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View Outliers PnL Drill-Down: CIEN240419C00055000

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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
2024-03-07	CIEN	CIEN240419C00055000	55.00	507.0	794.000	0.361	0.213	0.7	2.6	0.010	1.530	3.430	1.70	52.85	2024-04-19	CALL	Long	0.143	0.219	-0.147

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	CIEN	0.727	0.047	0.201	0.108	0.175	0.077	88.14	0.058	0.0000	43.11	91.14	21	1y	67.01

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
CIEN240419C00055000	CIEN	CALL	Long	55.00	None	$-1.67	-0.98	$-9.08	-0.17	1.04	1.70	0.03	52.85	43.77	-1.67	$-167.00	170.00	42	5.0	3278.000	-9.08	2024-04-18
CIEN240419C00055000	CIEN	CALL	Long	55.00	None	$-1.67	-0.98	$-8.05	-0.15	0.69	1.70	0.03	52.85	44.80	-1.67	$-167.00	170.00	41	5.0	3278.000	-8.05	2024-04-17
CIEN240419C00055000	CIEN	CALL	Long	55.00	None	$-1.67	-0.98	$-7.82	-0.15	0.52	1.70	0.03	52.85	45.03	-1.67	$-167.00	170.00	40	5.0	3278.000	-7.82	2024-04-16
CIEN240419C00055000	CIEN	CALL	Long	55.00	None	$-1.67	-0.98	$-8.52	-0.16	0.48	1.70	0.03	52.85	44.33	-1.67	$-167.00	170.00	39	5.0	3277.000	-8.52	2024-04-15
CIEN240419C00055000	CIEN	CALL	Long	55.00	None	$-1.65	-0.97	$-7.25	-0.14	0.30	1.70	0.05	52.85	45.60	-1.65	$-165.00	170.00	36	9.0	3284.000	-7.25	2024-04-12
CIEN240419C00055000	CIEN	CALL	Long	55.00	None	$-1.65	-0.97	$-5.75	-0.11	0.17	1.70	0.05	52.85	47.10	-1.65	$-165.00	170.00	35	2.0	3284.000	-5.75	2024-04-11
CIEN240419C00055000	CIEN	CALL	Long	55.00	None	$-1.65	-0.97	$-6.11	-0.12	0.16	1.70	0.05	52.85	46.74	-1.65	$-165.00	170.00	34	2.0	3284.000	-6.11	2024-04-10
CIEN240419C00055000	CIEN	CALL	Long	55.00	None	$-1.65	-0.97	$-5.16	-0.10	0.08	1.70	0.05	52.85	47.69	-1.65	$-165.00	170.00	33	2.0	3285.000	-5.16	2024-04-09
CIEN240419C00055000	CIEN	CALL	Long	55.00	None	$-1.63	-0.96	$-5.36	-0.10	0.14	1.70	0.07	52.85	47.49	-1.63	$-163.00	170.00	32	18.0	3283.000	-5.36	2024-04-08
CIEN240419C00055000	CIEN	CALL	Long	55.00	None	$-1.63	-0.96	$-5.27	-0.10	0.08	1.70	0.07	52.85	47.58	-1.63	$-163.00	170.00	29	13.0	3281.000	-5.27	2024-04-05
CIEN240419C00055000	CIEN	CALL	Long	55.00	None	$-1.64	-0.96	$-5.27	-0.10	0.06	1.70	0.06	52.85	47.58	-1.64	$-164.00	170.00	28	52.0	3291.000	-5.27	2024-04-04
CIEN240419C00055000	CIEN	CALL	Long	55.00	None	$-1.60	-0.94	$-4.24	-0.08	0.00	1.70	0.10	52.85	48.61	-1.60	$-160.00	170.00	27	21.0	3306.000	-4.24	2024-04-03
CIEN240419C00055000	CIEN	CALL	Long	55.00	None	$-1.61	-0.95	$-4.26	-0.08	-0.01	1.70	0.09	52.85	48.59	-1.61	$-161.00	170.00	26	15.0	3304.000	-4.26	2024-04-02
CIEN240419C00055000	CIEN	CALL	Long	55.00	None	$-1.57	-0.92	$-3.66	-0.07	-0.24	1.70	0.13	52.85	49.19	-1.57	$-157.00	170.00	25	34.0	3304.000	-3.66	2024-04-01
CIEN240419C00055000	CIEN	CALL	Long	55.00	None	$-1.55	-0.91	$-3.40	-0.06	-0.02	1.70	0.15	52.85	49.45	-1.55	$-155.00	170.00	24	8.0	3327.000	-3.40	2024-03-31
CIEN240419C00055000	CIEN	CALL	Long	55.00	None	$-1.55	-0.91	$-3.40	-0.06	-0.04	1.70	0.15	52.85	49.45	-1.55	$-155.00	170.00	23	8.0	3327.000	-3.40	2024-03-30
CIEN240419C00055000	CIEN	CALL	Long	55.00	None	$-1.55	-0.91	$-3.40	-0.06	-0.05	1.70	0.15	52.85	49.45	-1.55	$-155.00	170.00	22	8.0	3327.000	-3.40	2024-03-29
CIEN240419C00055000	CIEN	CALL	Long	55.00	None	$-1.55	-0.91	$-3.40	-0.06	-0.06	1.70	0.15	52.85	49.45	-1.55	$-155.00	170.00	21	8.0	3327.000	-3.40	2024-03-28
CIEN240419C00055000	CIEN	CALL	Long	55.00	None	$-1.40	-0.82	$-2.38	-0.05	-0.05	1.70	0.30	52.85	50.47	-1.40	$-140.00	170.00	20	3.0	3337.000	-2.38	2024-03-27
CIEN240419C00055000	CIEN	CALL	Long	55.00	None	$-1.45	-0.85	$-3.34	-0.06	-0.01	1.70	0.25	52.85	49.51	-1.45	$-145.00	170.00	19	10.0	3339.000	-3.34	2024-03-26
CIEN240419C00055000	CIEN	CALL	Long	55.00	None	$-1.36	-0.80	$-3.05	-0.06	-0.01	1.70	0.34	52.85	49.80	-1.36	$-136.00	170.00	18	1025.0	2448.000	-3.05	2024-03-25
CIEN240419C00055000	CIEN	CALL	Long	55.00	None	$-1.31	-0.77	$-1.93	-0.04	-0.05	1.70	0.39	52.85	50.92	-1.31	$-131.00	170.00	15	82.0	2390.000	-1.93	2024-03-22
CIEN240419C00055000	CIEN	CALL	Long	55.00	None	$-1.29	-0.76	$-2.17	-0.04	-0.05	1.70	0.41	52.85	50.68	-1.29	$-129.00	170.00	14	19.0	2389.000	-2.17	2024-03-21
CIEN240419C00055000	CIEN	CALL	Long	55.00	None	$-1.35	-0.79	$-2.63	-0.05	-0.05	1.70	0.35	52.85	50.22	-1.35	$-135.00	170.00	13	15.0	2390.000	-2.63	2024-03-20
CIEN240419C00055000	CIEN	CALL	Long	55.00	None	$-1.35	-0.79	$-3.10	-0.06	-0.05	1.70	0.35	52.85	49.75	-1.35	$-135.00	170.00	12	32.0	2394.000	-3.10	2024-03-19
CIEN240419C00055000	CIEN	CALL	Long	55.00	None	$-1.40	-0.82	$-3.34	-0.06	-0.06	1.70	0.30	52.85	49.51	-1.40	$-140.00	170.00	11	51.0	2363.000	-3.34	2024-03-18
CIEN240419C00055000	CIEN	CALL	Long	55.00	None	$-1.25	-0.74	$-2.83	-0.05	-0.04	1.70	0.45	52.85	50.02	-1.25	$-125.00	170.00	8	70.0	2364.000	-2.83	2024-03-15
CIEN240419C00055000	CIEN	CALL	Long	55.00	None	$-1.20	-0.71	$-2.58	-0.05	-0.04	1.70	0.50	52.85	50.27	-1.20	$-120.00	170.00	7	40.0	2360.000	-2.58	2024-03-14
CIEN240419C00055000	CIEN	CALL	Long	55.00	None	$-0.92	-0.54	$-1.29	-0.02	-0.04	1.70	0.78	52.85	51.56	-0.92	$-92.00	170.00	6	77.0	2330.000	-1.29	2024-03-13
CIEN240419C00055000	CIEN	CALL	Long	55.00	None	$-0.79	-0.46	$-1.35	-0.03	-0.03	1.70	0.91	52.85	51.50	-0.79	$-79.00	170.00	5	306.0	2307.000	-1.35	2024-03-12
CIEN240419C00055000	CIEN	CALL	Long	55.00	Exit OP PnL: $-0.30;Exit EQ PnL: -0.98; Position is Long and position continued to lose. Latest OP price is: $1.40 (EQ: $51.87). Initial OP price was: $1.70 (EQ: $52.85). Surpassed Stop Loss Percentage: -0.1764705882352941176470588235 < -0.16.	$-0.55	-0.32	$-1.33	-0.03	0.00	1.70	1.15	52.85	51.52	-0.55	$-55.00	170.00	4	326.0	1979.000	-1.33	2024-03-11
CIEN240419C00055000	CIEN	CALL	Long	55.00	None	$0.66	0.39	$1.43	0.03	0.02	1.70	2.36	52.85	54.28	0.66	$66.00	170.00	3	1314.0	1029.000	1.43	2024-03-10
CIEN240419C00055000	CIEN	CALL	Long	55.00	None	$0.66	0.39	$1.43	0.03	0.02	1.70	2.36	52.85	54.28	0.66	$66.00	170.00	2	1314.0	1029.000	1.43	2024-03-09
CIEN240419C00055000	CIEN	CALL	Long	55.00	None	$0.66	0.39	$1.43	0.03	0.01	1.70	2.36	52.85	54.28	0.66	$66.00	170.00	1	1313.0	1029.000	1.43	2024-03-08
CIEN240419C00055000	CIEN	CALL	Long	55.00	None	$0.00	0.00	$0.00	0.00	0.00	1.70	1.70	52.85	52.85	0.00	$0.00	170.00	0	507.0	794.000	0.00	2024-03-07

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