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View Outliers PnL Drill-Down: GRPN231117C00010000

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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
2023-10-10	GRPN	GRPN231117C00010000	10.00	309.0	618.000	1.570	0.563	0.6	0.7	0.060	1.690	1.780	1.97	9.88	2023-11-17	CALL	Long	0.488	0.662	-0.350

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
GRPN231117C00010000	GRPN	CALL	Long	10.00	None	$-1.94	-0.98	$-0.53	-0.05	-0.32	1.97	0.03	9.88	9.35	-1.94	$-194.00	197.00	37	0.0	1431.000	-0.53	2023-11-16
GRPN231117C00010000	GRPN	CALL	Long	10.00	None	$-1.72	-0.87	$0.15	0.02	-0.61	1.97	0.25	9.88	10.03	-1.72	$-172.00	197.00	36	0.0	1431.000	0.15	2023-11-15
GRPN231117C00010000	GRPN	CALL	Long	10.00	None	$-1.79	-0.91	$-0.27	-0.03	-0.55	1.97	0.18	9.88	9.61	-1.79	$-179.00	197.00	35	0.0	1394.000	-0.27	2023-11-14
GRPN231117C00010000	GRPN	CALL	Long	10.00	None	$-1.67	-0.85	$-0.23	-0.02	-0.58	1.97	0.30	9.88	9.65	-1.67	$-167.00	197.00	34	0.0	1189.000	-0.23	2023-11-13
GRPN231117C00010000	GRPN	CALL	Long	10.00	None	$-1.72	-0.87	$-1.06	-0.11	-0.09	1.97	0.25	9.88	8.82	-1.72	$-172.00	197.00	31	0.0	886.000	-1.06	2023-11-10
GRPN231117C00010000	GRPN	CALL	Long	10.00	None	$1.83	0.93	$3.66	0.37	-1.57	1.97	3.80	9.88	13.54	1.83	$183.00	197.00	30	0.0	0.000	3.66	2023-11-09
GRPN231117C00010000	GRPN	CALL	Long	10.00	None	$1.83	0.93	$3.66	0.37	1.16	1.97	3.80	9.88	13.54	1.83	$183.00	197.00	29	0.0	893.000	3.66	2023-11-08
GRPN231117C00010000	GRPN	CALL	Long	10.00	None	$2.38	1.21	$4.04	0.41	0.77	1.97	4.35	9.88	13.92	2.38	$238.00	197.00	28	0.0	893.000	4.04	2023-11-07
GRPN231117C00010000	GRPN	CALL	Long	10.00	None	$3.12	1.58	$5.03	0.51	0.39	1.97	5.09	9.88	14.91	3.12	$312.00	197.00	27	0.0	899.000	5.03	2023-11-06
GRPN231117C00010000	GRPN	CALL	Long	10.00	None	$3.12	1.58	$5.02	0.51	0.39	1.97	5.09	9.88	14.90	3.12	$312.00	197.00	26	0.0	899.000	5.02	2023-11-05
GRPN231117C00010000	GRPN	CALL	Long	10.00	None	$2.76	1.40	$4.61	0.47	0.16	1.97	4.73	9.88	14.49	2.76	$276.00	197.00	24	0.0	893.000	4.61	2023-11-03
GRPN231117C00010000	GRPN	CALL	Long	10.00	None	$2.07	1.05	$3.73	0.38	0.11	1.97	4.04	9.88	13.61	2.07	$207.00	197.00	23	0.0	894.000	3.73	2023-11-02
GRPN231117C00010000	GRPN	CALL	Long	10.00	None	$0.23	0.12	$3.12	0.32	0.09	1.97	2.20	9.88	13.00	0.23	$23.00	197.00	22	0.0	894.000	3.12	2023-11-01
GRPN231117C00010000	GRPN	CALL	Long	10.00	None	$0.23	0.12	$2.91	0.29	0.06	1.97	2.20	9.88	12.79	0.23	$23.00	197.00	21	0.0	894.000	2.91	2023-10-31
GRPN231117C00010000	GRPN	CALL	Long	10.00	None	$0.23	0.12	$2.39	0.24	0.14	1.97	2.20	9.88	12.27	0.23	$23.00	197.00	20	0.0	894.000	2.39	2023-10-30
GRPN231117C00010000	GRPN	CALL	Long	10.00	None	$0.23	0.12	$1.89	0.19	-0.03	1.97	2.20	9.88	11.77	0.23	$23.00	197.00	17	0.0	894.000	1.89	2023-10-27
GRPN231117C00010000	GRPN	CALL	Long	10.00	None	$0.23	0.12	$1.97	0.20	-1.57	1.97	2.20	9.88	11.85	0.23	$23.00	197.00	16	0.0	894.000	1.97	2023-10-26
GRPN231117C00010000	GRPN	CALL	Long	10.00	None	$0.87	0.44	$1.53	0.15	0.05	1.97	2.84	9.88	11.41	0.87	$87.00	197.00	15	0.0	885.000	1.53	2023-10-25
GRPN231117C00010000	GRPN	CALL	Long	10.00	None	$0.87	0.44	$1.80	0.18	0.05	1.97	2.84	9.88	11.68	0.87	$87.00	197.00	14	0.0	884.000	1.80	2023-10-24
GRPN231117C00010000	GRPN	CALL	Long	10.00	Exit OP PnL: $83.00;Exit EQ PnL: 1.60; Position surpassed Take Profit. Latest OP price is: $2.80 (EQ: $11.48); Initial OP price was: $1.97 (EQ: $9.88). Option Percentage Gain: 0.4213197969543147208121827411 > STOP_LOSS: -0.3	$0.83	0.42	$1.60	0.16	0.16	1.97	2.80	9.88	11.48	0.83	$83.00	197.00	13	0.0	884.000	1.60	2023-10-23
GRPN231117C00010000	GRPN	CALL	Long	10.00	None	$2.43	1.23	$2.69	0.27	-0.06	1.97	4.40	9.88	12.57	2.43	$243.00	197.00	9	0.0	884.000	2.69	2023-10-19
GRPN231117C00010000	GRPN	CALL	Long	10.00	None	$2.43	1.23	$3.24	0.33	-0.09	1.97	4.40	9.88	13.12	2.43	$243.00	197.00	8	0.0	884.000	3.24	2023-10-18
GRPN231117C00010000	GRPN	CALL	Long	10.00	None	$2.43	1.23	$2.83	0.29	0.04	1.97	4.40	9.88	12.71	2.43	$243.00	197.00	7	0.0	884.000	2.83	2023-10-17
GRPN231117C00010000	GRPN	CALL	Long	10.00	None	$2.43	1.23	$2.96	0.30	-0.05	1.97	4.40	9.88	12.84	2.43	$243.00	197.00	6	0.0	887.000	2.96	2023-10-16
GRPN231117C00010000	GRPN	CALL	Long	10.00	None	$1.70	0.86	$2.83	0.29	-0.08	1.97	3.67	9.88	12.71	1.70	$170.00	197.00	4	0.0	889.000	2.83	2023-10-14
GRPN231117C00010000	GRPN	CALL	Long	10.00	None	$1.70	0.86	$2.83	0.29	-0.08	1.97	3.67	9.88	12.71	1.70	$170.00	197.00	3	0.0	889.000	2.83	2023-10-13
GRPN231117C00010000	GRPN	CALL	Long	10.00	None	$-0.07	-0.04	$0.10	0.01	-0.09	1.97	1.90	9.88	9.98	-0.07	$-7.00	197.00	1	0.0	871.000	0.10	2023-10-11
GRPN231117C00010000	GRPN	CALL	Long	10.00	None	$0.00	0.00	$0.00	0.00	0.00	1.97	1.97	9.88	9.88	0.00	$0.00	197.00	0	309.0	618.000	0.00	2023-10-10

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