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View Outliers PnL Drill-Down: CFLT240920C00021000

View in yFinance: CFLT

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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
2024-08-01	CFLT	CFLT240920C00021000	21.00	114.0	2.000	0.533	0.298	0.7	1.0	0.010	1.340	1.590	1.50	20.63	2024-09-20	CALL	Long	0.273	0.334	-0.175

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	CFLT	0.818	0.077	0.319	0.158	0.128	-0.043	31.34	-0.570	0.0000	18.67	34.53	21	1y	25.11

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
CFLT240920C00021000	CFLT	CALL	Long	21.00	None	$-0.23	-0.33	$1.91	0.10	-0.20	0.70	0.47	18.75	20.66	-0.23	$-23.00	70.00	44	131.0	845.000	1.91	2024-09-19
CFLT240920C00021000	CFLT	CALL	Long	21.00	None	$-0.45	-0.64	$1.57	0.08	0.01	0.70	0.25	18.75	20.32	-0.45	$-45.00	70.00	43	90.0	777.000	1.57	2024-09-18
CFLT240920C00021000	CFLT	CALL	Long	21.00	None	$-0.20	-0.29	$2.01	0.11	0.01	0.70	0.50	18.75	20.76	-0.20	$-20.00	70.00	42	388.0	652.000	2.01	2024-09-17
CFLT240920C00021000	CFLT	CALL	Long	21.00	None	$-0.30	-0.43	$2.00	0.11	-0.02	0.70	0.40	18.75	20.75	-0.30	$-30.00	70.00	41	279.0	563.000	2.00	2024-09-16
CFLT240920C00021000	CFLT	CALL	Long	21.00	None	$-0.45	-0.64	$1.37	0.07	-0.04	0.70	0.25	18.75	20.12	-0.45	$-45.00	70.00	39	61.0	548.000	1.37	2024-09-14
CFLT240920C00021000	CFLT	CALL	Long	21.00	None	$-0.50	-0.71	$1.37	0.07	-0.09	0.70	0.20	18.75	20.12	-0.50	$-50.00	70.00	38	56.0	548.000	1.37	2024-09-13
CFLT240920C00021000	CFLT	CALL	Long	21.00	None	$-0.55	-0.79	$0.64	0.03	-0.04	0.70	0.15	18.75	19.39	-0.55	$-55.00	70.00	37	27.0	550.000	0.64	2024-09-12
CFLT240920C00021000	CFLT	CALL	Long	21.00	None	$-0.51	-0.73	$0.74	0.04	-0.06	0.70	0.19	18.75	19.49	-0.51	$-51.00	70.00	36	2.0	550.000	0.74	2024-09-11
CFLT240920C00021000	CFLT	CALL	Long	21.00	None	$-0.50	-0.71	$0.65	0.03	-0.07	0.70	0.20	18.75	19.40	-0.50	$-50.00	70.00	35	13.0	542.000	0.65	2024-09-10
CFLT240920C00021000	CFLT	CALL	Long	21.00	None	$-0.39	-0.56	$1.20	0.06	-0.06	0.70	0.31	18.75	19.95	-0.39	$-39.00	70.00	34	4.0	544.000	1.20	2024-09-09
CFLT240920C00021000	CFLT	CALL	Long	21.00	None	$-0.40	-0.57	$0.85	0.05	0.01	0.70	0.30	18.75	19.60	-0.40	$-40.00	70.00	33	317.0	777.000	0.85	2024-09-08
CFLT240920C00021000	CFLT	CALL	Long	21.00	None	$-0.40	-0.57	$0.85	0.05	-0.06	0.70	0.30	18.75	19.60	-0.40	$-40.00	70.00	31	317.0	777.000	0.85	2024-09-06
CFLT240920C00021000	CFLT	CALL	Long	21.00	None	$-0.20	-0.29	$1.52	0.08	-0.07	0.70	0.50	18.75	20.27	-0.20	$-20.00	70.00	30	162.0	885.000	1.52	2024-09-05
CFLT240920C00021000	CFLT	CALL	Long	21.00	None	$-0.27	-0.39	$1.04	0.06	-0.04	0.70	0.43	18.75	19.79	-0.27	$-27.00	70.00	29	19.0	888.000	1.04	2024-09-04
CFLT240920C00021000	CFLT	CALL	Long	21.00	None	$0.12	0.17	$2.47	0.13	-0.10	0.70	0.82	18.75	21.22	0.12	$12.00	70.00	25	5.0	609.000	2.47	2024-08-31
CFLT240920C00021000	CFLT	CALL	Long	21.00	None	$0.12	0.17	$2.47	0.13	-0.12	0.70	0.82	18.75	21.22	0.12	$12.00	70.00	24	5.0	609.000	2.47	2024-08-30
CFLT240920C00021000	CFLT	CALL	Long	21.00	None	$0.30	0.43	$2.15	0.11	-0.07	0.70	1.00	18.75	20.90	0.30	$30.00	70.00	23	2.0	607.000	2.15	2024-08-29
CFLT240920C00021000	CFLT	CALL	Long	21.00	None	$0.10	0.14	$1.67	0.09	-0.07	0.70	0.80	18.75	20.42	0.10	$10.00	70.00	22	21.0	607.000	1.67	2024-08-28
CFLT240920C00021000	CFLT	CALL	Long	21.00	None	$0.65	0.93	$2.36	0.13	-0.57	0.70	1.35	18.75	21.11	0.65	$65.00	70.00	21	3.0	607.000	2.36	2024-08-27
CFLT240920C00021000	CFLT	CALL	Long	21.00	None	$0.65	0.93	$2.69	0.14	-0.10	0.70	1.35	18.75	21.44	0.65	$65.00	70.00	20	3.0	610.000	2.69	2024-08-26
CFLT240920C00021000	CFLT	CALL	Long	21.00	None	$0.65	0.93	$2.61	0.14	-0.09	0.70	1.35	18.75	21.36	0.65	$65.00	70.00	19	1.0	609.000	2.61	2024-08-25
CFLT240920C00021000	CFLT	CALL	Long	21.00	None	$0.65	0.93	$2.61	0.14	-0.10	0.70	1.35	18.75	21.36	0.65	$65.00	70.00	18	1.0	609.000	2.61	2024-08-24
CFLT240920C00021000	CFLT	CALL	Long	21.00	None	$0.65	0.93	$2.61	0.14	-0.10	0.70	1.35	18.75	21.36	0.65	$65.00	70.00	17	1.0	609.000	2.61	2024-08-23
CFLT240920C00021000	CFLT	CALL	Long	21.00	None	$0.75	1.07	$2.52	0.13	-0.07	0.70	1.45	18.75	21.27	0.75	$75.00	70.00	16	1.0	610.000	2.52	2024-08-22
CFLT240920C00021000	CFLT	CALL	Long	21.00	None	$0.80	1.14	$3.35	0.18	-0.06	0.70	1.50	18.75	22.10	0.80	$80.00	70.00	15	2.0	610.000	3.35	2024-08-21
CFLT240920C00021000	CFLT	CALL	Long	21.00	None	$0.80	1.14	$2.86	0.15	-0.09	0.70	1.50	18.75	21.61	0.80	$80.00	70.00	14	2.0	610.000	2.86	2024-08-20
CFLT240920C00021000	CFLT	CALL	Long	21.00	None	$1.12	1.60	$3.41	0.18	0.01	0.70	1.82	18.75	22.16	1.12	$112.00	70.00	13	2.0	610.000	3.41	2024-08-19
CFLT240920C00021000	CFLT	CALL	Long	21.00	None	$1.12	1.60	$3.24	0.17	-0.06	0.70	1.82	18.75	21.99	1.12	$112.00	70.00	12	2.0	611.000	3.24	2024-08-18
CFLT240920C00021000	CFLT	CALL	Long	21.00	None	$1.12	1.60	$3.24	0.17	-0.06	0.70	1.82	18.75	21.99	1.12	$112.00	70.00	11	2.0	611.000	3.24	2024-08-17
CFLT240920C00021000	CFLT	CALL	Long	21.00	None	$1.12	1.60	$3.24	0.17	-0.07	0.70	1.82	18.75	21.99	1.12	$112.00	70.00	10	2.0	611.000	3.24	2024-08-16
CFLT240920C00021000	CFLT	CALL	Long	21.00	None	$1.25	1.79	$3.21	0.17	-0.03	0.70	1.95	18.75	21.96	1.25	$125.00	70.00	9	4.0	614.000	3.21	2024-08-15
CFLT240920C00021000	CFLT	CALL	Long	21.00	None	$0.83	1.19	$2.35	0.13	-0.07	0.70	1.53	18.75	21.10	0.83	$83.00	70.00	8	32.0	614.000	2.35	2024-08-14
CFLT240920C00021000	CFLT	CALL	Long	21.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.83	1.19	$2.56	0.14	-0.07	0.70	1.53	18.75	21.31	0.83	$83.00	70.00	7	32.0	611.000	2.56	2024-08-13
CFLT240920C00021000	CFLT	CALL	Long	21.00	None	$0.30	0.43	$1.43	0.08	-0.07	0.70	1.00	18.75	20.18	0.30	$30.00	70.00	6	42.0	605.000	1.43	2024-08-12
CFLT240920C00021000	CFLT	CALL	Long	21.00	None	$0.35	0.50	$1.57	0.08	-0.05	0.70	1.05	18.75	20.32	0.35	$35.00	70.00	3	66.0	602.000	1.57	2024-08-09
CFLT240920C00021000	CFLT	CALL	Long	21.00	None	$0.35	0.50	$1.17	0.06	-0.03	0.70	1.05	18.75	19.92	0.35	$35.00	70.00	2	66.0	574.000	1.17	2024-08-08
CFLT240920C00021000	CFLT	CALL	Long	21.00	None	$0.20	0.29	$0.24	0.01	0.00	0.70	0.90	18.75	18.99	0.20	$20.00	70.00	1	69.0	568.000	0.24	2024-08-07
CFLT240920C00021000	CFLT	CALL	Long	21.00	None	$0.00	0.00	$0.00	0.00	0.00	0.70	0.70	18.75	18.75	0.00	$0.00	70.00	0	4.0	567.000	0.00	2024-08-06

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