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View Outliers PnL Drill-Down: GTN240315C00007500

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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
2024-02-07	GTN	GTN240315C00007500	7.50	135.0	62.000	0.619	0.242	0.2	0.2	0.010	0.510	0.520	0.58	7.46	2024-03-15	CALL	Long	0.261	0.311	-0.150

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	GTN	0.818	0.106	0.344	0.188	0.164	-0.180	3.28	-0.023	0.0000	3.28	9.97	21	1y	5.35

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
GTN240315C00007500	GTN	CALL	Long	7.50	None	$-0.53	-0.91	$-1.62	-0.22	1.51	0.58	0.05	7.46	5.84	-0.53	$-53.00	58.00	36	1.0	1021.000	-1.62	2024-03-14
GTN240315C00007500	GTN	CALL	Long	7.50	None	$-0.53	-0.91	$-1.45	-0.19	1.32	0.58	0.05	7.46	6.01	-0.53	$-53.00	58.00	35	1.0	1021.000	-1.45	2024-03-13
GTN240315C00007500	GTN	CALL	Long	7.50	None	$-0.55	-0.95	$-1.57	-0.21	0.85	0.58	0.03	7.46	5.89	-0.55	$-55.00	58.00	34	1.0	1021.000	-1.57	2024-03-12
GTN240315C00007500	GTN	CALL	Long	7.50	None	$-0.55	-0.95	$-1.58	-0.21	0.69	0.58	0.03	7.46	5.88	-0.55	$-55.00	58.00	33	1.0	1021.000	-1.58	2024-03-11
GTN240315C00007500	GTN	CALL	Long	7.50	None	$-0.55	-0.95	$-1.59	-0.21	0.43	0.58	0.03	7.46	5.87	-0.55	$-55.00	58.00	30	1.0	1022.000	-1.59	2024-03-08
GTN240315C00007500	GTN	CALL	Long	7.50	None	$-0.55	-0.95	$-1.68	-0.23	0.41	0.58	0.03	7.46	5.78	-0.55	$-55.00	58.00	29	134.0	1022.000	-1.68	2024-03-07
GTN240315C00007500	GTN	CALL	Long	7.50	None	$-0.55	-0.95	$-1.80	-0.24	0.43	0.58	0.03	7.46	5.66	-0.55	$-55.00	58.00	28	134.0	1022.000	-1.80	2024-03-06
GTN240315C00007500	GTN	CALL	Long	7.50	None	$-0.55	-0.95	$-1.82	-0.24	0.40	0.58	0.03	7.46	5.64	-0.55	$-55.00	58.00	27	134.0	1022.000	-1.82	2024-03-05
GTN240315C00007500	GTN	CALL	Long	7.50	None	$-0.55	-0.95	$-1.84	-0.25	-0.12	0.58	0.03	7.46	5.62	-0.55	$-55.00	58.00	26	134.0	0.000	-1.84	2024-03-04
GTN240315C00007500	GTN	CALL	Long	7.50	None	$-0.55	-0.95	$-1.74	-0.23	0.27	0.58	0.03	7.46	5.72	-0.55	$-55.00	58.00	25	134.0	1022.000	-1.74	2024-03-03
GTN240315C00007500	GTN	CALL	Long	7.50	None	$-0.55	-0.95	$-1.74	-0.23	0.27	0.58	0.03	7.46	5.72	-0.55	$-55.00	58.00	24	134.0	1022.000	-1.74	2024-03-02
GTN240315C00007500	GTN	CALL	Long	7.50	None	$-0.55	-0.95	$-1.81	-0.24	-0.12	0.58	0.03	7.46	5.65	-0.55	$-55.00	58.00	23	134.0	1022.000	-1.81	2024-03-01
GTN240315C00007500	GTN	CALL	Long	7.50	None	$-0.55	-0.95	$-1.62	-0.22	0.13	0.58	0.03	7.46	5.84	-0.55	$-55.00	58.00	22	134.0	1022.000	-1.62	2024-02-29
GTN240315C00007500	GTN	CALL	Long	7.50	None	$-0.55	-0.95	$-1.80	-0.24	0.35	0.58	0.03	7.46	5.66	-0.55	$-55.00	58.00	21	134.0	1022.000	-1.80	2024-02-28
GTN240315C00007500	GTN	CALL	Long	7.50	None	$-0.55	-0.95	$-1.78	-0.24	0.15	0.58	0.03	7.46	5.68	-0.55	$-55.00	58.00	20	134.0	1022.000	-1.78	2024-02-27
GTN240315C00007500	GTN	CALL	Long	7.50	None	$-0.55	-0.95	$-1.50	-0.20	0.14	0.58	0.03	7.46	5.96	-0.55	$-55.00	58.00	19	134.0	1015.000	-1.50	2024-02-26
GTN240315C00007500	GTN	CALL	Long	7.50	None	$-0.51	-0.88	$-1.32	-0.18	0.15	0.58	0.07	7.46	6.14	-0.51	$-51.00	58.00	18	547.0	522.000	-1.32	2024-02-25
GTN240315C00007500	GTN	CALL	Long	7.50	None	$-0.51	-0.88	$-1.32	-0.18	0.10	0.58	0.07	7.46	6.14	-0.51	$-51.00	58.00	16	547.0	522.000	-1.32	2024-02-23
GTN240315C00007500	GTN	CALL	Long	7.50	None	$0.24	0.41	$0.50	0.07	0.11	0.58	0.82	7.46	7.96	0.24	$24.00	58.00	15	32.0	490.000	0.50	2024-02-22
GTN240315C00007500	GTN	CALL	Long	7.50	None	$0.32	0.55	$0.42	0.06	0.10	0.58	0.90	7.46	7.88	0.32	$32.00	58.00	14	19.0	490.000	0.42	2024-02-21
GTN240315C00007500	GTN	CALL	Long	7.50	None	$0.32	0.55	$0.63	0.08	0.06	0.58	0.90	7.46	8.09	0.32	$32.00	58.00	13	19.0	471.000	0.63	2024-02-20
GTN240315C00007500	GTN	CALL	Long	7.50	None	$0.67	1.16	$0.85	0.11	0.12	0.58	1.25	7.46	8.31	0.67	$67.00	58.00	12	2.0	471.000	0.85	2024-02-19
GTN240315C00007500	GTN	CALL	Long	7.50	None	$0.32	0.55	$0.57	0.08	-0.03	0.58	0.90	7.46	8.03	0.32	$32.00	58.00	2	7.0	249.000	0.57	2024-02-09
GTN240315C00007500	GTN	CALL	Long	7.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.27	0.47	$0.28	0.04	0.11	0.58	0.85	7.46	7.74	0.27	$27.00	58.00	1	105.0	196.000	0.28	2024-02-08
GTN240315C00007500	GTN	CALL	Long	7.50	None	$0.00	0.00	$0.00	0.00	0.00	0.58	0.58	7.46	7.46	0.00	$0.00	58.00	0	135.0	62.000	0.00	2024-02-07

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