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View Outliers PnL Drill-Down: EVLV240419C00004000

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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
2024-02-20	EVLV	EVLV240419C00004000	4.00	136.0	415.000	1.232	0.358	0.5	0.1	0.010	0.950	0.510	0.82	4.41	2024-04-19	CALL	Long	0.311	0.358	-0.157

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	EVLV	0.909	0.165	0.567	0.277	0.267	-0.300	3.77	-1.321	0.0000	2.15	5.65	21	1y	2.88

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
EVLV240419C00004000	EVLV	CALL	Long	4.00	None	$-0.70	-0.88	$-0.47	-0.11	-0.34	0.80	0.10	4.41	3.94	-0.70	$-70.00	80.00	58	327.0	532.000	-0.47	2024-04-18
EVLV240419C00004000	EVLV	CALL	Long	4.00	None	$-0.70	-0.88	$-0.56	-0.13	-0.23	0.80	0.10	4.41	3.85	-0.70	$-70.00	80.00	57	3.0	532.000	-0.56	2024-04-17
EVLV240419C00004000	EVLV	CALL	Long	4.00	None	$-0.70	-0.88	$-0.47	-0.11	-0.23	0.80	0.10	4.41	3.94	-0.70	$-70.00	80.00	56	3.0	531.000	-0.47	2024-04-16
EVLV240419C00004000	EVLV	CALL	Long	4.00	None	$-0.65	-0.81	$-0.43	-0.10	-0.28	0.80	0.15	4.41	3.98	-0.65	$-65.00	80.00	55	5.0	535.000	-0.43	2024-04-15
EVLV240419C00004000	EVLV	CALL	Long	4.00	None	$-0.50	-0.62	$-0.36	-0.08	-0.27	0.80	0.30	4.41	4.05	-0.50	$-50.00	80.00	52	1.0	534.000	-0.36	2024-04-12
EVLV240419C00004000	EVLV	CALL	Long	4.00	None	$-0.34	-0.42	$-0.09	-0.02	-0.48	0.80	0.46	4.41	4.32	-0.34	$-34.00	80.00	51	16.0	534.000	-0.09	2024-04-11
EVLV240419C00004000	EVLV	CALL	Long	4.00	None	$-0.34	-0.42	$-0.10	-0.02	-0.23	0.80	0.46	4.41	4.31	-0.34	$-34.00	80.00	50	16.0	537.000	-0.10	2024-04-10
EVLV240419C00004000	EVLV	CALL	Long	4.00	None	$-0.14	-0.18	$0.22	0.05	-0.06	0.80	0.66	4.41	4.63	-0.14	$-14.00	80.00	49	28.0	525.000	0.22	2024-04-09
EVLV240419C00004000	EVLV	CALL	Long	4.00	None	$0.05	0.06	$0.30	0.07	0.06	0.80	0.85	4.41	4.71	0.05	$5.00	80.00	48	12.0	519.000	0.30	2024-04-08
EVLV240419C00004000	EVLV	CALL	Long	4.00	None	$-0.02	-0.02	$0.22	0.05	-0.20	0.80	0.78	4.41	4.63	-0.02	$-2.00	80.00	45	47.0	565.000	0.22	2024-04-05
EVLV240419C00004000	EVLV	CALL	Long	4.00	None	$0.35	0.44	$0.43	0.10	-0.16	0.80	1.15	4.41	4.84	0.35	$35.00	80.00	44	27.0	586.000	0.43	2024-04-04
EVLV240419C00004000	EVLV	CALL	Long	4.00	None	$0.07	0.09	$0.43	0.10	-0.16	0.80	0.87	4.41	4.84	0.07	$7.00	80.00	43	32.0	595.000	0.43	2024-04-03
EVLV240419C00004000	EVLV	CALL	Long	4.00	None	$0.30	0.38	$0.64	0.15	0.09	0.80	1.10	4.41	5.05	0.30	$30.00	80.00	42	73.0	643.000	0.64	2024-04-02
EVLV240419C00004000	EVLV	CALL	Long	4.00	None	$0.25	0.31	$0.70	0.16	0.20	0.80	1.05	4.41	5.11	0.25	$25.00	80.00	41	311.0	829.000	0.70	2024-04-01
EVLV240419C00004000	EVLV	CALL	Long	4.00	None	$-0.07	-0.09	$0.04	0.01	0.14	0.80	0.73	4.41	4.45	-0.07	$-7.00	80.00	40	1652.0	615.000	0.04	2024-03-31
EVLV240419C00004000	EVLV	CALL	Long	4.00	None	$-0.07	-0.09	$0.04	0.01	0.09	0.80	0.73	4.41	4.45	-0.07	$-7.00	80.00	39	1652.0	615.000	0.04	2024-03-30
EVLV240419C00004000	EVLV	CALL	Long	4.00	None	$-0.07	-0.09	$0.04	0.01	0.06	0.80	0.73	4.41	4.45	-0.07	$-7.00	80.00	38	1652.0	615.000	0.04	2024-03-29
EVLV240419C00004000	EVLV	CALL	Long	4.00	None	$-0.20	-0.25	$0.04	0.01	0.04	0.80	0.60	4.41	4.45	-0.20	$-20.00	80.00	37	1651.0	615.000	0.04	2024-03-28
EVLV240419C00004000	EVLV	CALL	Long	4.00	None	$-0.70	-0.88	$-0.78	-0.18	-0.38	0.80	0.10	4.41	3.63	-0.70	$-70.00	80.00	36	99.0	640.000	-0.78	2024-03-27
EVLV240419C00004000	EVLV	CALL	Long	4.00	None	$-0.69	-0.86	$-0.84	-0.19	-0.42	0.80	0.11	4.41	3.57	-0.69	$-69.00	80.00	35	9.0	633.000	-0.84	2024-03-26
EVLV240419C00004000	EVLV	CALL	Long	4.00	None	$-0.68	-0.85	$-0.82	-0.19	-0.30	0.80	0.12	4.41	3.59	-0.68	$-68.00	80.00	34	1.0	633.000	-0.82	2024-03-25
EVLV240419C00004000	EVLV	CALL	Long	4.00	None	$-0.68	-0.85	$-0.87	-0.20	-0.36	0.80	0.12	4.41	3.54	-0.68	$-68.00	80.00	31	121.0	586.000	-0.87	2024-03-22
EVLV240419C00004000	EVLV	CALL	Long	4.00	None	$-0.65	-0.81	$-0.80	-0.18	-0.43	0.80	0.15	4.41	3.61	-0.65	$-65.00	80.00	30	3.0	584.000	-0.80	2024-03-21
EVLV240419C00004000	EVLV	CALL	Long	4.00	None	$-0.70	-0.88	$-0.86	-0.20	-0.32	0.80	0.10	4.41	3.55	-0.70	$-70.00	80.00	29	3.0	583.000	-0.86	2024-03-20
EVLV240419C00004000	EVLV	CALL	Long	4.00	None	$-0.70	-0.88	$-0.99	-0.22	-0.22	0.80	0.10	4.41	3.42	-0.70	$-70.00	80.00	28	1.0	583.000	-0.99	2024-03-19
EVLV240419C00004000	EVLV	CALL	Long	4.00	None	$-0.68	-0.85	$-0.96	-0.22	-0.33	0.80	0.12	4.41	3.45	-0.68	$-68.00	80.00	27	66.0	540.000	-0.96	2024-03-18
EVLV240419C00004000	EVLV	CALL	Long	4.00	None	$-0.65	-0.81	$-0.86	-0.20	-0.37	0.80	0.15	4.41	3.55	-0.65	$-65.00	80.00	24	2.0	538.000	-0.86	2024-03-15
EVLV240419C00004000	EVLV	CALL	Long	4.00	None	$-0.63	-0.79	$-0.80	-0.18	-0.36	0.80	0.17	4.41	3.61	-0.63	$-63.00	80.00	23	1.0	538.000	-0.80	2024-03-14
EVLV240419C00004000	EVLV	CALL	Long	4.00	None	$-0.60	-0.75	$-0.84	-0.19	-0.40	0.80	0.20	4.41	3.57	-0.60	$-60.00	80.00	22	61.0	477.000	-0.84	2024-03-13
EVLV240419C00004000	EVLV	CALL	Long	4.00	None	$-0.57	-0.71	$-0.71	-0.16	-0.29	0.80	0.23	4.41	3.70	-0.57	$-57.00	80.00	21	16.0	471.000	-0.71	2024-03-12
EVLV240419C00004000	EVLV	CALL	Long	4.00	None	$-0.52	-0.65	$-0.72	-0.16	-0.24	0.80	0.28	4.41	3.69	-0.52	$-52.00	80.00	20	2.0	473.000	-0.72	2024-03-11
EVLV240419C00004000	EVLV	CALL	Long	4.00	None	$-0.31	-0.39	$-0.53	-0.12	-0.24	0.80	0.49	4.41	3.88	-0.31	$-31.00	80.00	17	54.0	489.000	-0.53	2024-03-08
EVLV240419C00004000	EVLV	CALL	Long	4.00	None	$-0.48	-0.60	$-0.68	-0.15	-0.16	0.80	0.32	4.41	3.73	-0.48	$-48.00	80.00	16	100.0	489.000	-0.68	2024-03-07
EVLV240419C00004000	EVLV	CALL	Long	4.00	None	$-0.48	-0.60	$-0.72	-0.16	-0.28	0.80	0.32	4.41	3.69	-0.48	$-48.00	80.00	15	3.0	574.000	-0.72	2024-03-06
EVLV240419C00004000	EVLV	CALL	Long	4.00	None	$-0.50	-0.62	$-0.68	-0.15	-0.04	0.80	0.30	4.41	3.73	-0.50	$-50.00	80.00	14	3.0	576.000	-0.68	2024-03-05
EVLV240419C00004000	EVLV	CALL	Long	4.00	None	$-0.55	-0.69	$-0.78	-0.18	-0.88	0.80	0.25	4.41	3.63	-0.55	$-55.00	80.00	13	118.0	0.000	-0.78	2024-03-04
EVLV240419C00004000	EVLV	CALL	Long	4.00	None	$-0.20	-0.25	$-0.44	-0.10	-0.06	0.80	0.60	4.41	3.97	-0.20	$-20.00	80.00	12	213.0	756.000	-0.44	2024-03-03
EVLV240419C00004000	EVLV	CALL	Long	4.00	None	$-0.20	-0.25	$-0.44	-0.10	-0.06	0.80	0.60	4.41	3.97	-0.20	$-20.00	80.00	11	213.0	756.000	-0.44	2024-03-02
EVLV240419C00004000	EVLV	CALL	Long	4.00	None	$-0.30	-0.38	$-0.28	-0.06	-0.06	0.80	0.50	4.41	4.13	-0.30	$-30.00	80.00	10	193.0	756.000	-0.28	2024-03-01
EVLV240419C00004000	EVLV	CALL	Long	4.00	None	$0.30	0.38	$0.36	0.08	0.29	0.80	1.10	4.41	4.77	0.30	$30.00	80.00	9	100.0	830.000	0.36	2024-02-29
EVLV240419C00004000	EVLV	CALL	Long	4.00	None	$0.20	0.25	$0.19	0.04	-1.00	0.80	1.00	4.41	4.60	0.20	$20.00	80.00	8	434.0	830.000	0.19	2024-02-28
EVLV240419C00004000	EVLV	CALL	Long	4.00	None	$0.20	0.25	$0.30	0.07	-1.00	0.80	1.00	4.41	4.71	0.20	$20.00	80.00	7	434.0	830.000	0.30	2024-02-27
EVLV240419C00004000	EVLV	CALL	Long	4.00	None	$0.20	0.25	$0.19	0.04	-0.04	0.80	1.00	4.41	4.60	0.20	$20.00	80.00	6	434.0	469.000	0.19	2024-02-26
EVLV240419C00004000	EVLV	CALL	Long	4.00	None	$0.05	0.06	$-0.10	-0.02	0.12	0.80	0.85	4.41	4.31	0.05	$5.00	80.00	5	50.0	469.000	-0.10	2024-02-25
EVLV240419C00004000	EVLV	CALL	Long	4.00	None	$0.05	0.06	$-0.10	-0.02	0.09	0.80	0.85	4.41	4.31	0.05	$5.00	80.00	3	50.0	469.000	-0.10	2024-02-23
EVLV240419C00004000	EVLV	CALL	Long	4.00	None	$0.05	0.06	$-0.06	-0.01	-0.27	0.80	0.85	4.41	4.35	0.05	$5.00	80.00	2	50.0	469.000	-0.06	2024-02-22
EVLV240419C00004000	EVLV	CALL	Long	4.00	None	$0.05	0.06	$-0.05	-0.01	-0.02	0.80	0.85	4.41	4.36	0.05	$5.00	80.00	1	50.0	425.000	-0.05	2024-02-21
EVLV240419C00004000	EVLV	CALL	Long	4.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.00	0.00	0.00	0.80	0.80	4.41	4.41	0.00	$0.00	80.00	0	166.0	415.000	0.00	2024-02-20

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