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View Outliers PnL Drill-Down: FRSH240621C00020000

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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
2024-05-02	FRSH	FRSH240621C00020000	20.00	2.0	129.000	0.609	0.267	0.0	5.2	0.020	0.080	5.310	0.10	14.67	2024-06-21	CALL	Long	0.169	0.275	-0.196

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	FRSH	0.909	0.077	0.270	0.126	0.117	-0.154	16.79	-0.230	0.0000	10.88	24.48	21	1y	13.34

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
FRSH240621C00020000	FRSH	CALL	Long	20.00	None	$-0.05	-0.50	$-2.57	-0.18	3.36	0.10	0.05	14.67	12.10	-0.05	$-5.00	10.00	47	5.0	132.000	-2.57	2024-06-18
FRSH240621C00020000	FRSH	CALL	Long	20.00	None	$-0.05	-0.50	$-2.35	-0.16	3.71	0.10	0.05	14.67	12.32	-0.05	$-5.00	10.00	46	5.0	132.000	-2.35	2024-06-17
FRSH240621C00020000	FRSH	CALL	Long	20.00	None	$-0.05	-0.50	$-2.36	-0.16	2.18	0.10	0.05	14.67	12.31	-0.05	$-5.00	10.00	43	5.0	132.000	-2.36	2024-06-14
FRSH240621C00020000	FRSH	CALL	Long	20.00	None	$-0.05	-0.50	$-2.35	-0.16	2.01	0.10	0.05	14.67	12.32	-0.05	$-5.00	10.00	42	5.0	132.000	-2.35	2024-06-13
FRSH240621C00020000	FRSH	CALL	Long	20.00	None	$-0.05	-0.50	$-2.02	-0.14	1.77	0.10	0.05	14.67	12.65	-0.05	$-5.00	10.00	41	5.0	132.000	-2.02	2024-06-12
FRSH240621C00020000	FRSH	CALL	Long	20.00	None	$-0.05	-0.50	$-1.89	-0.13	1.62	0.10	0.05	14.67	12.78	-0.05	$-5.00	10.00	40	5.0	132.000	-1.89	2024-06-11
FRSH240621C00020000	FRSH	CALL	Long	20.00	None	$-0.05	-0.50	$-1.87	-0.13	1.52	0.10	0.05	14.67	12.80	-0.05	$-5.00	10.00	39	5.0	132.000	-1.87	2024-06-10
FRSH240621C00020000	FRSH	CALL	Long	20.00	None	$-0.05	-0.50	$-1.94	-0.13	1.54	0.10	0.05	14.67	12.73	-0.05	$-5.00	10.00	38	5.0	132.000	-1.94	2024-06-09
FRSH240621C00020000	FRSH	CALL	Long	20.00	None	$-0.05	-0.50	$-1.94	-0.13	1.32	0.10	0.05	14.67	12.73	-0.05	$-5.00	10.00	36	5.0	132.000	-1.94	2024-06-07
FRSH240621C00020000	FRSH	CALL	Long	20.00	None	$-0.05	-0.50	$-1.64	-0.11	1.18	0.10	0.05	14.67	13.03	-0.05	$-5.00	10.00	35	5.0	132.000	-1.64	2024-06-06
FRSH240621C00020000	FRSH	CALL	Long	20.00	None	$-0.05	-0.50	$-1.78	-0.12	1.16	0.10	0.05	14.67	12.89	-0.05	$-5.00	10.00	34	5.0	132.000	-1.78	2024-06-05
FRSH240621C00020000	FRSH	CALL	Long	20.00	None	$-0.05	-0.50	$-2.00	-0.14	1.16	0.10	0.05	14.67	12.67	-0.05	$-5.00	10.00	33	5.0	132.000	-2.00	2024-06-04
FRSH240621C00020000	FRSH	CALL	Long	20.00	None	$-0.05	-0.50	$-1.93	-0.13	1.10	0.10	0.05	14.67	12.74	-0.05	$-5.00	10.00	32	5.0	132.000	-1.93	2024-06-03
FRSH240621C00020000	FRSH	CALL	Long	20.00	None	$-0.05	-0.50	$-1.79	-0.12	0.95	0.10	0.05	14.67	12.88	-0.05	$-5.00	10.00	29	5.0	132.000	-1.79	2024-05-31
FRSH240621C00020000	FRSH	CALL	Long	20.00	None	$-0.05	-0.50	$-1.51	-0.10	0.86	0.10	0.05	14.67	13.16	-0.05	$-5.00	10.00	28	5.0	132.000	-1.51	2024-05-30
FRSH240621C00020000	FRSH	CALL	Long	20.00	None	$-0.05	-0.50	$-1.02	-0.07	0.73	0.10	0.05	14.67	13.65	-0.05	$-5.00	10.00	27	5.0	132.000	-1.02	2024-05-29
FRSH240621C00020000	FRSH	CALL	Long	20.00	None	$-0.05	-0.50	$-1.30	-0.09	0.78	0.10	0.05	14.67	13.37	-0.05	$-5.00	10.00	26	5.0	132.000	-1.30	2024-05-28
FRSH240621C00020000	FRSH	CALL	Long	20.00	None	$-0.05	-0.50	$-1.43	-0.10	0.88	0.10	0.05	14.67	13.24	-0.05	$-5.00	10.00	25	5.0	132.000	-1.43	2024-05-27
FRSH240621C00020000	FRSH	CALL	Long	20.00	None	$-0.05	-0.50	$-1.43	-0.10	0.80	0.10	0.05	14.67	13.24	-0.05	$-5.00	10.00	22	5.0	132.000	-1.43	2024-05-24
FRSH240621C00020000	FRSH	CALL	Long	20.00	None	$-0.05	-0.50	$-1.38	-0.09	0.65	0.10	0.05	14.67	13.29	-0.05	$-5.00	10.00	21	5.0	132.000	-1.38	2024-05-23
FRSH240621C00020000	FRSH	CALL	Long	20.00	None	$-0.05	-0.50	$-0.92	-0.06	0.55	0.10	0.05	14.67	13.75	-0.05	$-5.00	10.00	20	5.0	132.000	-0.92	2024-05-22
FRSH240621C00020000	FRSH	CALL	Long	20.00	None	$-0.05	-0.50	$-0.93	-0.06	0.15	0.10	0.05	14.67	13.74	-0.05	$-5.00	10.00	19	5.0	132.000	-0.93	2024-05-21
FRSH240621C00020000	FRSH	CALL	Long	20.00	None	$-0.05	-0.50	$-0.53	-0.04	-0.36	0.10	0.05	14.67	14.14	-0.05	$-5.00	10.00	18	5.0	0.000	-0.53	2024-05-20
FRSH240621C00020000	FRSH	CALL	Long	20.00	None	$0.00	0.00	$-1.03	-0.07	0.52	0.10	0.10	14.67	13.64	0.00	$0.00	10.00	17	2.0	127.000	-1.03	2024-05-19
FRSH240621C00020000	FRSH	CALL	Long	20.00	None	$0.00	0.00	$-1.03	-0.07	0.50	0.10	0.10	14.67	13.64	0.00	$0.00	10.00	16	2.0	127.000	-1.03	2024-05-18
FRSH240621C00020000	FRSH	CALL	Long	20.00	None	$0.00	0.00	$-1.03	-0.07	0.48	0.10	0.10	14.67	13.64	0.00	$0.00	10.00	15	2.0	127.000	-1.03	2024-05-17
FRSH240621C00020000	FRSH	CALL	Long	20.00	None	$0.00	0.00	$-0.73	-0.05	-0.36	0.10	0.10	14.67	13.94	0.00	$0.00	10.00	13	2.0	127.000	-0.73	2024-05-15
FRSH240621C00020000	FRSH	CALL	Long	20.00	None	$0.00	0.00	$-0.92	-0.06	0.43	0.10	0.10	14.67	13.75	0.00	$0.00	10.00	12	2.0	127.000	-0.92	2024-05-14
FRSH240621C00020000	FRSH	CALL	Long	20.00	None	$0.00	0.00	$-0.93	-0.06	0.41	0.10	0.10	14.67	13.74	0.00	$0.00	10.00	11	2.0	127.000	-0.93	2024-05-13
FRSH240621C00020000	FRSH	CALL	Long	20.00	None	$0.00	0.00	$-0.96	-0.07	-0.36	0.10	0.10	14.67	13.71	0.00	$0.00	10.00	10	2.0	127.000	-0.96	2024-05-12
FRSH240621C00020000	FRSH	CALL	Long	20.00	None	$0.00	0.00	$-0.76	-0.05	0.35	0.10	0.10	14.67	13.91	0.00	$0.00	10.00	8	2.0	127.000	-0.76	2024-05-10
FRSH240621C00020000	FRSH	CALL	Long	20.00	None	$0.00	0.00	$-0.84	-0.06	0.35	0.10	0.10	14.67	13.83	0.00	$0.00	10.00	7	2.0	127.000	-0.84	2024-05-09
FRSH240621C00020000	FRSH	CALL	Long	20.00	None	$0.00	0.00	$-0.85	-0.06	0.34	0.10	0.10	14.67	13.82	0.00	$0.00	10.00	6	2.0	127.000	-0.85	2024-05-08
FRSH240621C00020000	FRSH	CALL	Long	20.00	None	$0.00	0.00	$-0.41	-0.03	0.27	0.10	0.10	14.67	14.26	0.00	$0.00	10.00	5	2.0	127.000	-0.41	2024-05-07
FRSH240621C00020000	FRSH	CALL	Long	20.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.40	-0.03	-0.36	0.10	0.10	14.67	14.27	0.00	$0.00	10.00	1	2.0	127.000	-0.40	2024-05-03
FRSH240621C00020000	FRSH	CALL	Long	20.00	None	$0.00	0.00	$0.00	0.00	0.00	0.10	0.10	14.67	14.67	0.00	$0.00	10.00	0	2.0	129.000	0.00	2024-05-02

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