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View Outliers PnL Drill-Down: GPRE240920C00014000

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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
2024-08-06	GPRE	GPRE240920C00014000	14.00	5.0	13.000	0.739	0.271	0.3	0.6	0.010	1.080	1.410	3.70	13.60	2024-09-20	CALL	Long	0.235	0.270	-0.127

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	GPRE	0.727	0.077	0.227	0.148	0.143	-0.071	10.88	-0.028	0.0000	10.30	26.43	21	1y	11.60

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
GPRE240920C00014000	GPRE	CALL	Long	14.00	None	$-3.55	-0.96	$-0.61	-0.04	0.03	3.70	0.15	14.13	13.52	-3.55	$-355.00	370.00	44	10.0	2253.000	-0.61	2024-09-19
GPRE240920C00014000	GPRE	CALL	Long	14.00	None	$-3.55	-0.96	$-0.71	-0.05	0.04	3.70	0.15	14.13	13.42	-3.55	$-355.00	370.00	43	187.0	2223.000	-0.71	2024-09-18
GPRE240920C00014000	GPRE	CALL	Long	14.00	None	$-3.55	-0.96	$-0.71	-0.05	0.05	3.70	0.15	14.13	13.42	-3.55	$-355.00	370.00	42	187.0	2410.000	-0.71	2024-09-17
GPRE240920C00014000	GPRE	CALL	Long	14.00	None	$-3.57	-0.96	$-1.25	-0.09	0.02	3.70	0.13	14.13	12.88	-3.57	$-357.00	370.00	41	525.0	2410.000	-1.25	2024-09-16
GPRE240920C00014000	GPRE	CALL	Long	14.00	None	$-3.57	-0.96	$-1.55	-0.11	0.14	3.70	0.13	14.13	12.58	-3.57	$-357.00	370.00	39	525.0	1926.000	-1.55	2024-09-14
GPRE240920C00014000	GPRE	CALL	Long	14.00	None	$-3.57	-0.96	$-1.55	-0.11	0.04	3.70	0.13	14.13	12.58	-3.57	$-357.00	370.00	38	525.0	1926.000	-1.55	2024-09-13
GPRE240920C00014000	GPRE	CALL	Long	14.00	None	$-3.60	-0.97	$-1.87	-0.13	0.10	3.70	0.10	14.13	12.26	-3.60	$-360.00	370.00	37	6.0	1926.000	-1.87	2024-09-12
GPRE240920C00014000	GPRE	CALL	Long	14.00	None	$-3.60	-0.97	$-1.89	-0.13	0.07	3.70	0.10	14.13	12.24	-3.60	$-360.00	370.00	36	6.0	1926.000	-1.89	2024-09-11
GPRE240920C00014000	GPRE	CALL	Long	14.00	None	$-3.60	-0.97	$-2.19	-0.15	0.18	3.70	0.10	14.13	11.94	-3.60	$-360.00	370.00	35	6.0	1926.000	-2.19	2024-09-10
GPRE240920C00014000	GPRE	CALL	Long	14.00	None	$-3.45	-0.93	$-1.66	-0.12	0.11	3.70	0.25	14.13	12.47	-3.45	$-345.00	370.00	34	367.0	2248.000	-1.66	2024-09-09
GPRE240920C00014000	GPRE	CALL	Long	14.00	None	$-2.98	-0.81	$-0.30	-0.02	0.11	3.70	0.72	14.13	13.83	-2.98	$-298.00	370.00	33	47.0	2238.000	-0.30	2024-09-08
GPRE240920C00014000	GPRE	CALL	Long	14.00	None	$-2.98	-0.81	$-0.30	-0.02	0.05	3.70	0.72	14.13	13.83	-2.98	$-298.00	370.00	31	47.0	2238.000	-0.30	2024-09-06
GPRE240920C00014000	GPRE	CALL	Long	14.00	None	$-3.05	-0.82	$-0.53	-0.04	0.08	3.70	0.65	14.13	13.60	-3.05	$-305.00	370.00	30	501.0	1746.000	-0.53	2024-09-05
GPRE240920C00014000	GPRE	CALL	Long	14.00	None	$-2.84	-0.77	$0.22	0.02	0.06	3.70	0.86	14.13	14.35	-2.84	$-284.00	370.00	29	1015.0	844.000	0.22	2024-09-04
GPRE240920C00014000	GPRE	CALL	Long	14.00	None	$-2.85	-0.77	$0.04	0.00	-0.03	3.70	0.85	14.13	14.17	-2.85	$-285.00	370.00	25	200.0	988.000	0.04	2024-08-31
GPRE240920C00014000	GPRE	CALL	Long	14.00	None	$-2.85	-0.77	$0.04	0.00	-0.06	3.70	0.85	14.13	14.17	-2.85	$-285.00	370.00	24	200.0	988.000	0.04	2024-08-30
GPRE240920C00014000	GPRE	CALL	Long	14.00	None	$-2.65	-0.72	$0.11	0.01	-0.03	3.70	1.05	14.13	14.24	-2.65	$-265.00	370.00	23	101.0	987.000	0.11	2024-08-29
GPRE240920C00014000	GPRE	CALL	Long	14.00	None	$-2.90	-0.78	$-0.14	-0.01	0.00	3.70	0.80	14.13	13.99	-2.90	$-290.00	370.00	22	203.0	1114.000	-0.14	2024-08-28
GPRE240920C00014000	GPRE	CALL	Long	14.00	None	$-2.70	-0.73	$-0.17	-0.01	-0.64	3.70	1.00	14.13	13.96	-2.70	$-270.00	370.00	21	29.0	1115.000	-0.17	2024-08-27
GPRE240920C00014000	GPRE	CALL	Long	14.00	None	$-2.70	-0.73	$-0.08	-0.01	-0.06	3.70	1.00	14.13	14.05	-2.70	$-270.00	370.00	20	29.0	1089.000	-0.08	2024-08-26
GPRE240920C00014000	GPRE	CALL	Long	14.00	None	$-2.65	-0.72	$-0.09	-0.01	-0.07	3.70	1.05	14.13	14.04	-2.65	$-265.00	370.00	19	20.0	1073.000	-0.09	2024-08-25
GPRE240920C00014000	GPRE	CALL	Long	14.00	None	$-2.65	-0.72	$-0.09	-0.01	-0.08	3.70	1.05	14.13	14.04	-2.65	$-265.00	370.00	18	20.0	1073.000	-0.09	2024-08-24
GPRE240920C00014000	GPRE	CALL	Long	14.00	None	$-2.65	-0.72	$-0.09	-0.01	-0.09	3.70	1.05	14.13	14.04	-2.65	$-265.00	370.00	17	20.0	1073.000	-0.09	2024-08-23
GPRE240920C00014000	GPRE	CALL	Long	14.00	None	$-3.00	-0.81	$-0.53	-0.04	-0.02	3.70	0.70	14.13	13.60	-3.00	$-300.00	370.00	16	2.0	1073.000	-0.53	2024-08-22
GPRE240920C00014000	GPRE	CALL	Long	14.00	None	$-2.70	-0.73	$-0.30	-0.02	-0.05	3.70	1.00	14.13	13.83	-2.70	$-270.00	370.00	15	1002.0	302.000	-0.30	2024-08-21
GPRE240920C00014000	GPRE	CALL	Long	14.00	None	$-3.05	-0.82	$-0.68	-0.05	-0.01	3.70	0.65	14.13	13.45	-3.05	$-305.00	370.00	14	420.0	558.000	-0.68	2024-08-20
GPRE240920C00014000	GPRE	CALL	Long	14.00	None	$-2.66	-0.72	$-0.08	-0.01	-0.11	3.70	1.04	14.13	14.05	-2.66	$-266.00	370.00	13	5.0	553.000	-0.08	2024-08-19
GPRE240920C00014000	GPRE	CALL	Long	14.00	None	$-2.50	-0.68	$0.05	0.00	-0.04	3.70	1.20	14.13	14.18	-2.50	$-250.00	370.00	12	24.0	530.000	0.05	2024-08-18
GPRE240920C00014000	GPRE	CALL	Long	14.00	None	$-2.50	-0.68	$0.05	0.00	-0.05	3.70	1.20	14.13	14.18	-2.50	$-250.00	370.00	11	24.0	530.000	0.05	2024-08-17
GPRE240920C00014000	GPRE	CALL	Long	14.00	None	$-2.50	-0.68	$0.05	0.00	-0.02	3.70	1.20	14.13	14.18	-2.50	$-250.00	370.00	10	24.0	530.000	0.05	2024-08-16
GPRE240920C00014000	GPRE	CALL	Long	14.00	None	$-2.80	-0.76	$-0.28	-0.02	-0.07	3.70	0.90	14.13	13.85	-2.80	$-280.00	370.00	9	3.0	530.000	-0.28	2024-08-15
GPRE240920C00014000	GPRE	CALL	Long	14.00	None	$-2.95	-0.80	$-0.63	-0.04	-0.02	3.70	0.75	14.13	13.50	-2.95	$-295.00	370.00	8	600.0	40.000	-0.63	2024-08-14
GPRE240920C00014000	GPRE	CALL	Long	14.00	None	$-2.77	-0.75	$0.08	0.01	-0.11	3.70	0.93	14.13	14.21	-2.77	$-277.00	370.00	7	1.0	40.000	0.08	2024-08-13
GPRE240920C00014000	GPRE	CALL	Long	14.00	None	$-3.00	-0.81	$-0.97	-0.07	-0.05	3.70	0.70	14.13	13.16	-3.00	$-300.00	370.00	6	21.0	19.000	-0.97	2024-08-12
GPRE240920C00014000	GPRE	CALL	Long	14.00	None	$-3.00	-0.81	$-0.92	-0.07	-0.03	3.70	0.70	14.13	13.21	-3.00	$-300.00	370.00	3	3.0	16.000	-0.92	2024-08-09
GPRE240920C00014000	GPRE	CALL	Long	14.00	Exit OP PnL: $-2.10;Exit EQ PnL: 0.56; Position is Long and position continued to lose. Latest OP price is: $1.60 (EQ: $14.69). Initial OP price was: $3.70 (EQ: $14.13). Surpassed Stop Loss Percentage: -0.5675675675675675675675675676 < -0.16.	$-2.28	-0.62	$0.08	0.01	-0.02	3.70	1.42	14.13	14.21	-2.28	$-228.00	370.00	2	22.0	13.000	0.08	2024-08-08
GPRE240920C00014000	GPRE	CALL	Long	14.00	None	$0.00	0.00	$0.31	0.02	0.03	3.70	3.70	14.13	14.44	0.00	$0.00	370.00	1	5.0	13.000	0.31	2024-08-07
GPRE240920C00014000	GPRE	CALL	Long	14.00	None	$0.00	0.00	$0.00	0.00	0.00	3.70	3.70	14.13	14.13	0.00	$0.00	370.00	0	5.0	13.000	0.00	2024-08-06

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