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View Outliers PnL Drill-Down: GEN240315C00020000

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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
2024-02-02	GEN	GEN240315C00020000	20.00	249.0	77.000	0.291	0.184	0.7	0.3	0.010	0.910	0.540	0.97	20.28	2024-03-15	CALL	Long	0.124	0.177	-0.112

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	GEN	0.909	0.046	0.158	0.078	0.056	-0.046	29.38	0.162	0.0000	19.40	31.70	21	1y	28.28

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
GEN240315C00020000	GEN	CALL	Long	20.00	None	$0.85	0.65	$0.35	0.02	0.74	1.30	2.15	21.23	21.58	0.85	$85.00	130.00	41	1.0	154.000	0.35	2024-03-14
GEN240315C00020000	GEN	CALL	Long	20.00	None	$0.85	0.65	$0.88	0.04	1.14	1.30	2.15	21.23	22.11	0.85	$85.00	130.00	40	1.0	154.000	0.88	2024-03-13
GEN240315C00020000	GEN	CALL	Long	20.00	None	$1.00	0.77	$0.93	0.04	1.46	1.30	2.30	21.23	22.16	1.00	$100.00	130.00	39	4.0	156.000	0.93	2024-03-12
GEN240315C00020000	GEN	CALL	Long	20.00	None	$0.82	0.63	$0.65	0.03	1.10	1.30	2.12	21.23	21.88	0.82	$82.00	130.00	38	1.0	156.000	0.65	2024-03-11
GEN240315C00020000	GEN	CALL	Long	20.00	None	$0.82	0.63	$0.84	0.04	0.18	1.30	2.12	21.23	22.07	0.82	$82.00	130.00	35	1.0	156.000	0.84	2024-03-08
GEN240315C00020000	GEN	CALL	Long	20.00	None	$0.00	0.00	$0.66	0.03	0.78	1.30	1.30	21.23	21.89	0.00	$0.00	130.00	34	2.0	156.000	0.66	2024-03-07
GEN240315C00020000	GEN	CALL	Long	20.00	None	$0.00	0.00	$0.24	0.01	0.64	1.30	1.30	21.23	21.47	0.00	$0.00	130.00	33	2.0	158.000	0.24	2024-03-06
GEN240315C00020000	GEN	CALL	Long	20.00	None	$0.91	0.70	$-0.06	-0.00	0.03	1.30	2.21	21.23	21.17	0.91	$91.00	130.00	32	5.0	158.000	-0.06	2024-03-05
GEN240315C00020000	GEN	CALL	Long	20.00	None	$0.91	0.70	$0.47	0.02	-0.38	1.30	2.21	21.23	21.70	0.91	$91.00	130.00	31	5.0	0.000	0.47	2024-03-04
GEN240315C00020000	GEN	CALL	Long	20.00	None	$0.91	0.70	$0.60	0.03	0.05	1.30	2.21	21.23	21.83	0.91	$91.00	130.00	30	5.0	158.000	0.60	2024-03-03
GEN240315C00020000	GEN	CALL	Long	20.00	None	$0.91	0.70	$0.60	0.03	0.05	1.30	2.21	21.23	21.83	0.91	$91.00	130.00	29	5.0	158.000	0.60	2024-03-02
GEN240315C00020000	GEN	CALL	Long	20.00	None	$0.91	0.70	$0.59	0.03	0.03	1.30	2.21	21.23	21.82	0.91	$91.00	130.00	28	5.0	158.000	0.59	2024-03-01
GEN240315C00020000	GEN	CALL	Long	20.00	None	$0.91	0.70	$0.26	0.01	-0.11	1.30	2.21	21.23	21.49	0.91	$91.00	130.00	27	5.0	158.000	0.26	2024-02-29
GEN240315C00020000	GEN	CALL	Long	20.00	None	$0.91	0.70	$0.17	0.01	-0.03	1.30	2.21	21.23	21.40	0.91	$91.00	130.00	26	5.0	158.000	0.17	2024-02-28
GEN240315C00020000	GEN	CALL	Long	20.00	None	$0.91	0.70	$0.19	0.01	-0.02	1.30	2.21	21.23	21.42	0.91	$91.00	130.00	25	5.0	158.000	0.19	2024-02-27
GEN240315C00020000	GEN	CALL	Long	20.00	None	$0.91	0.70	$0.27	0.01	0.23	1.30	2.21	21.23	21.50	0.91	$91.00	130.00	24	5.0	158.000	0.27	2024-02-26
GEN240315C00020000	GEN	CALL	Long	20.00	None	$1.10	0.85	$0.91	0.04	0.05	1.30	2.40	21.23	22.14	1.10	$110.00	130.00	23	15.0	153.000	0.91	2024-02-25
GEN240315C00020000	GEN	CALL	Long	20.00	None	$1.10	0.85	$0.91	0.04	0.02	1.30	2.40	21.23	22.14	1.10	$110.00	130.00	21	15.0	153.000	0.91	2024-02-23
GEN240315C00020000	GEN	CALL	Long	20.00	None	$0.65	0.50	$0.52	0.02	0.03	1.30	1.95	21.23	21.75	0.65	$65.00	130.00	20	2.0	151.000	0.52	2024-02-22
GEN240315C00020000	GEN	CALL	Long	20.00	None	$0.50	0.38	$0.32	0.02	-0.01	1.30	1.80	21.23	21.55	0.50	$50.00	130.00	19	13.0	151.000	0.32	2024-02-21
GEN240315C00020000	GEN	CALL	Long	20.00	None	$0.50	0.38	$0.47	0.02	0.16	1.30	1.80	21.23	21.70	0.50	$50.00	130.00	18	13.0	160.000	0.47	2024-02-20
GEN240315C00020000	GEN	CALL	Long	20.00	None	$0.20	0.15	$0.13	0.01	-0.02	1.30	1.50	21.23	21.36	0.20	$20.00	130.00	17	3.0	157.000	0.13	2024-02-19
GEN240315C00020000	GEN	CALL	Long	20.00	None	$0.00	0.00	$0.12	0.01	0.13	1.30	1.30	21.23	21.35	0.00	$0.00	130.00	7	3.0	159.000	0.12	2024-02-09
GEN240315C00020000	GEN	CALL	Long	20.00	None	$-0.15	-0.12	$-0.36	-0.02	-0.12	1.30	1.15	21.23	20.87	-0.15	$-15.00	130.00	6	1.0	160.000	-0.36	2024-02-08
GEN240315C00020000	GEN	CALL	Long	20.00	None	$0.00	0.00	$-0.32	-0.02	0.14	1.30	1.30	21.23	20.91	0.00	$0.00	130.00	5	92.0	201.000	-0.32	2024-02-07
GEN240315C00020000	GEN	CALL	Long	20.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.10; Exit EQ PnL: -0.66	$-0.10	-0.08	$-0.64	-0.03	-0.13	1.30	1.20	21.23	20.59	-0.10	$-10.00	130.00	4	15.0	186.000	-0.64	2024-02-06
GEN240315C00020000	GEN	CALL	Long	20.00	None	$0.18	0.14	$-0.14	-0.01	-0.38	1.30	1.48	21.23	21.09	0.18	$18.00	130.00	3	53.0	186.000	-0.14	2024-02-05
GEN240315C00020000	GEN	CALL	Long	20.00	None	$0.00	0.00	$0.00	0.00	-0.38	1.30	1.30	21.23	21.23	0.00	$0.00	130.00	2	303.0	212.000	0.00	2024-02-04
GEN240315C00020000	GEN	CALL	Long	20.00	None	$0.00	0.00	$0.00	0.00	0.00	1.30	1.30	21.23	21.23	0.00	$0.00	130.00	0	303.0	77.000	0.00	2024-02-02

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