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View Outliers PnL Drill-Down: CNM241018C00045000

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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
2024-09-04	CNM	CNM241018C00045000	45.00	16.0	27.000	0.402	0.247	0.1	5.5	0.010	0.370	5.780	4.30	39.39	2024-10-18	CALL	Long	0.203	0.267	-0.158

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
CNM241018C00045000	CNM	CALL	Long	45.00	None	$0.81	1.84	$6.95	0.18	0.06	0.44	1.25	39.40	46.35	0.81	$81.00	44.00	42	6.0	60.000	6.95	2024-10-16
CNM241018C00045000	CNM	CALL	Long	45.00	None	$0.39	0.89	$5.87	0.15	-0.00	0.44	0.83	39.40	45.27	0.39	$39.00	44.00	40	7.0	58.000	5.87	2024-10-14
CNM241018C00045000	CNM	CALL	Long	45.00	None	$0.01	0.02	$4.64	0.12	-0.09	0.44	0.45	39.40	44.04	0.01	$1.00	44.00	37	12.0	58.000	4.64	2024-10-11
CNM241018C00045000	CNM	CALL	Long	45.00	None	$0.16	0.36	$4.38	0.11	-0.03	0.44	0.60	39.40	43.78	0.16	$16.00	44.00	36	12.0	59.000	4.38	2024-10-10
CNM241018C00045000	CNM	CALL	Long	45.00	None	$-0.09	-0.20	$4.04	0.10	-0.05	0.44	0.35	39.40	43.44	-0.09	$-9.00	44.00	35	9.0	59.000	4.04	2024-10-09
CNM241018C00045000	CNM	CALL	Long	45.00	None	$-0.21	-0.48	$2.98	0.08	-0.04	0.44	0.23	39.40	42.38	-0.21	$-21.00	44.00	33	2.0	62.000	2.98	2024-10-07
CNM241018C00045000	CNM	CALL	Long	45.00	None	$-0.03	-0.07	$3.63	0.09	-0.04	0.44	0.41	39.40	43.03	-0.03	$-3.00	44.00	31	6.0	62.000	3.63	2024-10-05
CNM241018C00045000	CNM	CALL	Long	45.00	None	$-0.09	-0.20	$3.63	0.09	-0.07	0.44	0.35	39.40	43.03	-0.09	$-9.00	44.00	30	5.0	62.000	3.63	2024-10-04
CNM241018C00045000	CNM	CALL	Long	45.00	None	$0.11	0.25	$3.09	0.08	-0.02	0.44	0.55	39.40	42.49	0.11	$11.00	44.00	29	2.0	60.000	3.09	2024-10-03
CNM241018C00045000	CNM	CALL	Long	45.00	None	$0.46	1.05	$4.39	0.11	-0.03	0.44	0.90	39.40	43.79	0.46	$46.00	44.00	28	2.0	59.000	4.39	2024-10-02
CNM241018C00045000	CNM	CALL	Long	45.00	None	$0.66	1.50	$4.47	0.11	-0.03	0.44	1.10	39.40	43.87	0.66	$66.00	44.00	27	1.0	58.000	4.47	2024-10-01
CNM241018C00045000	CNM	CALL	Long	45.00	None	$0.61	1.39	$5.00	0.13	-0.05	0.44	1.05	39.40	44.40	0.61	$61.00	44.00	26	2.0	59.000	5.00	2024-09-30
CNM241018C00045000	CNM	CALL	Long	45.00	None	$1.51	3.43	$6.37	0.16	-0.39	0.44	1.95	39.40	45.77	1.51	$151.00	44.00	25	1.0	59.000	6.37	2024-09-29
CNM241018C00045000	CNM	CALL	Long	45.00	None	$1.51	3.43	$6.37	0.16	0.01	0.44	1.95	39.40	45.77	1.51	$151.00	44.00	24	1.0	59.000	6.37	2024-09-28
CNM241018C00045000	CNM	CALL	Long	45.00	None	$1.51	3.43	$6.37	0.16	0.00	0.44	1.95	39.40	45.77	1.51	$151.00	44.00	23	1.0	59.000	6.37	2024-09-27
CNM241018C00045000	CNM	CALL	Long	45.00	None	$0.91	2.07	$5.88	0.15	0.10	0.44	1.35	39.40	45.28	0.91	$91.00	44.00	22	3.0	59.000	5.88	2024-09-26
CNM241018C00045000	CNM	CALL	Long	45.00	None	$0.91	2.07	$4.85	0.12	-0.04	0.44	1.35	39.40	44.25	0.91	$91.00	44.00	21	3.0	59.000	4.85	2024-09-25
CNM241018C00045000	CNM	CALL	Long	45.00	None	$0.73	1.66	$4.77	0.12	-0.05	0.44	1.17	39.40	44.17	0.73	$73.00	44.00	20	2.0	58.000	4.77	2024-09-24
CNM241018C00045000	CNM	CALL	Long	45.00	None	$0.86	1.95	$4.77	0.12	-0.06	0.44	1.30	39.40	44.17	0.86	$86.00	44.00	19	2.0	59.000	4.77	2024-09-23
CNM241018C00045000	CNM	CALL	Long	45.00	None	$0.69	1.57	$4.01	0.10	-0.36	0.44	1.13	39.40	43.41	0.69	$69.00	44.00	18	7.0	0.000	4.01	2024-09-22
CNM241018C00045000	CNM	CALL	Long	45.00	None	$0.69	1.57	$4.01	0.10	-0.03	0.44	1.13	39.40	43.41	0.69	$69.00	44.00	16	7.0	56.000	4.01	2024-09-20
CNM241018C00045000	CNM	CALL	Long	45.00	None	$1.27	2.89	$5.41	0.14	-0.04	0.44	1.71	39.40	44.81	1.27	$127.00	44.00	15	7.0	55.000	5.41	2024-09-19
CNM241018C00045000	CNM	CALL	Long	45.00	None	$0.86	1.95	$3.78	0.10	0.02	0.44	1.30	39.40	43.18	0.86	$86.00	44.00	14	11.0	56.000	3.78	2024-09-18
CNM241018C00045000	CNM	CALL	Long	45.00	None	$0.72	1.64	$3.33	0.08	0.05	0.44	1.16	39.40	42.73	0.72	$72.00	44.00	13	6.0	55.000	3.33	2024-09-17
CNM241018C00045000	CNM	CALL	Long	45.00	None	$0.21	0.48	$1.89	0.05	-0.01	0.44	0.65	39.40	41.29	0.21	$21.00	44.00	12	8.0	53.000	1.89	2024-09-16
CNM241018C00045000	CNM	CALL	Long	45.00	None	$0.01	0.02	$1.43	0.04	-0.02	0.44	0.45	39.40	40.83	0.01	$1.00	44.00	10	27.0	51.000	1.43	2024-09-14
CNM241018C00045000	CNM	CALL	Long	45.00	None	$0.03	0.07	$1.43	0.04	-0.03	0.44	0.47	39.40	40.83	0.03	$3.00	44.00	9	23.0	51.000	1.43	2024-09-13
CNM241018C00045000	CNM	CALL	Long	45.00	None	$-0.09	-0.20	$0.52	0.01	-0.03	0.44	0.35	39.40	39.92	-0.09	$-9.00	44.00	8	5.0	47.000	0.52	2024-09-12
CNM241018C00045000	CNM	CALL	Long	45.00	None	$-0.18	-0.41	$-0.63	-0.02	0.00	0.44	0.26	39.40	38.77	-0.18	$-18.00	44.00	7	23.0	47.000	-0.63	2024-09-11
CNM241018C00045000	CNM	CALL	Long	45.00	None	$-0.18	-0.41	$-1.28	-0.03	0.03	0.44	0.26	39.40	38.12	-0.18	$-18.00	44.00	6	23.0	47.000	-1.28	2024-09-10
CNM241018C00045000	CNM	CALL	Long	45.00	None	$-0.18	-0.41	$-1.08	-0.03	0.01	0.44	0.26	39.40	38.32	-0.18	$-18.00	44.00	5	23.0	47.000	-1.08	2024-09-09
CNM241018C00045000	CNM	CALL	Long	45.00	None	$-0.18	-0.41	$-1.38	-0.04	0.01	0.44	0.26	39.40	38.02	-0.18	$-18.00	44.00	2	23.0	47.000	-1.38	2024-09-06
CNM241018C00045000	CNM	CALL	Long	45.00	Exit OP PnL: $-0.09;Exit EQ PnL: -0.41; Position is Long and position continued to lose. Latest OP price is: $0.35 (EQ: $38.99). Initial OP price was: $0.44 (EQ: $39.40). Surpassed Stop Loss Percentage: -0.2045454545454545454545454545 < -0.16.	$-0.18	-0.41	$-1.40	-0.04	0.01	0.44	0.26	39.40	38.00	-0.18	$-18.00	44.00	1	23.0	27.000	-1.40	2024-09-05
CNM241018C00045000	CNM	CALL	Long	45.00	None	$0.00	0.00	$0.00	0.00	0.00	0.44	0.44	39.40	39.40	0.00	$0.00	44.00	0	1.0	27.000	0.00	2024-09-04

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