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View Outliers PnL Drill-Down: CRBU240419C00005000

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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
2024-03-12	CRBU	CRBU240419C00005000	5.00	38.0	653.000	1.063	0.471	0.3	0.3	0.050	0.670	0.620	0.85	5.02	2024-04-19	CALL	Long	0.376	0.528	-0.305

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	CRBU	0.727	0.095	0.427	0.245	0.206	-0.097	1.94	-2.961	0.0000	1.56	8.26	21	1y	2.19

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
CRBU240419C00005000	CRBU	CALL	Long	5.00	None	$-0.80	-0.94	$-1.11	-0.22	1.69	0.85	0.05	5.02	3.91	-0.80	$-80.00	85.00	37	1.0	670.000	-1.11	2024-04-18
CRBU240419C00005000	CRBU	CALL	Long	5.00	None	$-0.80	-0.94	$-1.11	-0.22	0.81	0.85	0.05	5.02	3.91	-0.80	$-80.00	85.00	36	1.0	670.000	-1.11	2024-04-17
CRBU240419C00005000	CRBU	CALL	Long	5.00	None	$-0.76	-0.89	$-1.01	-0.20	1.20	0.85	0.09	5.02	4.01	-0.76	$-76.00	85.00	35	3.0	670.000	-1.01	2024-04-16
CRBU240419C00005000	CRBU	CALL	Long	5.00	None	$-0.76	-0.89	$-0.95	-0.19	0.88	0.85	0.09	5.02	4.07	-0.76	$-76.00	85.00	34	3.0	670.000	-0.95	2024-04-15
CRBU240419C00005000	CRBU	CALL	Long	5.00	None	$-0.76	-0.89	$-0.82	-0.16	0.02	0.85	0.09	5.02	4.20	-0.76	$-76.00	85.00	31	3.0	670.000	-0.82	2024-04-12
CRBU240419C00005000	CRBU	CALL	Long	5.00	None	$-0.76	-0.89	$-0.69	-0.14	-0.05	0.85	0.09	5.02	4.33	-0.76	$-76.00	85.00	30	3.0	670.000	-0.69	2024-04-11
CRBU240419C00005000	CRBU	CALL	Long	5.00	None	$-0.76	-0.89	$-0.67	-0.13	-0.24	0.85	0.09	5.02	4.35	-0.76	$-76.00	85.00	29	3.0	670.000	-0.67	2024-04-10
CRBU240419C00005000	CRBU	CALL	Long	5.00	None	$-0.70	-0.82	$-0.56	-0.11	-0.07	0.85	0.15	5.02	4.46	-0.70	$-70.00	85.00	28	1.0	670.000	-0.56	2024-04-09
CRBU240419C00005000	CRBU	CALL	Long	5.00	None	$-0.70	-0.82	$-0.66	-0.13	0.70	0.85	0.15	5.02	4.36	-0.70	$-70.00	85.00	27	1.0	669.000	-0.66	2024-04-08
CRBU240419C00005000	CRBU	CALL	Long	5.00	None	$-0.60	-0.71	$-0.52	-0.10	-0.02	0.85	0.25	5.02	4.50	-0.60	$-60.00	85.00	24	1.0	668.000	-0.52	2024-04-05
CRBU240419C00005000	CRBU	CALL	Long	5.00	None	$-0.59	-0.69	$-0.48	-0.10	-0.02	0.85	0.26	5.02	4.54	-0.59	$-59.00	85.00	23	2.0	669.000	-0.48	2024-04-04
CRBU240419C00005000	CRBU	CALL	Long	5.00	None	$-0.48	-0.56	$-0.34	-0.07	0.00	0.85	0.37	5.02	4.68	-0.48	$-48.00	85.00	22	4.0	669.000	-0.34	2024-04-03
CRBU240419C00005000	CRBU	CALL	Long	5.00	None	$-0.48	-0.56	$-0.24	-0.05	-0.08	0.85	0.37	5.02	4.78	-0.48	$-48.00	85.00	21	4.0	669.000	-0.24	2024-04-02
CRBU240419C00005000	CRBU	CALL	Long	5.00	None	$-0.35	-0.41	$0.03	0.01	-0.11	0.85	0.50	5.02	5.05	-0.35	$-35.00	85.00	20	13.0	660.000	0.03	2024-04-01
CRBU240419C00005000	CRBU	CALL	Long	5.00	None	$-0.30	-0.35	$0.12	0.02	-0.42	0.85	0.55	5.02	5.14	-0.30	$-30.00	85.00	19	1.0	660.000	0.12	2024-03-31
CRBU240419C00005000	CRBU	CALL	Long	5.00	None	$-0.30	-0.35	$0.12	0.02	-0.45	0.85	0.55	5.02	5.14	-0.30	$-30.00	85.00	18	1.0	660.000	0.12	2024-03-30
CRBU240419C00005000	CRBU	CALL	Long	5.00	None	$-0.30	-0.35	$0.12	0.02	-0.46	0.85	0.55	5.02	5.14	-0.30	$-30.00	85.00	17	1.0	660.000	0.12	2024-03-29
CRBU240419C00005000	CRBU	CALL	Long	5.00	None	$-0.30	-0.35	$0.12	0.02	-0.52	0.85	0.55	5.02	5.14	-0.30	$-30.00	85.00	16	1.0	660.000	0.12	2024-03-28
CRBU240419C00005000	CRBU	CALL	Long	5.00	None	$-0.30	-0.35	$0.10	0.02	-0.36	0.85	0.55	5.02	5.12	-0.30	$-30.00	85.00	15	1.0	659.000	0.10	2024-03-27
CRBU240419C00005000	CRBU	CALL	Long	5.00	None	$-0.24	-0.28	$0.04	0.01	-0.12	0.85	0.61	5.02	5.06	-0.24	$-24.00	85.00	14	5.0	654.000	0.04	2024-03-26
CRBU240419C00005000	CRBU	CALL	Long	5.00	None	$-0.20	-0.24	$0.27	0.05	-0.26	0.85	0.65	5.02	5.29	-0.20	$-20.00	85.00	13	152.0	656.000	0.27	2024-03-25
CRBU240419C00005000	CRBU	CALL	Long	5.00	None	$-0.10	-0.12	$0.21	0.04	0.52	0.85	0.75	5.02	5.23	-0.10	$-10.00	85.00	10	19.0	656.000	0.21	2024-03-22
CRBU240419C00005000	CRBU	CALL	Long	5.00	None	$-0.10	-0.12	$0.23	0.05	0.21	0.85	0.75	5.02	5.25	-0.10	$-10.00	85.00	9	19.0	656.000	0.23	2024-03-21
CRBU240419C00005000	CRBU	CALL	Long	5.00	None	$-0.10	-0.12	$0.46	0.09	-0.33	0.85	0.75	5.02	5.48	-0.10	$-10.00	85.00	8	19.0	656.000	0.46	2024-03-20
CRBU240419C00005000	CRBU	CALL	Long	5.00	None	$-0.10	-0.12	$0.37	0.07	-0.02	0.85	0.75	5.02	5.39	-0.10	$-10.00	85.00	7	19.0	656.000	0.37	2024-03-19
CRBU240419C00005000	CRBU	CALL	Long	5.00	None	$-0.10	-0.12	$0.20	0.04	-0.11	0.85	0.75	5.02	5.22	-0.10	$-10.00	85.00	6	19.0	655.000	0.20	2024-03-18
CRBU240419C00005000	CRBU	CALL	Long	5.00	None	$-0.05	-0.06	$0.35	0.07	-0.22	0.85	0.80	5.02	5.37	-0.05	$-5.00	85.00	3	1.0	655.000	0.35	2024-03-15
CRBU240419C00005000	CRBU	CALL	Long	5.00	None	$-0.10	-0.12	$0.34	0.07	0.21	0.85	0.75	5.02	5.36	-0.10	$-10.00	85.00	2	11.0	655.000	0.34	2024-03-14
CRBU240419C00005000	CRBU	CALL	Long	5.00	Underlying has moved in favorable position (0.1155378486055776892430278884) however, position is suffering from IV crush;Exit OP PnL: $-0.10;Exit EQ PnL: 0.58	$-0.10	-0.12	$0.58	0.12	-0.33	0.85	0.75	5.02	5.60	-0.10	$-10.00	85.00	1	11.0	655.000	0.58	2024-03-13
CRBU240419C00005000	CRBU	CALL	Long	5.00	None	$0.00	0.00	$0.00	0.00	0.00	0.85	0.85	5.02	5.02	0.00	$0.00	85.00	0	38.0	653.000	0.00	2024-03-12

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