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View Outliers PnL Drill-Down: CLVT241220C00007500

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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
2024-11-06	CLVT	CLVT241220C00007500	7.50	10.0	56.000	0.734	0.353	0.0	2.7	0.050	0.020	2.690	0.05	4.79	2024-12-20	CALL	Long	0.227	0.397	-0.273

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	CLVT	0.909	0.089	0.332	0.150	0.157	-0.175	5.46	-0.347	0.0000	4.33	9.44	21	1y	5.81

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
CLVT241220C00007500	CLVT	CALL	Long	7.50	None	$-0.01	-0.20	$0.10	0.02	2.58	0.05	0.04	4.79	4.89	-0.01	$-1.00	5.00	43	1.0	273.000	0.10	2024-12-19
CLVT241220C00007500	CLVT	CALL	Long	7.50	None	$-0.01	-0.20	$0.21	0.04	1.86	0.05	0.04	4.79	5.00	-0.01	$-1.00	5.00	42	1.0	273.000	0.21	2024-12-18
CLVT241220C00007500	CLVT	CALL	Long	7.50	None	$-0.01	-0.20	$0.67	0.14	1.11	0.05	0.04	4.79	5.46	-0.01	$-1.00	5.00	41	1.0	272.000	0.67	2024-12-17
CLVT241220C00007500	CLVT	CALL	Long	7.50	None	$-0.01	-0.20	$0.70	0.15	0.89	0.05	0.04	4.79	5.49	-0.01	$-1.00	5.00	40	9.0	267.000	0.70	2024-12-16
CLVT241220C00007500	CLVT	CALL	Long	7.50	None	$0.00	0.00	$0.30	0.06	0.80	0.05	0.05	4.79	5.09	0.00	$0.00	5.00	37	1.0	267.000	0.30	2024-12-13
CLVT241220C00007500	CLVT	CALL	Long	7.50	None	$0.00	0.00	$0.50	0.10	0.58	0.05	0.05	4.79	5.29	0.00	$0.00	5.00	36	1.0	267.000	0.50	2024-12-12
CLVT241220C00007500	CLVT	CALL	Long	7.50	None	$0.00	0.00	$0.59	0.12	0.47	0.05	0.05	4.79	5.38	0.00	$0.00	5.00	35	1.0	267.000	0.59	2024-12-11
CLVT241220C00007500	CLVT	CALL	Long	7.50	None	$0.00	0.00	$0.66	0.14	0.38	0.05	0.05	4.79	5.45	0.00	$0.00	5.00	34	1.0	267.000	0.66	2024-12-10
CLVT241220C00007500	CLVT	CALL	Long	7.50	None	$0.00	0.00	$0.85	0.18	0.24	0.05	0.05	4.79	5.64	0.00	$0.00	5.00	33	1.0	266.000	0.85	2024-12-09
CLVT241220C00007500	CLVT	CALL	Long	7.50	None	$0.00	0.00	$0.93	0.19	0.19	0.05	0.05	4.79	5.72	0.00	$0.00	5.00	32	1.0	266.000	0.93	2024-12-08
CLVT241220C00007500	CLVT	CALL	Long	7.50	None	$0.00	0.00	$0.91	0.19	0.11	0.05	0.05	4.79	5.70	0.00	$0.00	5.00	30	1.0	266.000	0.91	2024-12-06
CLVT241220C00007500	CLVT	CALL	Long	7.50	None	$0.00	0.00	$0.93	0.19	0.07	0.05	0.05	4.79	5.72	0.00	$0.00	5.00	29	1.0	266.000	0.93	2024-12-05
CLVT241220C00007500	CLVT	CALL	Long	7.50	None	$0.00	0.00	$0.97	0.20	0.03	0.05	0.05	4.79	5.76	0.00	$0.00	5.00	28	1.0	266.000	0.97	2024-12-04
CLVT241220C00007500	CLVT	CALL	Long	7.50	None	$0.00	0.00	$0.93	0.19	0.02	0.05	0.05	4.79	5.72	0.00	$0.00	5.00	27	1.0	266.000	0.93	2024-12-03
CLVT241220C00007500	CLVT	CALL	Long	7.50	None	$0.00	0.00	$1.04	0.22	-0.04	0.05	0.05	4.79	5.83	0.00	$0.00	5.00	26	1.0	266.000	1.04	2024-12-02
CLVT241220C00007500	CLVT	CALL	Long	7.50	None	$0.00	0.00	$0.94	0.20	-0.48	0.05	0.05	4.79	5.73	0.00	$0.00	5.00	25	1.0	0.000	0.94	2024-12-01
CLVT241220C00007500	CLVT	CALL	Long	7.50	None	$0.00	0.00	$0.94	0.20	-0.03	0.05	0.05	4.79	5.73	0.00	$0.00	5.00	24	1.0	265.000	0.94	2024-11-30
CLVT241220C00007500	CLVT	CALL	Long	7.50	None	$-0.01	-0.20	$0.97	0.20	-0.06	0.05	0.04	4.79	5.76	-0.01	$-1.00	5.00	22	11.0	254.000	0.97	2024-11-28
CLVT241220C00007500	CLVT	CALL	Long	7.50	None	$0.00	0.00	$0.97	0.20	0.92	0.05	0.05	4.79	5.76	0.00	$0.00	5.00	21	10.0	254.000	0.97	2024-11-27
CLVT241220C00007500	CLVT	CALL	Long	7.50	None	$0.00	0.00	$0.80	0.17	-0.05	0.05	0.05	4.79	5.59	0.00	$0.00	5.00	20	2.0	252.000	0.80	2024-11-26
CLVT241220C00007500	CLVT	CALL	Long	7.50	None	$0.00	0.00	$0.95	0.20	-0.11	0.05	0.05	4.79	5.74	0.00	$0.00	5.00	19	191.0	81.000	0.95	2024-11-25
CLVT241220C00007500	CLVT	CALL	Long	7.50	None	$0.00	0.00	$0.46	0.10	0.06	0.05	0.05	4.79	5.25	0.00	$0.00	5.00	18	1.0	80.000	0.46	2024-11-24
CLVT241220C00007500	CLVT	CALL	Long	7.50	None	$0.00	0.00	$0.46	0.10	0.03	0.05	0.05	4.79	5.25	0.00	$0.00	5.00	17	1.0	80.000	0.46	2024-11-23
CLVT241220C00007500	CLVT	CALL	Long	7.50	None	$0.00	0.00	$0.45	0.09	0.02	0.05	0.05	4.79	5.24	0.00	$0.00	5.00	16	1.0	80.000	0.45	2024-11-22
CLVT241220C00007500	CLVT	CALL	Long	7.50	None	$-0.01	-0.20	$0.35	0.07	0.04	0.05	0.04	4.79	5.14	-0.01	$-1.00	5.00	15	4.0	80.000	0.35	2024-11-21
CLVT241220C00007500	CLVT	CALL	Long	7.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.01	-0.20	$0.30	0.06	0.05	0.05	0.04	4.79	5.09	-0.01	$-1.00	5.00	14	4.0	76.000	0.30	2024-11-20
CLVT241220C00007500	CLVT	CALL	Long	7.50	None	$-0.01	-0.20	$0.08	0.02	0.12	0.05	0.04	4.79	4.87	-0.01	$-1.00	5.00	13	1.0	75.000	0.08	2024-11-19
CLVT241220C00007500	CLVT	CALL	Long	7.50	None	$0.00	0.00	$-0.17	-0.04	0.17	0.05	0.05	4.79	4.62	0.00	$0.00	5.00	12	10.0	66.000	-0.17	2024-11-18
CLVT241220C00007500	CLVT	CALL	Long	7.50	None	$0.00	0.00	$-0.46	-0.10	1.38	0.05	0.05	4.79	4.33	0.00	$0.00	5.00	11	10.0	66.000	-0.46	2024-11-17
CLVT241220C00007500	CLVT	CALL	Long	7.50	None	$0.00	0.00	$-0.46	-0.10	1.34	0.05	0.05	4.79	4.33	0.00	$0.00	5.00	10	10.0	66.000	-0.46	2024-11-16
CLVT241220C00007500	CLVT	CALL	Long	7.50	None	$0.00	0.00	$-0.46	-0.10	1.29	0.05	0.05	4.79	4.33	0.00	$0.00	5.00	9	10.0	66.000	-0.46	2024-11-15
CLVT241220C00007500	CLVT	CALL	Long	7.50	None	$0.00	0.00	$-0.30	-0.06	1.16	0.05	0.05	4.79	4.49	0.00	$0.00	5.00	8	10.0	66.000	-0.30	2024-11-14
CLVT241220C00007500	CLVT	CALL	Long	7.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.04	-0.01	0.99	0.05	0.05	4.79	4.75	0.00	$0.00	5.00	7	10.0	66.000	-0.04	2024-11-13
CLVT241220C00007500	CLVT	CALL	Long	7.50	None	$0.00	0.00	$-0.20	-0.04	0.42	0.05	0.05	4.79	4.59	0.00	$0.00	5.00	6	10.0	66.000	-0.20	2024-11-12
CLVT241220C00007500	CLVT	CALL	Long	7.50	None	$0.00	0.00	$-0.20	-0.04	1.03	0.05	0.05	4.79	4.59	0.00	$0.00	5.00	5	10.0	66.000	-0.20	2024-11-11
CLVT241220C00007500	CLVT	CALL	Long	7.50	None	$0.00	0.00	$-0.22	-0.05	1.02	0.05	0.05	4.79	4.57	0.00	$0.00	5.00	4	10.0	66.000	-0.22	2024-11-10
CLVT241220C00007500	CLVT	CALL	Long	7.50	None	$0.00	0.00	$-0.22	-0.05	1.00	0.05	0.05	4.79	4.57	0.00	$0.00	5.00	3	10.0	66.000	-0.22	2024-11-09
CLVT241220C00007500	CLVT	CALL	Long	7.50	None	$0.00	0.00	$-0.20	-0.04	0.97	0.05	0.05	4.79	4.59	0.00	$0.00	5.00	2	10.0	66.000	-0.20	2024-11-08
CLVT241220C00007500	CLVT	CALL	Long	7.50	None	$0.00	0.00	$-0.11	-0.02	0.90	0.05	0.05	4.79	4.68	0.00	$0.00	5.00	1	10.0	66.000	-0.11	2024-11-07
CLVT241220C00007500	CLVT	CALL	Long	7.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.00	0.00	0.00	0.05	0.05	4.79	4.79	0.00	$0.00	5.00	0	10.0	56.000	0.00	2024-11-06

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