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View Outliers PnL Drill-Down: CEI240920C00001000

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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
2024-08-09 CEI CEI240920C00001000 1.00 2.0 0.000 0.500 1.229 0.0 1.0 0.630 0.000 0.970 0.04 0.03 2024-09-20 CALL Long 0.324 1.231 -0.695

Realize Position if there are favorable/unfavorable market conditions.
Volatiltiy Analysis 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
CEI240920C00001000 CEI CALL Long 1.00 None $0.00 0.00 $-0.01 -0.33 0.00 0.04 0.04 0.03 0.02 0.00 $0.00 4.00 41 2.0 0.000 -0.01 2024-09-19
CEI240920C00001000 CEI CALL Long 1.00 None $0.00 0.00 $-0.01 -0.33 0.00 0.04 0.04 0.03 0.02 0.00 $0.00 4.00 40 2.0 0.000 -0.01 2024-09-18
CEI240920C00001000 CEI CALL Long 1.00 None $0.00 0.00 $-0.01 -0.33 0.00 0.04 0.04 0.03 0.02 0.00 $0.00 4.00 39 2.0 0.000 -0.01 2024-09-17
CEI240920C00001000 CEI CALL Long 1.00 None $0.00 0.00 $-0.01 -0.33 0.00 0.04 0.04 0.03 0.02 0.00 $0.00 4.00 38 2.0 0.000 -0.01 2024-09-16
CEI240920C00001000 CEI CALL Long 1.00 None $0.00 0.00 $-0.01 -0.33 0.00 0.04 0.04 0.03 0.02 0.00 $0.00 4.00 35 2.0 0.000 -0.01 2024-09-13
CEI240920C00001000 CEI CALL Long 1.00 None $0.00 0.00 $-0.01 -0.33 0.00 0.04 0.04 0.03 0.02 0.00 $0.00 4.00 34 2.0 0.000 -0.01 2024-09-12
CEI240920C00001000 CEI CALL Long 1.00 None $0.00 0.00 $-0.01 -0.33 0.00 0.04 0.04 0.03 0.02 0.00 $0.00 4.00 33 2.0 0.000 -0.01 2024-09-11
CEI240920C00001000 CEI CALL Long 1.00 None $0.00 0.00 $-0.01 -0.33 0.00 0.04 0.04 0.03 0.02 0.00 $0.00 4.00 32 2.0 0.000 -0.01 2024-09-10
CEI240920C00001000 CEI CALL Long 1.00 None $0.00 0.00 $-0.01 -0.33 0.00 0.04 0.04 0.03 0.02 0.00 $0.00 4.00 31 2.0 0.000 -0.01 2024-09-09
CEI240920C00001000 CEI CALL Long 1.00 None $0.00 0.00 $-0.01 -0.33 0.00 0.04 0.04 0.03 0.02 0.00 $0.00 4.00 28 2.0 0.000 -0.01 2024-09-06
CEI240920C00001000 CEI CALL Long 1.00 None $0.00 0.00 $-0.01 -0.33 0.00 0.04 0.04 0.03 0.02 0.00 $0.00 4.00 27 2.0 0.000 -0.01 2024-09-05
CEI240920C00001000 CEI CALL Long 1.00 None $0.00 0.00 $-0.01 -0.33 0.00 0.04 0.04 0.03 0.02 0.00 $0.00 4.00 26 2.0 0.000 -0.01 2024-09-04
CEI240920C00001000 CEI CALL Long 1.00 None $0.00 0.00 $-0.01 -0.33 0.00 0.04 0.04 0.03 0.02 0.00 $0.00 4.00 22 2.0 0.000 -0.01 2024-08-31
CEI240920C00001000 CEI CALL Long 1.00 None $0.00 0.00 $-0.01 -0.33 0.00 0.04 0.04 0.03 0.02 0.00 $0.00 4.00 21 2.0 0.000 -0.01 2024-08-30
CEI240920C00001000 CEI CALL Long 1.00 None $0.00 0.00 $-0.01 -0.33 0.00 0.04 0.04 0.03 0.02 0.00 $0.00 4.00 20 2.0 0.000 -0.01 2024-08-29
CEI240920C00001000 CEI CALL Long 1.00 None $0.00 0.00 $-0.01 -0.33 0.00 0.04 0.04 0.03 0.02 0.00 $0.00 4.00 19 2.0 0.000 -0.01 2024-08-28
CEI240920C00001000 CEI CALL Long 1.00 None $0.00 0.00 $-0.01 -0.33 0.00 0.04 0.04 0.03 0.02 0.00 $0.00 4.00 17 2.0 0.000 -0.01 2024-08-26
CEI240920C00001000 CEI CALL Long 1.00 None $0.00 0.00 $-0.01 -0.33 0.00 0.04 0.04 0.03 0.02 0.00 $0.00 4.00 14 2.0 0.000 -0.01 2024-08-23
CEI240920C00001000 CEI CALL Long 1.00 None $0.00 0.00 $-0.01 -0.33 0.50 0.04 0.04 0.03 0.02 0.00 $0.00 4.00 13 2.0 0.000 -0.01 2024-08-22
CEI240920C00001000 CEI CALL Long 1.00 None $0.00 0.00 $-0.01 -0.33 0.00 0.04 0.04 0.03 0.02 0.00 $0.00 4.00 12 2.0 0.000 -0.01 2024-08-21
CEI240920C00001000 CEI CALL Long 1.00 None $0.00 0.00 $-0.01 -0.33 0.50 0.04 0.04 0.03 0.02 0.00 $0.00 4.00 11 2.0 0.000 -0.01 2024-08-20
CEI240920C00001000 CEI CALL Long 1.00 None $0.00 0.00 $0.00 0.00 0.00 0.04 0.04 0.03 0.03 0.00 $0.00 4.00 10 2.0 0.000 0.00 2024-08-19
CEI240920C00001000 CEI CALL Long 1.00 None $0.00 0.00 $0.00 0.00 0.00 0.04 0.04 0.03 0.03 0.00 $0.00 4.00 7 2.0 0.000 0.00 2024-08-16
CEI240920C00001000 CEI CALL Long 1.00 None $0.00 0.00 $0.00 0.00 0.00 0.04 0.04 0.03 0.03 0.00 $0.00 4.00 6 2.0 0.000 0.00 2024-08-15
CEI240920C00001000 CEI CALL Long 1.00 None $0.00 0.00 $0.00 0.00 0.00 0.04 0.04 0.03 0.03 0.00 $0.00 4.00 5 2.0 0.000 0.00 2024-08-14
CEI240920C00001000 CEI CALL Long 1.00 OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position. $0.00 0.00 $0.00 0.00 0.00 0.04 0.04 0.03 0.03 0.00 $0.00 4.00 4 2.0 0.000 0.00 2024-08-13
CEI240920C00001000 CEI CALL Long 1.00 None $0.00 0.00 $0.00 0.00 0.00 0.04 0.04 0.03 0.03 0.00 $0.00 4.00 3 2.0 0.000 0.00 2024-08-12
CEI240920C00001000 CEI CALL Long 1.00 None $0.00 0.00 $0.00 0.00 0.00 0.04 0.04 0.03 0.03 0.00 $0.00 4.00 0 2.0 0.000 0.00 2024-08-09

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