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View Outliers PnL Drill-Down: FSLY240607C00013000

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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	FSLY	FSLY240607C00013000	13.00	21.0	34.000	0.750	0.418	0.0	4.2	0.050	0.020	4.190	0.02	8.79	2024-06-07	CALL	Long	0.431	0.575	-0.320

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	FSLY	0.818	0.076	0.431	0.202	0.283	0.095	11.33	-0.263	0.0000	5.63	24.99	21	1y	7.32

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
FSLY240607C00013000	FSLY	CALL	Long	13.00	None	$0.01	0.50	$-1.06	-0.12	2.81	0.02	0.03	8.79	7.73	0.01	$1.00	2.00	35	1.0	25.000	-1.06	2024-06-06
FSLY240607C00013000	FSLY	CALL	Long	13.00	None	$0.02	1.00	$-1.01	-0.11	2.52	0.02	0.04	8.79	7.78	0.02	$2.00	2.00	34	1.0	26.000	-1.01	2024-06-05
FSLY240607C00013000	FSLY	CALL	Long	13.00	None	$-0.01	-0.50	$-1.20	-0.14	2.20	0.02	0.01	8.79	7.59	-0.01	$-1.00	2.00	33	3.0	26.000	-1.20	2024-06-04
FSLY240607C00013000	FSLY	CALL	Long	13.00	None	$-0.01	-0.50	$-1.19	-0.14	1.88	0.02	0.01	8.79	7.60	-0.01	$-1.00	2.00	32	3.0	26.000	-1.19	2024-06-03
FSLY240607C00013000	FSLY	CALL	Long	13.00	None	$-0.01	-0.50	$-0.95	-0.11	1.23	0.02	0.01	8.79	7.84	-0.01	$-1.00	2.00	29	3.0	26.000	-0.95	2024-05-31
FSLY240607C00013000	FSLY	CALL	Long	13.00	None	$-0.01	-0.50	$-0.91	-0.10	1.09	0.02	0.01	8.79	7.88	-0.01	$-1.00	2.00	28	3.0	26.000	-0.91	2024-05-30
FSLY240607C00013000	FSLY	CALL	Long	13.00	None	$-0.01	-0.50	$-0.73	-0.08	0.94	0.02	0.01	8.79	8.06	-0.01	$-1.00	2.00	27	3.0	26.000	-0.73	2024-05-29
FSLY240607C00013000	FSLY	CALL	Long	13.00	None	$-0.01	-0.50	$-0.50	-0.06	0.84	0.02	0.01	8.79	8.29	-0.01	$-1.00	2.00	26	3.0	23.000	-0.50	2024-05-28
FSLY240607C00013000	FSLY	CALL	Long	13.00	None	$0.00	0.00	$-0.31	-0.04	0.65	0.02	0.02	8.79	8.48	0.00	$0.00	2.00	25	10.0	23.000	-0.31	2024-05-27
FSLY240607C00013000	FSLY	CALL	Long	13.00	None	$0.00	0.00	$-0.31	-0.04	0.52	0.02	0.02	8.79	8.48	0.00	$0.00	2.00	22	10.0	23.000	-0.31	2024-05-24
FSLY240607C00013000	FSLY	CALL	Long	13.00	None	$0.00	0.00	$-0.16	-0.02	0.44	0.02	0.02	8.79	8.63	0.00	$0.00	2.00	21	21.0	23.000	-0.16	2024-05-23
FSLY240607C00013000	FSLY	CALL	Long	13.00	None	$0.00	0.00	$-0.01	-0.00	0.37	0.02	0.02	8.79	8.78	0.00	$0.00	2.00	20	10.0	23.000	-0.01	2024-05-22
FSLY240607C00013000	FSLY	CALL	Long	13.00	None	$0.00	0.00	$-0.19	-0.02	0.23	0.02	0.02	8.79	8.60	0.00	$0.00	2.00	19	10.0	23.000	-0.19	2024-05-21
FSLY240607C00013000	FSLY	CALL	Long	13.00	None	$0.00	0.00	$-0.03	-0.00	-0.25	0.02	0.02	8.79	8.76	0.00	$0.00	2.00	18	10.0	0.000	-0.03	2024-05-20
FSLY240607C00013000	FSLY	CALL	Long	13.00	None	$0.00	0.00	$-0.09	-0.01	0.28	0.02	0.02	8.79	8.70	0.00	$0.00	2.00	17	10.0	23.000	-0.09	2024-05-19
FSLY240607C00013000	FSLY	CALL	Long	13.00	None	$0.00	0.00	$-0.09	-0.01	0.25	0.02	0.02	8.79	8.70	0.00	$0.00	2.00	16	10.0	23.000	-0.09	2024-05-18
FSLY240607C00013000	FSLY	CALL	Long	13.00	None	$0.00	0.00	$-0.09	-0.01	0.25	0.02	0.02	8.79	8.70	0.00	$0.00	2.00	15	10.0	23.000	-0.09	2024-05-17
FSLY240607C00013000	FSLY	CALL	Long	13.00	None	$0.00	0.00	$0.01	0.00	0.18	0.02	0.02	8.79	8.80	0.00	$0.00	2.00	13	21.0	23.000	0.01	2024-05-15
FSLY240607C00013000	FSLY	CALL	Long	13.00	None	$0.00	0.00	$0.28	0.03	0.03	0.02	0.02	8.79	9.07	0.00	$0.00	2.00	12	21.0	23.000	0.28	2024-05-14
FSLY240607C00013000	FSLY	CALL	Long	13.00	None	$0.00	0.00	$-0.09	-0.01	0.15	0.02	0.02	8.79	8.70	0.00	$0.00	2.00	11	21.0	23.000	-0.09	2024-05-13
FSLY240607C00013000	FSLY	CALL	Long	13.00	None	$0.00	0.00	$-0.16	-0.02	-0.25	0.02	0.02	8.79	8.63	0.00	$0.00	2.00	10	21.0	23.000	-0.16	2024-05-12
FSLY240607C00013000	FSLY	CALL	Long	13.00	None	$0.00	0.00	$-0.24	-0.03	0.14	0.02	0.02	8.79	8.55	0.00	$0.00	2.00	7	10.0	23.000	-0.24	2024-05-09
FSLY240607C00013000	FSLY	CALL	Long	13.00	None	$0.00	0.00	$-0.48	-0.05	0.08	0.02	0.02	8.79	8.31	0.00	$0.00	2.00	6	10.0	24.000	-0.48	2024-05-08
FSLY240607C00013000	FSLY	CALL	Long	13.00	None	$0.00	0.00	$-0.28	-0.03	0.12	0.02	0.02	8.79	8.51	0.00	$0.00	2.00	5	21.0	24.000	-0.28	2024-05-07
FSLY240607C00013000	FSLY	CALL	Long	13.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.07	-0.01	-0.50	0.02	0.02	8.79	8.72	0.00	$0.00	2.00	1	21.0	24.000	-0.07	2024-05-03
FSLY240607C00013000	FSLY	CALL	Long	13.00	None	$0.00	0.00	$0.00	0.00	0.00	0.02	0.02	8.79	8.79	0.00	$0.00	2.00	0	21.0	34.000	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