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View Outliers PnL Drill-Down: DDD240419C00003000

View in yFinance: DDD

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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
2024-02-28	DDD	DDD240419C00003000	3.00	6.0	2.000	0.887	0.419	0.9	0.0	0.030	1.000	0.100	0.95	3.88	2024-04-19	CALL	Long	0.315	0.406	-0.225

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	DDD	0.636	0.124	0.326	0.232	0.313	-0.005	3.96	-0.743	0.0000	1.88	6.79	21	1y	3.18

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
DDD240419C00003000	DDD	CALL	Long	3.00	None	$-0.80	-0.70	$-0.55	-0.14	2.37	1.15	0.35	4.02	3.47	-0.80	$-80.00	115.00	50	1.0	53.000	-0.55	2024-04-18
DDD240419C00003000	DDD	CALL	Long	3.00	None	$-0.55	-0.48	$-0.63	-0.16	0.53	1.15	0.60	4.02	3.39	-0.55	$-55.00	115.00	49	35.0	53.000	-0.63	2024-04-17
DDD240419C00003000	DDD	CALL	Long	3.00	None	$-0.55	-0.48	$-0.54	-0.13	0.62	1.15	0.60	4.02	3.48	-0.55	$-55.00	115.00	48	35.0	53.000	-0.54	2024-04-16
DDD240419C00003000	DDD	CALL	Long	3.00	None	$-0.55	-0.48	$-0.49	-0.12	1.25	1.15	0.60	4.02	3.53	-0.55	$-55.00	115.00	47	35.0	34.000	-0.49	2024-04-15
DDD240419C00003000	DDD	CALL	Long	3.00	None	$-0.38	-0.33	$-0.32	-0.08	0.50	1.15	0.77	4.02	3.70	-0.38	$-38.00	115.00	44	4.0	30.000	-0.32	2024-04-12
DDD240419C00003000	DDD	CALL	Long	3.00	None	$0.20	0.17	$-0.10	-0.02	0.68	1.15	1.35	4.02	3.92	0.20	$20.00	115.00	43	1.0	32.000	-0.10	2024-04-11
DDD240419C00003000	DDD	CALL	Long	3.00	None	$0.20	0.17	$0.02	0.00	1.12	1.15	1.35	4.02	4.04	0.20	$20.00	115.00	42	1.0	32.000	0.02	2024-04-10
DDD240419C00003000	DDD	CALL	Long	3.00	None	$0.20	0.17	$0.14	0.03	1.03	1.15	1.35	4.02	4.16	0.20	$20.00	115.00	41	1.0	32.000	0.14	2024-04-09
DDD240419C00003000	DDD	CALL	Long	3.00	None	$0.20	0.17	$0.03	0.01	0.89	1.15	1.35	4.02	4.05	0.20	$20.00	115.00	40	1.0	32.000	0.03	2024-04-08
DDD240419C00003000	DDD	CALL	Long	3.00	None	$0.20	0.17	$-0.01	-0.00	0.60	1.15	1.35	4.02	4.01	0.20	$20.00	115.00	37	1.0	32.000	-0.01	2024-04-05
DDD240419C00003000	DDD	CALL	Long	3.00	None	$0.20	0.17	$0.06	0.01	0.34	1.15	1.35	4.02	4.08	0.20	$20.00	115.00	36	1.0	32.000	0.06	2024-04-04
DDD240419C00003000	DDD	CALL	Long	3.00	None	$0.20	0.17	$0.15	0.04	1.53	1.15	1.35	4.02	4.17	0.20	$20.00	115.00	35	1.0	32.000	0.15	2024-04-03
DDD240419C00003000	DDD	CALL	Long	3.00	None	$0.20	0.17	$0.14	0.03	0.06	1.15	1.35	4.02	4.16	0.20	$20.00	115.00	34	1.0	32.000	0.14	2024-04-02
DDD240419C00003000	DDD	CALL	Long	3.00	None	$0.20	0.17	$0.28	0.07	0.23	1.15	1.35	4.02	4.30	0.20	$20.00	115.00	33	1.0	31.000	0.28	2024-04-01
DDD240419C00003000	DDD	CALL	Long	3.00	None	$0.29	0.25	$0.42	0.10	-0.85	1.15	1.44	4.02	4.44	0.29	$29.00	115.00	32	5.0	31.000	0.42	2024-03-31
DDD240419C00003000	DDD	CALL	Long	3.00	None	$0.29	0.25	$0.42	0.10	0.31	1.15	1.44	4.02	4.44	0.29	$29.00	115.00	31	5.0	31.000	0.42	2024-03-30
DDD240419C00003000	DDD	CALL	Long	3.00	None	$0.29	0.25	$0.42	0.10	0.28	1.15	1.44	4.02	4.44	0.29	$29.00	115.00	30	5.0	31.000	0.42	2024-03-29
DDD240419C00003000	DDD	CALL	Long	3.00	None	$0.29	0.25	$0.42	0.10	0.25	1.15	1.44	4.02	4.44	0.29	$29.00	115.00	29	5.0	31.000	0.42	2024-03-28
DDD240419C00003000	DDD	CALL	Long	3.00	None	$0.29	0.25	$0.45	0.11	0.20	1.15	1.44	4.02	4.47	0.29	$29.00	115.00	28	5.0	31.000	0.45	2024-03-27
DDD240419C00003000	DDD	CALL	Long	3.00	None	$0.29	0.25	$0.25	0.06	0.50	1.15	1.44	4.02	4.27	0.29	$29.00	115.00	27	5.0	31.000	0.25	2024-03-26
DDD240419C00003000	DDD	CALL	Long	3.00	None	$0.29	0.25	$0.32	0.08	0.52	1.15	1.44	4.02	4.34	0.29	$29.00	115.00	26	5.0	31.000	0.32	2024-03-25
DDD240419C00003000	DDD	CALL	Long	3.00	None	$0.29	0.25	$0.35	0.09	0.07	1.15	1.44	4.02	4.37	0.29	$29.00	115.00	23	5.0	31.000	0.35	2024-03-22
DDD240419C00003000	DDD	CALL	Long	3.00	None	$0.29	0.25	$0.59	0.15	0.48	1.15	1.44	4.02	4.61	0.29	$29.00	115.00	22	5.0	31.000	0.59	2024-03-21
DDD240419C00003000	DDD	CALL	Long	3.00	None	$0.29	0.25	$0.41	0.10	0.14	1.15	1.44	4.02	4.43	0.29	$29.00	115.00	21	5.0	36.000	0.41	2024-03-20
DDD240419C00003000	DDD	CALL	Long	3.00	None	$0.25	0.22	$0.32	0.08	0.04	1.15	1.40	4.02	4.34	0.25	$25.00	115.00	20	7.0	0.000	0.32	2024-03-19
DDD240419C00003000	DDD	CALL	Long	3.00	None	$0.55	0.48	$0.31	0.08	0.42	1.15	1.70	4.02	4.33	0.55	$55.00	115.00	19	2.0	29.000	0.31	2024-03-18
DDD240419C00003000	DDD	CALL	Long	3.00	None	$0.55	0.48	$0.53	0.13	0.38	1.15	1.70	4.02	4.55	0.55	$55.00	115.00	16	2.0	29.000	0.53	2024-03-15
DDD240419C00003000	DDD	CALL	Long	3.00	None	$0.55	0.48	$0.49	0.12	0.10	1.15	1.70	4.02	4.51	0.55	$55.00	115.00	15	2.0	27.000	0.49	2024-03-14
DDD240419C00003000	DDD	CALL	Long	3.00	None	$0.85	0.74	$0.77	0.19	0.49	1.15	2.00	4.02	4.79	0.85	$85.00	115.00	14	6.0	27.000	0.77	2024-03-13
DDD240419C00003000	DDD	CALL	Long	3.00	None	$0.85	0.74	$0.82	0.20	0.55	1.15	2.00	4.02	4.84	0.85	$85.00	115.00	13	6.0	27.000	0.82	2024-03-12
DDD240419C00003000	DDD	CALL	Long	3.00	None	$0.85	0.74	$1.09	0.27	0.03	1.15	2.00	4.02	5.11	0.85	$85.00	115.00	12	6.0	27.000	1.09	2024-03-11
DDD240419C00003000	DDD	CALL	Long	3.00	None	$0.85	0.74	$1.03	0.26	0.34	1.15	2.00	4.02	5.05	0.85	$85.00	115.00	9	6.0	28.000	1.03	2024-03-08
DDD240419C00003000	DDD	CALL	Long	3.00	None	$0.70	0.61	$0.82	0.20	0.20	1.15	1.85	4.02	4.84	0.70	$70.00	115.00	8	5.0	28.000	0.82	2024-03-07
DDD240419C00003000	DDD	CALL	Long	3.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.38	0.33	$0.51	0.13	0.04	1.15	1.53	4.02	4.53	0.38	$38.00	115.00	7	11.0	28.000	0.51	2024-03-06
DDD240419C00003000	DDD	CALL	Long	3.00	None	$0.60	0.52	$0.46	0.11	0.78	1.15	1.75	4.02	4.48	0.60	$60.00	115.00	6	10.0	29.000	0.46	2024-03-05
DDD240419C00003000	DDD	CALL	Long	3.00	None	$0.05	0.04	$0.09	0.02	-0.85	1.15	1.20	4.02	4.11	0.05	$5.00	115.00	5	1.0	0.000	0.09	2024-03-04
DDD240419C00003000	DDD	CALL	Long	3.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.26	0.23	$0.21	0.05	-0.00	1.15	1.41	4.02	4.23	0.26	$26.00	115.00	4	9.0	22.000	0.21	2024-03-03
DDD240419C00003000	DDD	CALL	Long	3.00	None	$0.26	0.23	$0.21	0.05	-0.00	1.15	1.41	4.02	4.23	0.26	$26.00	115.00	3	9.0	22.000	0.21	2024-03-02
DDD240419C00003000	DDD	CALL	Long	3.00	None	$0.26	0.23	$0.35	0.09	-0.04	1.15	1.41	4.02	4.37	0.26	$26.00	115.00	2	9.0	22.000	0.35	2024-03-01
DDD240419C00003000	DDD	CALL	Long	3.00	None	$-0.10	-0.09	$0.12	0.03	-0.18	1.15	1.05	4.02	4.14	-0.10	$-10.00	115.00	1	4.0	22.000	0.12	2024-02-29
DDD240419C00003000	DDD	CALL	Long	3.00	None	$0.00	0.00	$0.00	0.00	0.00	1.15	1.15	4.02	4.02	0.00	$0.00	115.00	0	22.0	2.000	0.00	2024-02-28

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