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View Outliers PnL Drill-Down: HRL231117C00036000

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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
2023-10-12	HRL	HRL231117C00036000	36.00	3.0	1.000	0.255	0.125	0.0	3.2	0.000	0.100	3.290	0.14	32.67	2023-11-17	CALL	Long	0.094	0.139	-0.098

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	HRL	0.909	0.034	0.157	0.067	0.060	0.005	32.15	0.068	0.0000	27.97	36.10	21	1y	30.74

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
HRL231117C00036000	HRL	CALL	Long	36.00	None	$-0.09	-0.64	$-0.01	-0.00	0.92	0.14	0.05	32.67	32.66	-0.09	$-9.00	14.00	35	0.0	24.000	-0.01	2023-11-16
HRL231117C00036000	HRL	CALL	Long	36.00	None	$-0.09	-0.64	$0.07	0.00	0.45	0.14	0.05	32.67	32.74	-0.09	$-9.00	14.00	34	0.0	24.000	0.07	2023-11-15
HRL231117C00036000	HRL	CALL	Long	36.00	None	$-0.09	-0.64	$0.25	0.01	0.49	0.14	0.05	32.67	32.92	-0.09	$-9.00	14.00	33	0.0	24.000	0.25	2023-11-14
HRL231117C00036000	HRL	CALL	Long	36.00	None	$-0.09	-0.64	$-0.24	-0.01	0.30	0.14	0.05	32.67	32.43	-0.09	$-9.00	14.00	32	0.0	24.000	-0.24	2023-11-13
HRL231117C00036000	HRL	CALL	Long	36.00	None	$-0.09	-0.64	$-0.17	-0.01	0.29	0.14	0.05	32.67	32.50	-0.09	$-9.00	14.00	29	0.0	24.000	-0.17	2023-11-10
HRL231117C00036000	HRL	CALL	Long	36.00	None	$-0.09	-0.64	$-0.16	-0.00	-0.13	0.14	0.05	32.67	32.51	-0.09	$-9.00	14.00	28	0.0	0.000	-0.16	2023-11-09
HRL231117C00036000	HRL	CALL	Long	36.00	None	$-0.09	-0.64	$-0.16	-0.00	-0.13	0.14	0.05	32.67	32.51	-0.09	$-9.00	14.00	27	0.0	24.000	-0.16	2023-11-08
HRL231117C00036000	HRL	CALL	Long	36.00	None	$-0.09	-0.64	$-0.20	-0.01	0.16	0.14	0.05	32.67	32.47	-0.09	$-9.00	14.00	26	0.0	24.000	-0.20	2023-11-07
HRL231117C00036000	HRL	CALL	Long	36.00	None	$-0.09	-0.64	$-0.14	-0.00	0.17	0.14	0.05	32.67	32.53	-0.09	$-9.00	14.00	25	0.0	24.000	-0.14	2023-11-06
HRL231117C00036000	HRL	CALL	Long	36.00	None	$-0.09	-0.64	$-0.14	-0.00	0.17	0.14	0.05	32.67	32.53	-0.09	$-9.00	14.00	24	0.0	24.000	-0.14	2023-11-05
HRL231117C00036000	HRL	CALL	Long	36.00	None	$-0.09	-0.64	$0.51	0.02	0.01	0.14	0.05	32.67	33.18	-0.09	$-9.00	14.00	21	0.0	24.000	0.51	2023-11-02
HRL231117C00036000	HRL	CALL	Long	36.00	None	$-0.09	-0.64	$-0.23	-0.01	0.04	0.14	0.05	32.67	32.44	-0.09	$-9.00	14.00	20	0.0	24.000	-0.23	2023-11-01
HRL231117C00036000	HRL	CALL	Long	36.00	None	$-0.09	-0.64	$-0.12	-0.00	0.09	0.14	0.05	32.67	32.55	-0.09	$-9.00	14.00	19	0.0	24.000	-0.12	2023-10-31
HRL231117C00036000	HRL	CALL	Long	36.00	None	$-0.09	-0.64	$-0.61	-0.02	0.12	0.14	0.05	32.67	32.06	-0.09	$-9.00	14.00	18	0.0	24.000	-0.61	2023-10-30
HRL231117C00036000	HRL	CALL	Long	36.00	None	$-0.09	-0.64	$-1.28	-0.04	0.19	0.14	0.05	32.67	31.39	-0.09	$-9.00	14.00	15	0.0	24.000	-1.28	2023-10-27
HRL231117C00036000	HRL	CALL	Long	36.00	None	$-0.09	-0.64	$-0.79	-0.02	-0.13	0.14	0.05	32.67	31.88	-0.09	$-9.00	14.00	14	0.0	24.000	-0.79	2023-10-26
HRL231117C00036000	HRL	CALL	Long	36.00	None	$-0.09	-0.64	$-0.55	-0.02	0.02	0.14	0.05	32.67	32.12	-0.09	$-9.00	14.00	13	0.0	24.000	-0.55	2023-10-25
HRL231117C00036000	HRL	CALL	Long	36.00	None	$-0.09	-0.64	$-1.71	-0.05	0.13	0.14	0.05	32.67	30.96	-0.09	$-9.00	14.00	12	0.0	24.000	-1.71	2023-10-24
HRL231117C00036000	HRL	CALL	Long	36.00	None	$-0.09	-0.64	$-1.71	-0.05	0.13	0.14	0.05	32.67	30.96	-0.09	$-9.00	14.00	11	0.0	24.000	-1.71	2023-10-23
HRL231117C00036000	HRL	CALL	Long	36.00	None	$-0.09	-0.64	$-0.85	-0.03	0.05	0.14	0.05	32.67	31.82	-0.09	$-9.00	14.00	7	0.0	23.000	-0.85	2023-10-19
HRL231117C00036000	HRL	CALL	Long	36.00	None	$-0.04	-0.29	$-0.81	-0.02	0.04	0.14	0.10	32.67	31.86	-0.04	$-4.00	14.00	6	0.0	23.000	-0.81	2023-10-18
HRL231117C00036000	HRL	CALL	Long	36.00	None	$-0.04	-0.29	$-0.26	-0.01	0.00	0.14	0.10	32.67	32.41	-0.04	$-4.00	14.00	5	0.0	23.000	-0.26	2023-10-17
HRL231117C00036000	HRL	CALL	Long	36.00	Manually triggered. Moving in unfavorable direction.	$-0.08	-0.57	$-0.55	-0.02	0.05	0.14	0.06	32.67	32.12	-0.08	$-8.00	14.00	4	0.0	3.000	-0.55	2023-10-16
HRL231117C00036000	HRL	CALL	Long	36.00	None	$0.00	0.00	$-0.65	-0.02	0.04	0.14	0.14	32.67	32.02	0.00	$0.00	14.00	2	0.0	3.000	-0.65	2023-10-14
HRL231117C00036000	HRL	CALL	Long	36.00	None	$0.00	0.00	$-0.65	-0.02	0.04	0.14	0.14	32.67	32.02	0.00	$0.00	14.00	1	0.0	3.000	-0.65	2023-10-13
HRL231117C00036000	HRL	CALL	Long	36.00	None	$0.00	0.00	$0.00	0.00	0.00	0.14	0.14	32.67	32.67	0.00	$0.00	14.00	0	3.0	1.000	0.00	2023-10-12

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