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View Outliers PnL Drill-Down: COMM241220C00005000

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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
2024-11-07	COMM	COMM241220C00005000	5.00	4.0	10.000	1.063	0.420	0.4	0.2	0.030	0.810	0.590	0.74	5.20	2024-12-20	CALL	Long	0.353	0.468	-0.252

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
COMM241220C00005000	COMM	CALL	Long	5.00	None	$0.33	0.45	$0.50	0.10	1.53	0.74	1.07	5.20	5.70	0.33	$33.00	74.00	42	2032.0	2220.000	0.50	2024-12-19
COMM241220C00005000	COMM	CALL	Long	5.00	None	$0.33	0.45	$0.93	0.18	1.39	0.74	1.07	5.20	6.13	0.33	$33.00	74.00	41	2032.0	2578.000	0.93	2024-12-18
COMM241220C00005000	COMM	CALL	Long	5.00	None	$-0.19	-0.26	$0.41	0.08	0.30	0.74	0.55	5.20	5.61	-0.19	$-19.00	74.00	40	2.0	2578.000	0.41	2024-12-17
COMM241220C00005000	COMM	CALL	Long	5.00	None	$0.10	0.14	$0.60	0.12	-0.56	0.74	0.84	5.20	5.80	0.10	$10.00	74.00	39	13.0	2581.000	0.60	2024-12-16
COMM241220C00005000	COMM	CALL	Long	5.00	None	$0.21	0.28	$0.54	0.10	0.20	0.74	0.95	5.20	5.74	0.21	$21.00	74.00	36	5.0	2586.000	0.54	2024-12-13
COMM241220C00005000	COMM	CALL	Long	5.00	None	$0.06	0.08	$0.55	0.11	0.20	0.74	0.80	5.20	5.75	0.06	$6.00	74.00	35	1.0	2586.000	0.55	2024-12-12
COMM241220C00005000	COMM	CALL	Long	5.00	None	$0.16	0.22	$0.59	0.11	0.20	0.74	0.90	5.20	5.79	0.16	$16.00	74.00	34	7.0	2580.000	0.59	2024-12-11
COMM241220C00005000	COMM	CALL	Long	5.00	None	$-0.04	-0.05	$0.34	0.07	-0.13	0.74	0.70	5.20	5.54	-0.04	$-4.00	74.00	33	2.0	2582.000	0.34	2024-12-10
COMM241220C00005000	COMM	CALL	Long	5.00	None	$-0.19	-0.26	$0.06	0.01	-0.04	0.74	0.55	5.20	5.26	-0.19	$-19.00	74.00	32	1.0	2582.000	0.06	2024-12-09
COMM241220C00005000	COMM	CALL	Long	5.00	None	$-0.14	-0.19	$0.11	0.02	-0.20	0.74	0.60	5.20	5.31	-0.14	$-14.00	74.00	31	50.0	2582.000	0.11	2024-12-08
COMM241220C00005000	COMM	CALL	Long	5.00	None	$-0.14	-0.19	$0.11	0.02	-0.04	0.74	0.60	5.20	5.31	-0.14	$-14.00	74.00	29	50.0	2582.000	0.11	2024-12-06
COMM241220C00005000	COMM	CALL	Long	5.00	None	$-0.19	-0.26	$0.14	0.03	-0.06	0.74	0.55	5.20	5.34	-0.19	$-19.00	74.00	28	60.0	2632.000	0.14	2024-12-05
COMM241220C00005000	COMM	CALL	Long	5.00	None	$-0.14	-0.19	$0.16	0.03	-0.18	0.74	0.60	5.20	5.36	-0.14	$-14.00	74.00	27	42.0	2631.000	0.16	2024-12-04
COMM241220C00005000	COMM	CALL	Long	5.00	None	$-0.34	-0.46	$-0.41	-0.08	0.03	0.74	0.40	5.20	4.79	-0.34	$-34.00	74.00	26	47.0	2631.000	-0.41	2024-12-03
COMM241220C00005000	COMM	CALL	Long	5.00	None	$-0.34	-0.46	$-0.34	-0.07	-0.08	0.74	0.40	5.20	4.86	-0.34	$-34.00	74.00	25	47.0	2653.000	-0.34	2024-12-02
COMM241220C00005000	COMM	CALL	Long	5.00	None	$-0.34	-0.46	$-0.43	-0.08	-1.00	0.74	0.40	5.20	4.77	-0.34	$-34.00	74.00	24	42.0	0.000	-0.43	2024-12-01
COMM241220C00005000	COMM	CALL	Long	5.00	None	$-0.34	-0.46	$-0.43	-0.08	-0.20	0.74	0.40	5.20	4.77	-0.34	$-34.00	74.00	23	42.0	2665.000	-0.43	2024-11-30
COMM241220C00005000	COMM	CALL	Long	5.00	None	$-0.29	-0.39	$-0.12	-0.02	-0.08	0.74	0.45	5.20	5.08	-0.29	$-29.00	74.00	21	45.0	2665.000	-0.12	2024-11-28
COMM241220C00005000	COMM	CALL	Long	5.00	None	$-0.14	-0.19	$-0.27	-0.05	-0.01	0.74	0.60	5.20	4.93	-0.14	$-14.00	74.00	20	2262.0	2665.000	-0.27	2024-11-27
COMM241220C00005000	COMM	CALL	Long	5.00	None	$-0.33	-0.45	$-0.23	-0.04	-0.17	0.74	0.41	5.20	4.97	-0.33	$-33.00	74.00	19	56.0	1383.000	-0.23	2024-11-26
COMM241220C00005000	COMM	CALL	Long	5.00	None	$-0.17	-0.23	$-0.11	-0.02	-0.12	0.74	0.57	5.20	5.09	-0.17	$-17.00	74.00	18	159.0	1283.000	-0.11	2024-11-25
COMM241220C00005000	COMM	CALL	Long	5.00	None	$-0.44	-0.59	$-0.52	-0.10	-0.15	0.74	0.30	5.20	4.68	-0.44	$-44.00	74.00	17	62.0	1263.000	-0.52	2024-11-24
COMM241220C00005000	COMM	CALL	Long	5.00	None	$-0.44	-0.59	$-0.52	-0.10	-0.19	0.74	0.30	5.20	4.68	-0.44	$-44.00	74.00	16	62.0	1263.000	-0.52	2024-11-23
COMM241220C00005000	COMM	CALL	Long	5.00	None	$-0.39	-0.53	$-0.52	-0.10	-0.15	0.74	0.35	5.20	4.68	-0.39	$-39.00	74.00	15	42.0	1263.000	-0.52	2024-11-22
COMM241220C00005000	COMM	CALL	Long	5.00	None	$-0.46	-0.62	$-0.82	-0.16	-0.08	0.74	0.28	5.20	4.38	-0.46	$-46.00	74.00	14	14.0	1249.000	-0.82	2024-11-21
COMM241220C00005000	COMM	CALL	Long	5.00	None	$-0.54	-0.73	$-0.86	-0.17	-0.11	0.74	0.20	5.20	4.34	-0.54	$-54.00	74.00	13	401.0	850.000	-0.86	2024-11-20
COMM241220C00005000	COMM	CALL	Long	5.00	None	$-0.39	-0.53	$-0.67	-0.13	-0.11	0.74	0.35	5.20	4.53	-0.39	$-39.00	74.00	12	204.0	686.000	-0.67	2024-11-19
COMM241220C00005000	COMM	CALL	Long	5.00	None	$-0.58	-0.78	$-1.08	-0.21	-0.09	0.74	0.16	5.20	4.12	-0.58	$-58.00	74.00	11	480.0	227.000	-1.08	2024-11-18
COMM241220C00005000	COMM	CALL	Long	5.00	None	$-0.54	-0.73	$-1.05	-0.20	-0.06	0.74	0.20	5.20	4.15	-0.54	$-54.00	74.00	10	10.0	217.000	-1.05	2024-11-17
COMM241220C00005000	COMM	CALL	Long	5.00	None	$-0.54	-0.73	$-1.05	-0.20	-0.07	0.74	0.20	5.20	4.15	-0.54	$-54.00	74.00	9	10.0	217.000	-1.05	2024-11-16
COMM241220C00005000	COMM	CALL	Long	5.00	None	$-0.54	-0.73	$-1.05	-0.20	-0.10	0.74	0.20	5.20	4.15	-0.54	$-54.00	74.00	8	10.0	217.000	-1.05	2024-11-15
COMM241220C00005000	COMM	CALL	Long	5.00	None	$-0.39	-0.53	$-0.76	-0.15	-0.12	0.74	0.35	5.20	4.44	-0.39	$-39.00	74.00	7	203.0	16.000	-0.76	2024-11-14
COMM241220C00005000	COMM	CALL	Long	5.00	None	$-0.25	-0.34	$-0.73	-0.14	-0.25	0.74	0.49	5.20	4.47	-0.25	$-25.00	74.00	6	4.0	16.000	-0.73	2024-11-13
COMM241220C00005000	COMM	CALL	Long	5.00	None	$-0.25	-0.34	$-0.52	-0.10	-0.28	0.74	0.49	5.20	4.68	-0.25	$-25.00	74.00	5	4.0	14.000	-0.52	2024-11-12
COMM241220C00005000	COMM	CALL	Long	5.00	None	$-0.31	-0.42	$-0.46	-0.09	-0.30	0.74	0.43	5.20	4.74	-0.31	$-31.00	74.00	4	3.0	14.000	-0.46	2024-11-11
COMM241220C00005000	COMM	CALL	Long	5.00	None	$-0.31	-0.42	$-0.50	-0.10	-0.23	0.74	0.43	5.20	4.70	-0.31	$-31.00	74.00	3	3.0	13.000	-0.50	2024-11-10
COMM241220C00005000	COMM	CALL	Long	5.00	None	$-0.31	-0.42	$-0.50	-0.10	-0.24	0.74	0.43	5.20	4.70	-0.31	$-31.00	74.00	2	3.0	13.000	-0.50	2024-11-09
COMM241220C00005000	COMM	CALL	Long	5.00	None	$-0.24	-0.32	$-0.48	-0.09	-0.18	0.74	0.50	5.20	4.72	-0.24	$-24.00	74.00	1	1.0	13.000	-0.48	2024-11-08
COMM241220C00005000	COMM	CALL	Long	5.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.00	0.00	0.00	0.74	0.74	5.20	5.20	0.00	$0.00	74.00	0	4.0	10.000	0.00	2024-11-07

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