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View Outliers PnL Drill-Down: EXAS241220C00055000

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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
2024-11-06	EXAS	EXAS241220C00055000	55.00	137.0	1.000	0.500	0.333	2.4	2.3	0.030	3.520	3.520	4.15	54.72	2024-12-20	CALL	Long	0.201	0.340	-0.235

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	EXAS	0.818	0.076	0.280	0.163	0.153	-0.127	60.37	-0.082	0.0000	41.33	75.72	21	1y	63.06

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
EXAS241220C00055000	EXAS	CALL	Long	55.00	None	$-2.75	-0.66	$1.39	0.03	0.12	4.15	1.40	54.72	56.11	-2.75	$-275.00	415.00	43	7.0	342.000	1.39	2024-12-19
EXAS241220C00055000	EXAS	CALL	Long	55.00	None	$0.12	0.03	$2.66	0.05	0.06	4.15	4.27	54.72	57.38	0.12	$12.00	415.00	42	112.0	399.000	2.66	2024-12-18
EXAS241220C00055000	EXAS	CALL	Long	55.00	None	$1.79	0.43	$5.65	0.10	0.44	4.15	5.94	54.72	60.37	1.79	$179.00	415.00	41	4.0	402.000	5.65	2024-12-17
EXAS241220C00055000	EXAS	CALL	Long	55.00	None	$1.55	0.37	$6.03	0.11	0.19	4.15	5.70	54.72	60.75	1.55	$155.00	415.00	40	24.0	414.000	6.03	2024-12-16
EXAS241220C00055000	EXAS	CALL	Long	55.00	None	$2.06	0.50	$6.53	0.12	0.33	4.15	6.21	54.72	61.25	2.06	$206.00	415.00	37	2.0	412.000	6.53	2024-12-13
EXAS241220C00055000	EXAS	CALL	Long	55.00	None	$4.85	1.17	$7.79	0.14	0.14	4.15	9.00	54.72	62.51	4.85	$485.00	415.00	36	1.0	413.000	7.79	2024-12-12
EXAS241220C00055000	EXAS	CALL	Long	55.00	None	$4.30	1.04	$8.44	0.15	0.15	4.15	8.45	54.72	63.16	4.30	$430.00	415.00	35	3.0	412.000	8.44	2024-12-11
EXAS241220C00055000	EXAS	CALL	Long	55.00	None	$3.15	0.76	$6.86	0.13	0.02	4.15	7.30	54.72	61.58	3.15	$315.00	415.00	34	1.0	413.000	6.86	2024-12-10
EXAS241220C00055000	EXAS	CALL	Long	55.00	None	$4.10	0.99	$7.08	0.13	0.42	4.15	8.25	54.72	61.80	4.10	$410.00	415.00	33	2.0	414.000	7.08	2024-12-09
EXAS241220C00055000	EXAS	CALL	Long	55.00	None	$4.10	0.99	$7.74	0.14	0.43	4.15	8.25	54.72	62.46	4.10	$410.00	415.00	32	8.0	414.000	7.74	2024-12-08
EXAS241220C00055000	EXAS	CALL	Long	55.00	None	$4.10	0.99	$7.74	0.14	0.20	4.15	8.25	54.72	62.46	4.10	$410.00	415.00	30	8.0	414.000	7.74	2024-12-06
EXAS241220C00055000	EXAS	CALL	Long	55.00	None	$3.58	0.86	$7.89	0.14	0.34	4.15	7.73	54.72	62.61	3.58	$358.00	415.00	29	1.0	414.000	7.89	2024-12-05
EXAS241220C00055000	EXAS	CALL	Long	55.00	None	$4.85	1.17	$9.42	0.17	0.24	4.15	9.00	54.72	64.14	4.85	$485.00	415.00	28	11.0	414.000	9.42	2024-12-04
EXAS241220C00055000	EXAS	CALL	Long	55.00	None	$2.48	0.60	$5.84	0.11	0.00	4.15	6.63	54.72	60.56	2.48	$248.00	415.00	27	7.0	418.000	5.84	2024-12-03
EXAS241220C00055000	EXAS	CALL	Long	55.00	None	$2.25	0.54	$6.97	0.13	0.05	4.15	6.40	54.72	61.69	2.25	$225.00	415.00	26	3.0	420.000	6.97	2024-12-02
EXAS241220C00055000	EXAS	CALL	Long	55.00	None	$3.55	0.86	$7.36	0.13	-0.50	4.15	7.70	54.72	62.08	3.55	$355.00	415.00	25	3.0	0.000	7.36	2024-12-01
EXAS241220C00055000	EXAS	CALL	Long	55.00	None	$3.55	0.86	$7.36	0.13	0.10	4.15	7.70	54.72	62.08	3.55	$355.00	415.00	24	3.0	0.000	7.36	2024-11-30
EXAS241220C00055000	EXAS	CALL	Long	55.00	None	$3.35	0.81	$6.97	0.13	0.07	4.15	7.50	54.72	61.69	3.35	$335.00	415.00	22	22.0	418.000	6.97	2024-11-28
EXAS241220C00055000	EXAS	CALL	Long	55.00	None	$1.81	0.44	$6.07	0.11	0.15	4.15	5.96	54.72	60.79	1.81	$181.00	415.00	21	175.0	418.000	6.07	2024-11-27
EXAS241220C00055000	EXAS	CALL	Long	55.00	None	$1.81	0.44	$5.38	0.10	0.04	4.15	5.96	54.72	60.10	1.81	$181.00	415.00	20	175.0	346.000	5.38	2024-11-26
EXAS241220C00055000	EXAS	CALL	Long	55.00	None	$-1.50	-0.36	$0.42	0.01	-0.06	4.15	2.65	54.72	55.14	-1.50	$-150.00	415.00	19	83.0	333.000	0.42	2024-11-25
EXAS241220C00055000	EXAS	CALL	Long	55.00	None	$-2.13	-0.51	$-1.81	-0.03	0.01	4.15	2.02	54.72	52.91	-2.13	$-213.00	415.00	18	8.0	334.000	-1.81	2024-11-24
EXAS241220C00055000	EXAS	CALL	Long	55.00	None	$-2.13	-0.51	$-1.81	-0.03	-0.01	4.15	2.02	54.72	52.91	-2.13	$-213.00	415.00	17	8.0	334.000	-1.81	2024-11-23
EXAS241220C00055000	EXAS	CALL	Long	55.00	None	$-2.05	-0.49	$-1.81	-0.03	0.01	4.15	2.10	54.72	52.91	-2.05	$-205.00	415.00	16	7.0	334.000	-1.81	2024-11-22
EXAS241220C00055000	EXAS	CALL	Long	55.00	None	$-2.00	-0.48	$-1.65	-0.03	0.00	4.15	2.15	54.72	53.07	-2.00	$-200.00	415.00	15	18.0	335.000	-1.65	2024-11-21
EXAS241220C00055000	EXAS	CALL	Long	55.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-2.35	-0.57	$-2.02	-0.04	-0.03	4.15	1.80	54.72	52.70	-2.35	$-235.00	415.00	14	201.0	281.000	-2.02	2024-11-20
EXAS241220C00055000	EXAS	CALL	Long	55.00	None	$-1.70	-0.41	$-0.80	-0.01	-0.02	4.15	2.45	54.72	53.92	-1.70	$-170.00	415.00	13	180.0	157.000	-0.80	2024-11-19
EXAS241220C00055000	EXAS	CALL	Long	55.00	None	$-3.37	-0.81	$-5.18	-0.09	-0.06	4.15	0.78	54.72	49.54	-3.37	$-337.00	415.00	12	20.0	138.000	-5.18	2024-11-18
EXAS241220C00055000	EXAS	CALL	Long	55.00	None	$-3.20	-0.77	$-5.39	-0.10	-0.00	4.15	0.95	54.72	49.33	-3.20	$-320.00	415.00	11	7.0	138.000	-5.39	2024-11-17
EXAS241220C00055000	EXAS	CALL	Long	55.00	None	$-3.20	-0.77	$-5.39	-0.10	-0.01	4.15	0.95	54.72	49.33	-3.20	$-320.00	415.00	10	7.0	138.000	-5.39	2024-11-16
EXAS241220C00055000	EXAS	CALL	Long	55.00	None	$-3.20	-0.77	$-5.39	-0.10	-0.02	4.15	0.95	54.72	49.33	-3.20	$-320.00	415.00	9	7.0	138.000	-5.39	2024-11-15
EXAS241220C00055000	EXAS	CALL	Long	55.00	None	$-2.75	-0.66	$-3.79	-0.07	-0.04	4.15	1.40	54.72	50.93	-2.75	$-275.00	415.00	8	10.0	139.000	-3.79	2024-11-14
EXAS241220C00055000	EXAS	CALL	Long	55.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-2.66	-0.64	$-3.99	-0.07	0.00	4.15	1.49	54.72	50.73	-2.66	$-266.00	415.00	7	31.0	128.000	-3.99	2024-11-13
EXAS241220C00055000	EXAS	CALL	Long	55.00	None	$-2.82	-0.68	$-4.56	-0.08	-0.02	4.15	1.33	54.72	50.16	-2.82	$-282.00	415.00	6	15.0	121.000	-4.56	2024-11-12
EXAS241220C00055000	EXAS	CALL	Long	55.00	None	$-2.64	-0.64	$-3.39	-0.06	-0.04	4.15	1.51	54.72	51.33	-2.64	$-264.00	415.00	5	32.0	117.000	-3.39	2024-11-11
EXAS241220C00055000	EXAS	CALL	Long	55.00	None	$-2.51	-0.60	$-3.24	-0.06	-0.05	4.15	1.64	54.72	51.48	-2.51	$-251.00	415.00	4	10.0	108.000	-3.24	2024-11-10
EXAS241220C00055000	EXAS	CALL	Long	55.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-2.51	-0.60	$-3.24	-0.06	-0.05	4.15	1.64	54.72	51.48	-2.51	$-251.00	415.00	3	10.0	108.000	-3.24	2024-11-09
EXAS241220C00055000	EXAS	CALL	Long	55.00	None	$-2.43	-0.59	$-3.54	-0.06	-0.04	4.15	1.72	54.72	51.18	-2.43	$-243.00	415.00	2	3.0	108.000	-3.54	2024-11-08
EXAS241220C00055000	EXAS	CALL	Long	55.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-1.65	-0.40	$-1.49	-0.03	0.01	4.15	2.50	54.72	53.23	-1.65	$-165.00	415.00	1	49.0	82.000	-1.49	2024-11-07
EXAS241220C00055000	EXAS	CALL	Long	55.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.00	0.00	0.00	4.15	4.15	54.72	54.72	0.00	$0.00	415.00	0	137.0	1.000	0.00	2024-11-06

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