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View Outliers PnL Drill-Down: CTXR250221P00000500

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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 CTXR CTXR250221P00000500 0.50 100.0 201.000 2.141 0.590 0.0 0.1 0.000 0.130 0.230 0.20 0.40 2025-02-21 PUT Long 0.408 0.423 0.101

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 CTXR 0.818 0.125 0.618 0.277 0.427 -0.191 2.73 0.000 0.0000 2.58 25.75 21 1y 9.28

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
CTXR250221P00000500 CTXR PUT Long 0.50 None $0.00 0.00 $-2.22 -5.84 3.38 0.20 0.20 0.38 2.60 0.00 $0.00 20.00 43 100.0 201.000 -2.22 2024-12-20
CTXR250221P00000500 CTXR PUT Long 0.50 None $0.00 0.00 $-2.19 -5.76 3.34 0.20 0.20 0.38 2.57 0.00 $0.00 20.00 42 100.0 201.000 -2.19 2024-12-19
CTXR250221P00000500 CTXR PUT Long 0.50 None $0.00 0.00 $-2.21 -5.82 3.31 0.20 0.20 0.38 2.59 0.00 $0.00 20.00 41 100.0 201.000 -2.21 2024-12-18
CTXR250221P00000500 CTXR PUT Long 0.50 None $0.00 0.00 $-2.35 -6.18 3.31 0.20 0.20 0.38 2.73 0.00 $0.00 20.00 40 100.0 201.000 -2.35 2024-12-17
CTXR250221P00000500 CTXR PUT Long 0.50 None $0.00 0.00 $-2.20 -5.79 3.22 0.20 0.20 0.38 2.58 0.00 $0.00 20.00 39 100.0 201.000 -2.20 2024-12-16
CTXR250221P00000500 CTXR PUT Long 0.50 None $0.00 0.00 $-2.41 -6.34 3.19 0.20 0.20 0.38 2.79 0.00 $0.00 20.00 36 100.0 201.000 -2.41 2024-12-13
CTXR250221P00000500 CTXR PUT Long 0.50 None $0.00 0.00 $-2.48 -6.53 3.17 0.20 0.20 0.38 2.86 0.00 $0.00 20.00 35 100.0 201.000 -2.48 2024-12-12
CTXR250221P00000500 CTXR PUT Long 0.50 None $0.00 0.00 $-2.68 -7.05 3.19 0.20 0.20 0.38 3.06 0.00 $0.00 20.00 34 100.0 201.000 -2.68 2024-12-11
CTXR250221P00000500 CTXR PUT Long 0.50 None $0.00 0.00 $-2.89 -7.61 3.22 0.20 0.20 0.38 3.27 0.00 $0.00 20.00 33 100.0 201.000 -2.89 2024-12-10
CTXR250221P00000500 CTXR PUT Long 0.50 None $0.00 0.00 $-2.94 -7.74 3.20 0.20 0.20 0.38 3.32 0.00 $0.00 20.00 32 100.0 201.000 -2.94 2024-12-09
CTXR250221P00000500 CTXR PUT Long 0.50 None $0.00 0.00 $-3.14 -8.26 3.25 0.20 0.20 0.38 3.52 0.00 $0.00 20.00 31 100.0 201.000 -3.14 2024-12-08
CTXR250221P00000500 CTXR PUT Long 0.50 None $0.00 0.00 $-3.14 -8.26 3.16 0.20 0.20 0.38 3.52 0.00 $0.00 20.00 29 100.0 201.000 -3.14 2024-12-06
CTXR250221P00000500 CTXR PUT Long 0.50 None $0.00 0.00 $-3.28 -8.63 3.16 0.20 0.20 0.38 3.66 0.00 $0.00 20.00 28 100.0 201.000 -3.28 2024-12-05
CTXR250221P00000500 CTXR PUT Long 0.50 None $0.00 0.00 $-3.26 -8.58 3.12 0.20 0.20 0.38 3.64 0.00 $0.00 20.00 27 100.0 201.000 -3.26 2024-12-04
CTXR250221P00000500 CTXR PUT Long 0.50 None $0.00 0.00 $-3.17 -8.34 3.06 0.20 0.20 0.38 3.55 0.00 $0.00 20.00 26 100.0 201.000 -3.17 2024-12-03
CTXR250221P00000500 CTXR PUT Long 0.50 None $0.00 0.00 $-2.84 -7.47 2.94 0.20 0.20 0.38 3.22 0.00 $0.00 20.00 25 100.0 201.000 -2.84 2024-12-02
CTXR250221P00000500 CTXR PUT Long 0.50 None $0.00 0.00 $-2.94 -7.74 2.97 0.20 0.20 0.38 3.32 0.00 $0.00 20.00 24 100.0 201.000 -2.94 2024-12-01
CTXR250221P00000500 CTXR PUT Long 0.50 None $0.00 0.00 $-2.94 -7.74 2.91 0.20 0.20 0.38 3.32 0.00 $0.00 20.00 23 100.0 201.000 -2.94 2024-11-30
CTXR250221P00000500 CTXR PUT Long 0.50 None $0.00 0.00 $-3.22 -8.47 2.95 0.20 0.20 0.38 3.60 0.00 $0.00 20.00 21 100.0 201.000 -3.22 2024-11-28
CTXR250221P00000500 CTXR PUT Long 0.50 None $0.00 0.00 $-3.42 -9.00 2.94 0.20 0.20 0.38 3.80 0.00 $0.00 20.00 20 100.0 201.000 -3.42 2024-11-27
CTXR250221P00000500 CTXR PUT Long 0.50 None $0.00 0.00 $-3.77 -9.92 3.00 0.20 0.20 0.38 4.15 0.00 $0.00 20.00 19 100.0 201.000 -3.77 2024-11-26
CTXR250221P00000500 CTXR PUT Long 0.50 None $0.00 0.00 $0.25 0.66 -2.06 0.20 0.20 0.38 0.13 0.00 $0.00 20.00 18 100.0 201.000 0.25 2024-11-25
CTXR250221P00000500 CTXR PUT Long 0.50 None $0.00 0.00 $0.25 0.66 -2.06 0.20 0.20 0.38 0.13 0.00 $0.00 20.00 17 100.0 201.000 0.25 2024-11-24
CTXR250221P00000500 CTXR PUT Long 0.50 None $0.00 0.00 $0.25 0.66 -2.06 0.20 0.20 0.38 0.13 0.00 $0.00 20.00 16 100.0 201.000 0.25 2024-11-23
CTXR250221P00000500 CTXR PUT Long 0.50 None $0.00 0.00 $0.25 0.66 -2.06 0.20 0.20 0.38 0.13 0.00 $0.00 20.00 15 100.0 201.000 0.25 2024-11-22
CTXR250221P00000500 CTXR PUT Long 0.50 None $0.00 0.00 $0.21 0.55 -2.06 0.20 0.20 0.38 0.17 0.00 $0.00 20.00 14 100.0 201.000 0.21 2024-11-21
CTXR250221P00000500 CTXR PUT Long 0.50 None $0.00 0.00 $0.21 0.55 -2.06 0.20 0.20 0.38 0.17 0.00 $0.00 20.00 13 100.0 201.000 0.21 2024-11-20
CTXR250221P00000500 CTXR PUT Long 0.50 None $0.00 0.00 $0.19 0.50 -2.06 0.20 0.20 0.38 0.19 0.00 $0.00 20.00 12 100.0 201.000 0.19 2024-11-19
CTXR250221P00000500 CTXR PUT Long 0.50 None $0.00 0.00 $0.16 0.42 -2.06 0.20 0.20 0.38 0.22 0.00 $0.00 20.00 11 100.0 201.000 0.16 2024-11-18
CTXR250221P00000500 CTXR PUT Long 0.50 None $0.00 0.00 $0.18 0.47 -2.06 0.20 0.20 0.38 0.20 0.00 $0.00 20.00 10 100.0 201.000 0.18 2024-11-17
CTXR250221P00000500 CTXR PUT Long 0.50 None $0.00 0.00 $0.18 0.47 -2.06 0.20 0.20 0.38 0.20 0.00 $0.00 20.00 9 100.0 201.000 0.18 2024-11-16
CTXR250221P00000500 CTXR PUT Long 0.50 None $0.00 0.00 $0.18 0.47 -2.06 0.20 0.20 0.38 0.20 0.00 $0.00 20.00 8 100.0 201.000 0.18 2024-11-15
CTXR250221P00000500 CTXR PUT Long 0.50 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $0.00 0.00 $0.05 0.13 -0.25 0.20 0.20 0.38 0.33 0.00 $0.00 20.00 7 100.0 201.000 0.05 2024-11-14
CTXR250221P00000500 CTXR PUT Long 0.50 None $0.00 0.00 $-0.01 -0.03 0.06 0.20 0.20 0.38 0.39 0.00 $0.00 20.00 6 100.0 201.000 -0.01 2024-11-13
CTXR250221P00000500 CTXR PUT Long 0.50 None $0.00 0.00 $-0.10 -0.26 0.44 0.20 0.20 0.38 0.48 0.00 $0.00 20.00 5 100.0 201.000 -0.10 2024-11-12
CTXR250221P00000500 CTXR PUT Long 0.50 None $0.00 0.00 $-0.07 -0.18 0.31 0.20 0.20 0.38 0.45 0.00 $0.00 20.00 4 100.0 201.000 -0.07 2024-11-11
CTXR250221P00000500 CTXR PUT Long 0.50 None $0.00 0.00 $-0.03 -0.08 0.16 0.20 0.20 0.38 0.41 0.00 $0.00 20.00 3 100.0 201.000 -0.03 2024-11-10
CTXR250221P00000500 CTXR PUT Long 0.50 None $0.00 0.00 $-0.03 -0.08 0.16 0.20 0.20 0.38 0.41 0.00 $0.00 20.00 2 100.0 201.000 -0.03 2024-11-09
CTXR250221P00000500 CTXR PUT Long 0.50 None $0.00 0.00 $-0.03 -0.08 0.12 0.20 0.20 0.38 0.41 0.00 $0.00 20.00 1 100.0 201.000 -0.03 2024-11-08
CTXR250221P00000500 CTXR PUT Long 0.50 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $0.00 0.00 $-0.00 -0.00 0.00 0.20 0.20 0.38 0.38 0.00 $0.00 20.00 0 100.0 201.000 -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