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View Outliers PnL Drill-Down: DLO240621C00010000

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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
2024-05-15	DLO	DLO240621C00010000	10.00	864.0	150.000	0.506	0.331	0.4	0.4	0.040	0.600	0.560	0.65	10.00	2024-06-21	CALL	Long	0.246	0.392	-0.264

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
DLO240621C00010000	DLO	CALL	Long	10.00	None	$-0.64	-0.98	$-2.52	-0.25	1.10	0.65	0.01	10.00	7.48	-0.64	$-64.00	65.00	34	10.0	1302.000	-2.52	2024-06-18
DLO240621C00010000	DLO	CALL	Long	10.00	None	$-0.64	-0.98	$-2.51	-0.25	-0.01	0.65	0.01	10.00	7.49	-0.64	$-64.00	65.00	33	10.0	1302.000	-2.51	2024-06-17
DLO240621C00010000	DLO	CALL	Long	10.00	None	$-0.64	-0.98	$-2.45	-0.24	0.60	0.65	0.01	10.00	7.55	-0.64	$-64.00	65.00	30	10.0	1302.000	-2.45	2024-06-14
DLO240621C00010000	DLO	CALL	Long	10.00	None	$-0.64	-0.98	$-2.40	-0.24	0.51	0.65	0.01	10.00	7.60	-0.64	$-64.00	65.00	29	10.0	1302.000	-2.40	2024-06-13
DLO240621C00010000	DLO	CALL	Long	10.00	None	$-0.64	-0.98	$-2.32	-0.23	0.43	0.65	0.01	10.00	7.68	-0.64	$-64.00	65.00	28	10.0	1302.000	-2.32	2024-06-12
DLO240621C00010000	DLO	CALL	Long	10.00	None	$-0.62	-0.95	$-2.07	-0.21	-0.01	0.65	0.03	10.00	7.93	-0.62	$-62.00	65.00	27	42.0	1302.000	-2.07	2024-06-11
DLO240621C00010000	DLO	CALL	Long	10.00	None	$-0.62	-0.95	$-2.05	-0.20	0.26	0.65	0.03	10.00	7.95	-0.62	$-62.00	65.00	26	42.0	1322.000	-2.05	2024-06-10
DLO240621C00010000	DLO	CALL	Long	10.00	None	$-0.60	-0.92	$-1.90	-0.19	0.32	0.65	0.05	10.00	8.10	-0.60	$-60.00	65.00	25	303.0	1085.000	-1.90	2024-06-09
DLO240621C00010000	DLO	CALL	Long	10.00	None	$-0.60	-0.92	$-1.90	-0.19	0.24	0.65	0.05	10.00	8.10	-0.60	$-60.00	65.00	23	303.0	1085.000	-1.90	2024-06-07
DLO240621C00010000	DLO	CALL	Long	10.00	None	$-0.60	-0.92	$-1.67	-0.17	0.14	0.65	0.05	10.00	8.33	-0.60	$-60.00	65.00	22	3.0	1087.000	-1.67	2024-06-06
DLO240621C00010000	DLO	CALL	Long	10.00	None	$-0.59	-0.91	$-1.65	-0.16	0.30	0.65	0.06	10.00	8.35	-0.59	$-59.00	65.00	21	79.0	1082.000	-1.65	2024-06-05
DLO240621C00010000	DLO	CALL	Long	10.00	None	$-0.58	-0.89	$-1.38	-0.14	0.08	0.65	0.07	10.00	8.62	-0.58	$-58.00	65.00	20	23.0	1076.000	-1.38	2024-06-04
DLO240621C00010000	DLO	CALL	Long	10.00	None	$-0.58	-0.89	$-1.20	-0.12	0.06	0.65	0.07	10.00	8.80	-0.58	$-58.00	65.00	19	38.0	1054.000	-1.20	2024-06-03
DLO240621C00010000	DLO	CALL	Long	10.00	None	$-0.49	-0.75	$-0.85	-0.08	-0.02	0.65	0.16	10.00	9.15	-0.49	$-49.00	65.00	16	13.0	1045.000	-0.85	2024-05-31
DLO240621C00010000	DLO	CALL	Long	10.00	None	$-0.50	-0.77	$-0.77	-0.08	0.01	0.65	0.15	10.00	9.23	-0.50	$-50.00	65.00	15	91.0	986.000	-0.77	2024-05-30
DLO240621C00010000	DLO	CALL	Long	10.00	None	$-0.49	-0.75	$-0.78	-0.08	-0.00	0.65	0.16	10.00	9.22	-0.49	$-49.00	65.00	14	11.0	992.000	-0.78	2024-05-29
DLO240621C00010000	DLO	CALL	Long	10.00	None	$-0.40	-0.62	$-0.57	-0.06	0.04	0.65	0.25	10.00	9.43	-0.40	$-40.00	65.00	13	27.0	978.000	-0.57	2024-05-28
DLO240621C00010000	DLO	CALL	Long	10.00	None	$-0.31	-0.48	$-0.44	-0.04	0.02	0.65	0.34	10.00	9.56	-0.31	$-31.00	65.00	12	53.0	966.000	-0.44	2024-05-27
DLO240621C00010000	DLO	CALL	Long	10.00	None	$-0.30	-0.46	$-0.44	-0.04	0.04	0.65	0.35	10.00	9.56	-0.30	$-30.00	65.00	9	52.0	966.000	-0.44	2024-05-24
DLO240621C00010000	DLO	CALL	Long	10.00	None	$-0.37	-0.57	$-0.65	-0.06	0.01	0.65	0.28	10.00	9.35	-0.37	$-37.00	65.00	8	32.0	955.000	-0.65	2024-05-23
DLO240621C00010000	DLO	CALL	Long	10.00	None	$-0.36	-0.55	$-0.60	-0.06	-0.02	0.65	0.29	10.00	9.40	-0.36	$-36.00	65.00	7	20.0	958.000	-0.60	2024-05-22
DLO240621C00010000	DLO	CALL	Long	10.00	None	$-0.40	-0.62	$-0.58	-0.06	-0.03	0.65	0.25	10.00	9.42	-0.40	$-40.00	65.00	6	307.0	1021.000	-0.58	2024-05-21
DLO240621C00010000	DLO	CALL	Long	10.00	None	$-0.26	-0.40	$-0.36	-0.04	-0.48	0.65	0.39	10.00	9.64	-0.26	$-26.00	65.00	5	393.0	0.000	-0.36	2024-05-20
DLO240621C00010000	DLO	CALL	Long	10.00	None	$-0.23	-0.35	$-0.41	-0.04	0.03	0.65	0.42	10.00	9.59	-0.23	$-23.00	65.00	4	271.0	985.000	-0.41	2024-05-19
DLO240621C00010000	DLO	CALL	Long	10.00	None	$-0.23	-0.35	$-0.41	-0.04	0.02	0.65	0.42	10.00	9.59	-0.23	$-23.00	65.00	3	271.0	985.000	-0.41	2024-05-18
DLO240621C00010000	DLO	CALL	Long	10.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.21; Exit EQ PnL: -0.52	$-0.23	-0.35	$-0.41	-0.04	0.01	0.65	0.42	10.00	9.59	-0.23	$-23.00	65.00	2	271.0	985.000	-0.41	2024-05-17
DLO240621C00010000	DLO	CALL	Long	10.00	None	$0.00	0.00	$0.00	0.00	0.00	0.65	0.65	10.00	10.00	0.00	$0.00	65.00	0	864.0	150.000	0.00	2024-05-15

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