long	4.00	None	$-0.40	-0.67	$-0.24	-0.06	-0.12	0.60	0.20	4.07	3.83	-0.40	$-40.00	60.00	28	5.0	957.000	-0.24	2024-12-05
CDLX241220C00004000	CDLX	CALL	Long	4.00	None	$-0.40	-0.67	$-0.25	-0.06	-0.13	0.60	0.20	4.07	3.82	-0.40	$-40.00	60.00	27	5.0	952.000	-0.25	2024-12-04
CDLX241220C00004000	CDLX	CALL	Long	4.00	None	$-0.30	-0.50	$-0.15	-0.04	0.00	0.60	0.30	4.07	3.92	-0.30	$-30.00	60.00	26	20.0	932.000	-0.15	2024-12-03
CDLX241220C00004000	CDLX	CALL	Long	4.00	None	$-0.25	-0.42	$0.02	0.00	-0.08	0.60	0.35	4.07	4.09	-0.25	$-25.00	60.00	25	269.0	1103.000	0.02	2024-12-02
CDLX241220C00004000	CDLX	CALL	Long	4.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.18	-0.30	$0.00	0.00	-0.97	0.60	0.42	4.07	4.07	-0.18	$-18.00	60.00	24	20.0	0.000	0.00	2024-12-01
CDLX241220C00004000	CDLX	CALL	Long	4.00	None	$-0.18	-0.30	$0.00	0.00	0.04	0.60	0.42	4.07	4.07	-0.18	$-18.00	60.00	23	20.0	0.000	0.00	2024-11-30
CDLX241220C00004000	CDLX	CALL	Long	4.00	None	$-0.30	-0.50	$-0.10	-0.02	0.03	0.60	0.30	4.07	3.97	-0.30	$-30.00	60.00	21	84.0	1021.000	-0.10	2024-11-28
CDLX241220C00004000	CDLX	CALL	Long	4.00	None	$-0.25	-0.42	$-0.13	-0.03	-0.10	0.60	0.35	4.07	3.94	-0.25	$-25.00	60.00	20	10.0	1021.000	-0.13	2024-11-27
CDLX241220C00004000	CDLX	CALL	Long	4.00	None	$-0.25	-0.42	$-0.13	-0.03	-0.05	0.60	0.35	4.07	3.94	-0.25	$-25.00	60.00	19	10.0	1016.000	-0.13	2024-11-26
CDLX241220C00004000	CDLX	CALL	Long	4.00	None	$-0.20	-0.33	$-0.05	-0.01	0.06	0.60	0.40	4.07	4.02	-0.20	$-20.00	60.00	18	2.0	1014.000	-0.05	2024-11-25
CDLX241220C00004000	CDLX	CALL	Long	4.00	None	$-0.20	-0.33	$-0.14	-0.03	-0.06	0.60	0.40	4.07	3.93	-0.20	$-20.00	60.00	17	71.0	943.000	-0.14	2024-11-24
CDLX241220C00004000	CDLX	CALL	Long	4.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.20	-0.33	$-0.14	-0.03	-0.09	0.60	0.40	4.07	3.93	-0.20	$-20.00	60.00	16	71.0	943.000	-0.14	2024-11-23
CDLX241220C00004000	CDLX	CALL	Long	4.00	None	$-0.20	-0.33	$-0.14	-0.03	-0.11	0.60	0.40	4.07	3.93	-0.20	$-20.00	60.00	15	71.0	943.000	-0.14	2024-11-22
CDLX241220C00004000	CDLX	CALL	Long	4.00	None	$-0.35	-0.58	$-0.27	-0.07	-0.14	0.60	0.25	4.07	3.80	-0.35	$-35.00	60.00	14	33.0	942.000	-0.27	2024-11-21
CDLX241220C00004000	CDLX	CALL	Long	4.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.35	-0.58	$-0.40	-0.10	-0.09	0.60	0.25	4.07	3.67	-0.35	$-35.00	60.00	13	11.0	936.000	-0.40	2024-11-20
CDLX241220C00004000	CDLX	CALL	Long	4.00	None	$-0.40	-0.67	$-0.56	-0.14	-0.06	0.60	0.20	4.07	3.51	-0.40	$-40.00	60.00	12	112.0	904.000	-0.56	2024-11-19
CDLX241220C00004000	CDLX	CALL	Long	4.00	None	$-0.43	-0.72	$-0.63	-0.15	-0.02	0.60	0.17	4.07	3.44	-0.43	$-43.00	60.00	11	203.0	840.000	-0.63	2024-11-18
CDLX241220C00004000	CDLX	CALL	Long	4.00	None	$-0.40	-0.67	$-0.69	-0.17	-0.03	0.60	0.20	4.07	3.38	-0.40	$-40.00	60.00	10	58.0	837.000	-0.69	2024-11-17
CDLX241220C00004000	CDLX	CALL	Long	4.00	None	$-0.40	-0.67	$-0.69	-0.17	-0.04	0.60	0.20	4.07	3.38	-0.40	$-40.00	60.00	9	58.0	837.000	-0.69	2024-11-16
CDLX241220C00004000	CDLX	CALL	Long	4.00	None	$-0.40	-0.67	$-0.69	-0.17	-0.07	0.60	0.20	4.07	3.38	-0.40	$-40.00	60.00	8	58.0	837.000	-0.69	2024-11-15
CDLX241220C00004000	CDLX	CALL	Long	4.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.35	-0.58	$-0.47	-0.12	-0.04	0.60	0.25	4.07	3.60	-0.35	$-35.00	60.00	7	43.0	803.000	-0.47	2024-11-14
CDLX241220C00004000	CDLX	CALL	Long	4.00	None	$-0.30	-0.50	$-0.21	-0.05	-0.14	0.60	0.30	4.07	3.86	-0.30	$-30.00	60.00	6	115.0	761.000	-0.21	2024-11-13
CDLX241220C00004000	CDLX	CALL	Long	4.00	None	$0.02	0.03	$0.16	0.04	0.02	0.60	0.62	4.07	4.23	0.02	$2.00	60.00	5	1.0	762.000	0.16	2024-11-12
CDLX241220C00004000	CDLX	CALL	Long	4.00	None	$0.28	0.47	$0.48	0.12	-0.07	0.60	0.88	4.07	4.55	0.28	$28.00	60.00	4	43.0	788.000	0.48	2024-11-11
CDLX241220C00004000	CDLX	CALL	Long	4.00	None	$0.13	0.22	$0.30	0.07	0.01	0.60	0.73	4.07	4.37	0.13	$13.00	60.00	3	1.0	787.000	0.30	2024-11-10
CDLX241220C00004000	CDLX	CALL	Long	4.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.13	0.22	$0.30	0.07	0.00	0.60	0.73	4.07	4.37	0.13	$13.00	60.00	2	1.0	787.000	0.30	2024-11-09
CDLX241220C00004000	CDLX	CALL	Long	4.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.31	0.08	0.16	0.60	0.60	4.07	4.38	0.00	$0.00	60.00	1	429.0	787.000	0.31	2024-11-08
CDLX241220C00004000	CDLX	CALL	Long	4.00	None	$0.00	0.00	$0.00	0.00	0.00	0.60	0.60	4.07	4.07	0.00	$0.00	60.00	0	429.0	867.000	0.00	2024-11-07

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