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View Outliers PnL Drill-Down: ELAN241018C00015000

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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	ELAN241018C00015000	15.00	397.0	2192.000	0.488	0.373	0.8	1.3	0.020	1.080	1.640	1.05	14.27	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
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-1.01	-0.96	$-1.01	-0.07	0.36	1.05	0.04	14.27	13.26	-1.01	$-101.00	105.00	111	18.0	9951.000	-1.01	2024-10-16
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.95	-0.90	$0.10	0.01	0.03	1.05	0.10	14.27	14.37	-0.95	$-95.00	105.00	109	9.0	9760.000	0.10	2024-10-14
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.90	-0.86	$0.07	0.00	-0.03	1.05	0.15	14.27	14.34	-0.90	$-90.00	105.00	106	90.0	9713.000	0.07	2024-10-11
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.80	-0.76	$0.25	0.02	-0.06	1.05	0.25	14.27	14.52	-0.80	$-80.00	105.00	105	15.0	9713.000	0.25	2024-10-10
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.85	-0.81	$0.33	0.02	-0.06	1.05	0.20	14.27	14.60	-0.85	$-85.00	105.00	104	4.0	9715.000	0.33	2024-10-09
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.75	-0.71	$0.28	0.02	0.05	1.05	0.30	14.27	14.55	-0.75	$-75.00	105.00	102	5.0	8718.000	0.28	2024-10-07
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.72	-0.69	$0.39	0.03	-0.46	1.05	0.33	14.27	14.66	-0.72	$-72.00	105.00	101	7.0	0.000	0.39	2024-10-06
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.72	-0.69	$0.39	0.03	0.01	1.05	0.33	14.27	14.66	-0.72	$-72.00	105.00	100	7.0	8715.000	0.39	2024-10-05
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.72	-0.69	$0.39	0.03	0.06	1.05	0.33	14.27	14.66	-0.72	$-72.00	105.00	99	7.0	8715.000	0.39	2024-10-04
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.60	-0.57	$0.24	0.02	-0.03	1.05	0.45	14.27	14.51	-0.60	$-60.00	105.00	98	683.0	8715.000	0.24	2024-10-03
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.65	-0.62	$0.17	0.01	0.02	1.05	0.40	14.27	14.44	-0.65	$-65.00	105.00	97	562.0	8383.000	0.17	2024-10-02
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.65	-0.62	$0.23	0.02	0.03	1.05	0.40	14.27	14.50	-0.65	$-65.00	105.00	96	4.0	8381.000	0.23	2024-10-01
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.65	-0.62	$0.41	0.03	0.03	1.05	0.40	14.27	14.68	-0.65	$-65.00	105.00	95	1370.0	7682.000	0.41	2024-09-30
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.75	-0.71	$0.05	0.00	-0.42	1.05	0.30	14.27	14.32	-0.75	$-75.00	105.00	94	17.0	7682.000	0.05	2024-09-29
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.75	-0.71	$0.05	0.00	-0.04	1.05	0.30	14.27	14.32	-0.75	$-75.00	105.00	93	17.0	7682.000	0.05	2024-09-28
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.80	-0.76	$0.05	0.00	-0.09	1.05	0.25	14.27	14.32	-0.80	$-80.00	105.00	92	10.0	7682.000	0.05	2024-09-27
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.90	-0.86	$-0.54	-0.04	0.09	1.05	0.15	14.27	13.73	-0.90	$-90.00	105.00	91	7.0	7685.000	-0.54	2024-09-26
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.85	-0.81	$-0.61	-0.04	0.01	1.05	0.20	14.27	13.66	-0.85	$-85.00	105.00	90	76.0	7688.000	-0.61	2024-09-25
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.80	-0.76	$-0.38	-0.03	-0.01	1.05	0.25	14.27	13.89	-0.80	$-80.00	105.00	89	12.0	7691.000	-0.38	2024-09-24
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.67	-0.64	$0.17	0.01	-0.04	1.05	0.38	14.27	14.44	-0.67	$-67.00	105.00	88	48.0	7665.000	0.17	2024-09-23
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.70	-0.67	$-0.20	-0.01	-0.42	1.05	0.35	14.27	14.07	-0.70	$-70.00	105.00	87	72.0	0.000	-0.20	2024-09-22
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.75	-0.71	$-0.20	-0.01	-0.05	1.05	0.30	14.27	14.07	-0.75	$-75.00	105.00	85	56.0	7648.000	-0.20	2024-09-20
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.34	-0.32	$0.79	0.06	-0.01	1.05	0.71	14.27	15.06	-0.34	$-34.00	105.00	84	2995.0	6257.000	0.79	2024-09-19
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.49	-0.47	$0.38	0.03	0.01	1.05	0.56	14.27	14.65	-0.49	$-49.00	105.00	83	2.0	6257.000	0.38	2024-09-18
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.49	-0.47	$0.05	0.00	0.00	1.05	0.56	14.27	14.32	-0.49	$-49.00	105.00	82	2.0	6257.000	0.05	2024-09-17
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.53	-0.50	$0.27	0.02	-0.00	1.05	0.52	14.27	14.54	-0.53	$-53.00	105.00	81	20.0	6255.000	0.27	2024-09-16
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.53	-0.50	$0.20	0.01	0.01	1.05	0.52	14.27	14.47	-0.53	$-53.00	105.00	79	20.0	6235.000	0.20	2024-09-14
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.53	-0.50	$0.20	0.01	-0.06	1.05	0.52	14.27	14.47	-0.53	$-53.00	105.00	78	20.0	6235.000	0.20	2024-09-13
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.45	-0.43	$0.12	0.01	0.01	1.05	0.60	14.27	14.39	-0.45	$-45.00	105.00	77	30.0	6235.000	0.12	2024-09-12
ELAN241018C00015000	ELAN	CALL	Long	15.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.55	-0.52	$0.23	0.02	-0.05	1.05	0.50	14.27	14.50	-0.55	$-55.00	105.00	76	10.0	6245.000	0.23	2024-09-11
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.22	-0.21	$0.25	0.02	-0.01	1.05	0.83	14.27	14.52	-0.22	$-22.00	105.00	75	2.0	6245.000	0.25	2024-09-10
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.22	-0.21	$0.51	0.04	0.05	1.05	0.83	14.27	14.78	-0.22	$-22.00	105.00	74	2.0	6245.000	0.51	2024-09-09
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$0.00	0.00	$0.82	0.06	0.04	1.05	1.05	14.27	15.09	0.00	$0.00	105.00	73	30.0	6230.000	0.82	2024-09-08
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$0.00	0.00	$0.82	0.06	0.05	1.05	1.05	14.27	15.09	0.00	$0.00	105.00	71	30.0	6230.000	0.82	2024-09-06
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$0.12	0.11	$1.09	0.08	-0.01	1.05	1.17	14.27	15.36	0.12	$12.00	105.00	70	2.0	6230.000	1.09	2024-09-05
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$0.01	0.01	$0.75	0.05	-0.06	1.05	1.06	14.27	15.02	0.01	$1.00	105.00	69	7.0	6230.000	0.75	2024-09-04
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$0.15	0.14	$1.20	0.08	-0.04	1.05	1.20	14.27	15.47	0.15	$15.00	105.00	65	2010.0	6518.000	1.20	2024-08-31
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$0.15	0.14	$1.20	0.08	-0.04	1.05	1.20	14.27	15.47	0.15	$15.00	105.00	64	2010.0	6518.000	1.20	2024-08-30
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$0.00	0.00	$1.02	0.07	-0.05	1.05	1.05	14.27	15.29	0.00	$0.00	105.00	63	3028.0	6718.000	1.02	2024-08-29
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$0.19	0.18	$0.96	0.07	-0.04	1.05	1.24	14.27	15.23	0.19	$19.00	105.00	62	121.0	6710.000	0.96	2024-08-28
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.35	-0.33	$0.45	0.03	-0.47	1.05	0.70	14.27	14.72	-0.35	$-35.00	105.00	61	3.0	6744.000	0.45	2024-08-27
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.35	-0.33	$0.23	0.02	-0.03	1.05	0.70	14.27	14.50	-0.35	$-35.00	105.00	60	3.0	6744.000	0.23	2024-08-26
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.35	-0.33	$0.30	0.02	-0.05	1.05	0.70	14.27	14.57	-0.35	$-35.00	105.00	59	3.0	6747.000	0.30	2024-08-25
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.35	-0.33	$0.30	0.02	-0.05	1.05	0.70	14.27	14.57	-0.35	$-35.00	105.00	58	3.0	6747.000	0.30	2024-08-24
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.35	-0.33	$0.29	0.02	-0.06	1.05	0.70	14.27	14.56	-0.35	$-35.00	105.00	57	3.0	6747.000	0.29	2024-08-23
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.15	-0.14	$0.35	0.02	-0.03	1.05	0.90	14.27	14.62	-0.15	$-15.00	105.00	56	18.0	6739.000	0.35	2024-08-22
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.16	-0.15	$0.59	0.04	-0.04	1.05	0.89	14.27	14.86	-0.16	$-16.00	105.00	55	271.0	6567.000	0.59	2024-08-21
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.12	-0.11	$0.41	0.03	-0.01	1.05	0.93	14.27	14.68	-0.12	$-12.00	105.00	54	5011.0	2618.000	0.41	2024-08-20
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.24	-0.23	$0.55	0.04	-0.06	1.05	0.81	14.27	14.82	-0.24	$-24.00	105.00	53	86.0	2618.000	0.55	2024-08-19
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.24	-0.23	$0.22	0.02	-0.06	1.05	0.81	14.27	14.49	-0.24	$-24.00	105.00	52	86.0	2607.000	0.22	2024-08-18
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.24	-0.23	$0.22	0.02	-0.06	1.05	0.81	14.27	14.49	-0.24	$-24.00	105.00	51	86.0	2607.000	0.22	2024-08-17
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.24	-0.23	$0.21	0.01	-0.04	1.05	0.81	14.27	14.48	-0.24	$-24.00	105.00	50	86.0	2607.000	0.21	2024-08-16
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.15	-0.14	$0.30	0.02	-0.04	1.05	0.90	14.27	14.57	-0.15	$-15.00	105.00	49	41.0	2606.000	0.30	2024-08-15
ELAN241018C00015000	ELAN	CALL	Long	15.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.36	-0.34	$-0.19	-0.01	0.00	1.05	0.69	14.27	14.08	-0.36	$-36.00	105.00	48	23.0	2616.000	-0.19	2024-08-14
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.43	-0.41	$-0.32	-0.02	-0.02	1.05	0.62	14.27	13.95	-0.43	$-43.00	105.00	47	127.0	2492.000	-0.32	2024-08-13
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.69	-0.66	$-1.18	-0.08	-0.03	1.05	0.36	14.27	13.09	-0.69	$-69.00	105.00	46	1.0	2491.000	-1.18	2024-08-12
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.65	-0.62	$-1.23	-0.09	-0.03	1.05	0.40	14.27	13.04	-0.65	$-65.00	105.00	43	79.0	2491.000	-1.23	2024-08-09
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.65	-0.62	$-1.28	-0.09	-0.03	1.05	0.40	14.27	12.99	-0.65	$-65.00	105.00	42	79.0	2413.000	-1.28	2024-08-08
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.65	-0.62	$-1.89	-0.13	0.08	1.05	0.40	14.27	12.38	-0.65	$-65.00	105.00	41	1.0	2413.000	-1.89	2024-08-07
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.65	-0.62	$-1.82	-0.13	0.01	1.05	0.40	14.27	12.45	-0.65	$-65.00	105.00	40	1.0	2413.000	-1.82	2024-08-06
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.60	-0.57	$-1.42	-0.10	0.01	1.05	0.45	14.27	12.85	-0.60	$-60.00	105.00	32	201.0	2413.000	-1.42	2024-07-29
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.60	-0.57	$-1.37	-0.10	-0.01	1.05	0.45	14.27	12.90	-0.60	$-60.00	105.00	29	201.0	2413.000	-1.37	2024-07-26
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.60	-0.57	$-1.45	-0.10	0.00	1.05	0.45	14.27	12.82	-0.60	$-60.00	105.00	28	201.0	2413.000	-1.45	2024-07-25
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.60	-0.57	$-1.24	-0.09	-0.01	1.05	0.45	14.27	13.03	-0.60	$-60.00	105.00	27	201.0	2413.000	-1.24	2024-07-24
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.60	-0.57	$-1.02	-0.07	-0.02	1.05	0.45	14.27	13.25	-0.60	$-60.00	105.00	26	201.0	2382.000	-1.02	2024-07-23
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.63	-0.60	$-1.47	-0.10	-0.03	1.05	0.42	14.27	12.80	-0.63	$-63.00	105.00	25	3.0	2381.000	-1.47	2024-07-22
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.65	-0.62	$-1.55	-0.11	-0.02	1.05	0.40	14.27	12.72	-0.65	$-65.00	105.00	22	10.0	2380.000	-1.55	2024-07-19
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.56	-0.53	$-1.40	-0.10	-0.02	1.05	0.49	14.27	12.87	-0.56	$-56.00	105.00	21	10.0	2380.000	-1.40	2024-07-18
ELAN241018C00015000	ELAN	CALL	Long	15.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.56	-0.53	$-1.20	-0.08	-0.03	1.05	0.49	14.27	13.07	-0.56	$-56.00	105.00	20	10.0	2380.000	-1.20	2024-07-17
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.31	-0.30	$-1.02	-0.07	-0.04	1.05	0.74	14.27	13.25	-0.31	$-31.00	105.00	19	1.0	2380.000	-1.02	2024-07-16
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.31	-0.30	$-0.92	-0.06	-0.05	1.05	0.74	14.27	13.35	-0.31	$-31.00	105.00	18	1.0	2381.000	-0.92	2024-07-15
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.33	-0.31	$-0.46	-0.03	-0.05	1.05	0.72	14.27	13.81	-0.33	$-33.00	105.00	15	19.0	2369.000	-0.46	2024-07-12
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.30	-0.29	$-0.61	-0.04	-0.03	1.05	0.75	14.27	13.66	-0.30	$-30.00	105.00	14	6.0	2369.000	-0.61	2024-07-11
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.35	-0.33	$-0.98	-0.07	-0.04	1.05	0.70	14.27	13.29	-0.35	$-35.00	105.00	13	5.0	2369.000	-0.98	2024-07-10
ELAN241018C00015000	ELAN	CALL	Long	15.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.35	-0.33	$-0.71	-0.05	-0.04	1.05	0.70	14.27	13.56	-0.35	$-35.00	105.00	12	5.0	2370.000	-0.71	2024-07-09
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.20	-0.19	$-0.33	-0.02	-0.04	1.05	0.85	14.27	13.94	-0.20	$-20.00	105.00	11	24.0	2363.000	-0.33	2024-07-08
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.19	-0.18	$-0.05	-0.00	-0.06	1.05	0.86	14.27	14.22	-0.19	$-19.00	105.00	8	4.0	2360.000	-0.05	2024-07-05
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.10	-0.10	$-0.14	-0.01	-0.04	1.05	0.95	14.27	14.13	-0.10	$-10.00	105.00	7	15.0	2345.000	-0.14	2024-07-04
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$-0.10	-0.10	$-0.14	-0.01	-0.05	1.05	0.95	14.27	14.13	-0.10	$-10.00	105.00	6	15.0	2345.000	-0.14	2024-07-03
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$0.00	0.00	$-0.26	-0.02	-0.05	1.05	1.05	14.27	14.01	0.00	$0.00	105.00	5	6.0	2345.000	-0.26	2024-07-02
ELAN241018C00015000	ELAN	CALL	Long	15.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.18	-0.01	-0.04	1.05	1.05	14.27	14.09	0.00	$0.00	105.00	4	6.0	2339.000	-0.18	2024-07-01
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$0.35	0.33	$0.16	0.01	-0.04	1.05	1.40	14.27	14.43	0.35	$35.00	105.00	1	149.0	2301.000	0.16	2024-06-28
ELAN241018C00015000	ELAN	CALL	Long	15.00	None	$0.00	0.00	$0.00	0.00	0.00	1.05	1.05	14.27	14.27	0.00	$0.00	105.00	0	397.0	2192.000	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