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View Outliers PnL Drill-Down: COMM241220C00006000

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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	COMM241220C00006000	6.00	25.0	96.000	0.809	0.380	0.1	0.6	0.010	0.390	0.860	0.40	5.53	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
COMM241220C00006000	COMM	CALL	Long	6.00	None	$-0.12	-0.22	$0.50	0.10	1.03	0.55	0.43	5.20	5.70	-0.12	$-12.00	55.00	42	41.0	636.000	0.50	2024-12-19
COMM241220C00006000	COMM	CALL	Long	6.00	None	$-0.15	-0.27	$0.93	0.18	0.52	0.55	0.40	5.20	6.13	-0.15	$-15.00	55.00	41	111.0	585.000	0.93	2024-12-18
COMM241220C00006000	COMM	CALL	Long	6.00	None	$-0.42	-0.76	$0.41	0.08	0.27	0.55	0.13	5.20	5.61	-0.42	$-42.00	55.00	40	65.0	528.000	0.41	2024-12-17
COMM241220C00006000	COMM	CALL	Long	6.00	None	$-0.39	-0.71	$0.60	0.12	0.08	0.55	0.16	5.20	5.80	-0.39	$-39.00	55.00	39	15.0	511.000	0.60	2024-12-16
COMM241220C00006000	COMM	CALL	Long	6.00	None	$-0.30	-0.55	$0.54	0.10	0.18	0.55	0.25	5.20	5.74	-0.30	$-30.00	55.00	36	6.0	506.000	0.54	2024-12-13
COMM241220C00006000	COMM	CALL	Long	6.00	None	$-0.23	-0.42	$0.55	0.11	0.25	0.55	0.32	5.20	5.75	-0.23	$-23.00	55.00	35	12.0	499.000	0.55	2024-12-12
COMM241220C00006000	COMM	CALL	Long	6.00	None	$-0.23	-0.42	$0.59	0.11	0.21	0.55	0.32	5.20	5.79	-0.23	$-23.00	55.00	34	46.0	489.000	0.59	2024-12-11
COMM241220C00006000	COMM	CALL	Long	6.00	None	$-0.34	-0.62	$0.34	0.07	0.16	0.55	0.21	5.20	5.54	-0.34	$-34.00	55.00	33	57.0	432.000	0.34	2024-12-10
COMM241220C00006000	COMM	CALL	Long	6.00	None	$-0.25	-0.45	$0.06	0.01	0.24	0.55	0.30	5.20	5.26	-0.25	$-25.00	55.00	32	7.0	427.000	0.06	2024-12-09
COMM241220C00006000	COMM	CALL	Long	6.00	None	$-0.34	-0.62	$0.11	0.02	0.20	0.55	0.21	5.20	5.31	-0.34	$-34.00	55.00	31	67.0	401.000	0.11	2024-12-08
COMM241220C00006000	COMM	CALL	Long	6.00	None	$-0.34	-0.62	$0.11	0.02	0.08	0.55	0.21	5.20	5.31	-0.34	$-34.00	55.00	29	67.0	401.000	0.11	2024-12-06
COMM241220C00006000	COMM	CALL	Long	6.00	None	$-0.35	-0.64	$0.14	0.03	0.09	0.55	0.20	5.20	5.34	-0.35	$-35.00	55.00	28	16.0	398.000	0.14	2024-12-05
COMM241220C00006000	COMM	CALL	Long	6.00	None	$-0.33	-0.60	$0.16	0.03	0.10	0.55	0.22	5.20	5.36	-0.33	$-33.00	55.00	27	14.0	385.000	0.16	2024-12-04
COMM241220C00006000	COMM	CALL	Long	6.00	None	$-0.40	-0.73	$-0.41	-0.08	0.22	0.55	0.15	5.20	4.79	-0.40	$-40.00	55.00	26	1.0	385.000	-0.41	2024-12-03
COMM241220C00006000	COMM	CALL	Long	6.00	None	$-0.35	-0.64	$-0.34	-0.07	0.29	0.55	0.20	5.20	4.86	-0.35	$-35.00	55.00	25	20.0	410.000	-0.34	2024-12-02
COMM241220C00006000	COMM	CALL	Long	6.00	None	$-0.36	-0.65	$-0.43	-0.08	-0.62	0.55	0.19	5.20	4.77	-0.36	$-36.00	55.00	24	1.0	0.000	-0.43	2024-12-01
COMM241220C00006000	COMM	CALL	Long	6.00	None	$-0.36	-0.65	$-0.43	-0.08	0.16	0.55	0.19	5.20	4.77	-0.36	$-36.00	55.00	23	1.0	0.000	-0.43	2024-11-30
COMM241220C00006000	COMM	CALL	Long	6.00	None	$-0.37	-0.67	$-0.12	-0.02	0.12	0.55	0.18	5.20	5.08	-0.37	$-37.00	55.00	21	6.0	410.000	-0.12	2024-11-28
COMM241220C00006000	COMM	CALL	Long	6.00	None	$-0.33	-0.60	$-0.27	-0.05	0.06	0.55	0.22	5.20	4.93	-0.33	$-33.00	55.00	20	1.0	410.000	-0.27	2024-11-27
COMM241220C00006000	COMM	CALL	Long	6.00	None	$-0.33	-0.60	$-0.23	-0.04	0.07	0.55	0.22	5.20	4.97	-0.33	$-33.00	55.00	19	1.0	410.000	-0.23	2024-11-26
COMM241220C00006000	COMM	CALL	Long	6.00	None	$-0.30	-0.55	$-0.11	-0.02	0.20	0.55	0.25	5.20	5.09	-0.30	$-30.00	55.00	18	171.0	281.000	-0.11	2024-11-25
COMM241220C00006000	COMM	CALL	Long	6.00	None	$-0.40	-0.73	$-0.52	-0.10	0.10	0.55	0.15	5.20	4.68	-0.40	$-40.00	55.00	17	63.0	220.000	-0.52	2024-11-24
COMM241220C00006000	COMM	CALL	Long	6.00	None	$-0.40	-0.73	$-0.52	-0.10	0.07	0.55	0.15	5.20	4.68	-0.40	$-40.00	55.00	16	63.0	220.000	-0.52	2024-11-23
COMM241220C00006000	COMM	CALL	Long	6.00	None	$-0.40	-0.73	$-0.52	-0.10	-0.02	0.55	0.15	5.20	4.68	-0.40	$-40.00	55.00	15	63.0	220.000	-0.52	2024-11-22
COMM241220C00006000	COMM	CALL	Long	6.00	None	$-0.45	-0.82	$-0.82	-0.16	0.12	0.55	0.10	5.20	4.38	-0.45	$-45.00	55.00	14	97.0	132.000	-0.82	2024-11-21
COMM241220C00006000	COMM	CALL	Long	6.00	None	$-0.45	-0.82	$-0.86	-0.17	0.05	0.55	0.10	5.20	4.34	-0.45	$-45.00	55.00	13	12.0	123.000	-0.86	2024-11-20
COMM241220C00006000	COMM	CALL	Long	6.00	None	$-0.45	-0.82	$-0.67	-0.13	0.10	0.55	0.10	5.20	4.53	-0.45	$-45.00	55.00	12	12.0	123.000	-0.67	2024-11-19
COMM241220C00006000	COMM	CALL	Long	6.00	None	$-0.45	-0.82	$-1.08	-0.21	0.12	0.55	0.10	5.20	4.12	-0.45	$-45.00	55.00	11	13.0	117.000	-1.08	2024-11-18
COMM241220C00006000	COMM	CALL	Long	6.00	None	$-0.36	-0.65	$-1.05	-0.20	0.54	0.55	0.19	5.20	4.15	-0.36	$-36.00	55.00	10	12.0	117.000	-1.05	2024-11-17
COMM241220C00006000	COMM	CALL	Long	6.00	None	$-0.36	-0.65	$-1.05	-0.20	0.52	0.55	0.19	5.20	4.15	-0.36	$-36.00	55.00	9	12.0	117.000	-1.05	2024-11-16
COMM241220C00006000	COMM	CALL	Long	6.00	None	$-0.36	-0.65	$-1.05	-0.20	0.48	0.55	0.19	5.20	4.15	-0.36	$-36.00	55.00	8	12.0	117.000	-1.05	2024-11-15
COMM241220C00006000	COMM	CALL	Long	6.00	None	$-0.36	-0.65	$-0.76	-0.15	0.29	0.55	0.19	5.20	4.44	-0.36	$-36.00	55.00	7	12.0	117.000	-0.76	2024-11-14
COMM241220C00006000	COMM	CALL	Long	6.00	None	$-0.36	-0.65	$-0.73	-0.14	0.04	0.55	0.19	5.20	4.47	-0.36	$-36.00	55.00	6	12.0	117.000	-0.73	2024-11-13
COMM241220C00006000	COMM	CALL	Long	6.00	None	$-0.36	-0.65	$-0.52	-0.10	0.27	0.55	0.19	5.20	4.68	-0.36	$-36.00	55.00	5	12.0	117.000	-0.52	2024-11-12
COMM241220C00006000	COMM	CALL	Long	6.00	None	$-0.36	-0.65	$-0.46	-0.09	0.13	0.55	0.19	5.20	4.74	-0.36	$-36.00	55.00	4	12.0	115.000	-0.46	2024-11-11
COMM241220C00006000	COMM	CALL	Long	6.00	None	$-0.35	-0.64	$-0.50	-0.10	0.10	0.55	0.20	5.20	4.70	-0.35	$-35.00	55.00	3	22.0	104.000	-0.50	2024-11-10
COMM241220C00006000	COMM	CALL	Long	6.00	None	$-0.35	-0.64	$-0.50	-0.10	0.09	0.55	0.20	5.20	4.70	-0.35	$-35.00	55.00	2	22.0	104.000	-0.50	2024-11-09
COMM241220C00006000	COMM	CALL	Long	6.00	None	$-0.25	-0.45	$-0.48	-0.09	0.16	0.55	0.30	5.20	4.72	-0.25	$-25.00	55.00	1	11.0	104.000	-0.48	2024-11-08
COMM241220C00006000	COMM	CALL	Long	6.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.00	0.00	0.00	0.55	0.55	5.20	5.20	0.00	$0.00	55.00	0	29.0	96.000	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