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View Outliers PnL Drill-Down: CGNX240920C00050000

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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	CGNX	CGNX240920C00050000	50.00	6.0	38.000	0.496	0.277	0.0	10.7	0.030	0.230	10.870	0.05	39.08	2024-09-20	CALL	Long	0.140	0.280	-0.212

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	CGNX	1.000	0.067	0.261	0.100	0.084	-0.017	36.57	0.135	0.0000	35.31	52.91	21	1y	40.61

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
CGNX240920C00050000	CGNX	CALL	Long	50.00	None	$-0.08	-0.62	$1.76	0.05	0.84	0.13	0.05	38.07	39.83	-0.08	$-8.00	13.00	44	1.0	43.000	1.76	2024-09-19
CGNX240920C00050000	CGNX	CALL	Long	50.00	None	$-0.08	-0.62	$0.41	0.01	1.05	0.13	0.05	38.07	38.48	-0.08	$-8.00	13.00	43	1.0	43.000	0.41	2024-09-18
CGNX240920C00050000	CGNX	CALL	Long	50.00	None	$-0.08	-0.62	$0.89	0.02	0.77	0.13	0.05	38.07	38.96	-0.08	$-8.00	13.00	42	1.0	43.000	0.89	2024-09-17
CGNX240920C00050000	CGNX	CALL	Long	50.00	None	$0.00	0.00	$0.58	0.02	1.19	0.13	0.13	38.07	38.65	0.00	$0.00	13.00	41	1.0	43.000	0.58	2024-09-16
CGNX240920C00050000	CGNX	CALL	Long	50.00	None	$0.00	0.00	$0.60	0.02	1.04	0.13	0.13	38.07	38.67	0.00	$0.00	13.00	39	1.0	43.000	0.60	2024-09-14
CGNX240920C00050000	CGNX	CALL	Long	50.00	None	$0.00	0.00	$0.60	0.02	0.82	0.13	0.13	38.07	38.67	0.00	$0.00	13.00	38	1.0	43.000	0.60	2024-09-13
CGNX240920C00050000	CGNX	CALL	Long	50.00	None	$0.00	0.00	$0.23	0.01	0.78	0.13	0.13	38.07	38.30	0.00	$0.00	13.00	37	1.0	43.000	0.23	2024-09-12
CGNX240920C00050000	CGNX	CALL	Long	50.00	None	$0.00	0.00	$0.31	0.01	0.70	0.13	0.13	38.07	38.38	0.00	$0.00	13.00	36	1.0	43.000	0.31	2024-09-11
CGNX240920C00050000	CGNX	CALL	Long	50.00	None	$0.00	0.00	$-0.22	-0.01	0.69	0.13	0.13	38.07	37.85	0.00	$0.00	13.00	35	1.0	43.000	-0.22	2024-09-10
CGNX240920C00050000	CGNX	CALL	Long	50.00	None	$0.00	0.00	$0.18	0.00	0.60	0.13	0.13	38.07	38.25	0.00	$0.00	13.00	34	1.0	43.000	0.18	2024-09-09
CGNX240920C00050000	CGNX	CALL	Long	50.00	None	$0.00	0.00	$0.16	0.00	0.60	0.13	0.13	38.07	38.23	0.00	$0.00	13.00	33	1.0	43.000	0.16	2024-09-08
CGNX240920C00050000	CGNX	CALL	Long	50.00	None	$0.00	0.00	$0.16	0.00	0.48	0.13	0.13	38.07	38.23	0.00	$0.00	13.00	31	1.0	43.000	0.16	2024-09-06
CGNX240920C00050000	CGNX	CALL	Long	50.00	None	$0.00	0.00	$0.82	0.02	0.39	0.13	0.13	38.07	38.89	0.00	$0.00	13.00	30	1.0	43.000	0.82	2024-09-05
CGNX240920C00050000	CGNX	CALL	Long	50.00	None	$0.00	0.00	$0.58	0.02	0.15	0.13	0.13	38.07	38.65	0.00	$0.00	13.00	29	1.0	43.000	0.58	2024-09-04
CGNX240920C00050000	CGNX	CALL	Long	50.00	None	$0.00	0.00	$2.31	0.06	-0.03	0.13	0.13	38.07	40.38	0.00	$0.00	13.00	25	1.0	43.000	2.31	2024-08-31
CGNX240920C00050000	CGNX	CALL	Long	50.00	None	$0.00	0.00	$2.31	0.06	-0.05	0.13	0.13	38.07	40.38	0.00	$0.00	13.00	24	1.0	43.000	2.31	2024-08-30
CGNX240920C00050000	CGNX	CALL	Long	50.00	None	$0.00	0.00	$1.93	0.05	-0.05	0.13	0.13	38.07	40.00	0.00	$0.00	13.00	23	1.0	43.000	1.93	2024-08-29
CGNX240920C00050000	CGNX	CALL	Long	50.00	None	$0.00	0.00	$0.72	0.02	0.23	0.13	0.13	38.07	38.79	0.00	$0.00	13.00	22	1.0	43.000	0.72	2024-08-28
CGNX240920C00050000	CGNX	CALL	Long	50.00	None	$0.00	0.00	$1.15	0.03	-0.34	0.13	0.13	38.07	39.22	0.00	$0.00	13.00	21	1.0	43.000	1.15	2024-08-27
CGNX240920C00050000	CGNX	CALL	Long	50.00	None	$0.00	0.00	$1.46	0.04	-0.06	0.13	0.13	38.07	39.53	0.00	$0.00	13.00	20	1.0	43.000	1.46	2024-08-26
CGNX240920C00050000	CGNX	CALL	Long	50.00	None	$0.00	0.00	$1.62	0.04	-0.07	0.13	0.13	38.07	39.69	0.00	$0.00	13.00	19	1.0	43.000	1.62	2024-08-25
CGNX240920C00050000	CGNX	CALL	Long	50.00	None	$0.00	0.00	$1.62	0.04	-0.08	0.13	0.13	38.07	39.69	0.00	$0.00	13.00	18	1.0	43.000	1.62	2024-08-24
CGNX240920C00050000	CGNX	CALL	Long	50.00	None	$0.00	0.00	$1.62	0.04	-0.01	0.13	0.13	38.07	39.69	0.00	$0.00	13.00	17	1.0	43.000	1.62	2024-08-23
CGNX240920C00050000	CGNX	CALL	Long	50.00	None	$0.00	0.00	$0.72	0.02	-0.06	0.13	0.13	38.07	38.79	0.00	$0.00	13.00	16	1.0	43.000	0.72	2024-08-22
CGNX240920C00050000	CGNX	CALL	Long	50.00	None	$0.00	0.00	$1.94	0.05	-0.04	0.13	0.13	38.07	40.01	0.00	$0.00	13.00	15	1.0	43.000	1.94	2024-08-21
CGNX240920C00050000	CGNX	CALL	Long	50.00	None	$0.00	0.00	$1.05	0.03	-0.01	0.13	0.13	38.07	39.12	0.00	$0.00	13.00	14	1.0	43.000	1.05	2024-08-20
CGNX240920C00050000	CGNX	CALL	Long	50.00	None	$0.00	0.00	$1.50	0.04	-0.04	0.13	0.13	38.07	39.57	0.00	$0.00	13.00	13	1.0	43.000	1.50	2024-08-19
CGNX240920C00050000	CGNX	CALL	Long	50.00	None	$0.00	0.00	$1.39	0.04	-0.04	0.13	0.13	38.07	39.46	0.00	$0.00	13.00	12	1.0	43.000	1.39	2024-08-18
CGNX240920C00050000	CGNX	CALL	Long	50.00	None	$0.00	0.00	$1.39	0.04	-0.05	0.13	0.13	38.07	39.46	0.00	$0.00	13.00	11	1.0	43.000	1.39	2024-08-17
CGNX240920C00050000	CGNX	CALL	Long	50.00	None	$0.00	0.00	$1.39	0.04	-0.46	0.13	0.13	38.07	39.46	0.00	$0.00	13.00	10	1.0	43.000	1.39	2024-08-16
CGNX240920C00050000	CGNX	CALL	Long	50.00	None	$0.00	0.00	$1.27	0.03	-0.06	0.13	0.13	38.07	39.34	0.00	$0.00	13.00	9	1.0	43.000	1.27	2024-08-15
CGNX240920C00050000	CGNX	CALL	Long	50.00	None	$0.00	0.00	$0.44	0.01	-0.03	0.13	0.13	38.07	38.51	0.00	$0.00	13.00	8	1.0	43.000	0.44	2024-08-14
CGNX240920C00050000	CGNX	CALL	Long	50.00	None	$0.00	0.00	$1.09	0.03	-0.07	0.13	0.13	38.07	39.16	0.00	$0.00	13.00	7	1.0	43.000	1.09	2024-08-13
CGNX240920C00050000	CGNX	CALL	Long	50.00	None	$0.00	0.00	$0.43	0.01	-0.04	0.13	0.13	38.07	38.50	0.00	$0.00	13.00	6	1.0	43.000	0.43	2024-08-12
CGNX240920C00050000	CGNX	CALL	Long	50.00	None	$0.00	0.00	$0.67	0.02	-0.05	0.13	0.13	38.07	38.74	0.00	$0.00	13.00	3	1.0	43.000	0.67	2024-08-09
CGNX240920C00050000	CGNX	CALL	Long	50.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$0.68	0.02	-0.08	0.13	0.13	38.07	38.75	0.00	$0.00	13.00	2	1.0	43.000	0.68	2024-08-08
CGNX240920C00050000	CGNX	CALL	Long	50.00	None	$0.00	0.00	$-0.72	-0.02	-0.03	0.13	0.13	38.07	37.35	0.00	$0.00	13.00	1	1.0	43.000	-0.72	2024-08-07
CGNX240920C00050000	CGNX	CALL	Long	50.00	None	$0.00	0.00	$0.00	0.00	0.00	0.13	0.13	38.07	38.07	0.00	$0.00	13.00	0	1.0	44.000	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