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View Outliers PnL Drill-Down: EBIX231215C00004000

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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
2023-11-09	EBIX	EBIX231215C00004000	4.00	13.0	0.000	0.125	0.470	0.1	0.4	0.020	0.000	0.340	1.00	3.65	2023-12-15	CALL	Long	0.476	0.549	-0.254

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
EBIX231215C00004000	EBIX	CALL	Long	4.00	None	$0.55	0.55	$1.68	0.46	2.31	1.00	1.55	3.65	5.33	0.55	$55.00	100.00	35	270.0	771.000	1.68	2023-12-14
EBIX231215C00004000	EBIX	CALL	Long	4.00	None	$-0.33	-0.33	$0.95	0.26	1.89	1.00	0.67	3.65	4.60	-0.33	$-33.00	100.00	34	26.0	748.000	0.95	2023-12-13
EBIX231215C00004000	EBIX	CALL	Long	4.00	None	$-0.53	-0.53	$0.76	0.21	1.25	1.00	0.47	3.65	4.41	-0.53	$-53.00	100.00	33	13.0	752.000	0.76	2023-12-12
EBIX231215C00004000	EBIX	CALL	Long	4.00	None	$-0.30	-0.30	$1.00	0.27	1.69	1.00	0.70	3.65	4.65	-0.30	$-30.00	100.00	32	76.0	787.000	1.00	2023-12-11
EBIX231215C00004000	EBIX	CALL	Long	4.00	None	$0.15	0.15	$1.33	0.36	1.72	1.00	1.15	3.65	4.98	0.15	$15.00	100.00	29	104.0	788.000	1.33	2023-12-08
EBIX231215C00004000	EBIX	CALL	Long	4.00	Underlying has moved in favorable position (0.2739726027397260273972602740) however, position is suffering from IV crush;Exit OP PnL: $-0.27;Exit EQ PnL: 1.00	$-0.27	-0.27	$1.00	0.27	1.66	1.00	0.73	3.65	4.65	-0.27	$-27.00	100.00	28	21.0	788.000	1.00	2023-12-07
EBIX231215C00004000	EBIX	CALL	Long	4.00	None	$-0.52	-0.52	$0.36	0.10	1.38	1.00	0.48	3.65	4.01	-0.52	$-52.00	100.00	27	0.0	732.000	0.36	2023-12-06
EBIX231215C00004000	EBIX	CALL	Long	4.00	None	$-0.53	-0.53	$0.41	0.11	1.56	1.00	0.47	3.65	4.06	-0.53	$-53.00	100.00	26	0.0	588.000	0.41	2023-12-05
EBIX231215C00004000	EBIX	CALL	Long	4.00	None	$-0.37	-0.37	$0.75	0.21	1.44	1.00	0.63	3.65	4.40	-0.37	$-37.00	100.00	25	0.0	579.000	0.75	2023-12-04
EBIX231215C00004000	EBIX	CALL	Long	4.00	None	$-0.42	-0.42	$0.67	0.18	1.73	1.00	0.58	3.65	4.32	-0.42	$-42.00	100.00	24	0.0	546.000	0.67	2023-12-03
EBIX231215C00004000	EBIX	CALL	Long	4.00	None	$-0.42	-0.42	$0.67	0.18	1.66	1.00	0.58	3.65	4.32	-0.42	$-42.00	100.00	23	0.0	546.000	0.67	2023-12-02
EBIX231215C00004000	EBIX	CALL	Long	4.00	None	$-0.42	-0.42	$0.67	0.18	1.59	1.00	0.58	3.65	4.32	-0.42	$-42.00	100.00	22	0.0	546.000	0.67	2023-12-01
EBIX231215C00004000	EBIX	CALL	Long	4.00	None	$-0.45	-0.45	$0.29	0.08	1.56	1.00	0.55	3.65	3.94	-0.45	$-45.00	100.00	21	0.0	354.000	0.29	2023-11-30
EBIX231215C00004000	EBIX	CALL	Long	4.00	None	$-0.08	-0.08	$0.83	0.23	1.67	1.00	0.92	3.65	4.48	-0.08	$-8.00	100.00	20	0.0	360.000	0.83	2023-11-29
EBIX231215C00004000	EBIX	CALL	Long	4.00	None	$0.36	0.36	$0.72	0.20	1.64	1.00	1.36	3.65	4.37	0.36	$36.00	100.00	19	0.0	360.000	0.72	2023-11-28
EBIX231215C00004000	EBIX	CALL	Long	4.00	None	$0.36	0.36	$0.55	0.15	1.80	1.00	1.36	3.65	4.20	0.36	$36.00	100.00	18	0.0	360.000	0.55	2023-11-27
EBIX231215C00004000	EBIX	CALL	Long	4.00	None	$0.36	0.36	$1.00	0.27	1.72	1.00	1.36	3.65	4.65	0.36	$36.00	100.00	15	0.0	0.000	1.00	2023-11-24
EBIX231215C00004000	EBIX	CALL	Long	4.00	None	$0.36	0.36	$0.95	0.26	-0.12	1.00	1.36	3.65	4.60	0.36	$36.00	100.00	14	0.0	0.000	0.95	2023-11-23
EBIX231215C00004000	EBIX	CALL	Long	4.00	None	$0.29	0.29	$0.87	0.24	2.20	1.00	1.29	3.65	4.52	0.29	$29.00	100.00	13	0.0	363.000	0.87	2023-11-22
EBIX231215C00004000	EBIX	CALL	Long	4.00	None	$0.29	0.29	$1.09	0.30	1.99	1.00	1.29	3.65	4.74	0.29	$29.00	100.00	12	0.0	344.000	1.09	2023-11-21
EBIX231215C00004000	EBIX	CALL	Long	4.00	None	$0.38	0.38	$1.36	0.37	2.13	1.00	1.38	3.65	5.01	0.38	$38.00	100.00	11	0.0	344.000	1.36	2023-11-20
EBIX231215C00004000	EBIX	CALL	Long	4.00	None	$0.38	0.38	$1.50	0.41	2.38	1.00	1.38	3.65	5.15	0.38	$38.00	100.00	10	0.0	345.000	1.50	2023-11-19
EBIX231215C00004000	EBIX	CALL	Long	4.00	None	$0.38	0.38	$1.50	0.41	2.34	1.00	1.38	3.65	5.15	0.38	$38.00	100.00	8	0.0	345.000	1.50	2023-11-17
EBIX231215C00004000	EBIX	CALL	Long	4.00	None	$0.40	0.40	$0.97	0.27	2.38	1.00	1.40	3.65	4.62	0.40	$40.00	100.00	7	0.0	346.000	0.97	2023-11-16
EBIX231215C00004000	EBIX	CALL	Long	4.00	None	$0.85	0.85	$2.01	0.55	2.97	1.00	1.85	3.65	5.66	0.85	$85.00	100.00	6	0.0	335.000	2.01	2023-11-15
EBIX231215C00004000	EBIX	CALL	Long	4.00	None	$-0.05	-0.05	$-0.06	-0.02	2.35	1.00	0.95	3.65	3.59	-0.05	$-5.00	100.00	5	0.0	107.000	-0.06	2023-11-14
EBIX231215C00004000	EBIX	CALL	Long	4.00	None	$-0.20	-0.20	$-0.27	-0.07	2.31	1.00	0.80	3.65	3.38	-0.20	$-20.00	100.00	4	0.0	47.000	-0.27	2023-11-13
EBIX231215C00004000	EBIX	CALL	Long	4.00	None	$-0.20	-0.20	$-0.09	-0.02	2.32	1.00	0.80	3.65	3.56	-0.20	$-20.00	100.00	1	0.0	37.000	-0.09	2023-11-10
EBIX231215C00004000	EBIX	CALL	Long	4.00	None	$0.00	0.00	$0.00	0.00	0.00	1.00	1.00	3.65	3.65	0.00	$0.00	100.00	0	0.0	0.000	0.00	2023-11-09

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