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View Outliers PnL Drill-Down: GTN240419C00010000

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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
2024-02-23	GTN	GTN240419C00010000	10.00	53.0	55.000	1.533	0.408	0.0	3.8	0.020	0.400	4.200	0.20	6.14	2024-04-19	CALL	Long	0.317	0.410	-0.228

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
GTN240419C00010000	GTN	CALL	Long	10.00	None	$-0.15	-0.75	$-0.35	-0.06	2.40	0.20	0.05	6.14	5.79	-0.15	$-15.00	20.00	55	11.0	55.000	-0.35	2024-04-18
GTN240419C00010000	GTN	CALL	Long	10.00	None	$-0.15	-0.75	$-0.49	-0.08	1.78	0.20	0.05	6.14	5.65	-0.15	$-15.00	20.00	54	11.0	55.000	-0.49	2024-04-17
GTN240419C00010000	GTN	CALL	Long	10.00	None	$-0.15	-0.75	$-0.61	-0.10	1.44	0.20	0.05	6.14	5.53	-0.15	$-15.00	20.00	53	11.0	55.000	-0.61	2024-04-16
GTN240419C00010000	GTN	CALL	Long	10.00	None	$-0.15	-0.75	$-0.49	-0.08	1.03	0.20	0.05	6.14	5.65	-0.15	$-15.00	20.00	52	11.0	55.000	-0.49	2024-04-15
GTN240419C00010000	GTN	CALL	Long	10.00	None	$-0.15	-0.75	$-0.58	-0.09	0.56	0.20	0.05	6.14	5.56	-0.15	$-15.00	20.00	49	11.0	55.000	-0.58	2024-04-12
GTN240419C00010000	GTN	CALL	Long	10.00	None	$-0.15	-0.75	$-0.46	-0.07	0.37	0.20	0.05	6.14	5.68	-0.15	$-15.00	20.00	48	11.0	55.000	-0.46	2024-04-11
GTN240419C00010000	GTN	CALL	Long	10.00	None	$-0.15	-0.75	$-0.48	-0.08	0.28	0.20	0.05	6.14	5.66	-0.15	$-15.00	20.00	47	11.0	55.000	-0.48	2024-04-10
GTN240419C00010000	GTN	CALL	Long	10.00	None	$-0.15	-0.75	$-0.22	-0.04	0.08	0.20	0.05	6.14	5.92	-0.15	$-15.00	20.00	46	11.0	55.000	-0.22	2024-04-09
GTN240419C00010000	GTN	CALL	Long	10.00	None	$-0.15	-0.75	$-0.31	-0.05	0.04	0.20	0.05	6.14	5.83	-0.15	$-15.00	20.00	45	11.0	55.000	-0.31	2024-04-08
GTN240419C00010000	GTN	CALL	Long	10.00	None	$-0.15	-0.75	$-0.17	-0.03	-1.03	0.20	0.05	6.14	5.97	-0.15	$-15.00	20.00	42	11.0	55.000	-0.17	2024-04-05
GTN240419C00010000	GTN	CALL	Long	10.00	None	$-0.15	-0.75	$-0.03	-0.00	-0.27	0.20	0.05	6.14	6.11	-0.15	$-15.00	20.00	41	11.0	55.000	-0.03	2024-04-04
GTN240419C00010000	GTN	CALL	Long	10.00	None	$-0.15	-0.75	$0.14	0.02	-0.36	0.20	0.05	6.14	6.28	-0.15	$-15.00	20.00	40	11.0	55.000	0.14	2024-04-03
GTN240419C00010000	GTN	CALL	Long	10.00	None	$-0.15	-0.75	$-0.11	-0.02	-0.31	0.20	0.05	6.14	6.03	-0.15	$-15.00	20.00	39	11.0	55.000	-0.11	2024-04-02
GTN240419C00010000	GTN	CALL	Long	10.00	None	$-0.15	-0.75	$-0.12	-0.02	-0.31	0.20	0.05	6.14	6.02	-0.15	$-15.00	20.00	38	11.0	55.000	-0.12	2024-04-01
GTN240419C00010000	GTN	CALL	Long	10.00	None	$-0.15	-0.75	$0.18	0.03	-0.44	0.20	0.05	6.14	6.32	-0.15	$-15.00	20.00	37	11.0	55.000	0.18	2024-03-31
GTN240419C00010000	GTN	CALL	Long	10.00	None	$-0.15	-0.75	$0.18	0.03	-0.50	0.20	0.05	6.14	6.32	-0.15	$-15.00	20.00	36	11.0	55.000	0.18	2024-03-30
GTN240419C00010000	GTN	CALL	Long	10.00	None	$-0.15	-0.75	$0.18	0.03	-0.52	0.20	0.05	6.14	6.32	-0.15	$-15.00	20.00	35	11.0	55.000	0.18	2024-03-29
GTN240419C00010000	GTN	CALL	Long	10.00	None	$-0.15	-0.75	$0.18	0.03	-0.55	0.20	0.05	6.14	6.32	-0.15	$-15.00	20.00	34	11.0	55.000	0.18	2024-03-28
GTN240419C00010000	GTN	CALL	Long	10.00	None	$-0.15	-0.75	$0.09	0.01	-0.54	0.20	0.05	6.14	6.23	-0.15	$-15.00	20.00	33	11.0	55.000	0.09	2024-03-27
GTN240419C00010000	GTN	CALL	Long	10.00	None	$-0.15	-0.75	$-0.12	-0.02	-0.50	0.20	0.05	6.14	6.02	-0.15	$-15.00	20.00	32	11.0	55.000	-0.12	2024-03-26
GTN240419C00010000	GTN	CALL	Long	10.00	None	$-0.15	-0.75	$-0.09	-0.01	-0.53	0.20	0.05	6.14	6.05	-0.15	$-15.00	20.00	31	11.0	55.000	-0.09	2024-03-25
GTN240419C00010000	GTN	CALL	Long	10.00	None	$-0.15	-0.75	$-0.42	-0.07	0.51	0.20	0.05	6.14	5.72	-0.15	$-15.00	20.00	28	1.0	55.000	-0.42	2024-03-22
GTN240419C00010000	GTN	CALL	Long	10.00	None	$-0.15	-0.75	$-0.18	-0.03	0.36	0.20	0.05	6.14	5.96	-0.15	$-15.00	20.00	27	1.0	55.000	-0.18	2024-03-21
GTN240419C00010000	GTN	CALL	Long	10.00	None	$-0.15	-0.75	$-0.27	-0.04	0.37	0.20	0.05	6.14	5.87	-0.15	$-15.00	20.00	26	1.0	55.000	-0.27	2024-03-20
GTN240419C00010000	GTN	CALL	Long	10.00	None	$-0.15	-0.75	$-0.43	-0.07	-0.54	0.20	0.05	6.14	5.71	-0.15	$-15.00	20.00	25	1.0	55.000	-0.43	2024-03-19
GTN240419C00010000	GTN	CALL	Long	10.00	None	$-0.15	-0.75	$-0.48	-0.08	0.16	0.20	0.05	6.14	5.66	-0.15	$-15.00	20.00	24	1.0	55.000	-0.48	2024-03-18
GTN240419C00010000	GTN	CALL	Long	10.00	None	$-0.15	-0.75	$-0.36	-0.06	-0.31	0.20	0.05	6.14	5.78	-0.15	$-15.00	20.00	21	1.0	55.000	-0.36	2024-03-15
GTN240419C00010000	GTN	CALL	Long	10.00	None	$-0.15	-0.75	$-0.30	-0.05	-0.34	0.20	0.05	6.14	5.84	-0.15	$-15.00	20.00	20	1.0	55.000	-0.30	2024-03-14
GTN240419C00010000	GTN	CALL	Long	10.00	None	$-0.15	-0.75	$-0.13	-0.02	-0.40	0.20	0.05	6.14	6.01	-0.15	$-15.00	20.00	19	1.0	55.000	-0.13	2024-03-13
GTN240419C00010000	GTN	CALL	Long	10.00	None	$-0.15	-0.75	$-0.25	-0.04	-0.39	0.20	0.05	6.14	5.89	-0.15	$-15.00	20.00	18	1.0	55.000	-0.25	2024-03-12
GTN240419C00010000	GTN	CALL	Long	10.00	None	$-0.15	-0.75	$-0.26	-0.04	-0.47	0.20	0.05	6.14	5.88	-0.15	$-15.00	20.00	17	1.0	55.000	-0.26	2024-03-11
GTN240419C00010000	GTN	CALL	Long	10.00	None	$-0.15	-0.75	$-0.27	-0.04	-0.27	0.20	0.05	6.14	5.87	-0.15	$-15.00	20.00	14	1.0	55.000	-0.27	2024-03-08
GTN240419C00010000	GTN	CALL	Long	10.00	None	$-0.15	-0.75	$-0.36	-0.06	0.06	0.20	0.05	6.14	5.78	-0.15	$-15.00	20.00	13	1.0	55.000	-0.36	2024-03-07
GTN240419C00010000	GTN	CALL	Long	10.00	None	$-0.15	-0.75	$-0.48	-0.08	0.13	0.20	0.05	6.14	5.66	-0.15	$-15.00	20.00	12	1.0	55.000	-0.48	2024-03-06
GTN240419C00010000	GTN	CALL	Long	10.00	None	$-0.15	-0.75	$-0.50	-0.08	0.12	0.20	0.05	6.14	5.64	-0.15	$-15.00	20.00	11	1.0	55.000	-0.50	2024-03-05
GTN240419C00010000	GTN	CALL	Long	10.00	None	$-0.15	-0.75	$-0.52	-0.08	-1.03	0.20	0.05	6.14	5.62	-0.15	$-15.00	20.00	10	1.0	0.000	-0.52	2024-03-04
GTN240419C00010000	GTN	CALL	Long	10.00	None	$-0.15	-0.75	$-0.42	-0.07	0.06	0.20	0.05	6.14	5.72	-0.15	$-15.00	20.00	9	1.0	55.000	-0.42	2024-03-03
GTN240419C00010000	GTN	CALL	Long	10.00	None	$-0.15	-0.75	$-0.42	-0.07	0.06	0.20	0.05	6.14	5.72	-0.15	$-15.00	20.00	8	1.0	55.000	-0.42	2024-03-02
GTN240419C00010000	GTN	CALL	Long	10.00	None	$-0.15	-0.75	$-0.49	-0.08	-1.03	0.20	0.05	6.14	5.65	-0.15	$-15.00	20.00	7	1.0	55.000	-0.49	2024-03-01
GTN240419C00010000	GTN	CALL	Long	10.00	None	$-0.15	-0.75	$-0.30	-0.05	-0.04	0.20	0.05	6.14	5.84	-0.15	$-15.00	20.00	6	1.0	55.000	-0.30	2024-02-29
GTN240419C00010000	GTN	CALL	Long	10.00	None	$-0.15	-0.75	$-0.48	-0.08	0.41	0.20	0.05	6.14	5.66	-0.15	$-15.00	20.00	5	1.0	55.000	-0.48	2024-02-28
GTN240419C00010000	GTN	CALL	Long	10.00	None	$-0.15	-0.75	$-0.46	-0.07	-0.64	0.20	0.05	6.14	5.68	-0.15	$-15.00	20.00	4	1.0	55.000	-0.46	2024-02-27
GTN240419C00010000	GTN	CALL	Long	10.00	None	$0.00	0.00	$-0.18	-0.03	-0.71	0.20	0.20	6.14	5.96	0.00	$0.00	20.00	3	53.0	55.000	-0.18	2024-02-26
GTN240419C00010000	GTN	CALL	Long	10.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.00	0.00	0.04	0.20	0.20	6.14	6.14	0.00	$0.00	20.00	2	53.0	55.000	0.00	2024-02-25
GTN240419C00010000	GTN	CALL	Long	10.00	None	$0.00	0.00	$0.00	0.00	0.00	0.20	0.20	6.14	6.14	0.00	$0.00	20.00	0	53.0	55.000	0.00	2024-02-23

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