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View Outliers PnL Drill-Down: CE241220C00100000

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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
2024-11-05	CE	CE241220C00100000	100.00	710.0	4.000	0.409	0.339	1.2	9.7	0.050	1.870	10.350	1.95	91.00	2024-12-20	CALL	Long	0.151	0.342	-0.263

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	CE	1.000	0.053	0.313	0.100	0.098	-0.215	68.41	0.179	0.0000	68.04	171.86	21	1y	108.58

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
CE241220C00100000	CE	CALL	Long	100.00	None	$-1.90	-0.97	$-24.01	-0.26	1.75	1.95	0.05	91.00	66.99	-1.90	$-190.00	195.00	44	20.0	858.000	-24.01	2024-12-19
CE241220C00100000	CE	CALL	Long	100.00	None	$-1.90	-0.97	$-23.07	-0.25	1.44	1.95	0.05	91.00	67.93	-1.90	$-190.00	195.00	43	20.0	858.000	-23.07	2024-12-18
CE241220C00100000	CE	CALL	Long	100.00	None	$-1.90	-0.97	$-22.57	-0.25	1.17	1.95	0.05	91.00	68.43	-1.90	$-190.00	195.00	42	20.0	858.000	-22.57	2024-12-17
CE241220C00100000	CE	CALL	Long	100.00	None	$-1.90	-0.97	$-22.83	-0.25	1.01	1.95	0.05	91.00	68.17	-1.90	$-190.00	195.00	41	20.0	858.000	-22.83	2024-12-16
CE241220C00100000	CE	CALL	Long	100.00	None	$-1.90	-0.97	$-22.38	-0.25	0.70	1.95	0.05	91.00	68.62	-1.90	$-190.00	195.00	38	20.0	858.000	-22.38	2024-12-13
CE241220C00100000	CE	CALL	Long	100.00	None	$-1.90	-0.97	$-22.14	-0.24	0.63	1.95	0.05	91.00	68.86	-1.90	$-190.00	195.00	37	20.0	858.000	-22.14	2024-12-12
CE241220C00100000	CE	CALL	Long	100.00	None	$-1.90	-0.97	$-22.96	-0.25	0.52	1.95	0.05	91.00	68.04	-1.90	$-190.00	195.00	36	20.0	858.000	-22.96	2024-12-11
CE241220C00100000	CE	CALL	Long	100.00	None	$-1.90	-0.97	$-21.35	-0.23	0.50	1.95	0.05	91.00	69.65	-1.90	$-190.00	195.00	35	20.0	858.000	-21.35	2024-12-10
CE241220C00100000	CE	CALL	Long	100.00	None	$-1.90	-0.97	$-18.57	-0.20	0.38	1.95	0.05	91.00	72.43	-1.90	$-190.00	195.00	34	20.0	858.000	-18.57	2024-12-09
CE241220C00100000	CE	CALL	Long	100.00	None	$-1.90	-0.97	$-20.46	-0.22	0.44	1.95	0.05	91.00	70.54	-1.90	$-190.00	195.00	33	20.0	858.000	-20.46	2024-12-08
CE241220C00100000	CE	CALL	Long	100.00	None	$-1.90	-0.97	$-20.47	-0.22	0.35	1.95	0.05	91.00	70.53	-1.90	$-190.00	195.00	31	20.0	858.000	-20.47	2024-12-06
CE241220C00100000	CE	CALL	Long	100.00	None	$-1.90	-0.97	$-21.51	-0.24	0.35	1.95	0.05	91.00	69.49	-1.90	$-190.00	195.00	30	20.0	0.000	-21.51	2024-12-05
CE241220C00100000	CE	CALL	Long	100.00	None	$-1.90	-0.97	$-20.09	-0.22	0.29	1.95	0.05	91.00	70.91	-1.90	$-190.00	195.00	29	20.0	838.000	-20.09	2024-12-04
CE241220C00100000	CE	CALL	Long	100.00	None	$-1.87	-0.96	$-18.50	-0.20	0.23	1.95	0.08	91.00	72.50	-1.87	$-187.00	195.00	28	6.0	838.000	-18.50	2024-12-03
CE241220C00100000	CE	CALL	Long	100.00	None	$-1.87	-0.96	$-16.81	-0.18	0.18	1.95	0.08	91.00	74.19	-1.87	$-187.00	195.00	27	6.0	838.000	-16.81	2024-12-02
CE241220C00100000	CE	CALL	Long	100.00	None	$-1.87	-0.96	$-17.79	-0.20	-0.16	1.95	0.08	91.00	73.21	-1.87	$-187.00	195.00	26	6.0	0.000	-17.79	2024-12-01
CE241220C00100000	CE	CALL	Long	100.00	None	$-1.87	-0.96	$-17.79	-0.20	0.17	1.95	0.08	91.00	73.21	-1.87	$-187.00	195.00	25	6.0	838.000	-17.79	2024-11-30
CE241220C00100000	CE	CALL	Long	100.00	None	$-1.87	-0.96	$-18.09	-0.20	0.16	1.95	0.08	91.00	72.91	-1.87	$-187.00	195.00	23	6.0	838.000	-18.09	2024-11-28
CE241220C00100000	CE	CALL	Long	100.00	None	$-1.87	-0.96	$-17.63	-0.19	0.34	1.95	0.08	91.00	73.37	-1.87	$-187.00	195.00	22	6.0	838.000	-17.63	2024-11-27
CE241220C00100000	CE	CALL	Long	100.00	None	$-1.87	-0.96	$-18.15	-0.20	0.16	1.95	0.08	91.00	72.85	-1.87	$-187.00	195.00	21	6.0	838.000	-18.15	2024-11-26
CE241220C00100000	CE	CALL	Long	100.00	None	$-1.87	-0.96	$-14.48	-0.16	0.13	1.95	0.08	91.00	76.52	-1.87	$-187.00	195.00	20	6.0	838.000	-14.48	2024-11-25
CE241220C00100000	CE	CALL	Long	100.00	None	$-1.87	-0.96	$-16.30	-0.18	0.30	1.95	0.08	91.00	74.70	-1.87	$-187.00	195.00	19	6.0	841.000	-16.30	2024-11-24
CE241220C00100000	CE	CALL	Long	100.00	None	$-1.87	-0.96	$-16.30	-0.18	0.27	1.95	0.08	91.00	74.70	-1.87	$-187.00	195.00	18	6.0	841.000	-16.30	2024-11-23
CE241220C00100000	CE	CALL	Long	100.00	None	$-1.87	-0.96	$-16.32	-0.18	0.14	1.95	0.08	91.00	74.68	-1.87	$-187.00	195.00	17	6.0	841.000	-16.32	2024-11-22
CE241220C00100000	CE	CALL	Long	100.00	None	$-1.87	-0.96	$-15.99	-0.18	0.12	1.95	0.08	91.00	75.01	-1.87	$-187.00	195.00	16	5.0	841.000	-15.99	2024-11-21
CE241220C00100000	CE	CALL	Long	100.00	None	$-1.90	-0.97	$-18.10	-0.20	0.12	1.95	0.05	91.00	72.90	-1.90	$-190.00	195.00	15	10.0	851.000	-18.10	2024-11-20
CE241220C00100000	CE	CALL	Long	100.00	None	$-1.80	-0.92	$-18.80	-0.21	0.17	1.95	0.15	91.00	72.20	-1.80	$-180.00	195.00	14	30.0	833.000	-18.80	2024-11-19
CE241220C00100000	CE	CALL	Long	100.00	None	$-1.85	-0.95	$-18.02	-0.20	0.12	1.95	0.10	91.00	72.98	-1.85	$-185.00	195.00	13	8.0	830.000	-18.02	2024-11-18
CE241220C00100000	CE	CALL	Long	100.00	None	$-1.83	-0.94	$-17.22	-0.19	0.17	1.95	0.12	91.00	73.78	-1.83	$-183.00	195.00	12	20.0	830.000	-17.22	2024-11-17
CE241220C00100000	CE	CALL	Long	100.00	None	$-1.83	-0.94	$-17.22	-0.19	0.16	1.95	0.12	91.00	73.78	-1.83	$-183.00	195.00	11	20.0	830.000	-17.22	2024-11-16
CE241220C00100000	CE	CALL	Long	100.00	None	$-1.83	-0.94	$-17.22	-0.19	0.13	1.95	0.12	91.00	73.78	-1.83	$-183.00	195.00	10	20.0	830.000	-17.22	2024-11-15
CE241220C00100000	CE	CALL	Long	100.00	None	$-1.83	-0.94	$-17.08	-0.19	0.09	1.95	0.12	91.00	73.92	-1.83	$-183.00	195.00	9	20.0	830.000	-17.08	2024-11-14
CE241220C00100000	CE	CALL	Long	100.00	None	$-1.83	-0.94	$-17.00	-0.19	0.11	1.95	0.12	91.00	74.00	-1.83	$-183.00	195.00	8	7.0	830.000	-17.00	2024-11-13
CE241220C00100000	CE	CALL	Long	100.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-1.83	-0.94	$-15.28	-0.17	0.07	1.95	0.12	91.00	75.72	-1.83	$-183.00	195.00	7	7.0	831.000	-15.28	2024-11-12
CE241220C00100000	CE	CALL	Long	100.00	None	$-1.70	-0.87	$-12.39	-0.14	0.03	1.95	0.25	91.00	78.61	-1.70	$-170.00	195.00	6	68.0	839.000	-12.39	2024-11-11
CE241220C00100000	CE	CALL	Long	100.00	None	$-1.59	-0.82	$-6.20	-0.07	-0.05	1.95	0.36	91.00	84.80	-1.59	$-159.00	195.00	5	884.0	993.000	-6.20	2024-11-10
CE241220C00100000	CE	CALL	Long	100.00	None	$-1.59	-0.82	$-6.20	-0.07	-0.05	1.95	0.36	91.00	84.80	-1.59	$-159.00	195.00	4	884.0	993.000	-6.20	2024-11-09
CE241220C00100000	CE	CALL	Long	100.00	None	$-1.65	-0.85	$-5.92	-0.07	-0.06	1.95	0.30	91.00	85.08	-1.65	$-165.00	195.00	3	879.0	993.000	-5.92	2024-11-08
CE241220C00100000	CE	CALL	Long	100.00	None	$-1.20	-0.62	$-1.28	-0.01	-0.08	1.95	0.75	91.00	89.72	-1.20	$-120.00	195.00	2	47.0	956.000	-1.28	2024-11-07
CE241220C00100000	CE	CALL	Long	100.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.50	-0.26	$1.44	0.02	-0.09	1.95	1.45	91.00	92.44	-0.50	$-50.00	195.00	1	395.0	683.000	1.44	2024-11-06
CE241220C00100000	CE	CALL	Long	100.00	None	$0.00	0.00	$0.00	0.00	0.00	1.95	1.95	91.00	91.00	0.00	$0.00	195.00	0	710.0	4.000	0.00	2024-11-05

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