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View Outliers PnL Drill-Down: GO240621C00030000

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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
2024-05-08	GO	GO240621C00030000	30.00	10.0	20.000	0.748	0.246	0.0	9.0	0.020	0.140	9.120	0.20	20.88	2024-06-21	CALL	Long	0.130	0.253	-0.194

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	GO	0.909	0.069	0.259	0.129	0.167	-0.092	17.06	0.020	0.0000	13.90	29.00	21	1y	16.70

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
GO240621C00030000	GO	CALL	Long	30.00	None	$-0.07	-0.35	$-0.02	-0.00	1.20	0.20	0.13	20.88	20.86	-0.07	$-7.00	20.00	41	1.0	20.000	-0.02	2024-06-18
GO240621C00030000	GO	CALL	Long	30.00	None	$-0.07	-0.35	$0.03	0.00	1.16	0.20	0.13	20.88	20.91	-0.07	$-7.00	20.00	40	1.0	20.000	0.03	2024-06-17
GO240621C00030000	GO	CALL	Long	30.00	None	$-0.07	-0.35	$-0.23	-0.01	-0.25	0.20	0.13	20.88	20.65	-0.07	$-7.00	20.00	37	1.0	20.000	-0.23	2024-06-14
GO240621C00030000	GO	CALL	Long	30.00	None	$-0.07	-0.35	$-0.36	-0.02	0.60	0.20	0.13	20.88	20.52	-0.07	$-7.00	20.00	36	1.0	20.000	-0.36	2024-06-13
GO240621C00030000	GO	CALL	Long	30.00	None	$-0.07	-0.35	$-0.18	-0.01	0.64	0.20	0.13	20.88	20.70	-0.07	$-7.00	20.00	35	1.0	20.000	-0.18	2024-06-12
GO240621C00030000	GO	CALL	Long	30.00	None	$-0.07	-0.35	$-0.35	-0.02	0.60	0.20	0.13	20.88	20.53	-0.07	$-7.00	20.00	34	1.0	20.000	-0.35	2024-06-11
GO240621C00030000	GO	CALL	Long	30.00	None	$-0.07	-0.35	$0.26	0.01	0.46	0.20	0.13	20.88	21.14	-0.07	$-7.00	20.00	33	1.0	20.000	0.26	2024-06-10
GO240621C00030000	GO	CALL	Long	30.00	None	$-0.07	-0.35	$0.03	0.00	0.49	0.20	0.13	20.88	20.91	-0.07	$-7.00	20.00	32	1.0	20.000	0.03	2024-06-09
GO240621C00030000	GO	CALL	Long	30.00	None	$-0.07	-0.35	$0.03	0.00	0.35	0.20	0.13	20.88	20.91	-0.07	$-7.00	20.00	30	1.0	20.000	0.03	2024-06-07
GO240621C00030000	GO	CALL	Long	30.00	None	$-0.07	-0.35	$0.49	0.02	0.17	0.20	0.13	20.88	21.37	-0.07	$-7.00	20.00	29	1.0	20.000	0.49	2024-06-06
GO240621C00030000	GO	CALL	Long	30.00	None	$-0.07	-0.35	$0.39	0.02	0.15	0.20	0.13	20.88	21.27	-0.07	$-7.00	20.00	28	1.0	20.000	0.39	2024-06-05
GO240621C00030000	GO	CALL	Long	30.00	None	$-0.07	-0.35	$0.20	0.01	0.15	0.20	0.13	20.88	21.08	-0.07	$-7.00	20.00	27	1.0	20.000	0.20	2024-06-04
GO240621C00030000	GO	CALL	Long	30.00	None	$-0.07	-0.35	$1.17	0.06	0.07	0.20	0.13	20.88	22.05	-0.07	$-7.00	20.00	26	1.0	20.000	1.17	2024-06-03
GO240621C00030000	GO	CALL	Long	30.00	None	$-0.07	-0.35	$1.11	0.05	-0.02	0.20	0.13	20.88	21.99	-0.07	$-7.00	20.00	23	1.0	0.000	1.11	2024-05-31
GO240621C00030000	GO	CALL	Long	30.00	None	$-0.07	-0.35	$0.57	0.03	0.15	0.20	0.13	20.88	21.45	-0.07	$-7.00	20.00	22	1.0	20.000	0.57	2024-05-30
GO240621C00030000	GO	CALL	Long	30.00	None	$-0.07	-0.35	$0.54	0.03	0.14	0.20	0.13	20.88	21.42	-0.07	$-7.00	20.00	21	1.0	20.000	0.54	2024-05-29
GO240621C00030000	GO	CALL	Long	30.00	None	$-0.07	-0.35	$1.12	0.05	-0.05	0.20	0.13	20.88	22.00	-0.07	$-7.00	20.00	20	1.0	20.000	1.12	2024-05-28
GO240621C00030000	GO	CALL	Long	30.00	None	$-0.07	-0.35	$1.74	0.08	-0.01	0.20	0.13	20.88	22.62	-0.07	$-7.00	20.00	19	1.0	20.000	1.74	2024-05-27
GO240621C00030000	GO	CALL	Long	30.00	None	$-0.07	-0.35	$1.74	0.08	-0.05	0.20	0.13	20.88	22.62	-0.07	$-7.00	20.00	16	1.0	20.000	1.74	2024-05-24
GO240621C00030000	GO	CALL	Long	30.00	None	$-0.07	-0.35	$1.77	0.08	-0.06	0.20	0.13	20.88	22.65	-0.07	$-7.00	20.00	15	1.0	20.000	1.77	2024-05-23
GO240621C00030000	GO	CALL	Long	30.00	None	$-0.07	-0.35	$1.96	0.09	-0.24	0.20	0.13	20.88	22.84	-0.07	$-7.00	20.00	14	1.0	20.000	1.96	2024-05-22
GO240621C00030000	GO	CALL	Long	30.00	None	$-0.08	-0.40	$2.12	0.10	-0.14	0.20	0.12	20.88	23.00	-0.08	$-8.00	20.00	13	3.0	20.000	2.12	2024-05-21
GO240621C00030000	GO	CALL	Long	30.00	None	$-0.08	-0.40	$1.10	0.05	-0.50	0.20	0.12	20.88	21.98	-0.08	$-8.00	20.00	12	3.0	0.000	1.10	2024-05-20
GO240621C00030000	GO	CALL	Long	30.00	None	$0.00	0.00	$1.59	0.08	-0.09	0.20	0.20	20.88	22.47	0.00	$0.00	20.00	11	10.0	20.000	1.59	2024-05-19
GO240621C00030000	GO	CALL	Long	30.00	None	$0.00	0.00	$1.59	0.08	-0.10	0.20	0.20	20.88	22.47	0.00	$0.00	20.00	10	10.0	20.000	1.59	2024-05-18
GO240621C00030000	GO	CALL	Long	30.00	None	$0.00	0.00	$1.59	0.08	-0.11	0.20	0.20	20.88	22.47	0.00	$0.00	20.00	9	10.0	20.000	1.59	2024-05-17
GO240621C00030000	GO	CALL	Long	30.00	None	$0.00	0.00	$0.03	0.00	0.04	0.20	0.20	20.88	20.91	0.00	$0.00	20.00	7	2.0	20.000	0.03	2024-05-15
GO240621C00030000	GO	CALL	Long	30.00	None	$0.00	0.00	$-0.45	-0.02	0.09	0.20	0.20	20.88	20.43	0.00	$0.00	20.00	6	2.0	20.000	-0.45	2024-05-14
GO240621C00030000	GO	CALL	Long	30.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.91	$0.00	0.00	$-1.11	-0.05	0.14	0.20	0.20	20.88	19.77	0.00	$0.00	20.00	5	2.0	20.000	-1.11	2024-05-13
GO240621C00030000	GO	CALL	Long	30.00	None	$0.00	0.00	$0.01	0.00	-0.14	0.20	0.20	20.88	20.89	0.00	$0.00	20.00	4	2.0	20.000	0.01	2024-05-12
GO240621C00030000	GO	CALL	Long	30.00	None	$0.00	0.00	$0.04	0.00	0.00	0.20	0.20	20.88	20.92	0.00	$0.00	20.00	1	10.0	20.000	0.04	2024-05-09
GO240621C00030000	GO	CALL	Long	30.00	None	$0.00	0.00	$0.00	0.00	0.00	0.20	0.20	20.88	20.88	0.00	$0.00	20.00	0	10.0	20.000	0.00	2024-05-08

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