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View Outliers PnL Drill-Down: CNM240719C00050000

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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
2024-06-04	CNM	CNM240719C00050000	50.00	831.0	10.000	0.342	0.197	0.5	2.5	0.010	1.310	3.330	1.26	47.72	2024-07-19	CALL	Long	0.148	0.218	-0.144

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	CNM	0.727	0.050	0.209	0.113	0.168	0.068	51.98	0.055	0.0000	38.00	62.03	21	1y	44.50

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
CNM240719C00050000	CNM	CALL	Long	50.00	None	$0.17	0.12	$3.69	0.08	0.50	1.43	1.60	47.99	51.68	0.17	$17.00	143.00	44	1.0	1541.000	3.69	2024-07-18
CNM240719C00050000	CNM	CALL	Long	50.00	None	$0.73	0.51	$3.10	0.06	0.18	1.43	2.16	47.99	51.09	0.73	$73.00	143.00	43	1.0	1542.000	3.10	2024-07-17
CNM240719C00050000	CNM	CALL	Long	50.00	None	$2.79	1.95	$6.23	0.13	0.45	1.43	4.22	47.99	54.22	2.79	$279.00	143.00	42	1505.0	1993.000	6.23	2024-07-16
CNM240719C00050000	CNM	CALL	Long	50.00	None	$0.19	0.13	$3.55	0.07	0.08	1.43	1.62	47.99	51.54	0.19	$19.00	143.00	41	1.0	1993.000	3.55	2024-07-15
CNM240719C00050000	CNM	CALL	Long	50.00	None	$0.19	0.13	$3.23	0.07	0.15	1.43	1.62	47.99	51.22	0.19	$19.00	143.00	38	1.0	1993.000	3.23	2024-07-12
CNM240719C00050000	CNM	CALL	Long	50.00	None	$0.17	0.12	$2.84	0.06	0.07	1.43	1.60	47.99	50.83	0.17	$17.00	143.00	37	3.0	1996.000	2.84	2024-07-11
CNM240719C00050000	CNM	CALL	Long	50.00	None	$-0.48	-0.34	$1.45	0.03	0.27	1.43	0.95	47.99	49.44	-0.48	$-48.00	143.00	36	5.0	1996.000	1.45	2024-07-10
CNM240719C00050000	CNM	CALL	Long	50.00	None	$-0.48	-0.34	$1.07	0.02	0.01	1.43	0.95	47.99	49.06	-0.48	$-48.00	143.00	35	5.0	1996.000	1.07	2024-07-09
CNM240719C00050000	CNM	CALL	Long	50.00	None	$-0.48	-0.34	$1.74	0.04	0.25	1.43	0.95	47.99	49.73	-0.48	$-48.00	143.00	34	5.0	1996.000	1.74	2024-07-08
CNM240719C00050000	CNM	CALL	Long	50.00	None	$-0.48	-0.34	$0.37	0.01	-0.03	1.43	0.95	47.99	48.36	-0.48	$-48.00	143.00	31	1.0	1996.000	0.37	2024-07-05
CNM240719C00050000	CNM	CALL	Long	50.00	None	$-0.48	-0.34	$0.90	0.02	0.01	1.43	0.95	47.99	48.89	-0.48	$-48.00	143.00	30	1.0	1996.000	0.90	2024-07-04
CNM240719C00050000	CNM	CALL	Long	50.00	None	$-0.48	-0.34	$0.90	0.02	-0.00	1.43	0.95	47.99	48.89	-0.48	$-48.00	143.00	29	1.0	1996.000	0.90	2024-07-03
CNM240719C00050000	CNM	CALL	Long	50.00	None	$-0.48	-0.34	$0.40	0.01	-0.02	1.43	0.95	47.99	48.39	-0.48	$-48.00	143.00	28	1.0	1996.000	0.40	2024-07-02
CNM240719C00050000	CNM	CALL	Long	50.00	None	$-0.48	-0.34	$0.43	0.01	-0.00	1.43	0.95	47.99	48.42	-0.48	$-48.00	143.00	27	1.0	1996.000	0.43	2024-07-01
CNM240719C00050000	CNM	CALL	Long	50.00	None	$-0.48	-0.34	$0.94	0.02	-0.04	1.43	0.95	47.99	48.93	-0.48	$-48.00	143.00	24	1.0	1996.000	0.94	2024-06-28
CNM240719C00050000	CNM	CALL	Long	50.00	None	$-0.33	-0.23	$1.05	0.02	-0.01	1.43	1.10	47.99	49.04	-0.33	$-33.00	143.00	23	26.0	1996.000	1.05	2024-06-27
CNM240719C00050000	CNM	CALL	Long	50.00	None	$-0.03	-0.02	$1.55	0.03	-0.01	1.43	1.40	47.99	49.54	-0.03	$-3.00	143.00	21	3.0	1993.000	1.55	2024-06-25
CNM240719C00050000	CNM	CALL	Long	50.00	None	$0.70	0.49	$2.46	0.05	0.04	1.43	2.13	47.99	50.45	0.70	$70.00	143.00	20	5.0	1992.000	2.46	2024-06-24
CNM240719C00050000	CNM	CALL	Long	50.00	None	$2.08	1.45	$3.73	0.08	0.03	1.43	3.51	47.99	51.72	2.08	$208.00	143.00	14	8.0	1997.000	3.73	2024-06-18
CNM240719C00050000	CNM	CALL	Long	50.00	None	$0.73	0.51	$2.59	0.05	0.01	1.43	2.16	47.99	50.58	0.73	$73.00	143.00	13	1.0	1997.000	2.59	2024-06-17
CNM240719C00050000	CNM	CALL	Long	50.00	None	$0.48	0.34	$1.52	0.03	0.05	1.43	1.91	47.99	49.51	0.48	$48.00	143.00	10	2.0	1997.000	1.52	2024-06-14
CNM240719C00050000	CNM	CALL	Long	50.00	None	$1.16	0.81	$3.06	0.06	0.07	1.43	2.59	47.99	51.05	1.16	$116.00	143.00	9	10.0	1995.000	3.06	2024-06-13
CNM240719C00050000	CNM	CALL	Long	50.00	None	$1.22	0.85	$2.63	0.05	0.02	1.43	2.65	47.99	50.62	1.22	$122.00	143.00	8	527.0	1957.000	2.63	2024-06-12
CNM240719C00050000	CNM	CALL	Long	50.00	None	$-0.62	-0.43	$-0.80	-0.02	-0.02	1.43	0.81	47.99	47.19	-0.62	$-62.00	143.00	7	8.0	1958.000	-0.80	2024-06-11
CNM240719C00050000	CNM	CALL	Long	50.00	None	$-0.43	-0.30	$-0.15	-0.00	-0.03	1.43	1.00	47.99	47.84	-0.43	$-43.00	143.00	6	16.0	1944.000	-0.15	2024-06-10
CNM240719C00050000	CNM	CALL	Long	50.00	None	$-0.43	-0.30	$-0.48	-0.01	-0.02	1.43	1.00	47.99	47.51	-0.43	$-43.00	143.00	5	28.0	1944.000	-0.48	2024-06-09
CNM240719C00050000	CNM	CALL	Long	50.00	None	$-0.43	-0.30	$-0.46	-0.01	-0.03	1.43	1.00	47.99	47.53	-0.43	$-43.00	143.00	3	28.0	1944.000	-0.46	2024-06-07
CNM240719C00050000	CNM	CALL	Long	50.00	None	$-0.53	-0.37	$-0.61	-0.01	-0.05	1.43	0.90	47.99	47.38	-0.53	$-53.00	143.00	2	94.0	1927.000	-0.61	2024-06-06
CNM240719C00050000	CNM	CALL	Long	50.00	None	$0.62	0.43	$1.65	0.03	-0.02	1.43	2.05	47.99	49.64	0.62	$62.00	143.00	1	96.0	1941.000	1.65	2024-06-05
CNM240719C00050000	CNM	CALL	Long	50.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.00	0.00	0.00	1.43	1.43	47.99	47.99	0.00	$0.00	143.00	0	965.0	10.000	0.00	2024-06-04

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