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View Outliers PnL Drill-Down: HLIT240517C00012500

View in yFinance: HLIT

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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
2024-04-09	HLIT	HLIT240517C00012500	12.50	9.0	1.000	0.645	0.220	0.0	1.3	0.010	0.430	1.680	0.30	11.20	2024-05-17	CALL	Long	0.186	0.246	-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	HLIT	0.909	0.055	0.321	0.133	0.055	-0.266	13.22	0.138	0.0000	9.20	14.82	21	1y	12.73

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
HLIT240517C00012500	HLIT	CALL	Long	12.50	None	$-0.25	-0.83	$0.08	0.01	0.11	0.30	0.05	11.22	11.30	-0.25	$-25.00	30.00	36	3.0	185.000	0.08	2024-05-15
HLIT240517C00012500	HLIT	CALL	Long	12.50	None	$-0.25	-0.83	$0.17	0.02	-0.03	0.30	0.05	11.22	11.39	-0.25	$-25.00	30.00	35	3.0	185.000	0.17	2024-05-14
HLIT240517C00012500	HLIT	CALL	Long	12.50	None	$-0.25	-0.83	$0.14	0.01	-0.08	0.30	0.05	11.22	11.36	-0.25	$-25.00	30.00	34	5.0	185.000	0.14	2024-05-13
HLIT240517C00012500	HLIT	CALL	Long	12.50	None	$-0.25	-0.83	$0.17	0.02	-0.39	0.30	0.05	11.22	11.39	-0.25	$-25.00	30.00	33	5.0	185.000	0.17	2024-05-12
HLIT240517C00012500	HLIT	CALL	Long	12.50	None	$-0.25	-0.83	$0.13	0.01	-0.14	0.30	0.05	11.22	11.35	-0.25	$-25.00	30.00	30	5.0	185.000	0.13	2024-05-09
HLIT240517C00012500	HLIT	CALL	Long	12.50	None	$-0.25	-0.83	$-0.26	-0.02	-0.13	0.30	0.05	11.22	10.96	-0.25	$-25.00	30.00	29	5.0	190.000	-0.26	2024-05-08
HLIT240517C00012500	HLIT	CALL	Long	12.50	None	$-0.25	-0.83	$-0.37	-0.03	-0.12	0.30	0.05	11.22	10.85	-0.25	$-25.00	30.00	28	3.0	190.000	-0.37	2024-05-07
HLIT240517C00012500	HLIT	CALL	Long	12.50	None	$-0.25	-0.83	$-0.07	-0.01	-0.51	0.30	0.05	11.22	11.15	-0.25	$-25.00	30.00	24	37.0	187.000	-0.07	2024-05-03
HLIT240517C00012500	HLIT	CALL	Long	12.50	None	$-0.25	-0.83	$-0.12	-0.01	-0.13	0.30	0.05	11.22	11.10	-0.25	$-25.00	30.00	23	37.0	187.000	-0.12	2024-05-02
HLIT240517C00012500	HLIT	CALL	Long	12.50	None	$-0.25	-0.83	$-1.94	-0.17	0.19	0.30	0.05	11.22	9.28	-0.25	$-25.00	30.00	20	20.0	90.000	-1.94	2024-04-29
HLIT240517C00012500	HLIT	CALL	Long	12.50	None	$-0.25	-0.83	$-2.02	-0.18	0.15	0.30	0.05	11.22	9.20	-0.25	$-25.00	30.00	17	20.0	71.000	-2.02	2024-04-26
HLIT240517C00012500	HLIT	CALL	Long	12.50	None	$-0.25	-0.83	$-2.02	-0.18	0.13	0.30	0.05	11.22	9.20	-0.25	$-25.00	30.00	16	1.0	71.000	-2.02	2024-04-25
HLIT240517C00012500	HLIT	CALL	Long	12.50	None	$-0.25	-0.83	$-1.79	-0.16	0.06	0.30	0.05	11.22	9.43	-0.25	$-25.00	30.00	15	1.0	71.000	-1.79	2024-04-24
HLIT240517C00012500	HLIT	CALL	Long	12.50	None	$-0.25	-0.83	$-1.64	-0.15	0.35	0.30	0.05	11.22	9.58	-0.25	$-25.00	30.00	14	1.0	71.000	-1.64	2024-04-23
HLIT240517C00012500	HLIT	CALL	Long	12.50	None	$-0.25	-0.83	$-1.52	-0.14	0.04	0.30	0.05	11.22	9.70	-0.25	$-25.00	30.00	13	1.0	70.000	-1.52	2024-04-22
HLIT240517C00012500	HLIT	CALL	Long	12.50	None	$-0.17	-0.57	$-1.54	-0.14	0.01	0.30	0.13	11.22	9.68	-0.17	$-17.00	30.00	10	40.0	30.000	-1.54	2024-04-19
HLIT240517C00012500	HLIT	CALL	Long	12.50	None	$-0.19	-0.63	$-1.23	-0.11	0.02	0.30	0.11	11.22	9.99	-0.19	$-19.00	30.00	9	2.0	31.000	-1.23	2024-04-18
HLIT240517C00012500	HLIT	CALL	Long	12.50	None	$-0.16	-0.53	$-1.19	-0.11	0.01	0.30	0.14	11.22	10.03	-0.16	$-16.00	30.00	8	1.0	30.000	-1.19	2024-04-17
HLIT240517C00012500	HLIT	CALL	Long	12.50	None	$-0.15	-0.50	$-0.99	-0.09	-0.01	0.30	0.15	11.22	10.23	-0.15	$-15.00	30.00	7	1.0	30.000	-0.99	2024-04-16
HLIT240517C00012500	HLIT	CALL	Long	12.50	None	$0.00	0.00	$-0.89	-0.08	-0.01	0.30	0.30	11.22	10.33	0.00	$0.00	30.00	6	12.0	30.000	-0.89	2024-04-15
HLIT240517C00012500	HLIT	CALL	Long	12.50	None	$0.00	0.00	$-0.66	-0.06	-0.06	0.30	0.30	11.22	10.56	0.00	$0.00	30.00	3	12.0	18.000	-0.66	2024-04-12
HLIT240517C00012500	HLIT	CALL	Long	12.50	None	$0.00	0.00	$-0.31	-0.03	-0.05	0.30	0.30	11.22	10.91	0.00	$0.00	30.00	2	4.0	14.000	-0.31	2024-04-11
HLIT240517C00012500	HLIT	CALL	Long	12.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.07	0.23	$-0.28	-0.02	-0.02	0.30	0.37	11.22	10.94	0.07	$7.00	30.00	1	7.0	8.000	-0.28	2024-04-10
HLIT240517C00012500	HLIT	CALL	Long	12.50	None	$0.00	0.00	$0.00	0.00	0.00	0.30	0.30	11.22	11.22	0.00	$0.00	30.00	0	9.0	1.000	0.00	2024-04-09

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