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View Outliers PnL Drill-Down: CXM240719C00010000

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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
2024-06-06	CXM	CXM240719C00010000	10.00	262.0	53.000	0.433	0.212	0.0	0.8	0.010	0.240	1.020	0.20	9.16	2024-07-19	CALL	Long	0.147	0.204	-0.134

Realize Position if there are favorable/unfavorable market conditions. Volatiltiy Analysis 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
CXM240719C00010000	CXM	CALL	Long	10.00	None	$-0.17	-0.85	$-0.02	-0.00	0.38	0.20	0.03	9.39	9.37	-0.17	$-17.00	20.00	42	10.0	635.000	-0.02	2024-07-18
CXM240719C00010000	CXM	CALL	Long	10.00	None	$-0.17	-0.85	$0.08	0.01	0.17	0.20	0.03	9.39	9.47	-0.17	$-17.00	20.00	41	10.0	625.000	0.08	2024-07-17
CXM240719C00010000	CXM	CALL	Long	10.00	None	$-0.15	-0.75	$0.11	0.01	0.20	0.20	0.05	9.39	9.50	-0.15	$-15.00	20.00	40	1.0	620.000	0.11	2024-07-16
CXM240719C00010000	CXM	CALL	Long	10.00	None	$-0.19	-0.95	$-0.27	-0.03	0.25	0.20	0.01	9.39	9.12	-0.19	$-19.00	20.00	39	7.0	623.000	-0.27	2024-07-15
CXM240719C00010000	CXM	CALL	Long	10.00	None	$-0.15	-0.75	$-0.12	-0.01	0.28	0.20	0.05	9.39	9.27	-0.15	$-15.00	20.00	36	1.0	623.000	-0.12	2024-07-12
CXM240719C00010000	CXM	CALL	Long	10.00	None	$-0.15	-0.75	$-0.16	-0.02	0.33	0.20	0.05	9.39	9.23	-0.15	$-15.00	20.00	35	21.0	644.000	-0.16	2024-07-11
CXM240719C00010000	CXM	CALL	Long	10.00	None	$-0.15	-0.75	$-0.09	-0.01	0.09	0.20	0.05	9.39	9.30	-0.15	$-15.00	20.00	34	14.0	650.000	-0.09	2024-07-10
CXM240719C00010000	CXM	CALL	Long	10.00	None	$-0.10	-0.50	$0.05	0.01	0.12	0.20	0.10	9.39	9.44	-0.10	$-10.00	20.00	33	53.0	658.000	0.05	2024-07-09
CXM240719C00010000	CXM	CALL	Long	10.00	None	$0.10	0.50	$0.60	0.06	0.16	0.20	0.30	9.39	9.99	0.10	$10.00	20.00	32	88.0	720.000	0.60	2024-07-08
CXM240719C00010000	CXM	CALL	Long	10.00	None	$0.06	0.30	$0.58	0.06	0.06	0.20	0.26	9.39	9.97	0.06	$6.00	20.00	29	186.0	844.000	0.58	2024-07-05
CXM240719C00010000	CXM	CALL	Long	10.00	None	$0.15	0.75	$0.66	0.07	0.06	0.20	0.35	9.39	10.05	0.15	$15.00	20.00	28	445.0	0.000	0.66	2024-07-04
CXM240719C00010000	CXM	CALL	Long	10.00	None	$0.15	0.75	$0.66	0.07	0.05	0.20	0.35	9.39	10.05	0.15	$15.00	20.00	27	445.0	0.000	0.66	2024-07-03
CXM240719C00010000	CXM	CALL	Long	10.00	None	$0.05	0.25	$0.41	0.04	0.06	0.20	0.25	9.39	9.80	0.05	$5.00	20.00	26	1316.0	329.000	0.41	2024-07-02
CXM240719C00010000	CXM	CALL	Long	10.00	None	$0.05	0.25	$0.41	0.04	0.11	0.20	0.25	9.39	9.80	0.05	$5.00	20.00	25	41.0	338.000	0.41	2024-07-01
CXM240719C00010000	CXM	CALL	Long	10.00	None	$-0.05	-0.25	$0.24	0.03	0.10	0.20	0.15	9.39	9.63	-0.05	$-5.00	20.00	22	7.0	335.000	0.24	2024-06-28
CXM240719C00010000	CXM	CALL	Long	10.00	None	$-0.07	-0.35	$-0.03	-0.00	0.07	0.20	0.13	9.39	9.36	-0.07	$-7.00	20.00	21	33.0	314.000	-0.03	2024-06-27
CXM240719C00010000	CXM	CALL	Long	10.00	None	$-0.13	-0.65	$-0.38	-0.04	0.10	0.20	0.07	9.39	9.01	-0.13	$-13.00	20.00	19	18.0	309.000	-0.38	2024-06-25
CXM240719C00010000	CXM	CALL	Long	10.00	None	$-0.13	-0.65	$-0.31	-0.03	0.07	0.20	0.07	9.39	9.08	-0.13	$-13.00	20.00	18	1.0	308.000	-0.31	2024-06-24
CXM240719C00010000	CXM	CALL	Long	10.00	None	$-0.15	-0.75	$-0.83	-0.09	0.17	0.20	0.05	9.39	8.56	-0.15	$-15.00	20.00	12	2.0	307.000	-0.83	2024-06-18
CXM240719C00010000	CXM	CALL	Long	10.00	None	$-0.10	-0.50	$-0.57	-0.06	0.16	0.20	0.10	9.39	8.82	-0.10	$-10.00	20.00	11	33.0	334.000	-0.57	2024-06-17
CXM240719C00010000	CXM	CALL	Long	10.00	None	$-0.10	-0.50	$-0.58	-0.06	0.14	0.20	0.10	9.39	8.81	-0.10	$-10.00	20.00	8	47.0	297.000	-0.58	2024-06-14
CXM240719C00010000	CXM	CALL	Long	10.00	None	$-0.09	-0.45	$-0.51	-0.05	0.12	0.20	0.11	9.39	8.88	-0.09	$-9.00	20.00	7	2.0	296.000	-0.51	2024-06-13
CXM240719C00010000	CXM	CALL	Long	10.00	None	$-0.05	-0.25	$-0.34	-0.04	0.12	0.20	0.15	9.39	9.05	-0.05	$-5.00	20.00	6	23.0	311.000	-0.34	2024-06-12
CXM240719C00010000	CXM	CALL	Long	10.00	None	$-0.10	-0.50	$-0.45	-0.05	-0.20	0.20	0.10	9.39	8.94	-0.10	$-10.00	20.00	5	19.0	308.000	-0.45	2024-06-11
CXM240719C00010000	CXM	CALL	Long	10.00	None	$-0.05	-0.25	$-0.43	-0.05	0.13	0.20	0.15	9.39	8.96	-0.05	$-5.00	20.00	4	10.0	298.000	-0.43	2024-06-10
CXM240719C00010000	CXM	CALL	Long	10.00	None	$-0.06	-0.30	$-0.47	-0.05	0.14	0.20	0.14	9.39	8.92	-0.06	$-6.00	20.00	3	41.0	310.000	-0.47	2024-06-09
CXM240719C00010000	CXM	CALL	Long	10.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.31	$-0.06	-0.30	$-0.48	-0.05	0.08	0.20	0.14	9.39	8.91	-0.06	$-6.00	20.00	1	41.0	310.000	-0.48	2024-06-07
CXM240719C00010000	CXM	CALL	Long	10.00	None	$0.00	0.00	$0.00	0.00	0.00	0.20	0.20	9.39	9.39	0.00	$0.00	20.00	0	262.0	53.000	0.00	2024-06-06

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