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View Outliers PnL Drill-Down: CLNE240119C00003000

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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
2023-12-12 CLNE CLNE240119C00003000 3.00 120.0 0.000 0.566 0.278 0.2 0.1 0.010 0.260 0.150 0.33 3.10 2024-01-19 CALL Long 0.285 0.315 -0.127

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
CLNE240119C00003000 CLNE CALL Long 3.00 None $-0.20 -0.67 $-0.06 -0.02 0.10 0.30 0.10 3.16 3.10 -0.20 $-20.00 30.00 37 2018.0 1740.000 -0.06 2024-01-18
CLNE240119C00003000 CLNE CALL Long 3.00 None $-0.01 -0.03 $0.14 0.04 -0.09 0.30 0.29 3.16 3.30 -0.01 $-1.00 30.00 36 126.0 1866.000 0.14 2024-01-17
CLNE240119C00003000 CLNE CALL Long 3.00 None $0.10 0.33 $0.26 0.08 0.60 0.30 0.40 3.16 3.42 0.10 $10.00 30.00 35 29.0 1930.000 0.26 2024-01-16
CLNE240119C00003000 CLNE CALL Long 3.00 None $0.10 0.33 $0.25 0.08 0.08 0.30 0.40 3.16 3.41 0.10 $10.00 30.00 31 29.0 1931.000 0.25 2024-01-12
CLNE240119C00003000 CLNE CALL Long 3.00 None $0.10 0.33 $0.22 0.07 0.07 0.30 0.40 3.16 3.38 0.10 $10.00 30.00 30 5.0 1926.000 0.22 2024-01-11
CLNE240119C00003000 CLNE CALL Long 3.00 None $0.15 0.50 $0.26 0.08 0.16 0.30 0.45 3.16 3.42 0.15 $15.00 30.00 29 12.0 1916.000 0.26 2024-01-10
CLNE240119C00003000 CLNE CALL Long 3.00 None $0.25 0.83 $0.28 0.09 0.36 0.30 0.55 3.16 3.44 0.25 $25.00 30.00 28 2.0 1914.000 0.28 2024-01-09
CLNE240119C00003000 CLNE CALL Long 3.00 None $0.30 1.00 $0.45 0.14 0.39 0.30 0.60 3.16 3.61 0.30 $30.00 30.00 27 7.0 1921.000 0.45 2024-01-08
CLNE240119C00003000 CLNE CALL Long 3.00 None $0.30 1.00 $0.45 0.14 1.46 0.30 0.60 3.16 3.61 0.30 $30.00 30.00 26 2.0 1921.000 0.45 2024-01-07
CLNE240119C00003000 CLNE CALL Long 3.00 None $0.30 1.00 $0.45 0.14 1.24 0.30 0.60 3.16 3.61 0.30 $30.00 30.00 24 2.0 1921.000 0.45 2024-01-05
CLNE240119C00003000 CLNE CALL Long 3.00 None $0.45 1.50 $0.47 0.15 -0.59 0.30 0.75 3.16 3.63 0.45 $45.00 30.00 23 1.0 1921.000 0.47 2024-01-04
CLNE240119C00003000 CLNE CALL Long 3.00 None $0.52 1.73 $0.52 0.16 -0.59 0.30 0.82 3.16 3.68 0.52 $52.00 30.00 22 10.0 1920.000 0.52 2024-01-03
CLNE240119C00003000 CLNE CALL Long 3.00 None $0.52 1.73 $0.64 0.20 -0.59 0.30 0.82 3.16 3.80 0.52 $52.00 30.00 21 10.0 0.000 0.64 2024-01-02
CLNE240119C00003000 CLNE CALL Long 3.00 None $0.55 1.83 $0.67 0.21 0.52 0.30 0.85 3.16 3.83 0.55 $55.00 30.00 20 52.0 1930.000 0.67 2024-01-01
CLNE240119C00003000 CLNE CALL Long 3.00 None $0.55 1.83 $0.67 0.21 0.46 0.30 0.85 3.16 3.83 0.55 $55.00 30.00 18 52.0 1930.000 0.67 2023-12-30
CLNE240119C00003000 CLNE CALL Long 3.00 None $0.55 1.83 $0.67 0.21 0.41 0.30 0.85 3.16 3.83 0.55 $55.00 30.00 17 52.0 1930.000 0.67 2023-12-29
CLNE240119C00003000 CLNE CALL Long 3.00 None $0.71 2.37 $0.79 0.25 0.21 0.30 1.01 3.16 3.95 0.71 $71.00 30.00 16 17.0 1924.000 0.79 2023-12-28
CLNE240119C00003000 CLNE CALL Long 3.00 None $0.81 2.70 $0.92 0.29 0.52 0.30 1.11 3.16 4.08 0.81 $81.00 30.00 15 213.0 2116.000 0.92 2023-12-27
CLNE240119C00003000 CLNE CALL Long 3.00 None $0.80 2.67 $0.90 0.28 0.13 0.30 1.10 3.16 4.06 0.80 $80.00 30.00 14 110.0 2136.000 0.90 2023-12-26
CLNE240119C00003000 CLNE CALL Long 3.00 None $0.70 2.33 $0.79 0.25 0.43 0.30 1.00 3.16 3.95 0.70 $70.00 30.00 13 31.0 2166.000 0.79 2023-12-25
CLNE240119C00003000 CLNE CALL Long 3.00 None $0.70 2.33 $0.79 0.25 0.39 0.30 1.00 3.16 3.95 0.70 $70.00 30.00 11 31.0 2166.000 0.79 2023-12-23
CLNE240119C00003000 CLNE CALL Long 3.00 None $0.70 2.33 $0.79 0.25 0.37 0.30 1.00 3.16 3.95 0.70 $70.00 30.00 10 31.0 2166.000 0.79 2023-12-22
CLNE240119C00003000 CLNE CALL Long 3.00 Underlying has moved in favorable position (0.1930379746835443037974683544) however, position is suffering from IV crush;Exit OP PnL: $-0.25;Exit EQ PnL: 0.61 $0.54 1.80 $0.61 0.19 0.04 0.30 0.84 3.16 3.77 0.54 $54.00 30.00 9 32.0 2137.000 0.61 2023-12-21
CLNE240119C00003000 CLNE CALL Long 3.00 None $0.50 1.67 $0.51 0.16 0.30 0.30 0.80 3.16 3.67 0.50 $50.00 30.00 8 10.0 2107.000 0.51 2023-12-20
CLNE240119C00003000 CLNE CALL Long 3.00 None $0.55 1.83 $0.61 0.19 0.25 0.30 0.85 3.16 3.77 0.55 $55.00 30.00 7 18.0 2090.000 0.61 2023-12-19
CLNE240119C00003000 CLNE CALL Long 3.00 None $0.45 1.50 $0.46 0.15 0.16 0.30 0.75 3.16 3.62 0.45 $45.00 30.00 6 50.0 2080.000 0.46 2023-12-18
CLNE240119C00003000 CLNE CALL Long 3.00 None $0.50 1.67 $0.55 0.17 0.22 0.30 0.80 3.16 3.71 0.50 $50.00 30.00 4 194.0 1920.000 0.55 2023-12-16
CLNE240119C00003000 CLNE CALL Long 3.00 None $0.50 1.67 $0.55 0.17 0.20 0.30 0.80 3.16 3.71 0.50 $50.00 30.00 3 194.0 1920.000 0.55 2023-12-15
CLNE240119C00003000 CLNE CALL Long 3.00 None $0.65 2.17 $0.67 0.21 0.27 0.30 0.95 3.16 3.83 0.65 $65.00 30.00 2 95.0 1985.000 0.67 2023-12-14
CLNE240119C00003000 CLNE CALL Long 3.00 None $0.45 1.50 $0.54 0.17 0.12 0.30 0.75 3.16 3.70 0.45 $45.00 30.00 1 102.0 1953.000 0.54 2023-12-13
CLNE240119C00003000 CLNE CALL Long 3.00 None $0.00 0.00 $0.00 0.00 0.00 0.30 0.30 3.16 3.16 0.00 $0.00 30.00 0 133.0 0.000 0.00 2023-12-12

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