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View Outliers PnL Drill-Down: EVA231215C00002500

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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
2023-11-09	EVA	EVA231215C00002500	2.50	269.0	6.000	2.625	1.601	0.0	1.6	0.810	0.030	1.670	0.05	0.85	2023-12-15	CALL	Long	0.567	1.605	-0.779

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	EVA	0.818	0.133	4.179	1.110	4.179	1.559	0.00	-0.570	0.0000	0.00	1.08	21	1y	0.00

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
EVA231215C00002500	EVA	CALL	Long	2.50	None	$0.00	0.00	$0.41	0.48	5.75	0.05	0.05	0.85	1.26	0.00	$0.00	5.00	35	1.0	1672.000	0.41	2023-12-14
EVA231215C00002500	EVA	CALL	Long	2.50	None	$-0.01	-0.20	$0.35	0.41	4.94	0.05	0.04	0.85	1.20	-0.01	$-1.00	5.00	34	3.0	1672.000	0.35	2023-12-13
EVA231215C00002500	EVA	CALL	Long	2.50	None	$-0.01	-0.20	$0.23	0.27	4.81	0.05	0.04	0.85	1.08	-0.01	$-1.00	5.00	33	3.0	1672.000	0.23	2023-12-12
EVA231215C00002500	EVA	CALL	Long	2.50	None	$-0.01	-0.20	$0.29	0.34	4.50	0.05	0.04	0.85	1.14	-0.01	$-1.00	5.00	32	3.0	1672.000	0.29	2023-12-11
EVA231215C00002500	EVA	CALL	Long	2.50	None	$-0.01	-0.20	$0.34	0.40	2.88	0.05	0.04	0.85	1.19	-0.01	$-1.00	5.00	29	3.0	1672.000	0.34	2023-12-08
EVA231215C00002500	EVA	CALL	Long	2.50	Underlying has moved in favorable position (0.3176470588235294117647058824) however, position is suffering from IV crush;Exit OP PnL: $-0.01;Exit EQ PnL: 0.27	$-0.01	-0.20	$0.28	0.33	3.06	0.05	0.04	0.85	1.13	-0.01	$-1.00	5.00	28	3.0	1672.000	0.28	2023-12-07
EVA231215C00002500	EVA	CALL	Long	2.50	None	$-0.01	-0.20	$0.27	0.32	2.72	0.05	0.04	0.85	1.12	-0.01	$-1.00	5.00	27	0.0	1673.000	0.27	2023-12-06
EVA231215C00002500	EVA	CALL	Long	2.50	None	$0.00	0.00	$0.34	0.40	2.38	0.05	0.05	0.85	1.19	0.00	$0.00	5.00	26	0.0	1673.000	0.34	2023-12-05
EVA231215C00002500	EVA	CALL	Long	2.50	None	$0.00	0.00	$0.39	0.46	2.12	0.05	0.05	0.85	1.24	0.00	$0.00	5.00	25	0.0	1671.000	0.39	2023-12-04
EVA231215C00002500	EVA	CALL	Long	2.50	None	$0.00	0.00	$0.49	0.58	1.75	0.05	0.05	0.85	1.34	0.00	$0.00	5.00	24	0.0	1582.000	0.49	2023-12-03
EVA231215C00002500	EVA	CALL	Long	2.50	None	$0.00	0.00	$0.49	0.58	1.69	0.05	0.05	0.85	1.34	0.00	$0.00	5.00	23	0.0	1582.000	0.49	2023-12-02
EVA231215C00002500	EVA	CALL	Long	2.50	None	$0.00	0.00	$0.50	0.59	1.59	0.05	0.05	0.85	1.35	0.00	$0.00	5.00	22	0.0	1582.000	0.50	2023-12-01
EVA231215C00002500	EVA	CALL	Long	2.50	None	$0.00	0.00	$0.37	0.44	1.81	0.05	0.05	0.85	1.22	0.00	$0.00	5.00	21	0.0	1582.000	0.37	2023-11-30
EVA231215C00002500	EVA	CALL	Long	2.50	None	$0.00	0.00	$0.33	0.39	1.91	0.05	0.05	0.85	1.18	0.00	$0.00	5.00	20	0.0	1581.000	0.33	2023-11-29
EVA231215C00002500	EVA	CALL	Long	2.50	None	$0.00	0.00	$0.31	0.36	1.81	0.05	0.05	0.85	1.16	0.00	$0.00	5.00	19	0.0	1549.000	0.31	2023-11-28
EVA231215C00002500	EVA	CALL	Long	2.50	None	$0.00	0.00	$0.41	0.48	1.56	0.05	0.05	0.85	1.26	0.00	$0.00	5.00	18	0.0	1549.000	0.41	2023-11-27
EVA231215C00002500	EVA	CALL	Long	2.50	None	$-0.01	-0.20	$0.64	0.75	1.03	0.05	0.04	0.85	1.49	-0.01	$-1.00	5.00	15	0.0	0.000	0.64	2023-11-24
EVA231215C00002500	EVA	CALL	Long	2.50	None	$0.00	0.00	$0.58	0.68	0.00	0.05	0.05	0.85	1.43	0.00	$0.00	5.00	14	0.0	0.000	0.58	2023-11-23
EVA231215C00002500	EVA	CALL	Long	2.50	None	$0.05	1.00	$0.61	0.72	0.98	0.05	0.10	0.85	1.46	0.05	$5.00	5.00	13	0.0	542.000	0.61	2023-11-22
EVA231215C00002500	EVA	CALL	Long	2.50	None	$0.05	1.00	$0.62	0.73	0.97	0.05	0.10	0.85	1.47	0.05	$5.00	5.00	12	0.0	513.000	0.62	2023-11-21
EVA231215C00002500	EVA	CALL	Long	2.50	None	$0.03	0.60	$0.77	0.91	1.38	0.05	0.08	0.85	1.62	0.03	$3.00	5.00	11	0.0	501.000	0.77	2023-11-20
EVA231215C00002500	EVA	CALL	Long	2.50	None	$0.09	1.80	$0.75	0.88	1.52	0.05	0.14	0.85	1.60	0.09	$9.00	5.00	10	0.0	501.000	0.75	2023-11-19
EVA231215C00002500	EVA	CALL	Long	2.50	None	$0.09	1.80	$0.75	0.88	1.47	0.05	0.14	0.85	1.60	0.09	$9.00	5.00	8	0.0	501.000	0.75	2023-11-17
EVA231215C00002500	EVA	CALL	Long	2.50	None	$0.09	1.80	$0.51	0.60	1.94	0.05	0.14	0.85	1.36	0.09	$9.00	5.00	7	0.0	489.000	0.51	2023-11-16
EVA231215C00002500	EVA	CALL	Long	2.50	None	$0.04	0.80	$0.42	0.49	1.89	0.05	0.09	0.85	1.27	0.04	$4.00	5.00	6	0.0	498.000	0.42	2023-11-15
EVA231215C00002500	EVA	CALL	Long	2.50	None	$0.05	1.00	$0.46	0.54	1.55	0.05	0.10	0.85	1.31	0.05	$5.00	5.00	5	0.0	473.000	0.46	2023-11-14
EVA231215C00002500	EVA	CALL	Long	2.50	None	$0.10	2.00	$0.53	0.62	1.91	0.05	0.15	0.85	1.38	0.10	$10.00	5.00	4	0.0	276.000	0.53	2023-11-13
EVA231215C00002500	EVA	CALL	Long	2.50	None	$0.00	0.00	$0.07	0.08	1.66	0.05	0.05	0.85	0.92	0.00	$0.00	5.00	1	0.0	275.000	0.07	2023-11-10
EVA231215C00002500	EVA	CALL	Long	2.50	None	$0.00	0.00	$0.00	0.00	0.00	0.05	0.05	0.85	0.85	0.00	$0.00	5.00	0	0.0	0.000	0.00	2023-11-09

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