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View Outliers PnL Drill-Down: ECL240920C00250000

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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
2024-07-30	ECL	ECL240920C00250000	250.00	28.0	41.000	0.198	0.103	0.0	19.7	0.000	0.790	20.420	0.95	229.00	2024-09-20	CALL	Long	0.066	0.105	-0.076

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	ECL	0.909	0.029	0.107	0.048	0.032	-0.014	246.17	0.090	0.0000	194.85	261.46	21	1y	251.17

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
ECL240920C00250000	ECL	CALL	Long	250.00	None	$0.11	0.05	$17.47	0.07	-0.02	2.20	2.31	233.72	251.19	0.11	$11.00	220.00	44	3.0	300.000	17.47	2024-09-19
ECL240920C00250000	ECL	CALL	Long	250.00	None	$-0.86	-0.39	$14.71	0.06	-0.03	2.20	1.34	233.72	248.43	-0.86	$-86.00	220.00	43	4.0	303.000	14.71	2024-09-18
ECL240920C00250000	ECL	CALL	Long	250.00	None	$0.06	0.03	$16.13	0.07	-0.01	2.20	2.26	233.72	249.85	0.06	$6.00	220.00	42	3.0	291.000	16.13	2024-09-17
ECL240920C00250000	ECL	CALL	Long	250.00	None	$1.60	0.73	$19.55	0.08	-0.10	2.20	3.80	233.72	253.27	1.60	$160.00	220.00	41	14.0	299.000	19.55	2024-09-16
ECL240920C00250000	ECL	CALL	Long	250.00	None	$0.48	0.22	$16.82	0.07	-0.07	2.20	2.68	233.72	250.54	0.48	$48.00	220.00	39	14.0	302.000	16.82	2024-09-14
ECL240920C00250000	ECL	CALL	Long	250.00	None	$0.33	0.15	$16.82	0.07	-0.09	2.20	2.53	233.72	250.54	0.33	$33.00	220.00	38	8.0	302.000	16.82	2024-09-13
ECL240920C00250000	ECL	CALL	Long	250.00	None	$0.55	0.25	$16.97	0.07	-0.09	2.20	2.75	233.72	250.69	0.55	$55.00	220.00	37	51.0	324.000	16.97	2024-09-12
ECL240920C00250000	ECL	CALL	Long	250.00	None	$-0.13	-0.06	$15.62	0.07	-0.09	2.20	2.07	233.72	249.34	-0.13	$-13.00	220.00	36	2.0	322.000	15.62	2024-09-11
ECL240920C00250000	ECL	CALL	Long	250.00	None	$1.30	0.59	$16.98	0.07	-0.06	2.20	3.50	233.72	250.70	1.30	$130.00	220.00	35	4.0	327.000	16.98	2024-09-10
ECL240920C00250000	ECL	CALL	Long	250.00	None	$0.28	0.13	$15.47	0.07	-0.07	2.20	2.48	233.72	249.19	0.28	$28.00	220.00	34	2.0	312.000	15.47	2024-09-09
ECL240920C00250000	ECL	CALL	Long	250.00	None	$0.20	0.09	$11.33	0.05	-0.05	2.20	2.40	233.72	245.05	0.20	$20.00	220.00	33	5.0	312.000	11.33	2024-09-08
ECL240920C00250000	ECL	CALL	Long	250.00	None	$0.20	0.09	$11.38	0.05	-0.07	2.20	2.40	233.72	245.10	0.20	$20.00	220.00	31	5.0	312.000	11.38	2024-09-06
ECL240920C00250000	ECL	CALL	Long	250.00	None	$0.20	0.09	$13.04	0.06	-0.08	2.20	2.40	233.72	246.76	0.20	$20.00	220.00	30	5.0	312.000	13.04	2024-09-05
ECL240920C00250000	ECL	CALL	Long	250.00	None	$0.20	0.09	$13.16	0.06	-0.06	2.20	2.40	233.72	246.88	0.20	$20.00	220.00	29	5.0	316.000	13.16	2024-09-04
ECL240920C00250000	ECL	CALL	Long	250.00	None	$2.89	1.31	$19.46	0.08	-0.08	2.20	5.09	233.72	253.18	2.89	$289.00	220.00	25	6.0	317.000	19.46	2024-08-31
ECL240920C00250000	ECL	CALL	Long	250.00	None	$2.89	1.31	$19.42	0.08	-0.09	2.20	5.09	233.72	253.14	2.89	$289.00	220.00	24	6.0	317.000	19.42	2024-08-30
ECL240920C00250000	ECL	CALL	Long	250.00	None	$1.87	0.85	$16.37	0.07	-0.09	2.20	4.07	233.72	250.09	1.87	$187.00	220.00	23	3.0	316.000	16.37	2024-08-29
ECL240920C00250000	ECL	CALL	Long	250.00	None	$1.20	0.55	$15.78	0.07	-0.08	2.20	3.40	233.72	249.50	1.20	$120.00	220.00	22	13.0	317.000	15.78	2024-08-28
ECL240920C00250000	ECL	CALL	Long	250.00	None	$0.40	0.18	$13.24	0.06	-0.24	2.20	2.60	233.72	246.96	0.40	$40.00	220.00	21	1.0	317.000	13.24	2024-08-27
ECL240920C00250000	ECL	CALL	Long	250.00	None	$0.40	0.18	$13.35	0.06	-0.10	2.20	2.60	233.72	247.07	0.40	$40.00	220.00	20	1.0	316.000	13.35	2024-08-26
ECL240920C00250000	ECL	CALL	Long	250.00	None	$0.65	0.30	$13.51	0.06	-0.09	2.20	2.85	233.72	247.23	0.65	$65.00	220.00	19	2.0	316.000	13.51	2024-08-25
ECL240920C00250000	ECL	CALL	Long	250.00	None	$0.65	0.30	$13.51	0.06	-0.09	2.20	2.85	233.72	247.23	0.65	$65.00	220.00	18	2.0	316.000	13.51	2024-08-24
ECL240920C00250000	ECL	CALL	Long	250.00	None	$0.65	0.30	$13.51	0.06	-0.10	2.20	2.85	233.72	247.23	0.65	$65.00	220.00	17	2.0	316.000	13.51	2024-08-23
ECL240920C00250000	ECL	CALL	Long	250.00	None	$0.90	0.41	$12.67	0.05	-0.10	2.20	3.10	233.72	246.39	0.90	$90.00	220.00	16	5.0	317.000	12.67	2024-08-22
ECL240920C00250000	ECL	CALL	Long	250.00	None	$0.75	0.34	$12.83	0.05	-0.09	2.20	2.95	233.72	246.55	0.75	$75.00	220.00	15	14.0	326.000	12.83	2024-08-21
ECL240920C00250000	ECL	CALL	Long	250.00	None	$-0.40	-0.18	$8.75	0.04	-0.09	2.20	1.80	233.72	242.47	-0.40	$-40.00	220.00	14	64.0	287.000	8.75	2024-08-20
ECL240920C00250000	ECL	CALL	Long	250.00	None	$-0.85	-0.39	$8.45	0.04	-0.11	2.20	1.35	233.72	242.17	-0.85	$-85.00	220.00	13	30.0	261.000	8.45	2024-08-19
ECL240920C00250000	ECL	CALL	Long	250.00	None	$-0.93	-0.42	$6.94	0.03	-0.08	2.20	1.27	233.72	240.66	-0.93	$-93.00	220.00	12	14.0	254.000	6.94	2024-08-18
ECL240920C00250000	ECL	CALL	Long	250.00	None	$-0.93	-0.42	$6.94	0.03	-0.08	2.20	1.27	233.72	240.66	-0.93	$-93.00	220.00	11	14.0	254.000	6.94	2024-08-17
ECL240920C00250000	ECL	CALL	Long	250.00	None	$-0.93	-0.42	$6.99	0.03	-0.10	2.20	1.27	233.72	240.71	-0.93	$-93.00	220.00	10	14.0	254.000	6.99	2024-08-16
ECL240920C00250000	ECL	CALL	Long	250.00	None	$-0.80	-0.36	$6.17	0.03	-0.08	2.20	1.40	233.72	239.89	-0.80	$-80.00	220.00	9	3.0	253.000	6.17	2024-08-15
ECL240920C00250000	ECL	CALL	Long	250.00	None	$-0.60	-0.27	$5.72	0.02	-0.07	2.20	1.60	233.72	239.44	-0.60	$-60.00	220.00	8	6.0	248.000	5.72	2024-08-14
ECL240920C00250000	ECL	CALL	Long	250.00	None	$0.05	0.02	$7.68	0.03	-0.08	2.20	2.25	233.72	241.40	0.05	$5.00	220.00	7	8.0	243.000	7.68	2024-08-13
ECL240920C00250000	ECL	CALL	Long	250.00	None	$-0.20	-0.09	$3.52	0.02	-0.06	2.20	2.00	233.72	237.24	-0.20	$-20.00	220.00	6	17.0	246.000	3.52	2024-08-12
ECL240920C00250000	ECL	CALL	Long	250.00	None	$-0.20	-0.09	$4.22	0.02	-0.06	2.20	2.00	233.72	237.94	-0.20	$-20.00	220.00	3	17.0	239.000	4.22	2024-08-09
ECL240920C00250000	ECL	CALL	Long	250.00	None	$-0.60	-0.27	$3.44	0.01	-0.02	2.20	1.60	233.72	237.16	-0.60	$-60.00	220.00	2	2.0	239.000	3.44	2024-08-08
ECL240920C00250000	ECL	CALL	Long	250.00	Exit OP PnL: $-0.40;Exit EQ PnL: 1.76; Position is Long and position continued to lose. Latest OP price is: $1.80 (EQ: $235.48). Initial OP price was: $2.20 (EQ: $233.72). Surpassed Stop Loss Percentage: -0.1818181818181818181818181818 < -0.16.	$-0.40	-0.18	$-2.17	-0.01	0.02	2.20	1.80	233.72	231.55	-0.40	$-40.00	220.00	1	4.0	236.000	-2.17	2024-08-07
ECL240920C00250000	ECL	CALL	Long	250.00	None	$0.00	0.00	$0.00	0.00	0.00	2.20	2.20	233.72	233.72	0.00	$0.00	220.00	0	196.0	70.000	0.00	2024-08-06

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