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View Outliers PnL Drill-Down: ELAN241018C00014000

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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
2024-06-27	ELAN	ELAN241018C00014000	14.00	19.0	156.000	0.486	0.382	1.1	0.9	0.020	1.390	1.170	1.35	14.06	2024-10-18	CALL	Long	0.264	0.353	-0.206

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	ELAN	0.818	0.060	0.240	0.123	0.116	-0.023	12.31	-0.279	0.0000	11.85	18.45	21	1y	13.14

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
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-1.10	-0.81	$-1.01	-0.07	0.06	1.35	0.25	14.27	13.26	-1.10	$-110.00	135.00	111	13.0	15307.000	-1.01	2024-10-16
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.85	-0.63	$0.10	0.01	0.01	1.35	0.50	14.27	14.37	-0.85	$-85.00	135.00	109	5015.0	11276.000	0.10	2024-10-14
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.74	-0.55	$0.07	0.00	-0.01	1.35	0.61	14.27	14.34	-0.74	$-74.00	135.00	106	7.0	11277.000	0.07	2024-10-11
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.72	-0.53	$0.25	0.02	-0.00	1.35	0.63	14.27	14.52	-0.72	$-72.00	135.00	105	10.0	11277.000	0.25	2024-10-10
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.72	-0.53	$0.33	0.02	-0.03	1.35	0.63	14.27	14.60	-0.72	$-72.00	135.00	104	10.0	11277.000	0.33	2024-10-09
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.57	-0.42	$0.28	0.02	0.02	1.35	0.78	14.27	14.55	-0.57	$-57.00	135.00	102	12.0	11278.000	0.28	2024-10-07
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.57	-0.42	$0.39	0.03	-0.50	1.35	0.78	14.27	14.66	-0.57	$-57.00	135.00	101	12.0	0.000	0.39	2024-10-06
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.57	-0.42	$0.39	0.03	0.03	1.35	0.78	14.27	14.66	-0.57	$-57.00	135.00	100	12.0	11280.000	0.39	2024-10-05
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.57	-0.42	$0.39	0.03	0.01	1.35	0.78	14.27	14.66	-0.57	$-57.00	135.00	99	12.0	11280.000	0.39	2024-10-04
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.50	-0.37	$0.24	0.02	-0.03	1.35	0.85	14.27	14.51	-0.50	$-50.00	135.00	98	9.0	11280.000	0.24	2024-10-03
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.40	-0.30	$0.17	0.01	0.04	1.35	0.95	14.27	14.44	-0.40	$-40.00	135.00	97	11.0	11287.000	0.17	2024-10-02
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.32	-0.24	$0.23	0.02	0.03	1.35	1.03	14.27	14.50	-0.32	$-32.00	135.00	96	1.0	11287.000	0.23	2024-10-01
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.22	-0.16	$0.41	0.03	0.00	1.35	1.13	14.27	14.68	-0.22	$-22.00	135.00	95	22.0	11308.000	0.41	2024-09-30
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.72	-0.53	$0.05	0.00	-0.50	1.35	0.63	14.27	14.32	-0.72	$-72.00	135.00	94	11.0	11308.000	0.05	2024-09-29
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.72	-0.53	$0.05	0.00	-0.03	1.35	0.63	14.27	14.32	-0.72	$-72.00	135.00	93	11.0	11306.000	0.05	2024-09-28
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.72	-0.53	$0.05	0.00	-0.08	1.35	0.63	14.27	14.32	-0.72	$-72.00	135.00	92	11.0	11306.000	0.05	2024-09-27
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-1.05	-0.78	$-0.54	-0.04	-0.08	1.35	0.30	14.27	13.73	-1.05	$-105.00	135.00	91	10.0	11312.000	-0.54	2024-09-26
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.85	-0.63	$-0.61	-0.04	0.00	1.35	0.50	14.27	13.66	-0.85	$-85.00	135.00	90	30.0	11301.000	-0.61	2024-09-25
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.75	-0.56	$-0.38	-0.03	0.02	1.35	0.60	14.27	13.89	-0.75	$-75.00	135.00	89	28.0	11308.000	-0.38	2024-09-24
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.62	-0.46	$0.17	0.01	-0.06	1.35	0.73	14.27	14.44	-0.62	$-62.00	135.00	88	14.0	11306.000	0.17	2024-09-23
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.70	-0.52	$-0.20	-0.01	-0.50	1.35	0.65	14.27	14.07	-0.70	$-70.00	135.00	87	2564.0	0.000	-0.20	2024-09-22
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.64	-0.47	$-0.20	-0.01	-0.04	1.35	0.71	14.27	14.07	-0.64	$-64.00	135.00	85	2558.0	12203.000	-0.20	2024-09-20
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$0.15	0.11	$0.79	0.06	0.06	1.35	1.50	14.27	15.06	0.15	$15.00	135.00	84	10655.0	1865.000	0.79	2024-09-19
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.45	-0.33	$0.38	0.03	0.00	1.35	0.90	14.27	14.65	-0.45	$-45.00	135.00	83	45.0	1865.000	0.38	2024-09-18
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.45	-0.33	$0.05	0.00	-0.00	1.35	0.90	14.27	14.32	-0.45	$-45.00	135.00	82	45.0	1855.000	0.05	2024-09-17
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.35	-0.26	$0.27	0.02	0.03	1.35	1.00	14.27	14.54	-0.35	$-35.00	135.00	81	11.0	1854.000	0.27	2024-09-16
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.39	-0.29	$0.20	0.01	-0.01	1.35	0.96	14.27	14.47	-0.39	$-39.00	135.00	79	1.0	1854.000	0.20	2024-09-14
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.39	-0.29	$0.20	0.01	-0.11	1.35	0.96	14.27	14.47	-0.39	$-39.00	135.00	78	1.0	1854.000	0.20	2024-09-13
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.40	-0.30	$0.12	0.01	0.14	1.35	0.95	14.27	14.39	-0.40	$-40.00	135.00	77	5.0	1854.000	0.12	2024-09-12
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.40	-0.30	$0.23	0.02	-0.07	1.35	0.95	14.27	14.50	-0.40	$-40.00	135.00	76	11.0	1859.000	0.23	2024-09-11
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.25	-0.19	$0.25	0.02	-0.00	1.35	1.10	14.27	14.52	-0.25	$-25.00	135.00	75	11.0	1858.000	0.25	2024-09-10
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$0.35	0.26	$0.51	0.04	0.02	1.35	1.70	14.27	14.78	0.35	$35.00	135.00	74	2.0	1858.000	0.51	2024-09-09
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$0.35	0.26	$0.82	0.06	0.02	1.35	1.70	14.27	15.09	0.35	$35.00	135.00	73	2.0	1860.000	0.82	2024-09-08
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$0.35	0.26	$0.82	0.06	0.03	1.35	1.70	14.27	15.09	0.35	$35.00	135.00	71	2.0	1860.000	0.82	2024-09-06
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$0.32	0.24	$1.09	0.08	0.01	1.35	1.67	14.27	15.36	0.32	$32.00	135.00	70	2.0	1863.000	1.09	2024-09-05
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$0.64	0.47	$0.75	0.05	-0.05	1.35	1.99	14.27	15.02	0.64	$64.00	135.00	69	12.0	1863.000	0.75	2024-09-04
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$0.64	0.47	$1.20	0.08	-0.00	1.35	1.99	14.27	15.47	0.64	$64.00	135.00	65	12.0	1863.000	1.20	2024-08-31
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$0.64	0.47	$1.20	0.08	-0.04	1.35	1.99	14.27	15.47	0.64	$64.00	135.00	64	12.0	1863.000	1.20	2024-08-30
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$0.64	0.47	$1.02	0.07	0.20	1.35	1.99	14.27	15.29	0.64	$64.00	135.00	63	12.0	1868.000	1.02	2024-08-29
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$0.45	0.33	$0.96	0.07	0.02	1.35	1.80	14.27	15.23	0.45	$45.00	135.00	62	8.0	1868.000	0.96	2024-08-28
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.05	-0.04	$0.45	0.03	-0.50	1.35	1.30	14.27	14.72	-0.05	$-5.00	135.00	61	11.0	3129.000	0.45	2024-08-27
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.05	-0.04	$0.23	0.02	-0.02	1.35	1.30	14.27	14.50	-0.05	$-5.00	135.00	60	11.0	0.000	0.23	2024-08-26
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.14	-0.10	$0.30	0.02	-0.05	1.35	1.21	14.27	14.57	-0.14	$-14.00	135.00	59	501.0	2632.000	0.30	2024-08-25
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.14	-0.10	$0.30	0.02	-0.05	1.35	1.21	14.27	14.57	-0.14	$-14.00	135.00	58	501.0	2632.000	0.30	2024-08-24
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.14	-0.10	$0.29	0.02	-0.06	1.35	1.21	14.27	14.56	-0.14	$-14.00	135.00	57	501.0	2632.000	0.29	2024-08-23
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$0.10	0.07	$0.35	0.02	-0.03	1.35	1.45	14.27	14.62	0.10	$10.00	135.00	56	25.0	2647.000	0.35	2024-08-22
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$0.14	0.10	$0.59	0.04	-0.01	1.35	1.49	14.27	14.86	0.14	$14.00	135.00	55	506.0	2191.000	0.59	2024-08-21
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$0.04	0.03	$0.41	0.03	-0.01	1.35	1.39	14.27	14.68	0.04	$4.00	135.00	54	1015.0	1220.000	0.41	2024-08-20
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$0.02	0.01	$0.55	0.04	0.04	1.35	1.37	14.27	14.82	0.02	$2.00	135.00	53	1010.0	1240.000	0.55	2024-08-19
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$0.02	0.01	$0.22	0.02	-0.03	1.35	1.37	14.27	14.49	0.02	$2.00	135.00	52	1010.0	231.000	0.22	2024-08-18
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$0.02	0.01	$0.22	0.02	-0.04	1.35	1.37	14.27	14.49	0.02	$2.00	135.00	51	1010.0	231.000	0.22	2024-08-17
ELAN241018C00014000	ELAN	CALL	Long	14.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.02	0.01	$0.21	0.01	-0.04	1.35	1.37	14.27	14.48	0.02	$2.00	135.00	50	1010.0	231.000	0.21	2024-08-16
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.05	-0.04	$0.30	0.02	-0.04	1.35	1.30	14.27	14.57	-0.05	$-5.00	135.00	49	6.0	232.000	0.30	2024-08-15
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.36	-0.27	$-0.19	-0.01	-0.01	1.35	0.99	14.27	14.08	-0.36	$-36.00	135.00	48	3.0	229.000	-0.19	2024-08-14
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.25	-0.19	$-0.32	-0.02	-0.05	1.35	1.10	14.27	13.95	-0.25	$-25.00	135.00	47	36.0	245.000	-0.32	2024-08-13
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.80	-0.59	$-1.18	-0.08	-0.05	1.35	0.55	14.27	13.09	-0.80	$-80.00	135.00	46	2.0	245.000	-1.18	2024-08-12
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.60	-0.44	$-1.23	-0.09	-0.05	1.35	0.75	14.27	13.04	-0.60	$-60.00	135.00	43	5.0	245.000	-1.23	2024-08-09
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.60	-0.44	$-1.28	-0.09	-0.04	1.35	0.75	14.27	12.99	-0.60	$-60.00	135.00	42	5.0	240.000	-1.28	2024-08-08
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.75	-0.56	$-1.89	-0.13	0.08	1.35	0.60	14.27	12.38	-0.75	$-75.00	135.00	41	1.0	240.000	-1.89	2024-08-07
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.75	-0.56	$-1.82	-0.13	0.03	1.35	0.60	14.27	12.45	-0.75	$-75.00	135.00	40	1.0	239.000	-1.82	2024-08-06
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.70	-0.52	$-1.42	-0.10	-0.01	1.35	0.65	14.27	12.85	-0.70	$-70.00	135.00	32	2.0	241.000	-1.42	2024-07-29
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.70	-0.52	$-1.37	-0.10	-0.00	1.35	0.65	14.27	12.90	-0.70	$-70.00	135.00	29	2.0	241.000	-1.37	2024-07-26
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.70	-0.52	$-1.45	-0.10	-0.01	1.35	0.65	14.27	12.82	-0.70	$-70.00	135.00	28	2.0	241.000	-1.45	2024-07-25
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.70	-0.52	$-1.24	-0.09	-0.01	1.35	0.65	14.27	13.03	-0.70	$-70.00	135.00	27	2.0	241.000	-1.24	2024-07-24
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.70	-0.52	$-1.02	-0.07	-0.03	1.35	0.65	14.27	13.25	-0.70	$-70.00	135.00	26	2.0	241.000	-1.02	2024-07-23
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.70	-0.52	$-1.47	-0.10	-0.04	1.35	0.65	14.27	12.80	-0.70	$-70.00	135.00	25	2.0	0.000	-1.47	2024-07-22
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.75	-0.56	$-1.55	-0.11	-0.01	1.35	0.60	14.27	12.72	-0.75	$-75.00	135.00	22	3.0	239.000	-1.55	2024-07-19
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.54	-0.40	$-1.40	-0.10	-0.02	1.35	0.81	14.27	12.87	-0.54	$-54.00	135.00	21	20.0	219.000	-1.40	2024-07-18
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.44	-0.33	$-1.20	-0.08	0.03	1.35	0.91	14.27	13.07	-0.44	$-44.00	135.00	20	6.0	225.000	-1.20	2024-07-17
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.40	-0.30	$-1.02	-0.07	-0.05	1.35	0.95	14.27	13.25	-0.40	$-40.00	135.00	19	6.0	219.000	-1.02	2024-07-16
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.41	-0.30	$-0.92	-0.06	-0.05	1.35	0.94	14.27	13.35	-0.41	$-41.00	135.00	18	13.0	208.000	-0.92	2024-07-15
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.39	-0.29	$-0.46	-0.03	-0.03	1.35	0.96	14.27	13.81	-0.39	$-39.00	135.00	15	25.0	208.000	-0.46	2024-07-12
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.39	-0.29	$-0.61	-0.04	-0.02	1.35	0.96	14.27	13.66	-0.39	$-39.00	135.00	14	25.0	208.000	-0.61	2024-07-11
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.39	-0.29	$-0.98	-0.07	-0.03	1.35	0.96	14.27	13.29	-0.39	$-39.00	135.00	13	25.0	188.000	-0.98	2024-07-10
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.25	-0.19	$-0.71	-0.05	-0.05	1.35	1.10	14.27	13.56	-0.25	$-25.00	135.00	12	24.0	164.000	-0.71	2024-07-09
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.08	-0.06	$-0.33	-0.02	-0.05	1.35	1.27	14.27	13.94	-0.08	$-8.00	135.00	11	3.0	161.000	-0.33	2024-07-08
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$0.10	0.07	$-0.05	-0.00	-0.04	1.35	1.45	14.27	14.22	0.10	$10.00	135.00	8	40.0	161.000	-0.05	2024-07-05
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$0.10	0.07	$-0.14	-0.01	-0.04	1.35	1.45	14.27	14.13	0.10	$10.00	135.00	7	40.0	0.000	-0.14	2024-07-04
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$0.10	0.07	$-0.14	-0.01	-0.04	1.35	1.45	14.27	14.13	0.10	$10.00	135.00	6	40.0	0.000	-0.14	2024-07-03
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$-0.05	-0.04	$-0.26	-0.02	-0.04	1.35	1.30	14.27	14.01	-0.05	$-5.00	135.00	5	41.0	160.000	-0.26	2024-07-02
ELAN241018C00014000	ELAN	CALL	Long	14.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.25	0.19	$-0.18	-0.01	-0.02	1.35	1.60	14.27	14.09	0.25	$25.00	135.00	4	2.0	160.000	-0.18	2024-07-01
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$0.70	0.52	$0.16	0.01	-0.03	1.35	2.05	14.27	14.43	0.70	$70.00	135.00	1	1.0	160.000	0.16	2024-06-28
ELAN241018C00014000	ELAN	CALL	Long	14.00	None	$0.00	0.00	$0.00	0.00	0.00	1.35	1.35	14.27	14.27	0.00	$0.00	135.00	0	19.0	156.000	0.00	2024-06-27

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