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View Outliers PnL Drill-Down: GMDA231215C00000500

View in yFinance: GMDA

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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
2023-11-14	GMDA	GMDA231215C00000500	0.50	76.0	193.000	1.438	0.528	0.0	0.1	0.080	0.020	0.150	0.05	0.37	2023-12-15	CALL	Long	0.357	0.581	-0.373

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	GMDA	1.000	0.071	1.878	0.405	0.233	0.094	0.03	-35.312	0.0000	0.01	0.46	10	1y	0.01

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
GMDA231215C00000500	GMDA	CALL	Long	0.50	None	$0.00	0.00	$-0.08	-0.22	7.06	0.05	0.05	0.37	0.29	0.00	$0.00	5.00	30	1.0	496.000	-0.08	2023-12-14
GMDA231215C00000500	GMDA	CALL	Long	0.50	None	$0.00	0.00	$-0.09	-0.24	5.81	0.05	0.05	0.37	0.28	0.00	$0.00	5.00	29	1.0	496.000	-0.09	2023-12-13
GMDA231215C00000500	GMDA	CALL	Long	0.50	None	$-0.01	-0.20	$-0.09	-0.24	4.81	0.05	0.04	0.37	0.28	-0.01	$-1.00	5.00	28	4.0	496.000	-0.09	2023-12-12
GMDA231215C00000500	GMDA	CALL	Long	0.50	None	$-0.01	-0.20	$-0.06	-0.16	3.94	0.05	0.04	0.37	0.31	-0.01	$-1.00	5.00	27	4.0	496.000	-0.06	2023-12-11
GMDA231215C00000500	GMDA	CALL	Long	0.50	None	$-0.01	-0.20	$-0.05	-0.14	2.31	0.05	0.04	0.37	0.32	-0.01	$-1.00	5.00	24	4.0	492.000	-0.05	2023-12-08
GMDA231215C00000500	GMDA	CALL	Long	0.50	None	$0.00	0.00	$-0.04	-0.11	2.19	0.05	0.05	0.37	0.33	0.00	$0.00	5.00	23	5.0	492.000	-0.04	2023-12-07
GMDA231215C00000500	GMDA	CALL	Long	0.50	None	$0.00	0.00	$-0.05	-0.14	1.94	0.05	0.05	0.37	0.32	0.00	$0.00	5.00	22	0.0	492.000	-0.05	2023-12-06
GMDA231215C00000500	GMDA	CALL	Long	0.50	None	$0.00	0.00	$-0.05	-0.14	1.69	0.05	0.05	0.37	0.32	0.00	$0.00	5.00	21	0.0	492.000	-0.05	2023-12-05
GMDA231215C00000500	GMDA	CALL	Long	0.50	None	$0.00	0.00	$-0.04	-0.11	1.38	0.05	0.05	0.37	0.33	0.00	$0.00	5.00	20	0.0	492.000	-0.04	2023-12-04
GMDA231215C00000500	GMDA	CALL	Long	0.50	None	$0.00	0.00	$-0.04	-0.11	1.31	0.05	0.05	0.37	0.33	0.00	$0.00	5.00	19	0.0	488.000	-0.04	2023-12-03
GMDA231215C00000500	GMDA	CALL	Long	0.50	None	$0.00	0.00	$-0.04	-0.11	1.19	0.05	0.05	0.37	0.33	0.00	$0.00	5.00	18	0.0	488.000	-0.04	2023-12-02
GMDA231215C00000500	GMDA	CALL	Long	0.50	None	$0.00	0.00	$-0.04	-0.11	1.12	0.05	0.05	0.37	0.33	0.00	$0.00	5.00	17	0.0	488.000	-0.04	2023-12-01
GMDA231215C00000500	GMDA	CALL	Long	0.50	None	$-0.02	-0.40	$-0.06	-0.16	1.31	0.05	0.03	0.37	0.31	-0.02	$-2.00	5.00	16	0.0	483.000	-0.06	2023-11-30
GMDA231215C00000500	GMDA	CALL	Long	0.50	None	$0.00	0.00	$-0.05	-0.14	3.19	0.05	0.05	0.37	0.32	0.00	$0.00	5.00	15	0.0	482.000	-0.05	2023-11-29
GMDA231215C00000500	GMDA	CALL	Long	0.50	None	$-0.03	-0.60	$-0.03	-0.08	0.81	0.05	0.02	0.37	0.34	-0.03	$-3.00	5.00	14	0.0	485.000	-0.03	2023-11-28
GMDA231215C00000500	GMDA	CALL	Long	0.50	None	$-0.01	-0.20	$-0.04	-0.11	-0.94	0.05	0.04	0.37	0.33	-0.01	$-1.00	5.00	13	0.0	485.000	-0.04	2023-11-27
GMDA231215C00000500	GMDA	CALL	Long	0.50	None	$0.00	0.00	$-0.04	-0.11	1.62	0.05	0.05	0.37	0.33	0.00	$0.00	5.00	10	0.0	0.000	-0.04	2023-11-24
GMDA231215C00000500	GMDA	CALL	Long	0.50	None	$-0.02	-0.40	$-0.07	-0.19	-0.94	0.05	0.03	0.37	0.30	-0.02	$-2.00	5.00	9	0.0	0.000	-0.07	2023-11-23
GMDA231215C00000500	GMDA	CALL	Long	0.50	None	$0.00	0.00	$-0.07	-0.19	5.19	0.05	0.05	0.37	0.30	0.00	$0.00	5.00	8	0.0	454.000	-0.07	2023-11-22
GMDA231215C00000500	GMDA	CALL	Long	0.50	None	$0.00	0.00	$-0.07	-0.19	0.88	0.05	0.05	0.37	0.30	0.00	$0.00	5.00	7	0.0	384.000	-0.07	2023-11-21
GMDA231215C00000500	GMDA	CALL	Long	0.50	None	$-0.02	-0.40	$-0.12	-0.32	1.44	0.05	0.03	0.37	0.25	-0.02	$-2.00	5.00	6	0.0	351.000	-0.12	2023-11-20
GMDA231215C00000500	GMDA	CALL	Long	0.50	None	$-0.02	-0.40	$-0.06	-0.16	7.69	0.05	0.03	0.37	0.31	-0.02	$-2.00	5.00	5	0.0	324.000	-0.06	2023-11-19
GMDA231215C00000500	GMDA	CALL	Long	0.50	None	$-0.02	-0.40	$-0.06	-0.16	7.56	0.05	0.03	0.37	0.31	-0.02	$-2.00	5.00	3	0.0	324.000	-0.06	2023-11-17
GMDA231215C00000500	GMDA	CALL	Long	0.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.05	$0.00	0.00	$-0.05	-0.14	6.94	0.05	0.05	0.37	0.32	0.00	$0.00	5.00	2	0.0	274.000	-0.05	2023-11-16
GMDA231215C00000500	GMDA	CALL	Long	0.50	None	$0.02	0.40	$0.00	0.00	0.06	0.05	0.07	0.37	0.37	0.02	$2.00	5.00	1	0.0	269.000	0.00	2023-11-15
GMDA231215C00000500	GMDA	CALL	Long	0.50	None	$0.00	0.00	$0.00	0.00	0.00	0.05	0.05	0.37	0.37	0.00	$0.00	5.00	0	0.0	193.000	0.00	2023-11-14

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