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View Outliers PnL Drill-Down: ETWO241115C00005000

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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
2024-10-10 ETWO ETWO241115C00005000 5.00 65.0 136.000 0.875 0.289 0.0 1.8 0.020 0.010 1.790 0.10 3.20 2024-11-15 CALL Long 0.208 0.321 -0.216

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
ETWO241115C00005000 ETWO CALL Long 5.00 None $0.00 0.00 $-0.13 -0.04 3.19 0.10 0.10 3.20 3.07 0.00 $0.00 10.00 35 65.0 136.000 -0.13 2024-11-14
ETWO241115C00005000 ETWO CALL Long 5.00 None $0.00 0.00 $0.00 0.00 2.19 0.10 0.10 3.20 3.20 0.00 $0.00 10.00 34 65.0 136.000 0.00 2024-11-13
ETWO241115C00005000 ETWO CALL Long 5.00 None $0.00 0.00 $0.07 0.02 1.66 0.10 0.10 3.20 3.27 0.00 $0.00 10.00 33 65.0 136.000 0.07 2024-11-12
ETWO241115C00005000 ETWO CALL Long 5.00 None $0.00 0.00 $0.16 0.05 1.28 0.10 0.10 3.20 3.36 0.00 $0.00 10.00 32 65.0 136.000 0.16 2024-11-11
ETWO241115C00005000 ETWO CALL Long 5.00 None $0.00 0.00 $0.17 0.05 1.06 0.10 0.10 3.20 3.37 0.00 $0.00 10.00 31 65.0 136.000 0.17 2024-11-10
ETWO241115C00005000 ETWO CALL Long 5.00 None $0.00 0.00 $0.17 0.05 0.94 0.10 0.10 3.20 3.37 0.00 $0.00 10.00 30 65.0 136.000 0.17 2024-11-09
ETWO241115C00005000 ETWO CALL Long 5.00 None $0.00 0.00 $0.17 0.05 0.81 0.10 0.10 3.20 3.37 0.00 $0.00 10.00 29 65.0 136.000 0.17 2024-11-08
ETWO241115C00005000 ETWO CALL Long 5.00 None $0.00 0.00 $0.21 0.07 0.69 0.10 0.10 3.20 3.41 0.00 $0.00 10.00 28 65.0 136.000 0.21 2024-11-07
ETWO241115C00005000 ETWO CALL Long 5.00 None $0.00 0.00 $0.11 0.03 0.69 0.10 0.10 3.20 3.31 0.00 $0.00 10.00 27 65.0 136.000 0.11 2024-11-06
ETWO241115C00005000 ETWO CALL Long 5.00 None $0.00 0.00 $-0.07 -0.02 0.78 0.10 0.10 3.20 3.13 0.00 $0.00 10.00 26 65.0 136.000 -0.07 2024-11-05
ETWO241115C00005000 ETWO CALL Long 5.00 None $0.00 0.00 $-0.26 -0.08 0.91 0.10 0.10 3.20 2.94 0.00 $0.00 10.00 25 65.0 136.000 -0.26 2024-11-04
ETWO241115C00005000 ETWO CALL Long 5.00 None $0.00 0.00 $-0.19 -0.06 0.66 0.10 0.10 3.20 3.01 0.00 $0.00 10.00 22 65.0 136.000 -0.19 2024-11-01
ETWO241115C00005000 ETWO CALL Long 5.00 None $0.00 0.00 $-0.27 -0.08 0.66 0.10 0.10 3.20 2.93 0.00 $0.00 10.00 21 65.0 136.000 -0.27 2024-10-31
ETWO241115C00005000 ETWO CALL Long 5.00 None $0.00 0.00 $-0.19 -0.06 0.56 0.10 0.10 3.20 3.01 0.00 $0.00 10.00 20 65.0 136.000 -0.19 2024-10-30
ETWO241115C00005000 ETWO CALL Long 5.00 None $0.00 0.00 $-0.16 -0.05 0.53 0.10 0.10 3.20 3.04 0.00 $0.00 10.00 19 65.0 136.000 -0.16 2024-10-29
ETWO241115C00005000 ETWO CALL Long 5.00 None $0.00 0.00 $-0.10 -0.03 -0.38 0.10 0.10 3.20 3.10 0.00 $0.00 10.00 18 65.0 136.000 -0.10 2024-10-28
ETWO241115C00005000 ETWO CALL Long 5.00 None $0.00 0.00 $-0.11 -0.03 0.39 0.10 0.10 3.20 3.09 0.00 $0.00 10.00 17 65.0 136.000 -0.11 2024-10-27
ETWO241115C00005000 ETWO CALL Long 5.00 None $0.00 0.00 $-0.11 -0.03 0.36 0.10 0.10 3.20 3.09 0.00 $0.00 10.00 16 65.0 136.000 -0.11 2024-10-26
ETWO241115C00005000 ETWO CALL Long 5.00 None $0.00 0.00 $-0.18 -0.06 0.38 0.10 0.10 3.20 3.02 0.00 $0.00 10.00 14 65.0 136.000 -0.18 2024-10-24
ETWO241115C00005000 ETWO CALL Long 5.00 None $0.00 0.00 $-0.15 -0.05 0.31 0.10 0.10 3.20 3.05 0.00 $0.00 10.00 13 65.0 136.000 -0.15 2024-10-23
ETWO241115C00005000 ETWO CALL Long 5.00 None $0.00 0.00 $-0.11 -0.03 0.28 0.10 0.10 3.20 3.09 0.00 $0.00 10.00 12 65.0 136.000 -0.11 2024-10-22
ETWO241115C00005000 ETWO CALL Long 5.00 None $0.00 0.00 $-0.16 -0.05 1.34 0.10 0.10 3.20 3.04 0.00 $0.00 10.00 11 65.0 136.000 -0.16 2024-10-21
ETWO241115C00005000 ETWO CALL Long 5.00 None $0.00 0.00 $0.00 0.00 0.12 0.10 0.10 3.20 3.20 0.00 $0.00 10.00 9 65.0 136.000 0.00 2024-10-19
ETWO241115C00005000 ETWO CALL Long 5.00 None $0.00 0.00 $0.00 0.00 0.11 0.10 0.10 3.20 3.20 0.00 $0.00 10.00 8 65.0 136.000 0.00 2024-10-18
ETWO241115C00005000 ETWO CALL Long 5.00 None $0.00 0.00 $-0.05 -0.02 0.11 0.10 0.10 3.20 3.15 0.00 $0.00 10.00 6 65.0 136.000 -0.05 2024-10-16
ETWO241115C00005000 ETWO CALL Long 5.00 None $0.00 0.00 $0.01 0.00 0.20 0.10 0.10 3.20 3.21 0.00 $0.00 10.00 4 65.0 136.000 0.01 2024-10-14
ETWO241115C00005000 ETWO CALL Long 5.00 Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.10 $0.00 0.00 $-0.14 -0.04 0.08 0.10 0.10 3.20 3.06 0.00 $0.00 10.00 1 65.0 136.000 -0.14 2024-10-11
ETWO241115C00005000 ETWO CALL Long 5.00 None $0.00 0.00 $0.00 0.00 0.00 0.10 0.10 3.20 3.20 0.00 $0.00 10.00 0 65.0 136.000 0.00 2024-10-10

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