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View Outliers PnL Drill-Down: GCT240419C00022500

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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
2024-02-20 GCT GCT240419C00022500 22.50 31.0 415.000 2.075 0.653 2.4 1.8 0.080 6.680 6.080 13.05 22.97 2024-04-19 CALL Long 0.495 0.583 -0.248

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 GCT 0.909 0.101 0.541 0.258 0.194 -0.101 19.69 0.134 0.0000 14.86 43.15 21 1y 24.06

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
GCT240419C00022500 GCT CALL Long 22.50 None $7.70 1.24 $10.85 0.42 1.98 6.20 13.90 25.96 36.81 7.70 $770.00 620.00 58 10.0 304.000 10.85 2024-04-18
GCT240419C00022500 GCT CALL Long 22.50 None $6.80 1.10 $9.00 0.35 2.09 6.20 13.00 25.96 34.96 6.80 $680.00 620.00 57 6.0 298.000 9.00 2024-04-17
GCT240419C00022500 GCT CALL Long 22.50 None $4.12 0.66 $9.13 0.35 1.26 6.20 10.32 25.96 35.09 4.12 $412.00 620.00 56 1.0 373.000 9.13 2024-04-16
GCT240419C00022500 GCT CALL Long 22.50 None $3.80 0.61 $6.51 0.25 0.77 6.20 10.00 25.96 32.47 3.80 $380.00 620.00 55 2.0 374.000 6.51 2024-04-15
GCT240419C00022500 GCT CALL Long 22.50 None $5.62 0.91 $5.79 0.22 0.22 6.20 11.82 25.96 31.75 5.62 $562.00 620.00 52 11.0 374.000 5.79 2024-04-12
GCT240419C00022500 GCT CALL Long 22.50 None $5.62 0.91 $7.83 0.30 0.64 6.20 11.82 25.96 33.79 5.62 $562.00 620.00 51 11.0 371.000 7.83 2024-04-11
GCT240419C00022500 GCT CALL Long 22.50 None $2.99 0.48 $5.06 0.19 0.51 6.20 9.19 25.96 31.02 2.99 $299.00 620.00 50 2.0 372.000 5.06 2024-04-10
GCT240419C00022500 GCT CALL Long 22.50 None $5.00 0.81 $5.63 0.22 0.03 6.20 11.20 25.96 31.59 5.00 $500.00 620.00 49 1.0 373.000 5.63 2024-04-09
GCT240419C00022500 GCT CALL Long 22.50 None $4.50 0.73 $7.53 0.29 0.45 6.20 10.70 25.96 33.49 4.50 $450.00 620.00 48 19.0 382.000 7.53 2024-04-08
GCT240419C00022500 GCT CALL Long 22.50 None $6.30 1.02 $8.79 0.34 0.72 6.20 12.50 25.96 34.75 6.30 $630.00 620.00 45 2.0 382.000 8.79 2024-04-05
GCT240419C00022500 GCT CALL Long 22.50 None $8.20 1.32 $7.62 0.29 0.62 6.20 14.40 25.96 33.58 8.20 $820.00 620.00 44 7.0 382.000 7.62 2024-04-04
GCT240419C00022500 GCT CALL Long 22.50 None $8.00 1.29 $9.69 0.37 0.67 6.20 14.20 25.96 35.65 8.00 $800.00 620.00 43 27.0 397.000 9.69 2024-04-03
GCT240419C00022500 GCT CALL Long 22.50 None $4.70 0.76 $7.29 0.28 0.28 6.20 10.90 25.96 33.25 4.70 $470.00 620.00 42 10.0 403.000 7.29 2024-04-02
GCT240419C00022500 GCT CALL Long 22.50 None $2.50 0.40 $4.83 0.19 0.09 6.20 8.70 25.96 30.79 2.50 $250.00 620.00 41 35.0 407.000 4.83 2024-04-01
GCT240419C00022500 GCT CALL Long 22.50 None $-0.72 -0.12 $0.76 0.03 0.11 6.20 5.48 25.96 26.72 -0.72 $-72.00 620.00 40 122.0 500.000 0.76 2024-03-31
GCT240419C00022500 GCT CALL Long 22.50 None $-0.72 -0.12 $0.76 0.03 0.04 6.20 5.48 25.96 26.72 -0.72 $-72.00 620.00 39 122.0 500.000 0.76 2024-03-30
GCT240419C00022500 GCT CALL Long 22.50 None $-0.72 -0.12 $0.76 0.03 0.02 6.20 5.48 25.96 26.72 -0.72 $-72.00 620.00 38 122.0 500.000 0.76 2024-03-29
GCT240419C00022500 GCT CALL Long 22.50 None $-0.72 -0.12 $0.76 0.03 0.04 6.20 5.48 25.96 26.72 -0.72 $-72.00 620.00 37 122.0 500.000 0.76 2024-03-28
GCT240419C00022500 GCT CALL Long 22.50 None $-0.91 -0.15 $0.20 0.01 -0.07 6.20 5.29 25.96 26.16 -0.91 $-91.00 620.00 36 6.0 498.000 0.20 2024-03-27
GCT240419C00022500 GCT CALL Long 22.50 None $-1.60 -0.26 $-0.36 -0.01 0.03 6.20 4.60 25.96 25.60 -1.60 $-160.00 620.00 35 99.0 421.000 -0.36 2024-03-26
GCT240419C00022500 GCT CALL Long 22.50 None $-0.02 -0.00 $1.75 0.07 0.03 6.20 6.18 25.96 27.71 -0.02 $-2.00 620.00 34 11.0 422.000 1.75 2024-03-25
GCT240419C00022500 GCT CALL Long 22.50 None $1.50 0.24 $0.95 0.04 0.15 6.20 7.70 25.96 26.91 1.50 $150.00 620.00 31 5.0 417.000 0.95 2024-03-22
GCT240419C00022500 GCT CALL Long 22.50 None $2.45 0.40 $4.51 0.17 0.00 6.20 8.65 25.96 30.47 2.45 $245.00 620.00 30 11.0 418.000 4.51 2024-03-21
GCT240419C00022500 GCT CALL Long 22.50 None $0.90 0.15 $2.92 0.11 0.02 6.20 7.10 25.96 28.88 0.90 $90.00 620.00 29 17.0 403.000 2.92 2024-03-20
GCT240419C00022500 GCT CALL Long 22.50 None $1.30 0.21 $3.56 0.14 0.01 6.20 7.50 25.96 29.52 1.30 $130.00 620.00 28 5.0 402.000 3.56 2024-03-19
GCT240419C00022500 GCT CALL Long 22.50 None $6.20 1.00 $8.25 0.32 -0.02 6.20 12.40 25.96 34.21 6.20 $620.00 620.00 27 1.0 402.000 8.25 2024-03-18
GCT240419C00022500 GCT CALL Long 22.50 None $15.10 2.44 $17.19 0.66 0.28 6.20 21.30 25.96 43.15 15.10 $1510.00 620.00 24 35.0 424.000 17.19 2024-03-15
GCT240419C00022500 GCT CALL Long 22.50 None $9.43 1.52 $9.03 0.35 0.21 6.20 15.63 25.96 34.99 9.43 $943.00 620.00 23 1.0 424.000 9.03 2024-03-14
GCT240419C00022500 GCT CALL Long 22.50 None $9.43 1.52 $11.94 0.46 0.12 6.20 15.63 25.96 37.90 9.43 $943.00 620.00 22 1.0 424.000 11.94 2024-03-13
GCT240419C00022500 GCT CALL Long 22.50 None $7.67 1.24 $10.88 0.42 0.19 6.20 13.87 25.96 36.84 7.67 $767.00 620.00 21 1.0 425.000 10.88 2024-03-12
GCT240419C00022500 GCT CALL Long 22.50 None $3.90 0.63 $4.88 0.19 0.05 6.20 10.10 25.96 30.84 3.90 $390.00 620.00 20 21.0 439.000 4.88 2024-03-11
GCT240419C00022500 GCT CALL Long 22.50 None $6.75 1.09 $8.42 0.32 -0.03 6.20 12.95 25.96 34.38 6.75 $675.00 620.00 17 4.0 442.000 8.42 2024-03-08
GCT240419C00022500 GCT CALL Long 22.50 None $6.70 1.08 $7.94 0.31 0.04 6.20 12.90 25.96 33.90 6.70 $670.00 620.00 16 4.0 446.000 7.94 2024-03-07
GCT240419C00022500 GCT CALL Long 22.50 None $8.28 1.34 $10.68 0.41 0.18 6.20 14.48 25.96 36.64 8.28 $828.00 620.00 15 5.0 446.000 10.68 2024-03-06
GCT240419C00022500 GCT CALL Long 22.50 None $8.90 1.44 $10.33 0.40 0.11 6.20 15.10 25.96 36.29 8.90 $890.00 620.00 14 2.0 447.000 10.33 2024-03-05
GCT240419C00022500 GCT CALL Long 22.50 None $12.60 2.03 $14.50 0.56 -1.15 6.20 18.80 25.96 40.46 12.60 $1260.00 620.00 13 54.0 0.000 14.50 2024-03-04
GCT240419C00022500 GCT CALL Long 22.50 None $11.20 1.81 $13.50 0.52 -0.04 6.20 17.40 25.96 39.46 11.20 $1120.00 620.00 12 5.0 463.000 13.50 2024-03-03
GCT240419C00022500 GCT CALL Long 22.50 None $11.20 1.81 $13.50 0.52 -0.04 6.20 17.40 25.96 39.46 11.20 $1120.00 620.00 11 5.0 463.000 13.50 2024-03-02
GCT240419C00022500 GCT CALL Long 22.50 None $9.80 1.58 $13.46 0.52 -0.22 6.20 16.00 25.96 39.42 9.80 $980.00 620.00 10 13.0 463.000 13.46 2024-03-01
GCT240419C00022500 GCT CALL Long 22.50 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $9.80 1.58 $11.49 0.44 0.21 6.20 16.00 25.96 37.45 9.80 $980.00 620.00 9 13.0 475.000 11.49 2024-02-29
GCT240419C00022500 GCT CALL Long 22.50 None $6.10 0.98 $8.07 0.31 -0.12 6.20 12.30 25.96 34.03 6.10 $610.00 620.00 8 2.0 477.000 8.07 2024-02-28
GCT240419C00022500 GCT CALL Long 22.50 None $7.20 1.16 $9.02 0.35 -0.14 6.20 13.40 25.96 34.98 7.20 $720.00 620.00 7 37.0 448.000 9.02 2024-02-27
GCT240419C00022500 GCT CALL Long 22.50 None $5.43 0.88 $7.46 0.29 0.02 6.20 11.63 25.96 33.42 5.43 $543.00 620.00 6 11.0 445.000 7.46 2024-02-26
GCT240419C00022500 GCT CALL Long 22.50 None $4.85 0.78 $6.35 0.24 -0.06 6.20 11.05 25.96 32.31 4.85 $485.00 620.00 5 18.0 444.000 6.35 2024-02-25
GCT240419C00022500 GCT CALL Long 22.50 None $4.85 0.78 $6.35 0.24 -0.09 6.20 11.05 25.96 32.31 4.85 $485.00 620.00 3 18.0 444.000 6.35 2024-02-23
GCT240419C00022500 GCT CALL Long 22.50 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $7.30 1.18 $8.95 0.34 -0.08 6.20 13.50 25.96 34.91 7.30 $730.00 620.00 2 10.0 440.000 8.95 2024-02-22
GCT240419C00022500 GCT CALL Long 22.50 None $1.00 0.16 $1.47 0.06 -0.05 6.20 7.20 25.96 27.43 1.00 $100.00 620.00 1 107.0 539.000 1.47 2024-02-21
GCT240419C00022500 GCT CALL Long 22.50 None $0.00 0.00 $0.00 0.00 0.00 6.20 6.20 25.96 25.96 0.00 $0.00 620.00 0 128.0 415.000 0.00 2024-02-20

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