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View Outliers PnL Drill-Down: FREY231215C00003000

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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
2023-11-09	FREY	FREY231215C00003000	3.00	102.0	0.000	0.250	0.526	0.0	0.9	0.100	0.000	0.920	0.10	2.07	2023-12-15	CALL	Long	0.289	0.553	-0.382

Realize Position if there are favorable/unfavorable market conditions. Volatiltiy Analysis 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
FREY231215C00003000	FREY	CALL	Long	3.00	None	$-0.07	-0.70	$-0.03	-0.01	3.50	0.10	0.03	2.07	2.04	-0.07	$-7.00	10.00	35	42.0	175.000	-0.03	2023-12-14
FREY231215C00003000	FREY	CALL	Long	3.00	None	$-0.07	-0.70	$-0.21	-0.10	3.38	0.10	0.03	2.07	1.86	-0.07	$-7.00	10.00	34	42.0	175.000	-0.21	2023-12-13
FREY231215C00003000	FREY	CALL	Long	3.00	None	$-0.07	-0.70	$-0.37	-0.18	3.38	0.10	0.03	2.07	1.70	-0.07	$-7.00	10.00	33	42.0	175.000	-0.37	2023-12-12
FREY231215C00003000	FREY	CALL	Long	3.00	None	$-0.07	-0.70	$-0.20	-0.10	2.88	0.10	0.03	2.07	1.87	-0.07	$-7.00	10.00	32	42.0	175.000	-0.20	2023-12-11
FREY231215C00003000	FREY	CALL	Long	3.00	None	$-0.07	-0.70	$-0.03	-0.01	1.62	0.10	0.03	2.07	2.04	-0.07	$-7.00	10.00	29	42.0	175.000	-0.03	2023-12-08
FREY231215C00003000	FREY	CALL	Long	3.00	Exit OP PnL: $-0.07;Exit EQ PnL: -0.05; Position is Long and position continued to lose. Latest OP price is: $0.03 (EQ: $2.02). Initial OP price was: $0.10 (EQ: $2.07). Surpassed Stop Loss Percentage: -0.7 < -0.16.	$-0.07	-0.70	$-0.06	-0.03	1.69	0.10	0.03	2.07	2.01	-0.07	$-7.00	10.00	28	42.0	175.000	-0.06	2023-12-07
FREY231215C00003000	FREY	CALL	Long	3.00	None	$-0.07	-0.70	$-0.05	-0.02	1.44	0.10	0.03	2.07	2.02	-0.07	$-7.00	10.00	27	0.0	175.000	-0.05	2023-12-06
FREY231215C00003000	FREY	CALL	Long	3.00	None	$-0.07	-0.70	$-0.12	-0.06	1.50	0.10	0.03	2.07	1.95	-0.07	$-7.00	10.00	26	0.0	141.000	-0.12	2023-12-05
FREY231215C00003000	FREY	CALL	Long	3.00	None	$-0.05	-0.50	$-0.04	-0.02	1.28	0.10	0.05	2.07	2.03	-0.05	$-5.00	10.00	25	0.0	126.000	-0.04	2023-12-04
FREY231215C00003000	FREY	CALL	Long	3.00	None	$-0.09	-0.90	$-0.26	-0.13	1.56	0.10	0.01	2.07	1.81	-0.09	$-9.00	10.00	24	0.0	126.000	-0.26	2023-12-03
FREY231215C00003000	FREY	CALL	Long	3.00	None	$-0.09	-0.90	$-0.26	-0.13	1.50	0.10	0.01	2.07	1.81	-0.09	$-9.00	10.00	23	0.0	126.000	-0.26	2023-12-02
FREY231215C00003000	FREY	CALL	Long	3.00	None	$-0.09	-0.90	$-0.27	-0.13	1.47	0.10	0.01	2.07	1.80	-0.09	$-9.00	10.00	22	0.0	126.000	-0.27	2023-12-01
FREY231215C00003000	FREY	CALL	Long	3.00	None	$-0.09	-0.90	$-0.44	-0.21	1.69	0.10	0.01	2.07	1.63	-0.09	$-9.00	10.00	21	0.0	126.000	-0.44	2023-11-30
FREY231215C00003000	FREY	CALL	Long	3.00	None	$-0.09	-0.90	$-0.53	-0.26	1.81	0.10	0.01	2.07	1.54	-0.09	$-9.00	10.00	20	0.0	126.000	-0.53	2023-11-29
FREY231215C00003000	FREY	CALL	Long	3.00	None	$-0.09	-0.90	$-0.64	-0.31	1.91	0.10	0.01	2.07	1.43	-0.09	$-9.00	10.00	19	0.0	126.000	-0.64	2023-11-28
FREY231215C00003000	FREY	CALL	Long	3.00	None	$-0.09	-0.90	$-0.60	-0.29	1.84	0.10	0.01	2.07	1.47	-0.09	$-9.00	10.00	18	0.0	126.000	-0.60	2023-11-27
FREY231215C00003000	FREY	CALL	Long	3.00	None	$-0.09	-0.90	$-0.44	-0.21	1.44	0.10	0.01	2.07	1.63	-0.09	$-9.00	10.00	15	0.0	0.000	-0.44	2023-11-24
FREY231215C00003000	FREY	CALL	Long	3.00	None	$-0.09	-0.90	$-0.48	-0.23	0.25	0.10	0.01	2.07	1.59	-0.09	$-9.00	10.00	14	0.0	0.000	-0.48	2023-11-23
FREY231215C00003000	FREY	CALL	Long	3.00	None	$-0.09	-0.90	$-0.44	-0.21	1.31	0.10	0.01	2.07	1.63	-0.09	$-9.00	10.00	13	0.0	0.000	-0.44	2023-11-22
FREY231215C00003000	FREY	CALL	Long	3.00	None	$-0.05	-0.50	$-0.46	-0.22	1.31	0.10	0.05	2.07	1.61	-0.05	$-5.00	10.00	12	0.0	126.000	-0.46	2023-11-21
FREY231215C00003000	FREY	CALL	Long	3.00	None	$-0.05	-0.50	$-0.36	-0.17	1.19	0.10	0.05	2.07	1.71	-0.05	$-5.00	10.00	11	0.0	126.000	-0.36	2023-11-20
FREY231215C00003000	FREY	CALL	Long	3.00	None	$-0.05	-0.50	$-0.47	-0.23	1.28	0.10	0.05	2.07	1.60	-0.05	$-5.00	10.00	10	0.0	126.000	-0.47	2023-11-19
FREY231215C00003000	FREY	CALL	Long	3.00	None	$-0.05	-0.50	$-0.47	-0.23	1.25	0.10	0.05	2.07	1.60	-0.05	$-5.00	10.00	8	0.0	126.000	-0.47	2023-11-17
FREY231215C00003000	FREY	CALL	Long	3.00	None	$-0.05	-0.50	$-0.41	-0.20	1.16	0.10	0.05	2.07	1.66	-0.05	$-5.00	10.00	7	0.0	126.000	-0.41	2023-11-16
FREY231215C00003000	FREY	CALL	Long	3.00	None	$-0.05	-0.50	$-0.38	-0.18	1.09	0.10	0.05	2.07	1.69	-0.05	$-5.00	10.00	6	0.0	125.000	-0.38	2023-11-15
FREY231215C00003000	FREY	CALL	Long	3.00	None	$-0.07	-0.70	$-0.43	-0.21	1.12	0.10	0.03	2.07	1.64	-0.07	$-7.00	10.00	5	0.0	125.000	-0.43	2023-11-14
FREY231215C00003000	FREY	CALL	Long	3.00	None	$-0.05	-0.50	$-0.33	-0.16	0.97	0.10	0.05	2.07	1.74	-0.05	$-5.00	10.00	4	0.0	125.000	-0.33	2023-11-13
FREY231215C00003000	FREY	CALL	Long	3.00	None	$-0.05	-0.50	$-0.57	-0.28	1.25	0.10	0.05	2.07	1.50	-0.05	$-5.00	10.00	1	0.0	124.000	-0.57	2023-11-10
FREY231215C00003000	FREY	CALL	Long	3.00	None	$0.00	0.00	$0.00	0.00	0.00	0.10	0.10	2.07	2.07	0.00	$0.00	10.00	0	0.0	0.000	0.00	2023-11-09

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