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View Outliers PnL Drill-Down: GDS240517C00005000

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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
2024-03-26	GDS	GDS240517C00005000	5.00	10.0	0.000	4.160	0.474	1.7	0.0	0.010	3.880	2.170	3.70	6.68	2024-05-17	CALL	Long	0.429	0.529	-0.265

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	GDS	0.818	0.168	0.374	0.229	0.224	0.023	20.01	-0.431	0.0000	5.06	24.12	21	1y	22.01

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
GDS240517C00005000	GDS	CALL	Long	5.00	None	$1.80	1.20	$2.44	0.40	1.90	1.50	3.30	6.15	8.59	1.80	$180.00	150.00	50	2.0	47.000	2.44	2024-05-15
GDS240517C00005000	GDS	CALL	Long	5.00	None	$1.80	1.20	$2.27	0.37	6.78	1.50	3.30	6.15	8.42	1.80	$180.00	150.00	49	2.0	47.000	2.27	2024-05-14
GDS240517C00005000	GDS	CALL	Long	5.00	None	$1.80	1.20	$2.29	0.37	2.01	1.50	3.30	6.15	8.44	1.80	$180.00	150.00	48	2.0	47.000	2.29	2024-05-13
GDS240517C00005000	GDS	CALL	Long	5.00	None	$1.80	1.20	$2.18	0.35	-0.91	1.50	3.30	6.15	8.33	1.80	$180.00	150.00	47	2.0	47.000	2.18	2024-05-12
GDS240517C00005000	GDS	CALL	Long	5.00	None	$1.80	1.20	$2.28	0.37	1.93	1.50	3.30	6.15	8.43	1.80	$180.00	150.00	44	1.0	48.000	2.28	2024-05-09
GDS240517C00005000	GDS	CALL	Long	5.00	None	$2.22	1.48	$1.94	0.32	1.35	1.50	3.72	6.15	8.09	2.22	$222.00	150.00	43	2.0	48.000	1.94	2024-05-08
GDS240517C00005000	GDS	CALL	Long	5.00	None	$2.22	1.48	$2.18	0.35	1.62	1.50	3.72	6.15	8.33	2.22	$222.00	150.00	42	2.0	48.000	2.18	2024-05-07
GDS240517C00005000	GDS	CALL	Long	5.00	None	$2.22	1.48	$2.50	0.41	-0.91	1.50	3.72	6.15	8.65	2.22	$222.00	150.00	38	2.0	48.000	2.50	2024-05-03
GDS240517C00005000	GDS	CALL	Long	5.00	None	$2.22	1.48	$2.70	0.44	2.03	1.50	3.72	6.15	8.85	2.22	$222.00	150.00	37	2.0	50.000	2.70	2024-05-02
GDS240517C00005000	GDS	CALL	Long	5.00	None	$1.30	0.87	$2.34	0.38	0.18	1.50	2.80	6.15	8.49	1.30	$130.00	150.00	34	34.0	51.000	2.34	2024-04-29
GDS240517C00005000	GDS	CALL	Long	5.00	None	$1.30	0.87	$1.61	0.26	0.85	1.50	2.80	6.15	7.76	1.30	$130.00	150.00	31	34.0	80.000	1.61	2024-04-26
GDS240517C00005000	GDS	CALL	Long	5.00	None	$-0.10	-0.07	$1.05	0.17	0.10	1.50	1.40	6.15	7.20	-0.10	$-10.00	150.00	30	1.0	80.000	1.05	2024-04-25
GDS240517C00005000	GDS	CALL	Long	5.00	None	$-0.10	-0.07	$1.11	0.18	0.56	1.50	1.40	6.15	7.26	-0.10	$-10.00	150.00	29	1.0	80.000	1.11	2024-04-24
GDS240517C00005000	GDS	CALL	Long	5.00	None	$-0.10	-0.07	$0.62	0.10	0.34	1.50	1.40	6.15	6.77	-0.10	$-10.00	150.00	28	1.0	80.000	0.62	2024-04-23
GDS240517C00005000	GDS	CALL	Long	5.00	None	$-0.10	-0.07	$0.44	0.07	0.06	1.50	1.40	6.15	6.59	-0.10	$-10.00	150.00	27	1.0	80.000	0.44	2024-04-22
GDS240517C00005000	GDS	CALL	Long	5.00	None	$-0.10	-0.07	$0.17	0.03	-0.03	1.50	1.40	6.15	6.32	-0.10	$-10.00	150.00	24	1.0	79.000	0.17	2024-04-19
GDS240517C00005000	GDS	CALL	Long	5.00	None	$0.03	0.02	$0.26	0.04	0.07	1.50	1.53	6.15	6.41	0.03	$3.00	150.00	23	10.0	69.000	0.26	2024-04-18
GDS240517C00005000	GDS	CALL	Long	5.00	None	$-0.30	-0.20	$0.10	0.02	-0.09	1.50	1.20	6.15	6.25	-0.30	$-30.00	150.00	22	1.0	69.000	0.10	2024-04-17
GDS240517C00005000	GDS	CALL	Long	5.00	None	$-0.30	-0.20	$-0.01	-0.00	0.14	1.50	1.20	6.15	6.14	-0.30	$-30.00	150.00	21	1.0	68.000	-0.01	2024-04-16
GDS240517C00005000	GDS	CALL	Long	5.00	None	$-0.10	-0.07	$-0.03	-0.00	-0.04	1.50	1.40	6.15	6.12	-0.10	$-10.00	150.00	20	6.0	68.000	-0.03	2024-04-15
GDS240517C00005000	GDS	CALL	Long	5.00	None	$-0.10	-0.07	$-0.04	-0.01	0.03	1.50	1.40	6.15	6.11	-0.10	$-10.00	150.00	17	6.0	62.000	-0.04	2024-04-12
GDS240517C00005000	GDS	CALL	Long	5.00	None	$0.15	0.10	$0.59	0.10	0.06	1.50	1.65	6.15	6.74	0.15	$15.00	150.00	16	2.0	62.000	0.59	2024-04-11
GDS240517C00005000	GDS	CALL	Long	5.00	None	$0.35	0.23	$0.60	0.10	-0.09	1.50	1.85	6.15	6.75	0.35	$35.00	150.00	15	1.0	62.000	0.60	2024-04-10
GDS240517C00005000	GDS	CALL	Long	5.00	None	$0.90	0.60	$0.66	0.11	0.69	1.50	2.40	6.15	6.81	0.90	$90.00	150.00	14	11.0	62.000	0.66	2024-04-09
GDS240517C00005000	GDS	CALL	Long	5.00	None	$0.90	0.60	$0.61	0.10	-0.07	1.50	2.40	6.15	6.76	0.90	$90.00	150.00	13	11.0	62.000	0.61	2024-04-08
GDS240517C00005000	GDS	CALL	Long	5.00	None	$0.90	0.60	$1.09	0.18	1.26	1.50	2.40	6.15	7.24	0.90	$90.00	150.00	10	11.0	62.000	1.09	2024-04-05
GDS240517C00005000	GDS	CALL	Long	5.00	None	$0.90	0.60	$1.33	0.22	0.46	1.50	2.40	6.15	7.48	0.90	$90.00	150.00	9	11.0	62.000	1.33	2024-04-04
GDS240517C00005000	GDS	CALL	Long	5.00	None	$0.90	0.60	$1.71	0.28	-0.02	1.50	2.40	6.15	7.86	0.90	$90.00	150.00	8	11.0	62.000	1.71	2024-04-03
GDS240517C00005000	GDS	CALL	Long	5.00	None	$0.90	0.60	$1.07	0.17	0.07	1.50	2.40	6.15	7.22	0.90	$90.00	150.00	7	11.0	53.000	1.07	2024-04-02
GDS240517C00005000	GDS	CALL	Long	5.00	None	$0.50	0.33	$0.84	0.14	0.07	1.50	2.00	6.15	6.99	0.50	$50.00	150.00	6	25.0	78.000	0.84	2024-04-01
GDS240517C00005000	GDS	CALL	Long	5.00	None	$0.45	0.30	$0.50	0.08	0.00	1.50	1.95	6.15	6.65	0.45	$45.00	150.00	5	18.0	85.000	0.50	2024-03-31
GDS240517C00005000	GDS	CALL	Long	5.00	None	$0.45	0.30	$0.50	0.08	-0.02	1.50	1.95	6.15	6.65	0.45	$45.00	150.00	4	18.0	85.000	0.50	2024-03-30
GDS240517C00005000	GDS	CALL	Long	5.00	None	$0.45	0.30	$0.50	0.08	-0.02	1.50	1.95	6.15	6.65	0.45	$45.00	150.00	3	18.0	85.000	0.50	2024-03-29
GDS240517C00005000	GDS	CALL	Long	5.00	None	$0.45	0.30	$0.50	0.08	-0.03	1.50	1.95	6.15	6.65	0.45	$45.00	150.00	2	18.0	85.000	0.50	2024-03-28
GDS240517C00005000	GDS	CALL	Long	5.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.20; Exit EQ PnL: -0.24	$-0.27	-0.18	$0.18	0.03	-0.14	1.50	1.23	6.15	6.33	-0.27	$-27.00	150.00	1	5.0	88.000	0.18	2024-03-27
GDS240517C00005000	GDS	CALL	Long	5.00	None	$0.00	0.00	$0.00	0.00	0.00	1.50	1.50	6.15	6.15	0.00	$0.00	150.00	0	78.0	10.000	0.00	2024-03-26

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