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View Outliers PnL Drill-Down: DXC240621C00017000

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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
2024-05-17	DXC	DXC240621C00017000	17.00	580.0	1.000	0.367	0.227	0.2	0.7	0.010	0.460	0.890	0.50	16.51	2024-06-21	CALL	Long	0.159	0.245	-0.170

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	DXC	0.727	0.061	0.208	0.116	0.101	-0.033	21.30	0.007	0.0000	15.09	25.03	21	1y	21.02

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
DXC240621C00017000	DXC	CALL	Long	17.00	None	$0.91	1.82	$1.84	0.11	0.62	0.50	1.41	16.51	18.35	0.91	$91.00	50.00	32	4.0	3112.000	1.84	2024-06-18
DXC240621C00017000	DXC	CALL	Long	17.00	None	$0.50	1.00	$1.44	0.09	0.73	0.50	1.00	16.51	17.95	0.50	$50.00	50.00	31	1.0	3113.000	1.44	2024-06-17
DXC240621C00017000	DXC	CALL	Long	17.00	None	$0.50	1.00	$1.33	0.08	0.42	0.50	1.00	16.51	17.84	0.50	$50.00	50.00	28	25.0	3138.000	1.33	2024-06-14
DXC240621C00017000	DXC	CALL	Long	17.00	None	$1.40	2.80	$2.21	0.13	0.60	0.50	1.90	16.51	18.72	1.40	$140.00	50.00	27	520.0	3138.000	2.21	2024-06-13
DXC240621C00017000	DXC	CALL	Long	17.00	None	$1.40	2.80	$2.40	0.15	1.14	0.50	1.90	16.51	18.91	1.40	$140.00	50.00	26	520.0	3250.000	2.40	2024-06-12
DXC240621C00017000	DXC	CALL	Long	17.00	None	$1.10	2.20	$1.83	0.11	0.22	0.50	1.60	16.51	18.34	1.10	$110.00	50.00	25	3697.0	4835.000	1.83	2024-06-11
DXC240621C00017000	DXC	CALL	Long	17.00	None	$0.21	0.42	$1.99	0.12	-0.37	0.50	0.71	16.51	18.50	0.21	$21.00	50.00	24	396.0	4913.000	1.99	2024-06-10
DXC240621C00017000	DXC	CALL	Long	17.00	None	$-0.15	-0.30	$0.04	0.00	0.13	0.50	0.35	16.51	16.55	-0.15	$-15.00	50.00	23	5125.0	844.000	0.04	2024-06-09
DXC240621C00017000	DXC	CALL	Long	17.00	None	$-0.10	-0.20	$0.04	0.00	0.08	0.50	0.40	16.51	16.55	-0.10	$-10.00	50.00	21	4659.0	844.000	0.04	2024-06-07
DXC240621C00017000	DXC	CALL	Long	17.00	None	$-0.35	-0.70	$-0.66	-0.04	0.03	0.50	0.15	16.51	15.85	-0.35	$-35.00	50.00	20	41.0	863.000	-0.66	2024-06-06
DXC240621C00017000	DXC	CALL	Long	17.00	None	$-0.41	-0.82	$-1.06	-0.06	0.04	0.50	0.09	16.51	15.45	-0.41	$-41.00	50.00	19	175.0	757.000	-1.06	2024-06-05
DXC240621C00017000	DXC	CALL	Long	17.00	None	$-0.40	-0.80	$-1.05	-0.06	0.03	0.50	0.10	16.51	15.46	-0.40	$-40.00	50.00	18	49.0	734.000	-1.05	2024-06-04
DXC240621C00017000	DXC	CALL	Long	17.00	None	$-0.37	-0.74	$-0.76	-0.05	0.11	0.50	0.13	16.51	15.75	-0.37	$-37.00	50.00	17	23.0	734.000	-0.76	2024-06-03
DXC240621C00017000	DXC	CALL	Long	17.00	None	$-0.37	-0.74	$-0.97	-0.06	0.03	0.50	0.13	16.51	15.54	-0.37	$-37.00	50.00	14	23.0	711.000	-0.97	2024-05-31
DXC240621C00017000	DXC	CALL	Long	17.00	None	$-0.41	-0.82	$-1.37	-0.08	0.14	0.50	0.09	16.51	15.14	-0.41	$-41.00	50.00	13	98.0	626.000	-1.37	2024-05-30
DXC240621C00017000	DXC	CALL	Long	17.00	None	$-0.43	-0.86	$-1.42	-0.09	0.09	0.50	0.07	16.51	15.09	-0.43	$-43.00	50.00	12	16.0	630.000	-1.42	2024-05-29
DXC240621C00017000	DXC	CALL	Long	17.00	None	$-0.40	-0.80	$-1.35	-0.08	0.08	0.50	0.10	16.51	15.16	-0.40	$-40.00	50.00	11	47.0	587.000	-1.35	2024-05-28
DXC240621C00017000	DXC	CALL	Long	17.00	None	$-0.40	-0.80	$-0.88	-0.05	0.02	0.50	0.10	16.51	15.63	-0.40	$-40.00	50.00	10	5.0	585.000	-0.88	2024-05-27
DXC240621C00017000	DXC	CALL	Long	17.00	None	$-0.40	-0.80	$-0.89	-0.05	-0.04	0.50	0.10	16.51	15.62	-0.40	$-40.00	50.00	7	5.0	585.000	-0.89	2024-05-24
DXC240621C00017000	DXC	CALL	Long	17.00	None	$-0.35	-0.70	$-0.59	-0.04	-0.02	0.50	0.15	16.51	15.92	-0.35	$-35.00	50.00	6	25.0	578.000	-0.59	2024-05-23
DXC240621C00017000	DXC	CALL	Long	17.00	None	$-0.14	-0.28	$-0.09	-0.01	-0.03	0.50	0.36	16.51	16.42	-0.14	$-14.00	50.00	5	106.0	677.000	-0.09	2024-05-22
DXC240621C00017000	DXC	CALL	Long	17.00	None	$-0.30	-0.60	$-0.60	-0.04	-0.03	0.50	0.20	16.51	15.91	-0.30	$-30.00	50.00	4	89.0	640.000	-0.60	2024-05-21
DXC240621C00017000	DXC	CALL	Long	17.00	None	$-0.16	-0.32	$-0.30	-0.02	-0.30	0.50	0.34	16.51	16.21	-0.16	$-16.00	50.00	3	213.0	0.000	-0.30	2024-05-20
DXC240621C00017000	DXC	CALL	Long	17.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$0.01	0.00	-0.02	0.50	0.50	16.51	16.52	0.00	$0.00	50.00	2	731.0	1.000	0.01	2024-05-19
DXC240621C00017000	DXC	CALL	Long	17.00	None	$0.00	0.00	$0.01	0.00	-0.02	0.50	0.50	16.51	16.52	0.00	$0.00	50.00	1	731.0	1.000	0.01	2024-05-18
DXC240621C00017000	DXC	CALL	Long	17.00	None	$0.00	0.00	$0.00	0.00	0.00	0.50	0.50	16.51	16.51	0.00	$0.00	50.00	0	580.0	1.000	0.00	2024-05-17

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