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View Outliers PnL Drill-Down: DDD240419C00005000

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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	DDD240419C00005000	5.00	42.0	167.000	0.680	0.394	0.0	1.0	0.020	0.090	1.050	0.14	4.02	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
DDD240419C00005000	DDD	CALL	Long	5.00	None	$-0.12	-0.86	$-0.55	-0.14	2.47	0.14	0.02	4.02	3.47	-0.12	$-12.00	14.00	50	2.0	2157.000	-0.55	2024-04-18
DDD240419C00005000	DDD	CALL	Long	5.00	None	$-0.12	-0.86	$-0.63	-0.16	2.04	0.14	0.02	4.02	3.39	-0.12	$-12.00	14.00	49	3.0	2157.000	-0.63	2024-04-17
DDD240419C00005000	DDD	CALL	Long	5.00	None	$-0.12	-0.86	$-0.54	-0.13	1.54	0.14	0.02	4.02	3.48	-0.12	$-12.00	14.00	48	3.0	2157.000	-0.54	2024-04-16
DDD240419C00005000	DDD	CALL	Long	5.00	None	$-0.12	-0.86	$-0.49	-0.12	1.25	0.14	0.02	4.02	3.53	-0.12	$-12.00	14.00	47	3.0	2157.000	-0.49	2024-04-15
DDD240419C00005000	DDD	CALL	Long	5.00	None	$-0.12	-0.86	$-0.32	-0.08	0.66	0.14	0.02	4.02	3.70	-0.12	$-12.00	14.00	44	3.0	2157.000	-0.32	2024-04-12
DDD240419C00005000	DDD	CALL	Long	5.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.12	-0.86	$-0.10	-0.02	0.39	0.14	0.02	4.02	3.92	-0.12	$-12.00	14.00	43	3.0	2157.000	-0.10	2024-04-11
DDD240419C00005000	DDD	CALL	Long	5.00	None	$-0.12	-0.86	$0.02	0.00	0.24	0.14	0.02	4.02	4.04	-0.12	$-12.00	14.00	42	3.0	2157.000	0.02	2024-04-10
DDD240419C00005000	DDD	CALL	Long	5.00	None	$-0.12	-0.86	$0.14	0.03	0.10	0.14	0.02	4.02	4.16	-0.12	$-12.00	14.00	41	3.0	2157.000	0.14	2024-04-09
DDD240419C00005000	DDD	CALL	Long	5.00	None	$-0.10	-0.71	$0.03	0.01	0.14	0.14	0.04	4.02	4.05	-0.10	$-10.00	14.00	40	9.0	2155.000	0.03	2024-04-08
DDD240419C00005000	DDD	CALL	Long	5.00	None	$0.01	0.07	$-0.01	-0.00	0.24	0.14	0.15	4.02	4.01	0.01	$1.00	14.00	37	1.0	2154.000	-0.01	2024-04-05
DDD240419C00005000	DDD	CALL	Long	5.00	None	$-0.13	-0.93	$0.06	0.01	0.02	0.14	0.01	4.02	4.08	-0.13	$-13.00	14.00	36	84.0	2076.000	0.06	2024-04-04
DDD240419C00005000	DDD	CALL	Long	5.00	None	$-0.10	-0.71	$0.15	0.04	-0.06	0.14	0.04	4.02	4.17	-0.10	$-10.00	14.00	35	12.0	2077.000	0.15	2024-04-03
DDD240419C00005000	DDD	CALL	Long	5.00	None	$-0.12	-0.86	$0.14	0.03	-0.08	0.14	0.02	4.02	4.16	-0.12	$-12.00	14.00	34	58.0	2075.000	0.14	2024-04-02
DDD240419C00005000	DDD	CALL	Long	5.00	None	$-0.09	-0.64	$0.28	0.07	0.06	0.14	0.05	4.02	4.30	-0.09	$-9.00	14.00	33	53.0	2077.000	0.28	2024-04-01
DDD240419C00005000	DDD	CALL	Long	5.00	None	$-0.04	-0.29	$0.42	0.10	-0.06	0.14	0.10	4.02	4.44	-0.04	$-4.00	14.00	32	11.0	2067.000	0.42	2024-03-31
DDD240419C00005000	DDD	CALL	Long	5.00	None	$-0.04	-0.29	$0.42	0.10	-0.09	0.14	0.10	4.02	4.44	-0.04	$-4.00	14.00	31	11.0	2067.000	0.42	2024-03-30
DDD240419C00005000	DDD	CALL	Long	5.00	None	$-0.04	-0.29	$0.42	0.10	-0.11	0.14	0.10	4.02	4.44	-0.04	$-4.00	14.00	30	11.0	2067.000	0.42	2024-03-29
DDD240419C00005000	DDD	CALL	Long	5.00	None	$-0.04	-0.29	$0.42	0.10	-0.12	0.14	0.10	4.02	4.44	-0.04	$-4.00	14.00	29	11.0	2067.000	0.42	2024-03-28
DDD240419C00005000	DDD	CALL	Long	5.00	None	$-0.05	-0.36	$0.45	0.11	-0.15	0.14	0.09	4.02	4.47	-0.05	$-5.00	14.00	28	55.0	2052.000	0.45	2024-03-27
DDD240419C00005000	DDD	CALL	Long	5.00	None	$-0.09	-0.64	$0.25	0.06	-0.04	0.14	0.05	4.02	4.27	-0.09	$-9.00	14.00	27	31.0	2043.000	0.25	2024-03-26
DDD240419C00005000	DDD	CALL	Long	5.00	None	$-0.04	-0.29	$0.32	0.08	-0.09	0.14	0.10	4.02	4.34	-0.04	$-4.00	14.00	26	76.0	1974.000	0.32	2024-03-25
DDD240419C00005000	DDD	CALL	Long	5.00	None	$-0.06	-0.43	$0.35	0.09	-0.14	0.14	0.08	4.02	4.37	-0.06	$-6.00	14.00	23	31.0	1956.000	0.35	2024-03-22
DDD240419C00005000	DDD	CALL	Long	5.00	None	$0.02	0.14	$0.59	0.15	-0.08	0.14	0.16	4.02	4.61	0.02	$2.00	14.00	22	34.0	1927.000	0.59	2024-03-21
DDD240419C00005000	DDD	CALL	Long	5.00	None	$-0.06	-0.43	$0.41	0.10	-0.07	0.14	0.08	4.02	4.43	-0.06	$-6.00	14.00	21	988.0	1503.000	0.41	2024-03-20
DDD240419C00005000	DDD	CALL	Long	5.00	None	$-0.04	-0.29	$0.32	0.08	-0.15	0.14	0.10	4.02	4.34	-0.04	$-4.00	14.00	20	19.0	1498.000	0.32	2024-03-19
DDD240419C00005000	DDD	CALL	Long	5.00	None	$-0.03	-0.21	$0.31	0.08	-0.03	0.14	0.11	4.02	4.33	-0.03	$-3.00	14.00	19	88.0	1479.000	0.31	2024-03-18
DDD240419C00005000	DDD	CALL	Long	5.00	None	$0.09	0.64	$0.53	0.13	-0.09	0.14	0.23	4.02	4.55	0.09	$9.00	14.00	16	158.0	1417.000	0.53	2024-03-15
DDD240419C00005000	DDD	CALL	Long	5.00	None	$0.06	0.43	$0.49	0.12	-0.02	0.14	0.20	4.02	4.51	0.06	$6.00	14.00	15	1503.0	2022.000	0.49	2024-03-14
DDD240419C00005000	DDD	CALL	Long	5.00	None	$0.21	1.50	$0.77	0.19	-0.05	0.14	0.35	4.02	4.79	0.21	$21.00	14.00	14	39.0	2014.000	0.77	2024-03-13
DDD240419C00005000	DDD	CALL	Long	5.00	None	$0.21	1.50	$0.82	0.20	-0.02	0.14	0.35	4.02	4.84	0.21	$21.00	14.00	13	369.0	1722.000	0.82	2024-03-12
DDD240419C00005000	DDD	CALL	Long	5.00	None	$0.41	2.93	$1.09	0.27	-0.02	0.14	0.55	4.02	5.11	0.41	$41.00	14.00	12	18.0	1720.000	1.09	2024-03-11
DDD240419C00005000	DDD	CALL	Long	5.00	None	$0.39	2.79	$1.03	0.26	0.04	0.14	0.53	4.02	5.05	0.39	$39.00	14.00	9	130.0	1786.000	1.03	2024-03-08
DDD240419C00005000	DDD	CALL	Long	5.00	None	$0.21	1.50	$0.82	0.20	-0.02	0.14	0.35	4.02	4.84	0.21	$21.00	14.00	8	202.0	1678.000	0.82	2024-03-07
DDD240419C00005000	DDD	CALL	Long	5.00	None	$0.06	0.43	$0.51	0.13	-0.01	0.14	0.20	4.02	4.53	0.06	$6.00	14.00	7	237.0	1837.000	0.51	2024-03-06
DDD240419C00005000	DDD	CALL	Long	5.00	None	$0.21	1.50	$0.46	0.11	0.09	0.14	0.35	4.02	4.48	0.21	$21.00	14.00	6	745.0	1411.000	0.46	2024-03-05
DDD240419C00005000	DDD	CALL	Long	5.00	None	$-0.01	-0.07	$0.09	0.02	-0.56	0.14	0.13	4.02	4.11	-0.01	$-1.00	14.00	5	8.0	0.000	0.09	2024-03-04
DDD240419C00005000	DDD	CALL	Long	5.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.06	0.43	$0.21	0.05	-0.04	0.14	0.20	4.02	4.23	0.06	$6.00	14.00	4	1247.0	204.000	0.21	2024-03-03
DDD240419C00005000	DDD	CALL	Long	5.00	None	$0.06	0.43	$0.35	0.09	-0.04	0.14	0.20	4.02	4.37	0.06	$6.00	14.00	2	1010.0	204.000	0.35	2024-03-01
DDD240419C00005000	DDD	CALL	Long	5.00	None	$-0.01	-0.07	$0.12	0.03	-0.06	0.14	0.13	4.02	4.14	-0.01	$-1.00	14.00	1	4.0	202.000	0.12	2024-02-29
DDD240419C00005000	DDD	CALL	Long	5.00	None	$0.00	0.00	$0.00	0.00	0.00	0.14	0.14	4.02	4.02	0.00	$0.00	14.00	0	42.0	167.000	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