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View Outliers PnL Drill-Down: COMM240419C00002000

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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
2024-02-29	COMM	COMM240419C00002000	2.00	100.0	2926.000	1.078	0.563	0.0	0.8	0.080	0.020	0.840	0.04	1.16	2024-04-19	CALL	Long	0.365	0.592	-0.370

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	COMM	0.727	0.154	0.557	0.289	0.215	-0.135	5.61	-0.251	0.0000	0.87	6.95	21	1y	5.86

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
COMM240419C00002000	COMM	CALL	Long	2.00	None	$0.01	0.25	$-0.21	-0.18	6.05	0.04	0.05	1.16	0.95	0.01	$1.00	4.00	49	3.0	3102.000	-0.21	2024-04-18
COMM240419C00002000	COMM	CALL	Long	2.00	None	$0.01	0.25	$-0.17	-0.15	4.42	0.04	0.05	1.16	0.99	0.01	$1.00	4.00	48	3.0	3102.000	-0.17	2024-04-17
COMM240419C00002000	COMM	CALL	Long	2.00	None	$0.01	0.25	$-0.17	-0.15	3.67	0.04	0.05	1.16	0.99	0.01	$1.00	4.00	47	3.0	3102.000	-0.17	2024-04-16
COMM240419C00002000	COMM	CALL	Long	2.00	None	$0.01	0.25	$-0.16	-0.14	3.17	0.04	0.05	1.16	1.00	0.01	$1.00	4.00	46	3.0	3102.000	-0.16	2024-04-15
COMM240419C00002000	COMM	CALL	Long	2.00	None	$0.01	0.25	$-0.09	-0.08	3.64	0.04	0.05	1.16	1.07	0.01	$1.00	4.00	43	3.0	3105.000	-0.09	2024-04-12
COMM240419C00002000	COMM	CALL	Long	2.00	None	$0.01	0.25	$-0.03	-0.03	1.61	0.04	0.05	1.16	1.13	0.01	$1.00	4.00	42	56.0	3105.000	-0.03	2024-04-11
COMM240419C00002000	COMM	CALL	Long	2.00	None	$0.01	0.25	$-0.02	-0.02	1.42	0.04	0.05	1.16	1.14	0.01	$1.00	4.00	41	56.0	3105.000	-0.02	2024-04-10
COMM240419C00002000	COMM	CALL	Long	2.00	None	$0.01	0.25	$0.05	0.04	1.11	0.04	0.05	1.16	1.21	0.01	$1.00	4.00	40	56.0	3105.000	0.05	2024-04-09
COMM240419C00002000	COMM	CALL	Long	2.00	None	$0.01	0.25	$0.08	0.07	0.92	0.04	0.05	1.16	1.24	0.01	$1.00	4.00	39	56.0	3105.000	0.08	2024-04-08
COMM240419C00002000	COMM	CALL	Long	2.00	None	$0.01	0.25	$0.00	0.00	0.91	0.04	0.05	1.16	1.16	0.01	$1.00	4.00	36	56.0	3105.000	0.00	2024-04-05
COMM240419C00002000	COMM	CALL	Long	2.00	None	$0.01	0.25	$0.03	0.03	0.80	0.04	0.05	1.16	1.19	0.01	$1.00	4.00	35	56.0	3105.000	0.03	2024-04-04
COMM240419C00002000	COMM	CALL	Long	2.00	None	$0.01	0.25	$0.00	0.00	0.80	0.04	0.05	1.16	1.16	0.01	$1.00	4.00	34	56.0	3105.000	0.00	2024-04-03
COMM240419C00002000	COMM	CALL	Long	2.00	None	$0.01	0.25	$0.07	0.06	0.58	0.04	0.05	1.16	1.23	0.01	$1.00	4.00	33	56.0	3105.000	0.07	2024-04-02
COMM240419C00002000	COMM	CALL	Long	2.00	None	$0.01	0.25	$0.16	0.14	0.39	0.04	0.05	1.16	1.32	0.01	$1.00	4.00	32	56.0	3105.000	0.16	2024-04-01
COMM240419C00002000	COMM	CALL	Long	2.00	None	$0.01	0.25	$0.15	0.13	-0.58	0.04	0.05	1.16	1.31	0.01	$1.00	4.00	31	56.0	3105.000	0.15	2024-03-31
COMM240419C00002000	COMM	CALL	Long	2.00	None	$0.01	0.25	$0.15	0.13	0.30	0.04	0.05	1.16	1.31	0.01	$1.00	4.00	30	56.0	3105.000	0.15	2024-03-30
COMM240419C00002000	COMM	CALL	Long	2.00	None	$0.01	0.25	$0.15	0.13	0.27	0.04	0.05	1.16	1.31	0.01	$1.00	4.00	29	56.0	3105.000	0.15	2024-03-29
COMM240419C00002000	COMM	CALL	Long	2.00	None	$0.01	0.25	$0.15	0.13	0.24	0.04	0.05	1.16	1.31	0.01	$1.00	4.00	28	56.0	3105.000	0.15	2024-03-28
COMM240419C00002000	COMM	CALL	Long	2.00	None	$0.01	0.25	$0.11	0.09	0.30	0.04	0.05	1.16	1.27	0.01	$1.00	4.00	27	56.0	3105.000	0.11	2024-03-27
COMM240419C00002000	COMM	CALL	Long	2.00	None	$0.01	0.25	$0.06	0.05	0.67	0.04	0.05	1.16	1.22	0.01	$1.00	4.00	26	56.0	3105.000	0.06	2024-03-26
COMM240419C00002000	COMM	CALL	Long	2.00	None	$0.01	0.25	$0.11	0.09	0.53	0.04	0.05	1.16	1.27	0.01	$1.00	4.00	25	56.0	3105.000	0.11	2024-03-25
COMM240419C00002000	COMM	CALL	Long	2.00	None	$0.01	0.25	$0.16	0.14	0.08	0.04	0.05	1.16	1.32	0.01	$1.00	4.00	22	56.0	3105.000	0.16	2024-03-22
COMM240419C00002000	COMM	CALL	Long	2.00	None	$0.01	0.25	$0.23	0.20	0.19	0.04	0.05	1.16	1.39	0.01	$1.00	4.00	21	56.0	3105.000	0.23	2024-03-21
COMM240419C00002000	COMM	CALL	Long	2.00	None	$0.01	0.25	$0.25	0.22	-0.11	0.04	0.05	1.16	1.41	0.01	$1.00	4.00	20	56.0	3105.000	0.25	2024-03-20
COMM240419C00002000	COMM	CALL	Long	2.00	None	$0.01	0.25	$0.19	0.16	-0.02	0.04	0.05	1.16	1.35	0.01	$1.00	4.00	19	56.0	3105.000	0.19	2024-03-19
COMM240419C00002000	COMM	CALL	Long	2.00	None	$0.01	0.25	$0.25	0.22	-0.14	0.04	0.05	1.16	1.41	0.01	$1.00	4.00	18	56.0	3079.000	0.25	2024-03-18
COMM240419C00002000	COMM	CALL	Long	2.00	None	$0.05	1.25	$0.35	0.30	0.20	0.04	0.09	1.16	1.51	0.05	$5.00	4.00	15	320.0	3016.000	0.35	2024-03-15
COMM240419C00002000	COMM	CALL	Long	2.00	None	$0.06	1.50	$0.30	0.26	0.12	0.04	0.10	1.16	1.46	0.06	$6.00	4.00	14	104.0	3016.000	0.30	2024-03-14
COMM240419C00002000	COMM	CALL	Long	2.00	None	$0.06	1.50	$0.39	0.34	-0.19	0.04	0.10	1.16	1.55	0.06	$6.00	4.00	13	104.0	3112.000	0.39	2024-03-13
COMM240419C00002000	COMM	CALL	Long	2.00	None	$0.07	1.75	$0.44	0.38	0.00	0.04	0.11	1.16	1.60	0.07	$7.00	4.00	12	108.0	3038.000	0.44	2024-03-12
COMM240419C00002000	COMM	CALL	Long	2.00	None	$0.01	0.25	$0.24	0.21	-0.20	0.04	0.05	1.16	1.40	0.01	$1.00	4.00	11	2.0	3038.000	0.24	2024-03-11
COMM240419C00002000	COMM	CALL	Long	2.00	None	$0.01	0.25	$0.09	0.08	0.20	0.04	0.05	1.16	1.25	0.01	$1.00	4.00	8	2.0	3038.000	0.09	2024-03-08
COMM240419C00002000	COMM	CALL	Long	2.00	None	$0.01	0.25	$0.01	0.01	0.08	0.04	0.05	1.16	1.17	0.01	$1.00	4.00	7	1.0	3036.000	0.01	2024-03-07
COMM240419C00002000	COMM	CALL	Long	2.00	None	$0.01	0.25	$-0.06	-0.05	0.17	0.04	0.05	1.16	1.10	0.01	$1.00	4.00	6	110.0	3036.000	-0.06	2024-03-06
COMM240419C00002000	COMM	CALL	Long	2.00	None	$0.01	0.25	$-0.13	-0.11	0.55	0.04	0.05	1.16	1.03	0.01	$1.00	4.00	5	110.0	3036.000	-0.13	2024-03-05
COMM240419C00002000	COMM	CALL	Long	2.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.01	0.25	$-0.14	-0.12	-0.58	0.04	0.05	1.16	1.02	0.01	$1.00	4.00	4	110.0	0.000	-0.14	2024-03-04
COMM240419C00002000	COMM	CALL	Long	2.00	None	$0.01	0.25	$-0.03	-0.03	0.08	0.04	0.05	1.16	1.13	0.01	$1.00	4.00	3	110.0	3036.000	-0.03	2024-03-03
COMM240419C00002000	COMM	CALL	Long	2.00	None	$0.01	0.25	$-0.03	-0.03	0.08	0.04	0.05	1.16	1.13	0.01	$1.00	4.00	2	110.0	3036.000	-0.03	2024-03-02
COMM240419C00002000	COMM	CALL	Long	2.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.01; Exit EQ PnL: -0.04	$0.01	0.25	$-0.02	-0.02	-0.58	0.04	0.05	1.16	1.14	0.01	$1.00	4.00	1	110.0	3036.000	-0.02	2024-03-01
COMM240419C00002000	COMM	CALL	Long	2.00	None	$0.00	0.00	$0.00	0.00	0.00	0.04	0.04	1.16	1.16	0.00	$0.00	4.00	0	100.0	2926.000	0.00	2024-02-29

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