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View Outliers PnL Drill-Down: DV240419C00035000

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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
2024-02-29	DV	DV240419C00035000	35.00	189.0	569.000	0.442	0.247	0.3	2.8	0.020	0.930	3.500	1.05	32.24	2024-04-19	CALL	Long	0.150	0.288	-0.214

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	DV	0.909	0.062	0.512	0.144	0.077	-0.058	19.95	0.125	0.0000	16.24	42.50	21	1y	18.21

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
DV240419C00035000	DV	CALL	Long	35.00	None	$-0.55	-0.85	$-0.70	-0.02	0.60	0.65	0.10	30.84	30.14	-0.55	$-55.00	65.00	49	1138.0	3913.000	-0.70	2024-04-18
DV240419C00035000	DV	CALL	Long	35.00	None	$-0.55	-0.85	$-0.81	-0.03	0.42	0.65	0.10	30.84	30.03	-0.55	$-55.00	65.00	48	1138.0	3913.000	-0.81	2024-04-17
DV240419C00035000	DV	CALL	Long	35.00	None	$-0.55	-0.85	$-0.67	-0.02	0.38	0.65	0.10	30.84	30.17	-0.55	$-55.00	65.00	47	1138.0	4277.000	-0.67	2024-04-16
DV240419C00035000	DV	CALL	Long	35.00	None	$-0.60	-0.92	$-0.05	-0.00	0.21	0.65	0.05	30.84	30.79	-0.60	$-60.00	65.00	46	11.0	4287.000	-0.05	2024-04-15
DV240419C00035000	DV	CALL	Long	35.00	None	$-0.55	-0.85	$1.52	0.05	0.11	0.65	0.10	30.84	32.36	-0.55	$-55.00	65.00	43	29.0	4258.000	1.52	2024-04-12
DV240419C00035000	DV	CALL	Long	35.00	None	$-0.47	-0.72	$2.17	0.07	-0.01	0.65	0.18	30.84	33.01	-0.47	$-47.00	65.00	42	24.0	4258.000	2.17	2024-04-11
DV240419C00035000	DV	CALL	Long	35.00	None	$-0.47	-0.72	$2.45	0.08	-0.07	0.65	0.18	30.84	33.29	-0.47	$-47.00	65.00	41	24.0	4264.000	2.45	2024-04-10
DV240419C00035000	DV	CALL	Long	35.00	None	$-0.36	-0.55	$2.44	0.08	-0.06	0.65	0.29	30.84	33.28	-0.36	$-36.00	65.00	40	1.0	4264.000	2.44	2024-04-09
DV240419C00035000	DV	CALL	Long	35.00	None	$-0.36	-0.55	$2.00	0.06	0.01	0.65	0.29	30.84	32.84	-0.36	$-36.00	65.00	39	2.0	4262.000	2.00	2024-04-08
DV240419C00035000	DV	CALL	Long	35.00	None	$-0.45	-0.69	$1.92	0.06	-0.08	0.65	0.20	30.84	32.76	-0.45	$-45.00	65.00	36	53.0	4303.000	1.92	2024-04-05
DV240419C00035000	DV	CALL	Long	35.00	None	$0.01	0.02	$2.35	0.08	-0.05	0.65	0.66	30.84	33.19	0.01	$1.00	65.00	35	24.0	4281.000	2.35	2024-04-04
DV240419C00035000	DV	CALL	Long	35.00	None	$-0.15	-0.23	$2.54	0.08	-0.06	0.65	0.50	30.84	33.38	-0.15	$-15.00	65.00	34	8.0	4281.000	2.54	2024-04-03
DV240419C00035000	DV	CALL	Long	35.00	None	$-0.15	-0.23	$2.71	0.09	-0.07	0.65	0.50	30.84	33.55	-0.15	$-15.00	65.00	33	8.0	4281.000	2.71	2024-04-02
DV240419C00035000	DV	CALL	Long	35.00	None	$0.00	0.00	$3.23	0.10	-0.08	0.65	0.65	30.84	34.07	0.00	$0.00	65.00	32	69.0	4276.000	3.23	2024-04-01
DV240419C00035000	DV	CALL	Long	35.00	None	$0.70	1.08	$4.32	0.14	-0.44	0.65	1.35	30.84	35.16	0.70	$70.00	65.00	31	489.0	4276.000	4.32	2024-03-31
DV240419C00035000	DV	CALL	Long	35.00	None	$0.70	1.08	$4.32	0.14	-0.08	0.65	1.35	30.84	35.16	0.70	$70.00	65.00	30	489.0	4200.000	4.32	2024-03-30
DV240419C00035000	DV	CALL	Long	35.00	None	$0.70	1.08	$4.32	0.14	-0.09	0.65	1.35	30.84	35.16	0.70	$70.00	65.00	29	489.0	4200.000	4.32	2024-03-29
DV240419C00035000	DV	CALL	Long	35.00	None	$0.70	1.08	$4.32	0.14	-0.08	0.65	1.35	30.84	35.16	0.70	$70.00	65.00	28	489.0	4200.000	4.32	2024-03-28
DV240419C00035000	DV	CALL	Long	35.00	None	$-0.25	-0.38	$2.07	0.07	-0.07	0.65	0.40	30.84	32.91	-0.25	$-25.00	65.00	27	20.0	4200.000	2.07	2024-03-27
DV240419C00035000	DV	CALL	Long	35.00	None	$-0.18	-0.28	$2.28	0.07	-0.07	0.65	0.47	30.84	33.12	-0.18	$-18.00	65.00	26	47.0	4186.000	2.28	2024-03-26
DV240419C00035000	DV	CALL	Long	35.00	None	$0.00	0.00	$2.54	0.08	-0.07	0.65	0.65	30.84	33.38	0.00	$0.00	65.00	25	33.0	4155.000	2.54	2024-03-25
DV240419C00035000	DV	CALL	Long	35.00	None	$0.05	0.08	$2.81	0.09	-0.10	0.65	0.70	30.84	33.65	0.05	$5.00	65.00	22	17.0	4170.000	2.81	2024-03-22
DV240419C00035000	DV	CALL	Long	35.00	None	$0.20	0.31	$2.76	0.09	-0.09	0.65	0.85	30.84	33.60	0.20	$20.00	65.00	21	129.0	4079.000	2.76	2024-03-21
DV240419C00035000	DV	CALL	Long	35.00	None	$0.01	0.02	$2.65	0.09	-0.10	0.65	0.66	30.84	33.49	0.01	$1.00	65.00	20	3554.0	973.000	2.65	2024-03-20
DV240419C00035000	DV	CALL	Long	35.00	None	$0.10	0.15	$2.58	0.08	-0.10	0.65	0.75	30.84	33.42	0.10	$10.00	65.00	19	103.0	954.000	2.58	2024-03-19
DV240419C00035000	DV	CALL	Long	35.00	None	$0.30	0.46	$3.08	0.10	-0.10	0.65	0.95	30.84	33.92	0.30	$30.00	65.00	18	73.0	936.000	3.08	2024-03-18
DV240419C00035000	DV	CALL	Long	35.00	None	$0.23	0.35	$2.24	0.07	-0.05	0.65	0.88	30.84	33.08	0.23	$23.00	65.00	15	40.0	932.000	2.24	2024-03-15
DV240419C00035000	DV	CALL	Long	35.00	None	$0.00	0.00	$2.03	0.07	-0.06	0.65	0.65	30.84	32.87	0.00	$0.00	65.00	14	19.0	932.000	2.03	2024-03-14
DV240419C00035000	DV	CALL	Long	35.00	None	$0.17	0.26	$2.11	0.07	-0.04	0.65	0.82	30.84	32.95	0.17	$17.00	65.00	13	28.0	924.000	2.11	2024-03-13
DV240419C00035000	DV	CALL	Long	35.00	None	$0.23	0.35	$1.80	0.06	0.00	0.65	0.88	30.84	32.64	0.23	$23.00	65.00	12	48.0	878.000	1.80	2024-03-12
DV240419C00035000	DV	CALL	Long	35.00	None	$0.15	0.23	$1.34	0.04	-0.05	0.65	0.80	30.84	32.18	0.15	$15.00	65.00	11	17.0	869.000	1.34	2024-03-11
DV240419C00035000	DV	CALL	Long	35.00	None	$0.00	0.00	$1.05	0.03	0.00	0.65	0.65	30.84	31.89	0.00	$0.00	65.00	8	9.0	867.000	1.05	2024-03-08
DV240419C00035000	DV	CALL	Long	35.00	None	$0.05	0.08	$0.99	0.03	0.00	0.65	0.70	30.84	31.83	0.05	$5.00	65.00	7	5.0	866.000	0.99	2024-03-07
DV240419C00035000	DV	CALL	Long	35.00	None	$-0.30	-0.46	$-1.26	-0.04	-0.02	0.65	0.35	30.84	29.58	-0.30	$-30.00	65.00	6	2.0	839.000	-1.26	2024-03-06
DV240419C00035000	DV	CALL	Long	35.00	None	$-0.35	-0.54	$-0.84	-0.03	-0.03	0.65	0.30	30.84	30.00	-0.35	$-35.00	65.00	5	2.0	839.000	-0.84	2024-03-05
DV240419C00035000	DV	CALL	Long	35.00	None	$-0.24	-0.37	$0.01	0.00	-0.32	0.65	0.41	30.84	30.85	-0.24	$-24.00	65.00	4	149.0	0.000	0.01	2024-03-04
DV240419C00035000	DV	CALL	Long	35.00	None	$-0.30	-0.46	$0.61	0.02	-0.04	0.65	0.35	30.84	31.45	-0.30	$-30.00	65.00	3	34.0	681.000	0.61	2024-03-03
DV240419C00035000	DV	CALL	Long	35.00	None	$-0.30	-0.46	$0.61	0.02	-0.04	0.65	0.35	30.84	31.45	-0.30	$-30.00	65.00	2	34.0	681.000	0.61	2024-03-02
DV240419C00035000	DV	CALL	Long	35.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -1.01	$-0.30	-0.46	$-0.73	-0.02	-0.04	0.65	0.35	30.84	30.11	-0.30	$-30.00	65.00	1	34.0	681.000	-0.73	2024-03-01
DV240419C00035000	DV	CALL	Long	35.00	None	$0.00	0.00	$0.00	0.00	0.00	0.65	0.65	30.84	30.84	0.00	$0.00	65.00	0	802.0	569.000	0.00	2024-02-29

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