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View Outliers PnL Drill-Down: GRPN241213C00011500

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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
2024-11-13	GRPN	GRPN241213C00011500	11.50	2.0	1.000	0.941	0.407	0.0	3.2	0.030	0.100	3.280	0.20	8.29	2024-12-13	CALL	Long	0.338	0.463	-0.270

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
GRPN241213C00011500	GRPN	CALL	Long	11.50	None	$0.35	1.75	$3.59	0.43	-0.10	0.20	0.55	8.26	11.85	0.35	$35.00	20.00	29	1492.0	80.000	3.59	2024-12-12
GRPN241213C00011500	GRPN	CALL	Long	11.50	None	$1.05	5.25	$4.25	0.51	0.01	0.20	1.25	8.26	12.51	1.05	$105.00	20.00	28	14.0	82.000	4.25	2024-12-11
GRPN241213C00011500	GRPN	CALL	Long	11.50	None	$0.80	4.00	$4.21	0.51	0.82	0.20	1.00	8.26	12.47	0.80	$80.00	20.00	27	58.0	41.000	4.21	2024-12-10
GRPN241213C00011500	GRPN	CALL	Long	11.50	None	$1.32	6.60	$4.05	0.49	0.26	0.20	1.52	8.26	12.31	1.32	$132.00	20.00	26	4.0	41.000	4.05	2024-12-09
GRPN241213C00011500	GRPN	CALL	Long	11.50	None	$1.32	6.60	$4.69	0.57	0.78	0.20	1.52	8.26	12.95	1.32	$132.00	20.00	25	4.0	42.000	4.69	2024-12-08
GRPN241213C00011500	GRPN	CALL	Long	11.50	None	$1.32	6.60	$4.69	0.57	0.07	0.20	1.52	8.26	12.95	1.32	$132.00	20.00	23	4.0	42.000	4.69	2024-12-06
GRPN241213C00011500	GRPN	CALL	Long	11.50	None	$0.82	4.10	$3.35	0.41	0.26	0.20	1.02	8.26	11.61	0.82	$82.00	20.00	22	2.0	43.000	3.35	2024-12-05
GRPN241213C00011500	GRPN	CALL	Long	11.50	None	$0.45	2.25	$3.01	0.36	0.13	0.20	0.65	8.26	11.27	0.45	$45.00	20.00	21	24.0	10.000	3.01	2024-12-04
GRPN241213C00011500	GRPN	CALL	Long	11.50	None	$-0.14	-0.70	$1.25	0.15	-0.09	0.20	0.06	8.26	9.51	-0.14	$-14.00	20.00	20	3.0	7.000	1.25	2024-12-03
GRPN241213C00011500	GRPN	CALL	Long	11.50	None	$-0.15	-0.75	$1.29	0.16	-0.14	0.20	0.05	8.26	9.55	-0.15	$-15.00	20.00	19	5.0	7.000	1.29	2024-12-02
GRPN241213C00011500	GRPN	CALL	Long	11.50	None	$-0.15	-0.75	$1.12	0.14	-0.70	0.20	0.05	8.26	9.38	-0.15	$-15.00	20.00	18	5.0	0.000	1.12	2024-12-01
GRPN241213C00011500	GRPN	CALL	Long	11.50	None	$-0.15	-0.75	$1.12	0.14	-0.14	0.20	0.05	8.26	9.38	-0.15	$-15.00	20.00	17	5.0	0.000	1.12	2024-11-30
GRPN241213C00011500	GRPN	CALL	Long	11.50	None	$-0.15	-0.75	$1.10	0.13	0.72	0.20	0.05	8.26	9.36	-0.15	$-15.00	20.00	15	5.0	7.000	1.10	2024-11-28
GRPN241213C00011500	GRPN	CALL	Long	11.50	None	$-0.15	-0.75	$0.87	0.11	-0.08	0.20	0.05	8.26	9.13	-0.15	$-15.00	20.00	14	5.0	7.000	0.87	2024-11-27
GRPN241213C00011500	GRPN	CALL	Long	11.50	None	$-0.15	-0.75	$0.88	0.11	-0.17	0.20	0.05	8.26	9.14	-0.15	$-15.00	20.00	13	5.0	7.000	0.88	2024-11-26
GRPN241213C00011500	GRPN	CALL	Long	11.50	None	$-0.15	-0.75	$1.27	0.15	-0.10	0.20	0.05	8.26	9.53	-0.15	$-15.00	20.00	12	5.0	7.000	1.27	2024-11-25
GRPN241213C00011500	GRPN	CALL	Long	11.50	None	$-0.15	-0.75	$1.06	0.13	-0.18	0.20	0.05	8.26	9.32	-0.15	$-15.00	20.00	11	5.0	7.000	1.06	2024-11-24
GRPN241213C00011500	GRPN	CALL	Long	11.50	None	$-0.15	-0.75	$1.06	0.13	-0.22	0.20	0.05	8.26	9.32	-0.15	$-15.00	20.00	10	5.0	7.000	1.06	2024-11-23
GRPN241213C00011500	GRPN	CALL	Long	11.50	None	$-0.15	-0.75	$1.06	0.13	-0.14	0.20	0.05	8.26	9.32	-0.15	$-15.00	20.00	9	5.0	7.000	1.06	2024-11-22
GRPN241213C00011500	GRPN	CALL	Long	11.50	None	$-0.15	-0.75	$0.94	0.11	-0.22	0.20	0.05	8.26	9.20	-0.15	$-15.00	20.00	8	5.0	7.000	0.94	2024-11-21
GRPN241213C00011500	GRPN	CALL	Long	11.50	None	$-0.15	-0.75	$0.24	0.03	0.11	0.20	0.05	8.26	8.50	-0.15	$-15.00	20.00	7	5.0	7.000	0.24	2024-11-20
GRPN241213C00011500	GRPN	CALL	Long	11.50	None	$-0.15	-0.75	$0.62	0.08	0.04	0.20	0.05	8.26	8.88	-0.15	$-15.00	20.00	6	5.0	7.000	0.62	2024-11-19
GRPN241213C00011500	GRPN	CALL	Long	11.50	None	$-0.15	-0.75	$0.46	0.06	-0.26	0.20	0.05	8.26	8.72	-0.15	$-15.00	20.00	5	5.0	2.000	0.46	2024-11-18
GRPN241213C00011500	GRPN	CALL	Long	11.50	None	$0.00	0.00	$-0.14	-0.02	-0.05	0.20	0.20	8.26	8.12	0.00	$0.00	20.00	4	1.0	2.000	-0.14	2024-11-17
GRPN241213C00011500	GRPN	CALL	Long	11.50	None	$0.00	0.00	$-0.14	-0.02	-0.06	0.20	0.20	8.26	8.12	0.00	$0.00	20.00	3	1.0	2.000	-0.14	2024-11-16
GRPN241213C00011500	GRPN	CALL	Long	11.50	None	$0.00	0.00	$-0.14	-0.02	-0.04	0.20	0.20	8.26	8.12	0.00	$0.00	20.00	2	1.0	2.000	-0.14	2024-11-15
GRPN241213C00011500	GRPN	CALL	Long	11.50	None	$0.00	0.00	$0.05	0.01	-0.09	0.20	0.20	8.26	8.31	0.00	$0.00	20.00	1	1.0	2.000	0.05	2024-11-14
GRPN241213C00011500	GRPN	CALL	Long	11.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.00	0.00	0.00	0.20	0.20	8.26	8.26	0.00	$0.00	20.00	0	1.0	1.000	0.00	2024-11-13

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