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View Outliers PnL Drill-Down: GLYC241220C00000500

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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
2024-10-29 GLYC GLYC241220C00000500 0.50 6490.0 648.000 2.500 1.118 0.1 0.1 -1.410 0.150 0.160 0.20 0.49 2024-12-20 CALL Short 0.393 1.141 1.882

Realize Position if there are favorable/unfavorable market conditions.
Volatiltiy Analysis 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
GLYC241220C00000500 GLYC CALL Short 0.50 None $0.18 0.90 $0.28 0.57 10.00 0.20 0.02 0.49 0.21 0.18 $18.00 49.00 51 51.0 2884.000 0.28 2024-12-19
GLYC241220C00000500 GLYC CALL Short 0.50 None $0.18 0.90 $0.27 0.55 7.00 0.20 0.02 0.49 0.22 0.18 $18.00 49.00 50 51.0 2833.000 0.27 2024-12-18
GLYC241220C00000500 GLYC CALL Short 0.50 None $0.18 0.90 $0.26 0.53 5.25 0.20 0.02 0.49 0.23 0.18 $18.00 49.00 49 8.0 2833.000 0.26 2024-12-17
GLYC241220C00000500 GLYC CALL Short 0.50 None $0.15 0.75 $0.25 0.51 4.25 0.20 0.05 0.49 0.24 0.15 $15.00 49.00 48 10.0 2833.000 0.25 2024-12-16
GLYC241220C00000500 GLYC CALL Short 0.50 None $0.15 0.75 $0.25 0.51 2.88 0.20 0.05 0.49 0.24 0.15 $15.00 49.00 45 10.0 2833.000 0.25 2024-12-13
GLYC241220C00000500 GLYC CALL Short 0.50 None $0.15 0.75 $0.24 0.49 2.38 0.20 0.05 0.49 0.25 0.15 $15.00 49.00 44 10.0 2823.000 0.24 2024-12-12
GLYC241220C00000500 GLYC CALL Short 0.50 None $0.15 0.75 $0.21 0.43 1.44 0.20 0.05 0.49 0.28 0.15 $15.00 49.00 43 5.0 2825.000 0.21 2024-12-11
GLYC241220C00000500 GLYC CALL Short 0.50 None $0.15 0.75 $0.20 0.41 1.12 0.20 0.05 0.49 0.29 0.15 $15.00 49.00 42 6.0 2825.000 0.20 2024-12-10
GLYC241220C00000500 GLYC CALL Short 0.50 None $0.17 0.85 $0.19 0.39 0.75 0.20 0.03 0.49 0.30 0.17 $17.00 49.00 41 3.0 2825.000 0.19 2024-12-09
GLYC241220C00000500 GLYC CALL Short 0.50 None $0.15 0.75 $0.20 0.41 0.88 0.20 0.05 0.49 0.29 0.15 $15.00 49.00 40 1.0 2825.000 0.20 2024-12-08
GLYC241220C00000500 GLYC CALL Short 0.50 None $0.15 0.75 $0.20 0.41 0.50 0.20 0.05 0.49 0.29 0.15 $15.00 49.00 38 1.0 2825.000 0.20 2024-12-06
GLYC241220C00000500 GLYC CALL Short 0.50 None $0.15 0.75 $0.20 0.41 0.56 0.20 0.05 0.49 0.29 0.15 $15.00 49.00 37 1.0 2825.000 0.20 2024-12-05
GLYC241220C00000500 GLYC CALL Short 0.50 None $0.15 0.75 $0.19 0.39 0.25 0.20 0.05 0.49 0.30 0.15 $15.00 49.00 36 1.0 2825.000 0.19 2024-12-04
GLYC241220C00000500 GLYC CALL Short 0.50 None $0.15 0.75 $0.18 0.37 0.12 0.20 0.05 0.49 0.31 0.15 $15.00 49.00 35 5.0 2825.000 0.18 2024-12-03
GLYC241220C00000500 GLYC CALL Short 0.50 None $0.15 0.75 $0.16 0.33 -0.25 0.20 0.05 0.49 0.33 0.15 $15.00 49.00 34 5.0 2821.000 0.16 2024-12-02
GLYC241220C00000500 GLYC CALL Short 0.50 None $0.15 0.75 $0.14 0.29 -2.00 0.20 0.05 0.49 0.35 0.15 $15.00 49.00 33 103.0 0.000 0.14 2024-12-01
GLYC241220C00000500 GLYC CALL Short 0.50 None $0.15 0.75 $0.14 0.29 -0.53 0.20 0.05 0.49 0.35 0.15 $15.00 49.00 32 103.0 0.000 0.14 2024-11-30
GLYC241220C00000500 GLYC CALL Short 0.50 None $0.16 0.80 $0.18 0.37 -0.19 0.20 0.04 0.49 0.31 0.16 $16.00 49.00 30 8.0 2919.000 0.18 2024-11-28
GLYC241220C00000500 GLYC CALL Short 0.50 None $0.15 0.75 $0.18 0.37 -0.31 0.20 0.05 0.49 0.31 0.15 $15.00 49.00 29 1.0 2919.000 0.18 2024-11-27
GLYC241220C00000500 GLYC CALL Short 0.50 None $0.15 0.75 $0.17 0.35 -0.44 0.20 0.05 0.49 0.32 0.15 $15.00 49.00 28 1.0 2919.000 0.17 2024-11-26
GLYC241220C00000500 GLYC CALL Short 0.50 None $0.15 0.75 $0.20 0.41 -0.12 0.20 0.05 0.49 0.29 0.15 $15.00 49.00 27 1.0 2918.000 0.20 2024-11-25
GLYC241220C00000500 GLYC CALL Short 0.50 None $0.05 0.25 $0.17 0.35 -0.44 0.20 0.15 0.49 0.32 0.05 $5.00 49.00 26 1.0 2918.000 0.17 2024-11-24
GLYC241220C00000500 GLYC CALL Short 0.50 None $0.05 0.25 $0.17 0.35 -0.50 0.20 0.15 0.49 0.32 0.05 $5.00 49.00 25 1.0 2918.000 0.17 2024-11-23
GLYC241220C00000500 GLYC CALL Short 0.50 None $0.05 0.25 $0.17 0.35 -0.53 0.20 0.15 0.49 0.32 0.05 $5.00 49.00 24 1.0 2918.000 0.17 2024-11-22
GLYC241220C00000500 GLYC CALL Short 0.50 None $0.05 0.25 $0.17 0.35 -0.56 0.20 0.15 0.49 0.32 0.05 $5.00 49.00 23 1.0 2917.000 0.17 2024-11-21
GLYC241220C00000500 GLYC CALL Short 0.50 None $0.15 0.75 $0.16 0.33 -0.69 0.20 0.05 0.49 0.33 0.15 $15.00 49.00 22 4.0 2916.000 0.16 2024-11-20
GLYC241220C00000500 GLYC CALL Short 0.50 None $0.14 0.70 $0.11 0.22 0.06 0.20 0.06 0.49 0.38 0.14 $14.00 49.00 21 315.0 2805.000 0.11 2024-11-19
GLYC241220C00000500 GLYC CALL Short 0.50 None $0.15 0.75 $0.07 0.14 -0.41 0.20 0.05 0.49 0.42 0.15 $15.00 49.00 20 298.0 2497.000 0.07 2024-11-18
GLYC241220C00000500 GLYC CALL Short 0.50 None $0.10 0.50 $0.07 0.14 -0.44 0.20 0.10 0.49 0.42 0.10 $10.00 49.00 19 316.0 2183.000 0.07 2024-11-17
GLYC241220C00000500 GLYC CALL Short 0.50 None $0.10 0.50 $0.07 0.14 -0.44 0.20 0.10 0.49 0.42 0.10 $10.00 49.00 18 316.0 2183.000 0.07 2024-11-16
GLYC241220C00000500 GLYC CALL Short 0.50 None $0.10 0.50 $0.07 0.14 -0.52 0.20 0.10 0.49 0.42 0.10 $10.00 49.00 17 316.0 2183.000 0.07 2024-11-15
GLYC241220C00000500 GLYC CALL Short 0.50 None $0.10 0.50 $0.09 0.18 0.12 0.20 0.10 0.49 0.40 0.10 $10.00 49.00 16 8.0 2180.000 0.09 2024-11-14
GLYC241220C00000500 GLYC CALL Short 0.50 None $0.10 0.50 $0.09 0.18 0.06 0.20 0.10 0.49 0.40 0.10 $10.00 49.00 15 14.0 2176.000 0.09 2024-11-13
GLYC241220C00000500 GLYC CALL Short 0.50 None $0.10 0.50 $0.09 0.18 0.59 0.20 0.10 0.49 0.40 0.10 $10.00 49.00 14 87.0 2175.000 0.09 2024-11-12
GLYC241220C00000500 GLYC CALL Short 0.50 None $0.10 0.50 $0.07 0.14 0.28 0.20 0.10 0.49 0.42 0.10 $10.00 49.00 13 222.0 2067.000 0.07 2024-11-11
GLYC241220C00000500 GLYC CALL Short 0.50 None $0.10 0.50 $0.08 0.16 -0.59 0.20 0.10 0.49 0.41 0.10 $10.00 49.00 12 736.0 2067.000 0.08 2024-11-10
GLYC241220C00000500 GLYC CALL Short 0.50 None $0.10 0.50 $0.08 0.16 -0.62 0.20 0.10 0.49 0.41 0.10 $10.00 49.00 11 736.0 2067.000 0.08 2024-11-09
GLYC241220C00000500 GLYC CALL Short 0.50 None $0.10 0.50 $0.08 0.16 -0.19 0.20 0.10 0.49 0.41 0.10 $10.00 49.00 10 736.0 2067.000 0.08 2024-11-08
GLYC241220C00000500 GLYC CALL Short 0.50 None $0.10 0.50 $0.07 0.14 -0.75 0.20 0.10 0.49 0.42 0.10 $10.00 49.00 9 736.0 1938.000 0.07 2024-11-07
GLYC241220C00000500 GLYC CALL Short 0.50 None $0.15 0.75 $0.11 0.22 -0.38 0.20 0.05 0.49 0.38 0.15 $15.00 49.00 8 171.0 1945.000 0.11 2024-11-06
GLYC241220C00000500 GLYC CALL Short 0.50 None $0.14 0.70 $0.10 0.20 -0.52 0.20 0.06 0.49 0.39 0.14 $14.00 49.00 7 156.0 1907.000 0.10 2024-11-05
GLYC241220C00000500 GLYC CALL Short 0.50 None $0.10 0.50 $0.08 0.16 -0.72 0.20 0.10 0.49 0.41 0.10 $10.00 49.00 6 188.0 1898.000 0.08 2024-11-04
GLYC241220C00000500 GLYC CALL Short 0.50 None $0.10 0.50 $0.11 0.22 -0.53 0.20 0.10 0.49 0.38 0.10 $10.00 49.00 3 15.0 1898.000 0.11 2024-11-01
GLYC241220C00000500 GLYC CALL Short 0.50 None $0.10 0.50 $0.08 0.16 -0.75 0.20 0.10 0.49 0.41 0.10 $10.00 49.00 2 228.0 1828.000 0.08 2024-10-31
GLYC241220C00000500 GLYC CALL Short 0.50 Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.05; Exit EQ PnL: -0.03 $0.05 0.25 $0.03 0.06 -0.44 0.20 0.15 0.49 0.46 0.05 $5.00 49.00 1 489.0 1935.000 0.03 2024-10-30
GLYC241220C00000500 GLYC CALL Short 0.50 None $-0.00 -0.00 $-0.00 -0.00 0.00 0.20 0.20 0.49 0.49 -0.00 $-0.00 49.00 0 6490.0 648.000 -0.00 2024-10-29

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