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View Outliers PnL Drill-Down: CRBU241220C00002500

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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
2024-11-12	CRBU	CRBU241220C00002500	2.50	30.0	426.000	1.430	0.331	0.0	0.2	0.010	0.320	0.470	0.36	2.35	2024-12-20	CALL	Long	0.362	0.405	-0.159

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
CRBU241220C00002500	CRBU	CALL	Long	2.50	None	$-0.30	-0.83	$-0.54	-0.23	1.94	0.36	0.06	2.35	1.81	-0.30	$-30.00	36.00	37	10.0	949.000	-0.54	2024-12-19
CRBU241220C00002500	CRBU	CALL	Long	2.50	None	$-0.30	-0.83	$-0.57	-0.24	2.63	0.36	0.06	2.35	1.78	-0.30	$-30.00	36.00	36	10.0	949.000	-0.57	2024-12-18
CRBU241220C00002500	CRBU	CALL	Long	2.50	None	$-0.30	-0.83	$-0.41	-0.17	1.48	0.36	0.06	2.35	1.94	-0.30	$-30.00	36.00	35	10.0	949.000	-0.41	2024-12-17
CRBU241220C00002500	CRBU	CALL	Long	2.50	None	$-0.30	-0.83	$-0.44	-0.19	0.44	0.36	0.06	2.35	1.91	-0.30	$-30.00	36.00	34	10.0	959.000	-0.44	2024-12-16
CRBU241220C00002500	CRBU	CALL	Long	2.50	None	$-0.26	-0.72	$-0.44	-0.19	0.04	0.36	0.10	2.35	1.91	-0.26	$-26.00	36.00	31	2.0	959.000	-0.44	2024-12-13
CRBU241220C00002500	CRBU	CALL	Long	2.50	None	$-0.26	-0.72	$-0.41	-0.17	0.51	0.36	0.10	2.35	1.94	-0.26	$-26.00	36.00	30	2.0	959.000	-0.41	2024-12-12
CRBU241220C00002500	CRBU	CALL	Long	2.50	None	$-0.31	-0.86	$-0.33	-0.14	0.21	0.36	0.05	2.35	2.02	-0.31	$-31.00	36.00	29	10.0	959.000	-0.33	2024-12-11
CRBU241220C00002500	CRBU	CALL	Long	2.50	None	$-0.27	-0.75	$-0.32	-0.14	0.52	0.36	0.09	2.35	2.03	-0.27	$-27.00	36.00	28	14.0	959.000	-0.32	2024-12-10
CRBU241220C00002500	CRBU	CALL	Long	2.50	None	$-0.26	-0.72	$-0.21	-0.09	-0.20	0.36	0.10	2.35	2.14	-0.26	$-26.00	36.00	27	10.0	959.000	-0.21	2024-12-09
CRBU241220C00002500	CRBU	CALL	Long	2.50	None	$-0.29	-0.81	$-0.22	-0.09	-0.16	0.36	0.07	2.35	2.13	-0.29	$-29.00	36.00	26	10.0	959.000	-0.22	2024-12-08
CRBU241220C00002500	CRBU	CALL	Long	2.50	None	$-0.29	-0.81	$-0.22	-0.09	-0.13	0.36	0.07	2.35	2.13	-0.29	$-29.00	36.00	24	10.0	959.000	-0.22	2024-12-06
CRBU241220C00002500	CRBU	CALL	Long	2.50	None	$-0.31	-0.86	$-0.38	-0.16	0.32	0.36	0.05	2.35	1.97	-0.31	$-31.00	36.00	23	11.0	948.000	-0.38	2024-12-05
CRBU241220C00002500	CRBU	CALL	Long	2.50	None	$-0.21	-0.58	$-0.31	-0.13	0.44	0.36	0.15	2.35	2.04	-0.21	$-21.00	36.00	22	7.0	948.000	-0.31	2024-12-04
CRBU241220C00002500	CRBU	CALL	Long	2.50	None	$-0.21	-0.58	$-0.18	-0.08	-0.18	0.36	0.15	2.35	2.17	-0.21	$-21.00	36.00	21	7.0	953.000	-0.18	2024-12-03
CRBU241220C00002500	CRBU	CALL	Long	2.50	None	$-0.21	-0.58	$0.02	0.01	-0.37	0.36	0.15	2.35	2.37	-0.21	$-21.00	36.00	20	6.0	950.000	0.02	2024-12-02
CRBU241220C00002500	CRBU	CALL	Long	2.50	None	$-0.26	-0.72	$-0.16	-0.07	-1.18	0.36	0.10	2.35	2.19	-0.26	$-26.00	36.00	19	3.0	0.000	-0.16	2024-12-01
CRBU241220C00002500	CRBU	CALL	Long	2.50	None	$-0.26	-0.72	$-0.16	-0.07	-0.06	0.36	0.10	2.35	2.19	-0.26	$-26.00	36.00	18	3.0	0.000	-0.16	2024-11-30
CRBU241220C00002500	CRBU	CALL	Long	2.50	None	$-0.21	-0.58	$-0.15	-0.06	-0.35	0.36	0.15	2.35	2.20	-0.21	$-21.00	36.00	16	17.0	950.000	-0.15	2024-11-28
CRBU241220C00002500	CRBU	CALL	Long	2.50	None	$-0.26	-0.72	$-0.26	-0.11	0.16	0.36	0.10	2.35	2.09	-0.26	$-26.00	36.00	15	604.0	950.000	-0.26	2024-11-27
CRBU241220C00002500	CRBU	CALL	Long	2.50	None	$-0.26	-0.72	$-0.33	-0.14	0.01	0.36	0.10	2.35	2.02	-0.26	$-26.00	36.00	14	604.0	742.000	-0.33	2024-11-26
CRBU241220C00002500	CRBU	CALL	Long	2.50	None	$-0.16	-0.44	$-0.33	-0.14	-0.14	0.36	0.20	2.35	2.02	-0.16	$-16.00	36.00	13	2.0	742.000	-0.33	2024-11-25
CRBU241220C00002500	CRBU	CALL	Long	2.50	None	$-0.16	-0.44	$-0.33	-0.14	-0.02	0.36	0.20	2.35	2.02	-0.16	$-16.00	36.00	12	2.0	742.000	-0.33	2024-11-24
CRBU241220C00002500	CRBU	CALL	Long	2.50	None	$-0.16	-0.44	$-0.33	-0.14	-0.07	0.36	0.20	2.35	2.02	-0.16	$-16.00	36.00	11	2.0	742.000	-0.33	2024-11-23
CRBU241220C00002500	CRBU	CALL	Long	2.50	None	$-0.16	-0.44	$-0.33	-0.14	-0.34	0.36	0.20	2.35	2.02	-0.16	$-16.00	36.00	10	2.0	742.000	-0.33	2024-11-22
CRBU241220C00002500	CRBU	CALL	Long	2.50	None	$-0.29	-0.81	$-0.37	-0.16	-0.16	0.36	0.07	2.35	1.98	-0.29	$-29.00	36.00	9	32.0	710.000	-0.37	2024-11-21
CRBU241220C00002500	CRBU	CALL	Long	2.50	None	$-0.30	-0.83	$-0.39	-0.17	-0.04	0.36	0.06	2.35	1.96	-0.30	$-30.00	36.00	8	20.0	694.000	-0.39	2024-11-20
CRBU241220C00002500	CRBU	CALL	Long	2.50	None	$-0.26	-0.72	$-0.36	-0.15	-0.33	0.36	0.10	2.35	1.99	-0.26	$-26.00	36.00	7	6.0	693.000	-0.36	2024-11-19
CRBU241220C00002500	CRBU	CALL	Long	2.50	None	$-0.31	-0.86	$-0.37	-0.16	-0.34	0.36	0.05	2.35	1.98	-0.31	$-31.00	36.00	6	236.0	465.000	-0.37	2024-11-18
CRBU241220C00002500	CRBU	CALL	Long	2.50	None	$-0.21	-0.58	$-0.36	-0.15	-0.02	0.36	0.15	2.35	1.99	-0.21	$-21.00	36.00	5	12.0	456.000	-0.36	2024-11-17
CRBU241220C00002500	CRBU	CALL	Long	2.50	None	$-0.21	-0.58	$-0.36	-0.15	-0.04	0.36	0.15	2.35	1.99	-0.21	$-21.00	36.00	4	12.0	456.000	-0.36	2024-11-16
CRBU241220C00002500	CRBU	CALL	Long	2.50	None	$-0.21	-0.58	$-0.36	-0.15	-0.08	0.36	0.15	2.35	1.99	-0.21	$-21.00	36.00	3	12.0	456.000	-0.36	2024-11-15
CRBU241220C00002500	CRBU	CALL	Long	2.50	None	$0.00	0.00	$-0.26	-0.11	0.13	0.36	0.36	2.35	2.09	0.00	$0.00	36.00	2	30.0	456.000	-0.26	2024-11-14
CRBU241220C00002500	CRBU	CALL	Long	2.50	None	$0.00	0.00	$-0.15	-0.06	-0.07	0.36	0.36	2.35	2.20	0.00	$0.00	36.00	1	30.0	456.000	-0.15	2024-11-13
CRBU241220C00002500	CRBU	CALL	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.00	0.00	0.00	0.36	0.36	2.35	2.35	0.00	$0.00	36.00	0	30.0	426.000	0.00	2024-11-12

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