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View Outliers PnL Drill-Down: EVLV240621C00002000

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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
2024-05-10	EVLV	EVLV240621C00002000	2.00	327.0	2.000	0.859	0.586	0.4	0.0	0.080	0.450	0.080	0.50	2.36	2024-06-21	CALL	Long	0.433	0.650	-0.385

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
EVLV240621C00002000	EVLV	CALL	Long	2.00	None	$-0.28	-0.56	$-0.10	-0.04	2.81	0.50	0.22	2.36	2.26	-0.28	$-28.00	50.00	37	25.0	293.000	-0.10	2024-06-18
EVLV240621C00002000	EVLV	CALL	Long	2.00	None	$-0.13	-0.26	$-0.09	-0.04	1.86	0.50	0.37	2.36	2.27	-0.13	$-13.00	50.00	36	15.0	293.000	-0.09	2024-06-17
EVLV240621C00002000	EVLV	CALL	Long	2.00	None	$-0.13	-0.26	$-0.02	-0.01	3.44	0.50	0.37	2.36	2.34	-0.13	$-13.00	50.00	33	15.0	293.000	-0.02	2024-06-14
EVLV240621C00002000	EVLV	CALL	Long	2.00	None	$-0.13	-0.26	$0.04	0.02	1.06	0.50	0.37	2.36	2.40	-0.13	$-13.00	50.00	32	15.0	308.000	0.04	2024-06-13
EVLV240621C00002000	EVLV	CALL	Long	2.00	None	$0.08	0.16	$0.04	0.02	0.50	0.50	0.58	2.36	2.40	0.08	$8.00	50.00	31	15.0	293.000	0.04	2024-06-12
EVLV240621C00002000	EVLV	CALL	Long	2.00	None	$-0.02	-0.04	$0.02	0.01	1.14	0.50	0.48	2.36	2.38	-0.02	$-2.00	50.00	30	14.0	293.000	0.02	2024-06-11
EVLV240621C00002000	EVLV	CALL	Long	2.00	None	$-0.02	-0.04	$0.14	0.06	1.31	0.50	0.48	2.36	2.50	-0.02	$-2.00	50.00	29	14.0	293.000	0.14	2024-06-10
EVLV240621C00002000	EVLV	CALL	Long	2.00	None	$-0.02	-0.04	$0.10	0.04	1.61	0.50	0.48	2.36	2.46	-0.02	$-2.00	50.00	28	14.0	307.000	0.10	2024-06-09
EVLV240621C00002000	EVLV	CALL	Long	2.00	None	$-0.02	-0.04	$0.10	0.04	1.03	0.50	0.48	2.36	2.46	-0.02	$-2.00	50.00	26	14.0	307.000	0.10	2024-06-07
EVLV240621C00002000	EVLV	CALL	Long	2.00	None	$0.14	0.28	$0.22	0.09	0.98	0.50	0.64	2.36	2.58	0.14	$14.00	50.00	25	14.0	307.000	0.22	2024-06-06
EVLV240621C00002000	EVLV	CALL	Long	2.00	None	$0.14	0.28	$0.26	0.11	1.06	0.50	0.64	2.36	2.62	0.14	$14.00	50.00	24	14.0	307.000	0.26	2024-06-05
EVLV240621C00002000	EVLV	CALL	Long	2.00	None	$0.14	0.28	$0.24	0.10	0.95	0.50	0.64	2.36	2.60	0.14	$14.00	50.00	23	14.0	293.000	0.24	2024-06-04
EVLV240621C00002000	EVLV	CALL	Long	2.00	None	$0.35	0.70	$0.31	0.13	1.45	0.50	0.85	2.36	2.67	0.35	$35.00	50.00	22	5.0	293.000	0.31	2024-06-03
EVLV240621C00002000	EVLV	CALL	Long	2.00	None	$-0.15	-0.30	$0.51	0.22	0.00	0.50	0.35	2.36	2.87	-0.15	$-15.00	50.00	19	5.0	293.000	0.51	2024-05-31
EVLV240621C00002000	EVLV	CALL	Long	2.00	None	$-0.15	-0.30	$0.40	0.17	1.11	0.50	0.35	2.36	2.76	-0.15	$-15.00	50.00	18	5.0	293.000	0.40	2024-05-30
EVLV240621C00002000	EVLV	CALL	Long	2.00	None	$-0.15	-0.30	$0.34	0.14	0.91	0.50	0.35	2.36	2.70	-0.15	$-15.00	50.00	17	5.0	298.000	0.34	2024-05-29
EVLV240621C00002000	EVLV	CALL	Long	2.00	None	$0.50	1.00	$0.51	0.22	1.08	0.50	1.00	2.36	2.87	0.50	$50.00	50.00	16	10.0	308.000	0.51	2024-05-28
EVLV240621C00002000	EVLV	CALL	Long	2.00	None	$0.50	1.00	$0.47	0.20	0.91	0.50	1.00	2.36	2.83	0.50	$50.00	50.00	15	37.0	308.000	0.47	2024-05-27
EVLV240621C00002000	EVLV	CALL	Long	2.00	None	$0.50	1.00	$0.47	0.20	1.24	0.50	1.00	2.36	2.83	0.50	$50.00	50.00	12	37.0	308.000	0.47	2024-05-24
EVLV240621C00002000	EVLV	CALL	Long	2.00	None	$0.50	1.00	$0.32	0.14	0.75	0.50	1.00	2.36	2.68	0.50	$50.00	50.00	11	37.0	308.000	0.32	2024-05-23
EVLV240621C00002000	EVLV	CALL	Long	2.00	None	$0.50	1.00	$0.40	0.17	1.76	0.50	1.00	2.36	2.76	0.50	$50.00	50.00	10	37.0	308.000	0.40	2024-05-22
EVLV240621C00002000	EVLV	CALL	Long	2.00	None	$0.50	1.00	$0.58	0.25	0.75	0.50	1.00	2.36	2.94	0.50	$50.00	50.00	9	37.0	335.000	0.58	2024-05-21
EVLV240621C00002000	EVLV	CALL	Long	2.00	None	$0.30	0.60	$0.40	0.17	0.00	0.50	0.80	2.36	2.76	0.30	$30.00	50.00	8	5.0	0.000	0.40	2024-05-20
EVLV240621C00002000	EVLV	CALL	Long	2.00	None	$0.30	0.60	$0.33	0.14	1.48	0.50	0.80	2.36	2.69	0.30	$30.00	50.00	7	5.0	330.000	0.33	2024-05-19
EVLV240621C00002000	EVLV	CALL	Long	2.00	None	$0.30	0.60	$0.33	0.14	1.46	0.50	0.80	2.36	2.69	0.30	$30.00	50.00	6	5.0	330.000	0.33	2024-05-18
EVLV240621C00002000	EVLV	CALL	Long	2.00	None	$0.30	0.60	$0.33	0.14	1.44	0.50	0.80	2.36	2.69	0.30	$30.00	50.00	5	5.0	330.000	0.33	2024-05-17
EVLV240621C00002000	EVLV	CALL	Long	2.00	None	$0.35	0.70	$0.44	0.19	0.95	0.50	0.85	2.36	2.80	0.35	$35.00	50.00	3	33.0	330.000	0.44	2024-05-15
EVLV240621C00002000	EVLV	CALL	Long	2.00	Underlying has moved in favorable position (0.09322033898305084745762711864) however, position is suffering from IV crush;Exit OP PnL: $-0.07;Exit EQ PnL: 0.22	$0.30	0.60	$0.46	0.19	1.35	0.50	0.80	2.36	2.82	0.30	$30.00	50.00	2	3.0	363.000	0.46	2024-05-14
EVLV240621C00002000	EVLV	CALL	Long	2.00	None	$-0.07	-0.14	$0.05	0.02	0.84	0.50	0.43	2.36	2.41	-0.07	$-7.00	50.00	1	7.0	370.000	0.05	2024-05-13
EVLV240621C00002000	EVLV	CALL	Long	2.00	None	$0.00	0.00	$0.00	0.00	0.00	0.50	0.50	2.36	2.36	0.00	$0.00	50.00	0	375.0	370.000	0.00	2024-05-12

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