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View Outliers PnL Drill-Down: DLO240621C00011000

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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	DLO240621C00011000	11.00	335.0	3.000	0.506	0.323	0.1	1.0	0.040	0.270	1.140	0.29	10.09	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
DLO240621C00011000	DLO	CALL	Long	11.00	None	$-0.26	-0.90	$-2.52	-0.25	1.49	0.29	0.03	10.00	7.48	-0.26	$-26.00	29.00	34	2.0	586.000	-2.52	2024-06-18
DLO240621C00011000	DLO	CALL	Long	11.00	None	$-0.26	-0.90	$-2.51	-0.25	-0.01	0.29	0.03	10.00	7.49	-0.26	$-26.00	29.00	33	2.0	586.000	-2.51	2024-06-17
DLO240621C00011000	DLO	CALL	Long	11.00	None	$-0.26	-0.90	$-2.45	-0.24	0.88	0.29	0.03	10.00	7.55	-0.26	$-26.00	29.00	30	3.0	586.000	-2.45	2024-06-14
DLO240621C00011000	DLO	CALL	Long	11.00	None	$-0.26	-0.90	$-2.40	-0.24	0.79	0.29	0.03	10.00	7.60	-0.26	$-26.00	29.00	29	3.0	586.000	-2.40	2024-06-13
DLO240621C00011000	DLO	CALL	Long	11.00	None	$-0.26	-0.90	$-2.32	-0.23	0.69	0.29	0.03	10.00	7.68	-0.26	$-26.00	29.00	28	3.0	586.000	-2.32	2024-06-12
DLO240621C00011000	DLO	CALL	Long	11.00	None	$-0.26	-0.90	$-2.07	-0.21	0.54	0.29	0.03	10.00	7.93	-0.26	$-26.00	29.00	27	3.0	589.000	-2.07	2024-06-11
DLO240621C00011000	DLO	CALL	Long	11.00	None	$-0.24	-0.83	$-2.05	-0.20	0.49	0.29	0.05	10.00	7.95	-0.24	$-24.00	29.00	26	1.0	589.000	-2.05	2024-06-10
DLO240621C00011000	DLO	CALL	Long	11.00	None	$-0.25	-0.86	$-1.90	-0.19	0.44	0.29	0.04	10.00	8.10	-0.25	$-25.00	29.00	25	3.0	589.000	-1.90	2024-06-09
DLO240621C00011000	DLO	CALL	Long	11.00	None	$-0.25	-0.86	$-1.90	-0.19	0.34	0.29	0.04	10.00	8.10	-0.25	$-25.00	29.00	23	3.0	589.000	-1.90	2024-06-07
DLO240621C00011000	DLO	CALL	Long	11.00	None	$-0.25	-0.86	$-1.67	-0.17	0.26	0.29	0.04	10.00	8.33	-0.25	$-25.00	29.00	22	1.0	589.000	-1.67	2024-06-06
DLO240621C00011000	DLO	CALL	Long	11.00	None	$-0.25	-0.86	$-1.65	-0.16	0.22	0.29	0.04	10.00	8.35	-0.25	$-25.00	29.00	21	1.0	590.000	-1.65	2024-06-05
DLO240621C00011000	DLO	CALL	Long	11.00	None	$-0.22	-0.76	$-1.38	-0.14	0.23	0.29	0.07	10.00	8.62	-0.22	$-22.00	29.00	20	5.0	592.000	-1.38	2024-06-04
DLO240621C00011000	DLO	CALL	Long	11.00	None	$-0.22	-0.76	$-1.20	-0.12	0.24	0.29	0.07	10.00	8.80	-0.22	$-22.00	29.00	19	2.0	592.000	-1.20	2024-06-03
DLO240621C00011000	DLO	CALL	Long	11.00	None	$-0.19	-0.66	$-0.85	-0.08	0.14	0.29	0.10	10.00	9.15	-0.19	$-19.00	29.00	16	5.0	592.000	-0.85	2024-05-31
DLO240621C00011000	DLO	CALL	Long	11.00	None	$-0.19	-0.66	$-0.77	-0.08	0.11	0.29	0.10	10.00	9.23	-0.19	$-19.00	29.00	15	5.0	590.000	-0.77	2024-05-30
DLO240621C00011000	DLO	CALL	Long	11.00	None	$-0.21	-0.72	$-0.78	-0.08	0.10	0.29	0.08	10.00	9.22	-0.21	$-21.00	29.00	14	15.0	593.000	-0.78	2024-05-29
DLO240621C00011000	DLO	CALL	Long	11.00	None	$-0.19	-0.66	$-0.57	-0.06	-0.01	0.29	0.10	10.00	9.43	-0.19	$-19.00	29.00	13	2.0	591.000	-0.57	2024-05-28
DLO240621C00011000	DLO	CALL	Long	11.00	None	$-0.14	-0.48	$-0.44	-0.04	0.02	0.29	0.15	10.00	9.56	-0.14	$-14.00	29.00	12	1.0	590.000	-0.44	2024-05-27
DLO240621C00011000	DLO	CALL	Long	11.00	None	$-0.14	-0.48	$-0.44	-0.04	-0.01	0.29	0.15	10.00	9.56	-0.14	$-14.00	29.00	9	1.0	590.000	-0.44	2024-05-24
DLO240621C00011000	DLO	CALL	Long	11.00	None	$-0.19	-0.66	$-0.65	-0.06	0.00	0.29	0.10	10.00	9.35	-0.19	$-19.00	29.00	8	8.0	590.000	-0.65	2024-05-23
DLO240621C00011000	DLO	CALL	Long	11.00	None	$-0.19	-0.66	$-0.60	-0.06	0.05	0.29	0.10	10.00	9.40	-0.19	$-19.00	29.00	7	8.0	586.000	-0.60	2024-05-22
DLO240621C00011000	DLO	CALL	Long	11.00	None	$-0.19	-0.66	$-0.58	-0.06	0.04	0.29	0.10	10.00	9.42	-0.19	$-19.00	29.00	6	10.0	584.000	-0.58	2024-05-21
DLO240621C00011000	DLO	CALL	Long	11.00	None	$-0.18	-0.62	$-0.36	-0.04	-0.38	0.29	0.11	10.00	9.64	-0.18	$-18.00	29.00	5	109.0	0.000	-0.36	2024-05-20
DLO240621C00011000	DLO	CALL	Long	11.00	None	$-0.09	-0.31	$-0.41	-0.04	0.01	0.29	0.20	10.00	9.59	-0.09	$-9.00	29.00	4	17.0	535.000	-0.41	2024-05-19
DLO240621C00011000	DLO	CALL	Long	11.00	None	$-0.09	-0.31	$-0.41	-0.04	0.00	0.29	0.20	10.00	9.59	-0.09	$-9.00	29.00	3	17.0	535.000	-0.41	2024-05-18
DLO240621C00011000	DLO	CALL	Long	11.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.09; Exit EQ PnL: -0.52	$-0.09	-0.31	$-0.41	-0.04	-0.00	0.29	0.20	10.00	9.59	-0.09	$-9.00	29.00	2	17.0	535.000	-0.41	2024-05-17
DLO240621C00011000	DLO	CALL	Long	11.00	None	$0.00	0.00	$0.00	0.00	0.00	0.29	0.29	10.00	10.00	0.00	$0.00	29.00	0	513.0	3.000	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