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View Outliers PnL Drill-Down: EB240419C00005000

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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
2024-02-28	EB	EB240419C00005000	5.00	56.0	48.000	0.695	0.417	0.9	0.1	0.060	1.010	0.190	1.10	5.80	2024-04-19	CALL	Long	0.225	0.431	-0.303

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	EB	1.000	0.095	0.404	0.176	0.164	0.025	3.61	-0.081	0.0000	2.64	9.17	21	1y	3.27

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
EB240419C00005000	EB	CALL	Long	5.00	None	$-0.80	-0.73	$-0.65	-0.11	0.15	1.10	0.30	5.80	5.15	-0.80	$-80.00	110.00	50	444.0	720.000	-0.65	2024-04-18
EB240419C00005000	EB	CALL	Long	5.00	None	$-0.90	-0.82	$-0.65	-0.11	0.01	1.10	0.20	5.80	5.15	-0.90	$-90.00	110.00	49	559.0	1130.000	-0.65	2024-04-17
EB240419C00005000	EB	CALL	Long	5.00	None	$-0.90	-0.82	$-0.71	-0.12	0.13	1.10	0.20	5.80	5.09	-0.90	$-90.00	110.00	48	600.0	533.000	-0.71	2024-04-16
EB240419C00005000	EB	CALL	Long	5.00	None	$-0.75	-0.68	$-0.60	-0.10	0.06	1.10	0.35	5.80	5.20	-0.75	$-75.00	110.00	47	4.0	537.000	-0.60	2024-04-15
EB240419C00005000	EB	CALL	Long	5.00	None	$-0.55	-0.50	$-0.35	-0.06	0.28	1.10	0.55	5.80	5.45	-0.55	$-55.00	110.00	44	1.0	537.000	-0.35	2024-04-12
EB240419C00005000	EB	CALL	Long	5.00	None	$-0.30	-0.27	$-0.10	-0.02	0.21	1.10	0.80	5.80	5.70	-0.30	$-30.00	110.00	43	4.0	537.000	-0.10	2024-04-11
EB240419C00005000	EB	CALL	Long	5.00	None	$-0.53	-0.48	$-0.15	-0.03	-0.01	1.10	0.57	5.80	5.65	-0.53	$-53.00	110.00	42	200.0	337.000	-0.15	2024-04-10
EB240419C00005000	EB	CALL	Long	5.00	None	$-0.20	-0.18	$0.08	0.01	0.23	1.10	0.90	5.80	5.88	-0.20	$-20.00	110.00	41	203.0	540.000	0.08	2024-04-09
EB240419C00005000	EB	CALL	Long	5.00	None	$-0.50	-0.45	$-0.16	-0.03	0.11	1.10	0.60	5.80	5.64	-0.50	$-50.00	110.00	40	102.0	540.000	-0.16	2024-04-08
EB240419C00005000	EB	CALL	Long	5.00	None	$-0.50	-0.45	$-0.26	-0.04	0.06	1.10	0.60	5.80	5.54	-0.50	$-50.00	110.00	37	102.0	440.000	-0.26	2024-04-05
EB240419C00005000	EB	CALL	Long	5.00	None	$-0.45	-0.41	$-0.23	-0.04	0.03	1.10	0.65	5.80	5.57	-0.45	$-45.00	110.00	36	224.0	440.000	-0.23	2024-04-04
EB240419C00005000	EB	CALL	Long	5.00	None	$-0.45	-0.41	$-0.20	-0.03	0.02	1.10	0.65	5.80	5.60	-0.45	$-45.00	110.00	35	224.0	564.000	-0.20	2024-04-03
EB240419C00005000	EB	CALL	Long	5.00	None	$-0.66	-0.60	$-0.56	-0.10	0.00	1.10	0.44	5.80	5.24	-0.66	$-66.00	110.00	34	2.0	565.000	-0.56	2024-04-02
EB240419C00005000	EB	CALL	Long	5.00	None	$-0.50	-0.45	$-0.38	-0.07	-0.08	1.10	0.60	5.80	5.42	-0.50	$-50.00	110.00	33	101.0	565.000	-0.38	2024-04-01
EB240419C00005000	EB	CALL	Long	5.00	None	$-0.50	-0.45	$-0.32	-0.06	0.05	1.10	0.60	5.80	5.48	-0.50	$-50.00	110.00	32	101.0	466.000	-0.32	2024-03-31
EB240419C00005000	EB	CALL	Long	5.00	None	$-0.50	-0.45	$-0.32	-0.06	0.02	1.10	0.60	5.80	5.48	-0.50	$-50.00	110.00	31	101.0	466.000	-0.32	2024-03-30
EB240419C00005000	EB	CALL	Long	5.00	None	$-0.50	-0.45	$-0.32	-0.06	0.00	1.10	0.60	5.80	5.48	-0.50	$-50.00	110.00	30	101.0	466.000	-0.32	2024-03-29
EB240419C00005000	EB	CALL	Long	5.00	None	$-0.50	-0.45	$-0.32	-0.06	-0.01	1.10	0.60	5.80	5.48	-0.50	$-50.00	110.00	29	101.0	466.000	-0.32	2024-03-28
EB240419C00005000	EB	CALL	Long	5.00	None	$-0.40	-0.36	$-0.22	-0.04	0.03	1.10	0.70	5.80	5.58	-0.40	$-40.00	110.00	28	5.0	469.000	-0.22	2024-03-27
EB240419C00005000	EB	CALL	Long	5.00	None	$-0.50	-0.45	$-0.33	-0.06	0.03	1.10	0.60	5.80	5.47	-0.50	$-50.00	110.00	27	133.0	389.000	-0.33	2024-03-26
EB240419C00005000	EB	CALL	Long	5.00	None	$-0.35	-0.32	$-0.14	-0.02	0.02	1.10	0.75	5.80	5.66	-0.35	$-35.00	110.00	26	2.0	389.000	-0.14	2024-03-25
EB240419C00005000	EB	CALL	Long	5.00	None	$-0.35	-0.32	$-0.10	-0.02	-0.07	1.10	0.75	5.80	5.70	-0.35	$-35.00	110.00	23	2.0	391.000	-0.10	2024-03-22
EB240419C00005000	EB	CALL	Long	5.00	None	$-0.15	-0.14	$-0.15	-0.03	0.11	1.10	0.95	5.80	5.65	-0.15	$-15.00	110.00	22	2.0	391.000	-0.15	2024-03-21
EB240419C00005000	EB	CALL	Long	5.00	None	$-0.31	-0.28	$-0.04	-0.01	-0.02	1.10	0.79	5.80	5.76	-0.31	$-31.00	110.00	21	100.0	312.000	-0.04	2024-03-20
EB240419C00005000	EB	CALL	Long	5.00	None	$-0.20	-0.18	$-0.07	-0.01	0.01	1.10	0.90	5.80	5.73	-0.20	$-20.00	110.00	20	101.0	229.000	-0.07	2024-03-19
EB240419C00005000	EB	CALL	Long	5.00	None	$-0.25	-0.23	$-0.06	-0.01	0.05	1.10	0.85	5.80	5.74	-0.25	$-25.00	110.00	19	105.0	315.000	-0.06	2024-03-18
EB240419C00005000	EB	CALL	Long	5.00	None	$-0.42	-0.38	$-0.30	-0.05	-0.02	1.10	0.68	5.80	5.50	-0.42	$-42.00	110.00	16	102.0	215.000	-0.30	2024-03-15
EB240419C00005000	EB	CALL	Long	5.00	None	$-0.30	-0.27	$-0.23	-0.04	-0.07	1.10	0.80	5.80	5.57	-0.30	$-30.00	110.00	15	27.0	226.000	-0.23	2024-03-14
EB240419C00005000	EB	CALL	Long	5.00	None	$-0.65	-0.59	$-0.69	-0.12	-0.05	1.10	0.45	5.80	5.11	-0.65	$-65.00	110.00	14	120.0	226.000	-0.69	2024-03-13
EB240419C00005000	EB	CALL	Long	5.00	None	$-0.65	-0.59	$-0.67	-0.12	-0.04	1.10	0.45	5.80	5.13	-0.65	$-65.00	110.00	13	120.0	106.000	-0.67	2024-03-12
EB240419C00005000	EB	CALL	Long	5.00	None	$-0.35	-0.32	$-0.52	-0.09	-0.09	1.10	0.75	5.80	5.28	-0.35	$-35.00	110.00	12	68.0	107.000	-0.52	2024-03-11
EB240419C00005000	EB	CALL	Long	5.00	None	$-0.35	-0.32	$-0.35	-0.06	-0.01	1.10	0.75	5.80	5.45	-0.35	$-35.00	110.00	9	68.0	107.000	-0.35	2024-03-08
EB240419C00005000	EB	CALL	Long	5.00	None	$-0.35	-0.32	$-0.30	-0.05	0.04	1.10	0.75	5.80	5.50	-0.35	$-35.00	110.00	8	68.0	150.000	-0.30	2024-03-07
EB240419C00005000	EB	CALL	Long	5.00	None	$-0.55	-0.50	$-0.53	-0.09	0.01	1.10	0.55	5.80	5.27	-0.55	$-55.00	110.00	7	1.0	159.000	-0.53	2024-03-06
EB240419C00005000	EB	CALL	Long	5.00	None	$-0.50	-0.45	$-0.67	-0.12	0.02	1.10	0.60	5.80	5.13	-0.50	$-50.00	110.00	6	16.0	141.000	-0.67	2024-03-05
EB240419C00005000	EB	CALL	Long	5.00	None	$-0.45	-0.41	$-0.44	-0.08	-0.59	1.10	0.65	5.80	5.36	-0.45	$-45.00	110.00	5	17.0	0.000	-0.44	2024-03-04
EB240419C00005000	EB	CALL	Long	5.00	None	$0.00	0.00	$-0.11	-0.02	0.04	1.10	1.10	5.80	5.69	0.00	$0.00	110.00	4	43.0	131.000	-0.11	2024-03-03
EB240419C00005000	EB	CALL	Long	5.00	None	$0.00	0.00	$-0.11	-0.02	0.04	1.10	1.10	5.80	5.69	0.00	$0.00	110.00	3	43.0	131.000	-0.11	2024-03-02
EB240419C00005000	EB	CALL	Long	5.00	None	$-0.15	-0.14	$0.00	0.00	0.01	1.10	0.95	5.80	5.80	-0.15	$-15.00	110.00	2	42.0	131.000	0.00	2024-03-01
EB240419C00005000	EB	CALL	Long	5.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.23	$-0.22	-0.20	$-0.21	-0.04	-0.03	1.10	0.88	5.80	5.59	-0.22	$-22.00	110.00	1	32.0	99.000	-0.21	2024-02-29
EB240419C00005000	EB	CALL	Long	5.00	None	$0.00	0.00	$0.00	0.00	0.00	1.10	1.10	5.80	5.80	0.00	$0.00	110.00	0	56.0	48.000	0.00	2024-02-28

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