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View Outliers PnL Drill-Down: DCFC240315C00000500

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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
2024-02-06	DCFC	DCFC240315C00000500	0.50	2.0	20.000	5.250	0.374	0.0	0.4	0.000	0.020	0.420	0.05	0.09	2024-03-15	CALL	Long	0.462	0.469	-0.090

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	DCFC	1.000	0.233	4.117	1.029	4.117	3.255	0.01	-0.658	0.0000	0.01	46.14	21	1y	0.39

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
DCFC240315C00000500	DCFC	CALL	Long	0.50	None	$-0.01	-0.20	$-0.03	-0.30	28.00	0.05	0.04	0.10	0.07	-0.01	$-1.00	5.00	37	5.0	51.000	-0.03	2024-03-14
DCFC240315C00000500	DCFC	CALL	Long	0.50	None	$-0.01	-0.20	$-0.02	-0.20	25.00	0.05	0.04	0.10	0.08	-0.01	$-1.00	5.00	36	5.0	51.000	-0.02	2024-03-13
DCFC240315C00000500	DCFC	CALL	Long	0.50	None	$-0.01	-0.20	$-0.01	-0.10	17.00	0.05	0.04	0.10	0.09	-0.01	$-1.00	5.00	35	5.0	51.000	-0.01	2024-03-12
DCFC240315C00000500	DCFC	CALL	Long	0.50	None	$-0.01	-0.20	$-0.01	-0.10	15.00	0.05	0.04	0.10	0.09	-0.01	$-1.00	5.00	34	5.0	51.000	-0.01	2024-03-11
DCFC240315C00000500	DCFC	CALL	Long	0.50	None	$-0.01	-0.20	$0.00	0.00	11.00	0.05	0.04	0.10	0.10	-0.01	$-1.00	5.00	31	5.0	51.000	0.00	2024-03-08
DCFC240315C00000500	DCFC	CALL	Long	0.50	None	$-0.01	-0.20	$-0.01	-0.10	11.00	0.05	0.04	0.10	0.09	-0.01	$-1.00	5.00	30	5.0	51.000	-0.01	2024-03-07
DCFC240315C00000500	DCFC	CALL	Long	0.50	None	$0.00	0.00	$-0.01	-0.10	10.50	0.05	0.05	0.10	0.09	0.00	$0.00	5.00	29	1.0	46.000	-0.01	2024-03-06
DCFC240315C00000500	DCFC	CALL	Long	0.50	None	$0.00	0.00	$0.00	0.00	0.50	0.05	0.05	0.10	0.10	0.00	$0.00	5.00	28	1.0	46.000	0.00	2024-03-05
DCFC240315C00000500	DCFC	CALL	Long	0.50	None	$0.00	0.00	$-0.01	-0.10	0.50	0.05	0.05	0.10	0.09	0.00	$0.00	5.00	27	1.0	0.000	-0.01	2024-03-04
DCFC240315C00000500	DCFC	CALL	Long	0.50	None	$0.00	0.00	$0.00	0.00	0.00	0.05	0.05	0.10	0.10	0.00	$0.00	5.00	26	1.0	46.000	0.00	2024-03-03
DCFC240315C00000500	DCFC	CALL	Long	0.50	None	$0.00	0.00	$0.00	0.00	0.00	0.05	0.05	0.10	0.10	0.00	$0.00	5.00	25	1.0	46.000	0.00	2024-03-02
DCFC240315C00000500	DCFC	CALL	Long	0.50	None	$0.00	0.00	$0.00	0.00	0.00	0.05	0.05	0.10	0.10	0.00	$0.00	5.00	24	1.0	46.000	0.00	2024-03-01
DCFC240315C00000500	DCFC	CALL	Long	0.50	None	$0.00	0.00	$0.04	0.40	0.00	0.05	0.05	0.10	0.14	0.00	$0.00	5.00	23	1.0	46.000	0.04	2024-02-29
DCFC240315C00000500	DCFC	CALL	Long	0.50	None	$0.00	0.00	$0.04	0.40	6.00	0.05	0.05	0.10	0.14	0.00	$0.00	5.00	22	1.0	46.000	0.04	2024-02-28
DCFC240315C00000500	DCFC	CALL	Long	0.50	None	$-0.03	-0.60	$0.05	0.50	5.62	0.05	0.02	0.10	0.15	-0.03	$-3.00	5.00	21	1.0	45.000	0.05	2024-02-27
DCFC240315C00000500	DCFC	CALL	Long	0.50	None	$-0.03	-0.60	$0.04	0.40	5.62	0.05	0.02	0.10	0.14	-0.03	$-3.00	5.00	20	1.0	45.000	0.04	2024-02-26
DCFC240315C00000500	DCFC	CALL	Long	0.50	None	$0.00	0.00	$0.02	0.20	6.25	0.05	0.05	0.10	0.12	0.00	$0.00	5.00	19	20.0	45.000	0.02	2024-02-25
DCFC240315C00000500	DCFC	CALL	Long	0.50	None	$0.00	0.00	$0.02	0.20	5.75	0.05	0.05	0.10	0.12	0.00	$0.00	5.00	17	20.0	45.000	0.02	2024-02-23
DCFC240315C00000500	DCFC	CALL	Long	0.50	None	$0.00	0.00	$0.03	0.30	5.50	0.05	0.05	0.10	0.13	0.00	$0.00	5.00	16	20.0	45.000	0.03	2024-02-22
DCFC240315C00000500	DCFC	CALL	Long	0.50	None	$0.00	0.00	$0.04	0.40	5.12	0.05	0.05	0.10	0.14	0.00	$0.00	5.00	15	20.0	45.000	0.04	2024-02-21
DCFC240315C00000500	DCFC	CALL	Long	0.50	None	$0.00	0.00	$0.04	0.40	4.88	0.05	0.05	0.10	0.14	0.00	$0.00	5.00	14	20.0	25.000	0.04	2024-02-20
DCFC240315C00000500	DCFC	CALL	Long	0.50	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$0.05	0.50	4.62	0.05	0.05	0.10	0.15	0.00	$0.00	5.00	13	4.0	25.000	0.05	2024-02-19
DCFC240315C00000500	DCFC	CALL	Long	0.50	None	$0.00	0.00	$0.02	0.20	4.50	0.05	0.05	0.10	0.12	0.00	$0.00	5.00	3	1.0	21.000	0.02	2024-02-09
DCFC240315C00000500	DCFC	CALL	Long	0.50	None	$0.00	0.00	$0.01	0.10	4.88	0.05	0.05	0.10	0.11	0.00	$0.00	5.00	2	1.0	21.000	0.01	2024-02-08
DCFC240315C00000500	DCFC	CALL	Long	0.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.01	$0.00	0.00	$-0.01	-0.10	5.25	0.05	0.05	0.10	0.09	0.00	$0.00	5.00	1	1.0	21.000	-0.01	2024-02-07
DCFC240315C00000500	DCFC	CALL	Long	0.50	None	$0.00	0.00	$0.00	0.00	0.00	0.05	0.05	0.10	0.10	0.00	$0.00	5.00	0	1.0	20.000	0.00	2024-02-06

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