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View Outliers PnL Drill-Down: DDD241220C00002500

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
2024-11-14	DDD	DDD241220C00002500	2.50	12.0	34.000	0.602	0.396	0.3	0.0	0.010	0.310	0.090	0.40	2.72	2024-12-20	CALL	Long	0.424	0.472	-0.181

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
DDD241220C00002500	DDD	CALL	Long	2.50	None	$1.00	2.22	$0.70	0.25	2.66	0.45	1.45	2.84	3.54	1.00	$100.00	45.00	35	5.0	66.000	0.70	2024-12-19
DDD241220C00002500	DDD	CALL	Long	2.50	None	$1.00	2.22	$0.73	0.26	1.98	0.45	1.45	2.84	3.57	1.00	$100.00	45.00	34	5.0	66.000	0.73	2024-12-18
DDD241220C00002500	DDD	CALL	Long	2.50	None	$1.00	2.22	$0.95	0.33	1.29	0.45	1.45	2.84	3.79	1.00	$100.00	45.00	33	5.0	66.000	0.95	2024-12-17
DDD241220C00002500	DDD	CALL	Long	2.50	None	$1.00	2.22	$1.12	0.39	1.85	0.45	1.45	2.84	3.96	1.00	$100.00	45.00	32	5.0	66.000	1.12	2024-12-16
DDD241220C00002500	DDD	CALL	Long	2.50	None	$0.92	2.04	$1.12	0.39	1.35	0.45	1.37	2.84	3.96	0.92	$92.00	45.00	29	2.0	67.000	1.12	2024-12-13
DDD241220C00002500	DDD	CALL	Long	2.50	None	$1.07	2.38	$1.25	0.44	0.79	0.45	1.52	2.84	4.09	1.07	$107.00	45.00	28	46.0	99.000	1.25	2024-12-12
DDD241220C00002500	DDD	CALL	Long	2.50	None	$0.50	1.11	$0.53	0.19	1.18	0.45	0.95	2.84	3.37	0.50	$50.00	45.00	27	156.0	210.000	0.53	2024-12-11
DDD241220C00002500	DDD	CALL	Long	2.50	None	$0.45	1.00	$0.46	0.16	0.56	0.45	0.90	2.84	3.30	0.45	$45.00	45.00	26	11.0	221.000	0.46	2024-12-10
DDD241220C00002500	DDD	CALL	Long	2.50	None	$0.26	0.58	$0.41	0.14	0.20	0.45	0.71	2.84	3.25	0.26	$26.00	45.00	25	7.0	226.000	0.41	2024-12-09
DDD241220C00002500	DDD	CALL	Long	2.50	None	$-0.05	-0.11	$0.06	0.02	0.06	0.45	0.40	2.84	2.90	-0.05	$-5.00	45.00	24	2.0	228.000	0.06	2024-12-08
DDD241220C00002500	DDD	CALL	Long	2.50	None	$-0.05	-0.11	$0.05	0.02	-0.02	0.45	0.40	2.84	2.89	-0.05	$-5.00	45.00	22	2.0	228.000	0.05	2024-12-06
DDD241220C00002500	DDD	CALL	Long	2.50	None	$-0.20	-0.44	$-0.14	-0.05	-0.05	0.45	0.25	2.84	2.70	-0.20	$-20.00	45.00	21	10.0	238.000	-0.14	2024-12-05
DDD241220C00002500	DDD	CALL	Long	2.50	None	$-0.04	-0.09	$-0.05	-0.02	-0.15	0.45	0.41	2.84	2.79	-0.04	$-4.00	45.00	20	1.0	237.000	-0.05	2024-12-04
DDD241220C00002500	DDD	CALL	Long	2.50	None	$-0.17	-0.38	$-0.12	-0.04	-0.30	0.45	0.28	2.84	2.72	-0.17	$-17.00	45.00	19	22.0	245.000	-0.12	2024-12-03
DDD241220C00002500	DDD	CALL	Long	2.50	None	$-0.05	-0.11	$-0.05	-0.02	-0.06	0.45	0.40	2.84	2.79	-0.05	$-5.00	45.00	18	5.0	242.000	-0.05	2024-12-02
DDD241220C00002500	DDD	CALL	Long	2.50	None	$0.20	0.44	$0.13	0.05	-0.90	0.45	0.65	2.84	2.97	0.20	$20.00	45.00	17	9.0	0.000	0.13	2024-12-01
DDD241220C00002500	DDD	CALL	Long	2.50	None	$0.20	0.44	$0.13	0.05	0.95	0.45	0.65	2.84	2.97	0.20	$20.00	45.00	16	9.0	233.000	0.13	2024-11-30
DDD241220C00002500	DDD	CALL	Long	2.50	None	$0.10	0.22	$0.11	0.04	-0.15	0.45	0.55	2.84	2.95	0.10	$10.00	45.00	14	14.0	236.000	0.11	2024-11-28
DDD241220C00002500	DDD	CALL	Long	2.50	None	$0.55	1.22	$0.35	0.12	1.27	0.45	1.00	2.84	3.19	0.55	$55.00	45.00	13	19.0	236.000	0.35	2024-11-27
DDD241220C00002500	DDD	CALL	Long	2.50	None	$0.55	1.22	$0.55	0.19	1.00	0.45	1.00	2.84	3.39	0.55	$55.00	45.00	12	18.0	217.000	0.55	2024-11-26
DDD241220C00002500	DDD	CALL	Long	2.50	None	$0.55	1.22	$0.60	0.21	0.34	0.45	1.00	2.84	3.44	0.55	$55.00	45.00	11	6.0	217.000	0.60	2024-11-25
DDD241220C00002500	DDD	CALL	Long	2.50	None	$0.28	0.62	$0.36	0.13	-0.18	0.45	0.73	2.84	3.20	0.28	$28.00	45.00	10	3.0	214.000	0.36	2024-11-24
DDD241220C00002500	DDD	CALL	Long	2.50	None	$0.28	0.62	$0.36	0.13	-0.21	0.45	0.73	2.84	3.20	0.28	$28.00	45.00	9	3.0	214.000	0.36	2024-11-23
DDD241220C00002500	DDD	CALL	Long	2.50	None	$0.28	0.62	$0.34	0.12	-0.13	0.45	0.73	2.84	3.18	0.28	$28.00	45.00	8	3.0	214.000	0.34	2024-11-22
DDD241220C00002500	DDD	CALL	Long	2.50	None	$0.40	0.89	$0.38	0.13	0.30	0.45	0.85	2.84	3.22	0.40	$40.00	45.00	7	169.0	98.000	0.38	2024-11-21
DDD241220C00002500	DDD	CALL	Long	2.50	None	$0.25	0.56	$0.28	0.10	0.22	0.45	0.70	2.84	3.12	0.25	$25.00	45.00	6	33.0	98.000	0.28	2024-11-20
DDD241220C00002500	DDD	CALL	Long	2.50	None	$0.18	0.40	$0.17	0.06	-0.15	0.45	0.63	2.84	3.01	0.18	$18.00	45.00	5	27.0	81.000	0.17	2024-11-19
DDD241220C00002500	DDD	CALL	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.19	0.42	$0.12	0.04	0.16	0.45	0.64	2.84	2.96	0.19	$19.00	45.00	4	31.0	53.000	0.12	2024-11-18
DDD241220C00002500	DDD	CALL	Long	2.50	None	$0.00	0.00	$0.13	0.05	-0.14	0.45	0.45	2.84	2.97	0.00	$0.00	45.00	3	20.0	63.000	0.13	2024-11-17
DDD241220C00002500	DDD	CALL	Long	2.50	None	$0.00	0.00	$0.13	0.05	-0.16	0.45	0.45	2.84	2.97	0.00	$0.00	45.00	2	20.0	63.000	0.13	2024-11-16
DDD241220C00002500	DDD	CALL	Long	2.50	None	$0.15	0.33	$0.13	0.05	0.01	0.45	0.60	2.84	2.97	0.15	$15.00	45.00	1	19.0	63.000	0.13	2024-11-15
DDD241220C00002500	DDD	CALL	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.00	0.00	0.00	0.45	0.45	2.84	2.84	0.00	$0.00	45.00	0	30.0	34.000	0.00	2024-11-14

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