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View Outliers PnL Drill-Down: EAF240216C00002500

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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
2024-01-10 EAF EAF240216C00002500 2.50 31.0 52.000 1.047 0.285 0.0 0.9 0.010 0.020 0.940 0.05 1.57 2024-02-16 CALL Long 0.310 0.320 -0.088

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 EAF 0.727 0.161 0.438 0.278 0.266 0.001 1.93 0.0000 0.55 2.26 21 1y 1.94

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
EAF240216C00002500 EAF CALL Long 2.50 None $-0.02 -0.40 $-0.43 -0.25 2.19 0.05 0.03 1.72 1.29 -0.02 $-2.00 5.00 30 1.0 52.000 -0.43 2024-02-09
EAF240216C00002500 EAF CALL Long 2.50 None $-0.02 -0.40 $-0.40 -0.23 -0.38 0.05 0.03 1.72 1.32 -0.02 $-2.00 5.00 29 1.0 52.000 -0.40 2024-02-08
EAF240216C00002500 EAF CALL Long 2.50 None $-0.02 -0.40 $-0.38 -0.22 1.72 0.05 0.03 1.72 1.34 -0.02 $-2.00 5.00 28 1.0 52.000 -0.38 2024-02-07
EAF240216C00002500 EAF CALL Long 2.50 None $-0.02 -0.40 $-0.37 -0.22 1.56 0.05 0.03 1.72 1.35 -0.02 $-2.00 5.00 27 1.0 52.000 -0.37 2024-02-06
EAF240216C00002500 EAF CALL Long 2.50 None $-0.02 -0.40 $-0.48 -0.28 -0.38 0.05 0.03 1.72 1.24 -0.02 $-2.00 5.00 26 1.0 52.000 -0.48 2024-02-05
EAF240216C00002500 EAF CALL Long 2.50 None $-0.02 -0.40 $-0.41 -0.24 -0.38 0.05 0.03 1.72 1.31 -0.02 $-2.00 5.00 25 1.0 52.000 -0.41 2024-02-04
EAF240216C00002500 EAF CALL Long 2.50 None $-0.02 -0.40 $-0.41 -0.24 1.31 0.05 0.03 1.72 1.31 -0.02 $-2.00 5.00 23 1.0 52.000 -0.41 2024-02-02
EAF240216C00002500 EAF CALL Long 2.50 None $-0.02 -0.40 $-0.38 -0.22 1.19 0.05 0.03 1.72 1.34 -0.02 $-2.00 5.00 22 1.0 52.000 -0.38 2024-02-01
EAF240216C00002500 EAF CALL Long 2.50 None $-0.02 -0.40 $-0.39 -0.23 1.12 0.05 0.03 1.72 1.33 -0.02 $-2.00 5.00 21 1.0 52.000 -0.39 2024-01-31
EAF240216C00002500 EAF CALL Long 2.50 None $-0.02 -0.40 $-0.25 -0.15 0.81 0.05 0.03 1.72 1.47 -0.02 $-2.00 5.00 20 1.0 52.000 -0.25 2024-01-30
EAF240216C00002500 EAF CALL Long 2.50 None $-0.02 -0.40 $-0.19 -0.11 0.66 0.05 0.03 1.72 1.53 -0.02 $-2.00 5.00 19 1.0 52.000 -0.19 2024-01-29
EAF240216C00002500 EAF CALL Long 2.50 None $-0.02 -0.40 $-0.19 -0.11 0.62 0.05 0.03 1.72 1.53 -0.02 $-2.00 5.00 18 1.0 52.000 -0.19 2024-01-28
EAF240216C00002500 EAF CALL Long 2.50 None $-0.02 -0.40 $-0.19 -0.11 0.59 0.05 0.03 1.72 1.53 -0.02 $-2.00 5.00 17 1.0 52.000 -0.19 2024-01-27
EAF240216C00002500 EAF CALL Long 2.50 None $-0.02 -0.40 $-0.20 -0.12 0.56 0.05 0.03 1.72 1.52 -0.02 $-2.00 5.00 16 1.0 52.000 -0.20 2024-01-26
EAF240216C00002500 EAF CALL Long 2.50 None $-0.02 -0.40 $-0.19 -0.11 0.53 0.05 0.03 1.72 1.53 -0.02 $-2.00 5.00 15 1.0 52.000 -0.19 2024-01-25
EAF240216C00002500 EAF CALL Long 2.50 None $-0.02 -0.40 $-0.21 -0.12 0.53 0.05 0.03 1.72 1.51 -0.02 $-2.00 5.00 14 1.0 52.000 -0.21 2024-01-24
EAF240216C00002500 EAF CALL Long 2.50 None $-0.02 -0.40 $-0.12 -0.07 0.38 0.05 0.03 1.72 1.60 -0.02 $-2.00 5.00 13 1.0 52.000 -0.12 2024-01-23
EAF240216C00002500 EAF CALL Long 2.50 None $-0.02 -0.40 $-0.18 -0.10 0.42 0.05 0.03 1.72 1.54 -0.02 $-2.00 5.00 12 1.0 52.000 -0.18 2024-01-22
EAF240216C00002500 EAF CALL Long 2.50 None $-0.02 -0.40 $-0.22 -0.13 0.41 0.05 0.03 1.72 1.50 -0.02 $-2.00 5.00 9 1.0 52.000 -0.22 2024-01-19
EAF240216C00002500 EAF CALL Long 2.50 None $-0.02 -0.40 $-0.24 -0.14 0.41 0.05 0.03 1.72 1.48 -0.02 $-2.00 5.00 8 1.0 52.000 -0.24 2024-01-18
EAF240216C00002500 EAF CALL Long 2.50 None $-0.02 -0.40 $-0.16 -0.09 0.31 0.05 0.03 1.72 1.56 -0.02 $-2.00 5.00 7 1.0 52.000 -0.16 2024-01-17
EAF240216C00002500 EAF CALL Long 2.50 None $0.00 0.00 $-0.17 -0.10 0.28 0.05 0.05 1.72 1.55 0.00 $0.00 5.00 6 4.0 52.000 -0.17 2024-01-16
EAF240216C00002500 EAF CALL Long 2.50 None $0.00 0.00 $-0.02 -0.01 0.05 0.05 0.05 1.72 1.70 0.00 $0.00 5.00 2 31.0 52.000 -0.02 2024-01-12
EAF240216C00002500 EAF CALL Long 2.50 Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.06 $0.00 0.00 $0.00 0.00 0.02 0.05 0.05 1.72 1.72 0.00 $0.00 5.00 1 31.0 52.000 0.00 2024-01-11
EAF240216C00002500 EAF CALL Long 2.50 None $0.00 0.00 $0.00 0.00 0.00 0.05 0.05 1.72 1.72 0.00 $0.00 5.00 0 31.0 52.000 0.00 2024-01-10

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