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View Outliers PnL Drill-Down: FAZ241220C00006000

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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	FAZ	FAZ241220C00006000	6.00	236.0	4.000	0.514	0.265	0.2	0.2	0.020	0.380	0.410	0.47	5.94	2024-12-20	CALL	Long	0.189	0.274	-0.183

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	FAZ	0.818	0.063	0.233	0.112	0.087	-0.147	6.18	0.000	0.0000	5.39	14.46	21	1y	6.70

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
FAZ241220C00006000	FAZ	CALL	Long	6.00	None	$0.15	0.32	$0.73	0.12	-0.51	0.47	0.62	5.94	6.67	0.15	$15.00	47.00	43	882.0	1957.000	0.73	2024-12-19
FAZ241220C00006000	FAZ	CALL	Long	6.00	None	$0.08	0.17	$0.82	0.14	-0.51	0.47	0.55	5.94	6.76	0.08	$8.00	47.00	42	2253.0	2917.000	0.82	2024-12-18
FAZ241220C00006000	FAZ	CALL	Long	6.00	None	$-0.22	-0.47	$0.24	0.04	0.03	0.47	0.25	5.94	6.18	-0.22	$-22.00	47.00	41	2273.0	3910.000	0.24	2024-12-17
FAZ241220C00006000	FAZ	CALL	Long	6.00	None	$-0.33	-0.70	$0.12	0.02	0.08	0.47	0.14	5.94	6.06	-0.33	$-33.00	47.00	40	100.0	3866.000	0.12	2024-12-16
FAZ241220C00006000	FAZ	CALL	Long	6.00	None	$-0.30	-0.64	$0.11	0.02	-0.02	0.47	0.17	5.94	6.05	-0.30	$-30.00	47.00	37	330.0	4159.000	0.11	2024-12-13
FAZ241220C00006000	FAZ	CALL	Long	6.00	None	$-0.35	-0.74	$0.05	0.01	-0.09	0.47	0.12	5.94	5.99	-0.35	$-35.00	47.00	36	50.0	4196.000	0.05	2024-12-12
FAZ241220C00006000	FAZ	CALL	Long	6.00	None	$-0.36	-0.77	$-0.03	-0.01	-0.03	0.47	0.11	5.94	5.91	-0.36	$-36.00	47.00	35	65.0	4219.000	-0.03	2024-12-11
FAZ241220C00006000	FAZ	CALL	Long	6.00	None	$-0.32	-0.68	$0.01	0.00	0.03	0.47	0.15	5.94	5.95	-0.32	$-32.00	47.00	34	216.0	4316.000	0.01	2024-12-10
FAZ241220C00006000	FAZ	CALL	Long	6.00	None	$-0.34	-0.72	$0.00	0.00	-0.10	0.47	0.13	5.94	5.94	-0.34	$-34.00	47.00	33	206.0	4264.000	0.00	2024-12-09
FAZ241220C00006000	FAZ	CALL	Long	6.00	None	$-0.39	-0.83	$-0.23	-0.04	-0.01	0.47	0.08	5.94	5.71	-0.39	$-39.00	47.00	32	24.0	4242.000	-0.23	2024-12-08
FAZ241220C00006000	FAZ	CALL	Long	6.00	None	$-0.39	-0.83	$-0.23	-0.04	-0.06	0.47	0.08	5.94	5.71	-0.39	$-39.00	47.00	30	24.0	4242.000	-0.23	2024-12-06
FAZ241220C00006000	FAZ	CALL	Long	6.00	None	$-0.37	-0.79	$-0.24	-0.04	-0.07	0.47	0.10	5.94	5.70	-0.37	$-37.00	47.00	29	61.0	4201.000	-0.24	2024-12-05
FAZ241220C00006000	FAZ	CALL	Long	6.00	None	$-0.35	-0.74	$-0.20	-0.03	0.01	0.47	0.12	5.94	5.74	-0.35	$-35.00	47.00	28	66.0	4224.000	-0.20	2024-12-04
FAZ241220C00006000	FAZ	CALL	Long	6.00	None	$-0.38	-0.81	$-0.28	-0.05	-0.06	0.47	0.09	5.94	5.66	-0.38	$-38.00	47.00	27	404.0	3846.000	-0.28	2024-12-03
FAZ241220C00006000	FAZ	CALL	Long	6.00	None	$-0.40	-0.85	$-0.41	-0.07	0.00	0.47	0.07	5.94	5.53	-0.40	$-40.00	47.00	26	258.0	3727.000	-0.41	2024-12-02
FAZ241220C00006000	FAZ	CALL	Long	6.00	None	$-0.40	-0.85	$-0.54	-0.09	-0.39	0.47	0.07	5.94	5.40	-0.40	$-40.00	47.00	25	51.0	0.000	-0.54	2024-12-01
FAZ241220C00006000	FAZ	CALL	Long	6.00	None	$-0.40	-0.85	$-0.54	-0.09	-0.01	0.47	0.07	5.94	5.40	-0.40	$-40.00	47.00	24	51.0	0.000	-0.54	2024-11-30
FAZ241220C00006000	FAZ	CALL	Long	6.00	None	$-0.40	-0.85	$-0.55	-0.09	-0.01	0.47	0.07	5.94	5.39	-0.40	$-40.00	47.00	22	34.0	3692.000	-0.55	2024-11-28
FAZ241220C00006000	FAZ	CALL	Long	6.00	None	$-0.37	-0.79	$-0.64	-0.11	0.08	0.47	0.10	5.94	5.30	-0.37	$-37.00	47.00	21	1087.0	3692.000	-0.64	2024-11-27
FAZ241220C00006000	FAZ	CALL	Long	6.00	None	$-0.36	-0.77	$-0.50	-0.08	0.04	0.47	0.11	5.94	5.44	-0.36	$-36.00	47.00	20	1056.0	2724.000	-0.50	2024-11-26
FAZ241220C00006000	FAZ	CALL	Long	6.00	None	$-0.32	-0.68	$-0.47	-0.08	0.02	0.47	0.15	5.94	5.47	-0.32	$-32.00	47.00	19	243.0	2684.000	-0.47	2024-11-25
FAZ241220C00006000	FAZ	CALL	Long	6.00	None	$-0.29	-0.62	$-0.38	-0.06	0.06	0.47	0.18	5.94	5.56	-0.29	$-29.00	47.00	18	266.0	2803.000	-0.38	2024-11-24
FAZ241220C00006000	FAZ	CALL	Long	6.00	None	$-0.29	-0.62	$-0.38	-0.06	0.04	0.47	0.18	5.94	5.56	-0.29	$-29.00	47.00	17	266.0	2803.000	-0.38	2024-11-23
FAZ241220C00006000	FAZ	CALL	Long	6.00	None	$-0.27	-0.57	$-0.37	-0.06	0.02	0.47	0.20	5.94	5.57	-0.27	$-27.00	47.00	16	240.0	2803.000	-0.37	2024-11-22
FAZ241220C00006000	FAZ	CALL	Long	6.00	None	$-0.25	-0.53	$-0.20	-0.03	-0.01	0.47	0.22	5.94	5.74	-0.25	$-25.00	47.00	15	1758.0	1316.000	-0.20	2024-11-21
FAZ241220C00006000	FAZ	CALL	Long	6.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.14	-0.30	$0.03	0.01	0.01	0.47	0.33	5.94	5.97	-0.14	$-14.00	47.00	14	748.0	1107.000	0.03	2024-11-20
FAZ241220C00006000	FAZ	CALL	Long	6.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.17	-0.36	$-0.03	-0.01	0.05	0.47	0.30	5.94	5.91	-0.17	$-17.00	47.00	13	137.0	1031.000	-0.03	2024-11-19
FAZ241220C00006000	FAZ	CALL	Long	6.00	None	$-0.24	-0.51	$-0.14	-0.02	-0.03	0.47	0.23	5.94	5.80	-0.24	$-24.00	47.00	12	129.0	944.000	-0.14	2024-11-18
FAZ241220C00006000	FAZ	CALL	Long	6.00	None	$-0.14	-0.30	$-0.09	-0.02	0.01	0.47	0.33	5.94	5.85	-0.14	$-14.00	47.00	11	612.0	513.000	-0.09	2024-11-17
FAZ241220C00006000	FAZ	CALL	Long	6.00	None	$-0.14	-0.30	$-0.09	-0.02	0.00	0.47	0.33	5.94	5.85	-0.14	$-14.00	47.00	10	612.0	513.000	-0.09	2024-11-16
FAZ241220C00006000	FAZ	CALL	Long	6.00	None	$-0.14	-0.30	$-0.09	-0.02	-0.01	0.47	0.33	5.94	5.85	-0.14	$-14.00	47.00	9	612.0	513.000	-0.09	2024-11-15
FAZ241220C00006000	FAZ	CALL	Long	6.00	None	$-0.16	-0.34	$-0.01	-0.00	-0.01	0.47	0.31	5.94	5.93	-0.16	$-16.00	47.00	8	117.0	459.000	-0.01	2024-11-14
FAZ241220C00006000	FAZ	CALL	Long	6.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.17	-0.36	$-0.07	-0.01	-0.04	0.47	0.30	5.94	5.87	-0.17	$-17.00	47.00	7	20.0	467.000	-0.07	2024-11-13
FAZ241220C00006000	FAZ	CALL	Long	6.00	None	$-0.17	-0.36	$-0.05	-0.01	0.01	0.47	0.30	5.94	5.89	-0.17	$-17.00	47.00	6	268.0	385.000	-0.05	2024-11-12
FAZ241220C00006000	FAZ	CALL	Long	6.00	None	$-0.15	-0.32	$-0.12	-0.02	0.04	0.47	0.32	5.94	5.82	-0.15	$-15.00	47.00	5	242.0	272.000	-0.12	2024-11-11
FAZ241220C00006000	FAZ	CALL	Long	6.00	None	$-0.03	-0.06	$0.13	0.02	0.00	0.47	0.44	5.94	6.07	-0.03	$-3.00	47.00	4	262.0	173.000	0.13	2024-11-10
FAZ241220C00006000	FAZ	CALL	Long	6.00	None	$-0.03	-0.06	$0.13	0.02	-0.01	0.47	0.44	5.94	6.07	-0.03	$-3.00	47.00	3	262.0	173.000	0.13	2024-11-09
FAZ241220C00006000	FAZ	CALL	Long	6.00	None	$-0.02	-0.04	$0.12	0.02	-0.00	0.47	0.45	5.94	6.06	-0.02	$-2.00	47.00	2	90.0	173.000	0.12	2024-11-08
FAZ241220C00006000	FAZ	CALL	Long	6.00	None	$0.03	0.06	$0.29	0.05	-0.01	0.47	0.50	5.94	6.23	0.03	$3.00	47.00	1	30.0	166.000	0.29	2024-11-07
FAZ241220C00006000	FAZ	CALL	Long	6.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.00	0.00	0.00	0.47	0.47	5.94	5.94	0.00	$0.00	47.00	0	236.0	4.000	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