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View Outliers PnL Drill-Down: ETWO231117C00002500

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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
2023-10-11 ETWO ETWO231117C00002500 2.50 3474.0 1.000 1.031 0.718 0.1 0.4 0.270 0.140 0.440 0.16 2.19 2023-11-17 CALL Long 0.183 0.722 -0.501

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 ETWO 0.727 0.074 0.277 0.144 0.074 -0.066 3.10 -1.686 0.0000 2.93 5.01 21 1y 3.12

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
ETWO231117C00002500 ETWO CALL Long 2.50 None $0.59 3.69 $1.08 0.49 3.03 0.16 0.75 2.19 3.27 0.59 $59.00 16.00 36 0.0 2206.000 1.08 2023-11-16
ETWO231117C00002500 ETWO CALL Long 2.50 None $0.79 4.94 $1.15 0.53 1.34 0.16 0.95 2.19 3.34 0.79 $79.00 16.00 35 0.0 2206.000 1.15 2023-11-15
ETWO231117C00002500 ETWO CALL Long 2.50 None $0.79 4.94 $1.28 0.58 1.66 0.16 0.95 2.19 3.47 0.79 $79.00 16.00 34 0.0 2238.000 1.28 2023-11-14
ETWO231117C00002500 ETWO CALL Long 2.50 None $0.54 3.38 $1.07 0.49 0.94 0.16 0.70 2.19 3.26 0.54 $54.00 16.00 33 0.0 2256.000 1.07 2023-11-13
ETWO231117C00002500 ETWO CALL Long 2.50 None $0.54 3.38 $1.04 0.47 1.28 0.16 0.70 2.19 3.23 0.54 $54.00 16.00 30 0.0 2256.000 1.04 2023-11-10
ETWO231117C00002500 ETWO CALL Long 2.50 None $0.54 3.38 $0.97 0.44 -1.03 0.16 0.70 2.19 3.16 0.54 $54.00 16.00 29 0.0 0.000 0.97 2023-11-09
ETWO231117C00002500 ETWO CALL Long 2.50 None $0.54 3.38 $0.97 0.44 0.41 0.16 0.70 2.19 3.16 0.54 $54.00 16.00 28 0.0 2247.000 0.97 2023-11-08
ETWO231117C00002500 ETWO CALL Long 2.50 None $0.52 3.25 $0.99 0.45 0.62 0.16 0.68 2.19 3.18 0.52 $52.00 16.00 27 0.0 2247.000 0.99 2023-11-07
ETWO231117C00002500 ETWO CALL Long 2.50 None $0.59 3.69 $0.97 0.44 0.19 0.16 0.75 2.19 3.16 0.59 $59.00 16.00 26 0.0 2248.000 0.97 2023-11-06
ETWO231117C00002500 ETWO CALL Long 2.50 None $0.59 3.69 $0.97 0.44 0.19 0.16 0.75 2.19 3.16 0.59 $59.00 16.00 25 0.0 2248.000 0.97 2023-11-05
ETWO231117C00002500 ETWO CALL Long 2.50 None $0.59 3.69 $1.02 0.47 0.06 0.16 0.75 2.19 3.21 0.59 $59.00 16.00 23 0.0 2253.000 1.02 2023-11-03
ETWO231117C00002500 ETWO CALL Long 2.50 None $0.34 2.12 $0.80 0.37 -0.44 0.16 0.50 2.19 2.99 0.34 $34.00 16.00 22 0.0 2254.000 0.80 2023-11-02
ETWO231117C00002500 ETWO CALL Long 2.50 None $0.24 1.50 $0.77 0.35 -0.23 0.16 0.40 2.19 2.96 0.24 $24.00 16.00 21 0.0 2256.000 0.77 2023-11-01
ETWO231117C00002500 ETWO CALL Long 2.50 None $0.39 2.44 $0.70 0.32 -0.34 0.16 0.55 2.19 2.89 0.39 $39.00 16.00 20 0.0 2256.000 0.70 2023-10-31
ETWO231117C00002500 ETWO CALL Long 2.50 None $0.39 2.44 $0.68 0.31 -0.26 0.16 0.55 2.19 2.87 0.39 $39.00 16.00 19 0.0 2256.000 0.68 2023-10-30
ETWO231117C00002500 ETWO CALL Long 2.50 None $0.39 2.44 $0.72 0.33 -0.34 0.16 0.55 2.19 2.91 0.39 $39.00 16.00 16 0.0 2258.000 0.72 2023-10-27
ETWO231117C00002500 ETWO CALL Long 2.50 None $0.19 1.19 $0.74 0.34 -1.03 0.16 0.35 2.19 2.93 0.19 $19.00 16.00 15 0.0 2258.000 0.74 2023-10-26
ETWO231117C00002500 ETWO CALL Long 2.50 None $0.24 1.50 $0.64 0.29 -0.33 0.16 0.40 2.19 2.83 0.24 $24.00 16.00 14 0.0 2251.000 0.64 2023-10-25
ETWO231117C00002500 ETWO CALL Long 2.50 None $0.29 1.81 $0.75 0.34 -0.28 0.16 0.45 2.19 2.94 0.29 $29.00 16.00 13 0.0 2270.000 0.75 2023-10-24
ETWO231117C00002500 ETWO CALL Long 2.50 Exit OP PnL: $29.00;Exit EQ PnL: 0.67; Position surpassed Take Profit. Latest OP price is: $0.45 (EQ: $2.86); Initial OP price was: $0.16 (EQ: $2.19). Option Percentage Gain: 1.8125 > STOP_LOSS: -0.3 $0.29 1.81 $0.67 0.31 -0.34 0.16 0.45 2.19 2.86 0.29 $29.00 16.00 12 0.0 4955.000 0.67 2023-10-23
ETWO231117C00002500 ETWO CALL Long 2.50 None $0.39 2.44 $0.85 0.39 -0.04 0.16 0.55 2.19 3.04 0.39 $39.00 16.00 8 0.0 3232.000 0.85 2023-10-19
ETWO231117C00002500 ETWO CALL Long 2.50 None $0.49 3.06 $0.89 0.41 -0.21 0.16 0.65 2.19 3.08 0.49 $49.00 16.00 7 0.0 3224.000 0.89 2023-10-18
ETWO231117C00002500 ETWO CALL Long 2.50 None $0.54 3.38 $0.92 0.42 -0.23 0.16 0.70 2.19 3.11 0.54 $54.00 16.00 6 0.0 3188.000 0.92 2023-10-17
ETWO231117C00002500 ETWO CALL Long 2.50 None $0.34 2.12 $0.82 0.37 -0.41 0.16 0.50 2.19 3.01 0.34 $34.00 16.00 5 0.0 3216.000 0.82 2023-10-16
ETWO231117C00002500 ETWO CALL Long 2.50 None $0.06 0.38 $0.26 0.12 -0.13 0.16 0.22 2.19 2.45 0.06 $6.00 16.00 3 0.0 3223.000 0.26 2023-10-14
ETWO231117C00002500 ETWO CALL Long 2.50 None $0.06 0.38 $0.26 0.12 -0.13 0.16 0.22 2.19 2.45 0.06 $6.00 16.00 2 0.0 3223.000 0.26 2023-10-13
ETWO231117C00002500 ETWO CALL Long 2.50 None $0.00 0.00 $0.00 0.00 0.00 0.16 0.16 2.19 2.19 0.00 $0.00 16.00 0 3474.0 1.000 0.00 2023-10-11

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