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View Outliers PnL Drill-Down: GTN240920C00005000

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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
2024-08-08	GTN	GTN240920C00005000	5.00	7.0	6.000	0.633	0.289	0.0	0.5	0.010	0.160	0.670	0.20	4.47	2024-09-20	CALL	Long	0.284	0.323	-0.146

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
GTN240920C00005000	GTN	CALL	Long	5.00	None	$0.05	0.25	$0.72	0.16	0.15	0.20	0.25	4.49	5.21	0.05	$5.00	20.00	42	304.0	658.000	0.72	2024-09-19
GTN240920C00005000	GTN	CALL	Long	5.00	None	$0.00	0.00	$0.65	0.14	0.02	0.20	0.20	4.49	5.14	0.00	$0.00	20.00	41	232.0	667.000	0.65	2024-09-18
GTN240920C00005000	GTN	CALL	Long	5.00	None	$-0.05	-0.25	$0.58	0.13	0.02	0.20	0.15	4.49	5.07	-0.05	$-5.00	20.00	40	106.0	669.000	0.58	2024-09-17
GTN240920C00005000	GTN	CALL	Long	5.00	None	$-0.11	-0.55	$0.40	0.09	-0.09	0.20	0.09	4.49	4.89	-0.11	$-11.00	20.00	39	5.0	669.000	0.40	2024-09-16
GTN240920C00005000	GTN	CALL	Long	5.00	None	$-0.07	-0.35	$0.49	0.11	0.01	0.20	0.13	4.49	4.98	-0.07	$-7.00	20.00	37	100.0	642.000	0.49	2024-09-14
GTN240920C00005000	GTN	CALL	Long	5.00	None	$-0.07	-0.35	$0.49	0.11	-0.08	0.20	0.13	4.49	4.98	-0.07	$-7.00	20.00	36	100.0	642.000	0.49	2024-09-13
GTN240920C00005000	GTN	CALL	Long	5.00	None	$-0.17	-0.85	$0.10	0.02	0.01	0.20	0.03	4.49	4.59	-0.17	$-17.00	20.00	35	150.0	492.000	0.10	2024-09-12
GTN240920C00005000	GTN	CALL	Long	5.00	None	$-0.10	-0.50	$-0.04	-0.01	-0.03	0.20	0.10	4.49	4.45	-0.10	$-10.00	20.00	34	5.0	492.000	-0.04	2024-09-11
GTN240920C00005000	GTN	CALL	Long	5.00	None	$-0.10	-0.50	$0.05	0.01	-0.01	0.20	0.10	4.49	4.54	-0.10	$-10.00	20.00	33	5.0	492.000	0.05	2024-09-10
GTN240920C00005000	GTN	CALL	Long	5.00	None	$-0.10	-0.50	$0.18	0.04	-0.05	0.20	0.10	4.49	4.67	-0.10	$-10.00	20.00	32	5.0	492.000	0.18	2024-09-09
GTN240920C00005000	GTN	CALL	Long	5.00	None	$-0.10	-0.50	$0.10	0.02	-0.08	0.20	0.10	4.49	4.59	-0.10	$-10.00	20.00	31	5.0	492.000	0.10	2024-09-08
GTN240920C00005000	GTN	CALL	Long	5.00	None	$-0.10	-0.50	$0.10	0.02	0.04	0.20	0.10	4.49	4.59	-0.10	$-10.00	20.00	29	5.0	492.000	0.10	2024-09-06
GTN240920C00005000	GTN	CALL	Long	5.00	None	$-0.05	-0.25	$0.14	0.03	-0.02	0.20	0.15	4.49	4.63	-0.05	$-5.00	20.00	28	1.0	492.000	0.14	2024-09-05
GTN240920C00005000	GTN	CALL	Long	5.00	None	$0.00	0.00	$0.37	0.08	-0.12	0.20	0.20	4.49	4.86	0.00	$0.00	20.00	27	46.0	496.000	0.37	2024-09-04
GTN240920C00005000	GTN	CALL	Long	5.00	None	$0.20	1.00	$0.61	0.14	0.12	0.20	0.40	4.49	5.10	0.20	$20.00	20.00	23	5.0	497.000	0.61	2024-08-31
GTN240920C00005000	GTN	CALL	Long	5.00	None	$0.20	1.00	$0.61	0.14	-0.12	0.20	0.40	4.49	5.10	0.20	$20.00	20.00	22	5.0	497.000	0.61	2024-08-30
GTN240920C00005000	GTN	CALL	Long	5.00	None	$0.20	1.00	$0.63	0.14	-0.05	0.20	0.40	4.49	5.12	0.20	$20.00	20.00	21	5.0	500.000	0.63	2024-08-29
GTN240920C00005000	GTN	CALL	Long	5.00	None	$0.14	0.70	$0.65	0.14	-0.09	0.20	0.34	4.49	5.14	0.14	$14.00	20.00	20	6.0	504.000	0.65	2024-08-28
GTN240920C00005000	GTN	CALL	Long	5.00	None	$0.25	1.25	$0.71	0.16	-0.62	0.20	0.45	4.49	5.20	0.25	$25.00	20.00	19	216.0	503.000	0.71	2024-08-27
GTN240920C00005000	GTN	CALL	Long	5.00	None	$0.25	1.25	$0.75	0.17	-0.09	0.20	0.45	4.49	5.24	0.25	$25.00	20.00	18	216.0	297.000	0.75	2024-08-26
GTN240920C00005000	GTN	CALL	Long	5.00	None	$0.20	1.00	$0.72	0.16	-0.10	0.20	0.40	4.49	5.21	0.20	$20.00	20.00	17	10.0	305.000	0.72	2024-08-25
GTN240920C00005000	GTN	CALL	Long	5.00	None	$0.20	1.00	$0.72	0.16	-0.12	0.20	0.40	4.49	5.21	0.20	$20.00	20.00	16	10.0	305.000	0.72	2024-08-24
GTN240920C00005000	GTN	CALL	Long	5.00	None	$0.20	1.00	$0.72	0.16	-0.04	0.20	0.40	4.49	5.21	0.20	$20.00	20.00	15	10.0	305.000	0.72	2024-08-23
GTN240920C00005000	GTN	CALL	Long	5.00	None	$0.05	0.25	$0.39	0.09	-0.07	0.20	0.25	4.49	4.88	0.05	$5.00	20.00	14	1.0	305.000	0.39	2024-08-22
GTN240920C00005000	GTN	CALL	Long	5.00	None	$0.05	0.25	$0.35	0.08	-0.09	0.20	0.25	4.49	4.84	0.05	$5.00	20.00	13	27.0	303.000	0.35	2024-08-21
GTN240920C00005000	GTN	CALL	Long	5.00	None	$0.07	0.35	$0.31	0.07	0.01	0.20	0.27	4.49	4.80	0.07	$7.00	20.00	12	50.0	277.000	0.31	2024-08-20
GTN240920C00005000	GTN	CALL	Long	5.00	None	$0.10	0.50	$0.46	0.10	-0.12	0.20	0.30	4.49	4.95	0.10	$10.00	20.00	11	160.0	125.000	0.46	2024-08-19
GTN240920C00005000	GTN	CALL	Long	5.00	None	$-0.05	-0.25	$0.18	0.04	0.01	0.20	0.15	4.49	4.67	-0.05	$-5.00	20.00	10	102.0	23.000	0.18	2024-08-18
GTN240920C00005000	GTN	CALL	Long	5.00	None	$-0.05	-0.25	$0.18	0.04	-0.00	0.20	0.15	4.49	4.67	-0.05	$-5.00	20.00	9	102.0	23.000	0.18	2024-08-17
GTN240920C00005000	GTN	CALL	Long	5.00	None	$-0.05	-0.25	$0.19	0.04	-0.06	0.20	0.15	4.49	4.68	-0.05	$-5.00	20.00	8	102.0	23.000	0.19	2024-08-16
GTN240920C00005000	GTN	CALL	Long	5.00	None	$-0.07	-0.35	$-0.13	-0.03	-0.02	0.20	0.13	4.49	4.36	-0.07	$-7.00	20.00	7	14.0	21.000	-0.13	2024-08-15
GTN240920C00005000	GTN	CALL	Long	5.00	None	$-0.10	-0.50	$-0.21	-0.05	-0.03	0.20	0.10	4.49	4.28	-0.10	$-10.00	20.00	6	1.0	21.000	-0.21	2024-08-14
GTN240920C00005000	GTN	CALL	Long	5.00	None	$-0.10	-0.50	$-0.27	-0.06	-0.01	0.20	0.10	4.49	4.22	-0.10	$-10.00	20.00	5	1.0	21.000	-0.27	2024-08-13
GTN240920C00005000	GTN	CALL	Long	5.00	None	$-0.05	-0.25	$-0.25	-0.06	-0.03	0.20	0.15	4.49	4.24	-0.05	$-5.00	20.00	4	5.0	16.000	-0.25	2024-08-12
GTN240920C00005000	GTN	CALL	Long	5.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.19	$-0.05	-0.25	$-0.10	-0.02	-0.07	0.20	0.15	4.49	4.39	-0.05	$-5.00	20.00	1	5.0	11.000	-0.10	2024-08-09
GTN240920C00005000	GTN	CALL	Long	5.00	None	$0.00	0.00	$0.00	0.00	0.00	0.20	0.20	4.49	4.49	0.00	$0.00	20.00	0	7.0	6.000	0.00	2024-08-08

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