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View Outliers PnL Drill-Down: FLYW231215C00022500

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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
2023-11-08	FLYW	FLYW231215C00022500	22.50	393.0	8.000	0.532	0.340	0.2	2.0	0.040	0.580	2.320	0.82	20.68	2023-12-15	CALL	Long	0.209	0.358	-0.253

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	FLYW	0.727	0.089	0.200	0.136	0.113	-0.076	21.49	-0.021	0.0000	15.39	28.85	21	1y	18.83

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
FLYW231215C00022500	FLYW	CALL	Long	22.50	None	$0.38	0.46	$2.59	0.13	0.38	0.82	1.20	20.68	23.27	0.38	$38.00	82.00	36	120.0	2047.000	2.59	2023-12-14
FLYW231215C00022500	FLYW	CALL	Long	22.50	None	$0.53	0.65	$3.19	0.15	0.05	0.82	1.35	20.68	23.87	0.53	$53.00	82.00	35	455.0	2136.000	3.19	2023-12-13
FLYW231215C00022500	FLYW	CALL	Long	22.50	None	$-0.48	-0.59	$1.22	0.06	0.09	0.82	0.34	20.68	21.90	-0.48	$-48.00	82.00	34	10.0	0.000	1.22	2023-12-12
FLYW231215C00022500	FLYW	CALL	Long	22.50	None	$-0.48	-0.59	$1.26	0.06	0.22	0.82	0.34	20.68	21.94	-0.48	$-48.00	82.00	33	10.0	2146.000	1.26	2023-12-11
FLYW231215C00022500	FLYW	CALL	Long	22.50	None	$-0.37	-0.45	$1.13	0.05	0.04	0.82	0.45	20.68	21.81	-0.37	$-37.00	82.00	30	68.0	2079.000	1.13	2023-12-08
FLYW231215C00022500	FLYW	CALL	Long	22.50	Underlying has moved in favorable position (0.08413926499032882011605415861) however, position is suffering from IV crush;Exit OP PnL: $-0.10;Exit EQ PnL: 1.74	$-0.10	-0.12	$1.74	0.08	0.08	0.82	0.72	20.68	22.42	-0.10	$-10.00	82.00	29	1689.0	1804.000	1.74	2023-12-07
FLYW231215C00022500	FLYW	CALL	Long	22.50	None	$0.93	1.13	$2.02	0.10	0.00	0.82	1.75	20.68	22.70	0.93	$93.00	82.00	28	0.0	1804.000	2.02	2023-12-06
FLYW231215C00022500	FLYW	CALL	Long	22.50	None	$0.93	1.13	$2.25	0.11	0.02	0.82	1.75	20.68	22.93	0.93	$93.00	82.00	27	0.0	1804.000	2.25	2023-12-05
FLYW231215C00022500	FLYW	CALL	Long	22.50	None	$0.93	1.13	$2.91	0.14	0.06	0.82	1.75	20.68	23.59	0.93	$93.00	82.00	26	0.0	1780.000	2.91	2023-12-04
FLYW231215C00022500	FLYW	CALL	Long	22.50	None	$1.68	2.05	$4.37	0.21	0.10	0.82	2.50	20.68	25.05	1.68	$168.00	82.00	25	0.0	1827.000	4.37	2023-12-03
FLYW231215C00022500	FLYW	CALL	Long	22.50	None	$1.68	2.05	$4.37	0.21	0.07	0.82	2.50	20.68	25.05	1.68	$168.00	82.00	24	0.0	1827.000	4.37	2023-12-02
FLYW231215C00022500	FLYW	CALL	Long	22.50	None	$1.68	2.05	$4.37	0.21	0.26	0.82	2.50	20.68	25.05	1.68	$168.00	82.00	23	0.0	1827.000	4.37	2023-12-01
FLYW231215C00022500	FLYW	CALL	Long	22.50	None	$0.48	0.59	$2.62	0.13	-0.02	0.82	1.30	20.68	23.30	0.48	$48.00	82.00	22	0.0	1827.000	2.62	2023-11-30
FLYW231215C00022500	FLYW	CALL	Long	22.50	None	$0.48	0.59	$2.32	0.11	-0.02	0.82	1.30	20.68	23.00	0.48	$48.00	82.00	21	0.0	1803.000	2.32	2023-11-29
FLYW231215C00022500	FLYW	CALL	Long	22.50	None	$0.23	0.28	$1.91	0.09	-0.00	0.82	1.05	20.68	22.59	0.23	$23.00	82.00	20	0.0	1733.000	1.91	2023-11-28
FLYW231215C00022500	FLYW	CALL	Long	22.50	None	$0.38	0.46	$1.97	0.10	-0.01	0.82	1.20	20.68	22.65	0.38	$38.00	82.00	19	0.0	1733.000	1.97	2023-11-27
FLYW231215C00022500	FLYW	CALL	Long	22.50	None	$0.38	0.46	$2.55	0.12	0.04	0.82	1.20	20.68	23.23	0.38	$38.00	82.00	16	0.0	0.000	2.55	2023-11-24
FLYW231215C00022500	FLYW	CALL	Long	22.50	None	$0.38	0.46	$2.50	0.12	-0.53	0.82	1.20	20.68	23.18	0.38	$38.00	82.00	15	0.0	0.000	2.50	2023-11-23
FLYW231215C00022500	FLYW	CALL	Long	22.50	None	$0.38	0.46	$2.51	0.12	-0.01	0.82	1.20	20.68	23.19	0.38	$38.00	82.00	14	0.0	1733.000	2.51	2023-11-22
FLYW231215C00022500	FLYW	CALL	Long	22.50	None	$0.38	0.46	$1.95	0.09	-0.03	0.82	1.20	20.68	22.63	0.38	$38.00	82.00	13	0.0	1730.000	1.95	2023-11-21
FLYW231215C00022500	FLYW	CALL	Long	22.50	None	$0.88	1.07	$2.65	0.13	-0.02	0.82	1.70	20.68	23.33	0.88	$88.00	82.00	12	0.0	1695.000	2.65	2023-11-20
FLYW231215C00022500	FLYW	CALL	Long	22.50	None	$0.23	0.28	$1.58	0.08	-0.03	0.82	1.05	20.68	22.26	0.23	$23.00	82.00	11	0.0	1369.000	1.58	2023-11-19
FLYW231215C00022500	FLYW	CALL	Long	22.50	None	$0.23	0.28	$1.58	0.08	-0.04	0.82	1.05	20.68	22.26	0.23	$23.00	82.00	9	0.0	1369.000	1.58	2023-11-17
FLYW231215C00022500	FLYW	CALL	Long	22.50	None	$0.48	0.59	$1.80	0.09	-0.01	0.82	1.30	20.68	22.48	0.48	$48.00	82.00	8	0.0	1369.000	1.80	2023-11-16
FLYW231215C00022500	FLYW	CALL	Long	22.50	None	$0.48	0.59	$1.86	0.09	-0.02	0.82	1.30	20.68	22.54	0.48	$48.00	82.00	7	0.0	1364.000	1.86	2023-11-15
FLYW231215C00022500	FLYW	CALL	Long	22.50	None	$0.38	0.46	$1.82	0.09	-0.02	0.82	1.20	20.68	22.50	0.38	$38.00	82.00	6	0.0	1314.000	1.82	2023-11-14
FLYW231215C00022500	FLYW	CALL	Long	22.50	None	$-0.12	-0.15	$-0.06	-0.00	-0.02	0.82	0.70	20.68	20.62	-0.12	$-12.00	82.00	5	0.0	1312.000	-0.06	2023-11-13
FLYW231215C00022500	FLYW	CALL	Long	22.50	None	$-0.47	-0.57	$-0.79	-0.04	-0.01	0.82	0.35	20.68	19.89	-0.47	$-47.00	82.00	2	0.0	309.000	-0.79	2023-11-10
FLYW231215C00022500	FLYW	CALL	Long	22.50	None	$-0.57	-0.70	$-1.09	-0.05	-0.41	0.82	0.25	20.68	19.59	-0.57	$-57.00	82.00	1	0.0	0.000	-1.09	2023-11-09
FLYW231215C00022500	FLYW	CALL	Long	22.50	None	$0.00	0.00	$0.00	0.00	0.00	0.82	0.82	20.68	20.68	0.00	$0.00	82.00	0	393.0	8.000	0.00	2023-11-08

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