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View Outliers PnL Drill-Down: CLRB240419P00005000

View in yFinance: CLRB

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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
2024-03-19	CLRB	CLRB240419P00005000	5.00	12.0	568.000	1.375	0.314	0.0	1.1	-0.010	0.270	1.320	1.50	3.93	2024-04-19	PUT	Long	0.408	0.425	0.128

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	CLRB	1.000	0.077	1.442	0.303	1.442	1.327	0.26	0.000	0.0000	0.26	4.24	21	1y	2.06

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
CLRB240419P00005000	CLRB	PUT	Long	5.00	None	$0.10	0.07	$0.74	0.20	3.38	1.50	1.60	3.78	3.04	0.10	$10.00	150.00	30	1.0	475.000	0.74	2024-04-18
CLRB240419P00005000	CLRB	PUT	Long	5.00	None	$0.10	0.07	$0.57	0.15	4.41	1.50	1.60	3.78	3.21	0.10	$10.00	150.00	29	1.0	494.000	0.57	2024-04-17
CLRB240419P00005000	CLRB	PUT	Long	5.00	None	$0.10	0.07	$0.47	0.12	1.51	1.50	1.60	3.78	3.31	0.10	$10.00	150.00	28	1.0	494.000	0.47	2024-04-16
CLRB240419P00005000	CLRB	PUT	Long	5.00	None	$0.10	0.07	$0.46	0.12	0.94	1.50	1.60	3.78	3.32	0.10	$10.00	150.00	27	1.0	556.000	0.46	2024-04-15
CLRB240419P00005000	CLRB	PUT	Long	5.00	None	$0.05	0.03	$0.27	0.07	1.12	1.50	1.55	3.78	3.51	0.05	$5.00	150.00	24	12.0	568.000	0.27	2024-04-12
CLRB240419P00005000	CLRB	PUT	Long	5.00	None	$-0.10	-0.07	$0.07	0.02	0.40	1.50	1.40	3.78	3.71	-0.10	$-10.00	150.00	23	1.0	568.000	0.07	2024-04-11
CLRB240419P00005000	CLRB	PUT	Long	5.00	None	$-0.10	-0.07	$0.29	0.08	0.77	1.50	1.40	3.78	3.49	-0.10	$-10.00	150.00	22	1.0	568.000	0.29	2024-04-10
CLRB240419P00005000	CLRB	PUT	Long	5.00	None	$-0.10	-0.07	$0.05	0.01	-0.01	1.50	1.40	3.78	3.73	-0.10	$-10.00	150.00	21	1.0	568.000	0.05	2024-04-09
CLRB240419P00005000	CLRB	PUT	Long	5.00	None	$-0.10	-0.07	$-0.03	-0.01	1.44	1.50	1.40	3.78	3.81	-0.10	$-10.00	150.00	20	1.0	568.000	-0.03	2024-04-08
CLRB240419P00005000	CLRB	PUT	Long	5.00	None	$-0.10	-0.07	$0.02	0.01	-0.15	1.50	1.40	3.78	3.76	-0.10	$-10.00	150.00	17	1.0	568.000	0.02	2024-04-05
CLRB240419P00005000	CLRB	PUT	Long	5.00	None	$-0.10	-0.07	$0.06	0.02	0.88	1.50	1.40	3.78	3.72	-0.10	$-10.00	150.00	16	1.0	568.000	0.06	2024-04-04
CLRB240419P00005000	CLRB	PUT	Long	5.00	None	$-0.10	-0.07	$-0.20	-0.05	-0.40	1.50	1.40	3.78	3.98	-0.10	$-10.00	150.00	15	1.0	568.000	-0.20	2024-04-03
CLRB240419P00005000	CLRB	PUT	Long	5.00	None	$-0.10	-0.07	$-0.21	-0.06	-0.24	1.50	1.40	3.78	3.99	-0.10	$-10.00	150.00	14	1.0	568.000	-0.21	2024-04-02
CLRB240419P00005000	CLRB	PUT	Long	5.00	None	$-0.10	-0.07	$-0.14	-0.04	0.71	1.50	1.40	3.78	3.92	-0.10	$-10.00	150.00	13	1.0	568.000	-0.14	2024-04-01
CLRB240419P00005000	CLRB	PUT	Long	5.00	None	$-0.10	-0.07	$-0.20	-0.05	-0.01	1.50	1.40	3.78	3.98	-0.10	$-10.00	150.00	12	1.0	568.000	-0.20	2024-03-31
CLRB240419P00005000	CLRB	PUT	Long	5.00	None	$-0.10	-0.07	$-0.20	-0.05	-0.06	1.50	1.40	3.78	3.98	-0.10	$-10.00	150.00	11	1.0	568.000	-0.20	2024-03-30
CLRB240419P00005000	CLRB	PUT	Long	5.00	None	$-0.10	-0.07	$-0.20	-0.05	-0.09	1.50	1.40	3.78	3.98	-0.10	$-10.00	150.00	10	1.0	568.000	-0.20	2024-03-29
CLRB240419P00005000	CLRB	PUT	Long	5.00	None	$-0.10	-0.07	$-0.20	-0.05	-0.11	1.50	1.40	3.78	3.98	-0.10	$-10.00	150.00	9	1.0	568.000	-0.20	2024-03-28
CLRB240419P00005000	CLRB	PUT	Long	5.00	None	$-0.10	-0.07	$0.15	0.04	0.78	1.50	1.40	3.78	3.63	-0.10	$-10.00	150.00	8	1.0	568.000	0.15	2024-03-27
CLRB240419P00005000	CLRB	PUT	Long	5.00	None	$-0.10	-0.07	$-0.07	-0.02	-0.08	1.50	1.40	3.78	3.85	-0.10	$-10.00	150.00	7	1.0	568.000	-0.07	2024-03-26
CLRB240419P00005000	CLRB	PUT	Long	5.00	None	$-0.10	-0.07	$-0.09	-0.02	0.24	1.50	1.40	3.78	3.87	-0.10	$-10.00	150.00	6	1.0	568.000	-0.09	2024-03-25
CLRB240419P00005000	CLRB	PUT	Long	5.00	None	$-0.10	-0.07	$-0.27	-0.07	-0.09	1.50	1.40	3.78	4.05	-0.10	$-10.00	150.00	3	1.0	568.000	-0.27	2024-03-22
CLRB240419P00005000	CLRB	PUT	Long	5.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.10; Exit EQ PnL: -0.13	$-0.10	-0.07	$-0.09	-0.02	-0.06	1.50	1.40	3.78	3.87	-0.10	$-10.00	150.00	2	2.0	569.000	-0.09	2024-03-21
CLRB240419P00005000	CLRB	PUT	Long	5.00	None	$-0.10	-0.07	$0.05	0.01	0.19	1.50	1.40	3.78	3.73	-0.10	$-10.00	150.00	1	1.0	568.000	0.05	2024-03-20
CLRB240419P00005000	CLRB	PUT	Long	5.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.50	1.50	3.78	3.78	0.00	$0.00	150.00	0	12.0	568.000	-0.00	2024-03-19

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