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View Outliers PnL Drill-Down: ETWO240216C00004000

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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
2024-01-11	ETWO	ETWO240216C00004000	4.00	2.0	90.000	0.688	0.257	0.0	0.5	0.010	0.130	0.560	0.50	3.55	2024-02-16	CALL	Long	0.319	0.354	-0.135

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
ETWO240216C00004000	ETWO	CALL	Long	4.00	None	$-0.45	-0.90	$0.33	0.09	0.65	0.50	0.05	3.61	3.94	-0.45	$-45.00	50.00	29	2.0	700.000	0.33	2024-02-09
ETWO240216C00004000	ETWO	CALL	Long	4.00	None	$-0.45	-0.90	$0.25	0.07	-0.10	0.50	0.05	3.61	3.86	-0.45	$-45.00	50.00	28	2.0	700.000	0.25	2024-02-08
ETWO240216C00004000	ETWO	CALL	Long	4.00	None	$-0.45	-0.90	$0.31	0.09	-0.12	0.50	0.05	3.61	3.92	-0.45	$-45.00	50.00	27	2.0	700.000	0.31	2024-02-07
ETWO240216C00004000	ETWO	CALL	Long	4.00	None	$-0.46	-0.92	$0.17	0.05	0.07	0.50	0.04	3.61	3.78	-0.46	$-46.00	50.00	26	1.0	700.000	0.17	2024-02-06
ETWO240216C00004000	ETWO	CALL	Long	4.00	None	$-0.46	-0.92	$0.05	0.01	-0.51	0.50	0.04	3.61	3.66	-0.46	$-46.00	50.00	25	1.0	700.000	0.05	2024-02-05
ETWO240216C00004000	ETWO	CALL	Long	4.00	None	$-0.30	-0.60	$0.20	0.06	-0.51	0.50	0.20	3.61	3.81	-0.30	$-30.00	50.00	24	150.0	700.000	0.20	2024-02-04
ETWO240216C00004000	ETWO	CALL	Long	4.00	None	$-0.30	-0.60	$0.20	0.06	-0.07	0.50	0.20	3.61	3.81	-0.30	$-30.00	50.00	22	150.0	700.000	0.20	2024-02-02
ETWO240216C00004000	ETWO	CALL	Long	4.00	None	$-0.30	-0.60	$0.26	0.07	-0.00	0.50	0.20	3.61	3.87	-0.30	$-30.00	50.00	21	150.0	700.000	0.26	2024-02-01
ETWO240216C00004000	ETWO	CALL	Long	4.00	None	$-0.30	-0.60	$0.15	0.04	-0.04	0.50	0.20	3.61	3.76	-0.30	$-30.00	50.00	20	150.0	700.000	0.15	2024-01-31
ETWO240216C00004000	ETWO	CALL	Long	4.00	None	$-0.30	-0.60	$0.30	0.08	-0.09	0.50	0.20	3.61	3.91	-0.30	$-30.00	50.00	19	150.0	700.000	0.30	2024-01-30
ETWO240216C00004000	ETWO	CALL	Long	4.00	None	$-0.30	-0.60	$0.41	0.11	-0.05	0.50	0.20	3.61	4.02	-0.30	$-30.00	50.00	18	150.0	700.000	0.41	2024-01-29
ETWO240216C00004000	ETWO	CALL	Long	4.00	None	$-0.30	-0.60	$0.22	0.06	-0.02	0.50	0.20	3.61	3.83	-0.30	$-30.00	50.00	17	150.0	700.000	0.22	2024-01-28
ETWO240216C00004000	ETWO	CALL	Long	4.00	None	$-0.30	-0.60	$0.22	0.06	-0.04	0.50	0.20	3.61	3.83	-0.30	$-30.00	50.00	16	150.0	700.000	0.22	2024-01-27
ETWO240216C00004000	ETWO	CALL	Long	4.00	None	$-0.30	-0.60	$0.21	0.06	-0.04	0.50	0.20	3.61	3.82	-0.30	$-30.00	50.00	15	150.0	700.000	0.21	2024-01-26
ETWO240216C00004000	ETWO	CALL	Long	4.00	None	$-0.30	-0.60	$0.33	0.09	-0.06	0.50	0.20	3.61	3.94	-0.30	$-30.00	50.00	14	150.0	700.000	0.33	2024-01-25
ETWO240216C00004000	ETWO	CALL	Long	4.00	None	$-0.30	-0.60	$0.27	0.07	-0.13	0.50	0.20	3.61	3.88	-0.30	$-30.00	50.00	13	150.0	700.000	0.27	2024-01-24
ETWO240216C00004000	ETWO	CALL	Long	4.00	None	$-0.30	-0.60	$0.32	0.09	0.16	0.50	0.20	3.61	3.93	-0.30	$-30.00	50.00	12	150.0	550.000	0.32	2024-01-23
ETWO240216C00004000	ETWO	CALL	Long	4.00	None	$-0.34	-0.68	$0.29	0.08	-0.11	0.50	0.16	3.61	3.90	-0.34	$-34.00	50.00	11	511.0	49.000	0.29	2024-01-22
ETWO240216C00004000	ETWO	CALL	Long	4.00	None	$-0.45	-0.90	$0.02	0.01	-0.07	0.50	0.05	3.61	3.63	-0.45	$-45.00	50.00	8	57.0	49.000	0.02	2024-01-19
ETWO240216C00004000	ETWO	CALL	Long	4.00	None	$-0.45	-0.90	$-0.01	-0.00	-0.06	0.50	0.05	3.61	3.60	-0.45	$-45.00	50.00	7	57.0	49.000	-0.01	2024-01-18
ETWO240216C00004000	ETWO	CALL	Long	4.00	None	$-0.45	-0.90	$-0.07	-0.02	0.13	0.50	0.05	3.61	3.54	-0.45	$-45.00	50.00	6	57.0	49.000	-0.07	2024-01-17
ETWO240216C00004000	ETWO	CALL	Long	4.00	None	$-0.45	-0.90	$-0.09	-0.02	-0.08	0.50	0.05	3.61	3.52	-0.45	$-45.00	50.00	5	57.0	49.000	-0.09	2024-01-16
ETWO240216C00004000	ETWO	CALL	Long	4.00	Exit OP PnL: $-0.45;Exit EQ PnL: 0.00; Position is Long and position continued to lose. Latest OP price is: $0.05 (EQ: $3.61). Initial OP price was: $0.50 (EQ: $3.61). Surpassed Stop Loss Percentage: -0.9 < -0.16.	$-0.45	-0.90	$0.02	0.01	-0.07	0.50	0.05	3.61	3.63	-0.45	$-45.00	50.00	1	57.0	90.000	0.02	2024-01-12
ETWO240216C00004000	ETWO	CALL	Long	4.00	None	$0.00	0.00	$0.00	0.00	0.00	0.50	0.50	3.61	3.61	0.00	$0.00	50.00	0	2.0	90.000	0.00	2024-01-11

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