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View Outliers PnL Drill-Down: IBN240719C00026000

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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
2024-06-04	IBN	IBN240719C00026000	26.00	261.0	45.000	0.302	0.142	0.3	0.6	0.000	0.870	1.170	0.80	25.57	2024-07-19	CALL	Long	0.097	0.137	-0.090

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	IBN	1.000	0.040	0.131	0.063	0.061	-0.019	30.98	0.275	0.0000	23.16	31.90	21	1y	30.13

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
IBN240719C00026000	IBN	CALL	Long	26.00	None	$2.35	2.47	$3.70	0.14	1.05	0.95	3.30	25.76	29.46	2.35	$235.00	95.00	44	10.0	708.000	3.70	2024-07-18
IBN240719C00026000	IBN	CALL	Long	26.00	None	$2.35	2.47	$3.55	0.14	1.20	0.95	3.30	25.76	29.31	2.35	$235.00	95.00	43	1.0	698.000	3.55	2024-07-17
IBN240719C00026000	IBN	CALL	Long	26.00	None	$2.35	2.47	$3.86	0.15	0.55	0.95	3.30	25.76	29.62	2.35	$235.00	95.00	42	1.0	698.000	3.86	2024-07-16
IBN240719C00026000	IBN	CALL	Long	26.00	None	$2.35	2.47	$3.41	0.13	0.90	0.95	3.30	25.76	29.17	2.35	$235.00	95.00	41	1.0	698.000	3.41	2024-07-15
IBN240719C00026000	IBN	CALL	Long	26.00	None	$2.35	2.47	$3.43	0.13	0.66	0.95	3.30	25.76	29.19	2.35	$235.00	95.00	38	1.0	698.000	3.43	2024-07-12
IBN240719C00026000	IBN	CALL	Long	26.00	None	$2.35	2.47	$3.55	0.14	0.80	0.95	3.30	25.76	29.31	2.35	$235.00	95.00	37	1.0	698.000	3.55	2024-07-11
IBN240719C00026000	IBN	CALL	Long	26.00	None	$2.35	2.47	$3.69	0.14	0.41	0.95	3.30	25.76	29.45	2.35	$235.00	95.00	36	1.0	698.000	3.69	2024-07-10
IBN240719C00026000	IBN	CALL	Long	26.00	None	$2.35	2.47	$3.62	0.14	0.51	0.95	3.30	25.76	29.38	2.35	$235.00	95.00	35	1.0	699.000	3.62	2024-07-09
IBN240719C00026000	IBN	CALL	Long	26.00	None	$2.25	2.37	$3.38	0.13	0.32	0.95	3.20	25.76	29.14	2.25	$225.00	95.00	34	102.0	699.000	3.38	2024-07-08
IBN240719C00026000	IBN	CALL	Long	26.00	None	$2.25	2.37	$3.46	0.13	0.47	0.95	3.20	25.76	29.22	2.25	$225.00	95.00	31	102.0	748.000	3.46	2024-07-05
IBN240719C00026000	IBN	CALL	Long	26.00	None	$2.00	2.11	$3.09	0.12	0.20	0.95	2.95	25.76	28.85	2.00	$200.00	95.00	30	70.0	0.000	3.09	2024-07-04
IBN240719C00026000	IBN	CALL	Long	26.00	None	$2.00	2.11	$3.09	0.12	0.18	0.95	2.95	25.76	28.85	2.00	$200.00	95.00	29	70.0	0.000	3.09	2024-07-03
IBN240719C00026000	IBN	CALL	Long	26.00	None	$1.60	1.68	$2.92	0.11	0.31	0.95	2.55	25.76	28.68	1.60	$160.00	95.00	28	32.0	770.000	2.92	2024-07-02
IBN240719C00026000	IBN	CALL	Long	26.00	None	$2.05	2.16	$3.05	0.12	0.45	0.95	3.00	25.76	28.81	2.05	$205.00	95.00	27	162.0	770.000	3.05	2024-07-01
IBN240719C00026000	IBN	CALL	Long	26.00	None	$2.05	2.16	$3.07	0.12	0.14	0.95	3.00	25.76	28.83	2.05	$205.00	95.00	24	162.0	770.000	3.07	2024-06-28
IBN240719C00026000	IBN	CALL	Long	26.00	None	$2.05	2.16	$3.25	0.13	0.15	0.95	3.00	25.76	29.01	2.05	$205.00	95.00	23	162.0	770.000	3.25	2024-06-27
IBN240719C00026000	IBN	CALL	Long	26.00	None	$2.00	2.11	$3.04	0.12	0.12	0.95	2.95	25.76	28.80	2.00	$200.00	95.00	21	12.0	827.000	3.04	2024-06-25
IBN240719C00026000	IBN	CALL	Long	26.00	None	$1.40	1.47	$2.38	0.09	0.04	0.95	2.35	25.76	28.14	1.40	$140.00	95.00	20	9.0	827.000	2.38	2024-06-24
IBN240719C00026000	IBN	CALL	Long	26.00	None	$0.35	0.37	$1.24	0.05	-0.05	0.95	1.30	25.76	27.00	0.35	$35.00	95.00	14	12.0	867.000	1.24	2024-06-18
IBN240719C00026000	IBN	CALL	Long	26.00	None	$-0.10	-0.11	$0.59	0.02	-0.06	0.95	0.85	25.76	26.35	-0.10	$-10.00	95.00	13	104.0	867.000	0.59	2024-06-17
IBN240719C00026000	IBN	CALL	Long	26.00	None	$-0.10	-0.11	$0.51	0.02	-0.07	0.95	0.85	25.76	26.27	-0.10	$-10.00	95.00	10	104.0	777.000	0.51	2024-06-14
IBN240719C00026000	IBN	CALL	Long	26.00	None	$-0.20	-0.21	$0.27	0.01	-0.08	0.95	0.75	25.76	26.03	-0.20	$-20.00	95.00	9	54.0	777.000	0.27	2024-06-13
IBN240719C00026000	IBN	CALL	Long	26.00	None	$0.18	0.19	$0.69	0.03	-0.07	0.95	1.13	25.76	26.45	0.18	$18.00	95.00	8	103.0	677.000	0.69	2024-06-12
IBN240719C00026000	IBN	CALL	Long	26.00	None	$0.04	0.04	$0.64	0.02	-0.06	0.95	0.99	25.76	26.40	0.04	$4.00	95.00	7	202.0	521.000	0.64	2024-06-11
IBN240719C00026000	IBN	CALL	Long	26.00	None	$0.30	0.32	$0.92	0.04	-0.06	0.95	1.25	25.76	26.68	0.30	$30.00	95.00	6	23.0	544.000	0.92	2024-06-10
IBN240719C00026000	IBN	CALL	Long	26.00	None	$0.25	0.26	$0.92	0.04	-0.04	0.95	1.20	25.76	26.68	0.25	$25.00	95.00	5	23.0	554.000	0.92	2024-06-09
IBN240719C00026000	IBN	CALL	Long	26.00	None	$0.25	0.26	$0.92	0.04	-0.05	0.95	1.20	25.76	26.68	0.25	$25.00	95.00	3	23.0	554.000	0.92	2024-06-07
IBN240719C00026000	IBN	CALL	Long	26.00	None	$0.25	0.26	$0.72	0.03	-0.04	0.95	1.20	25.76	26.48	0.25	$25.00	95.00	2	102.0	641.000	0.72	2024-06-06
IBN240719C00026000	IBN	CALL	Long	26.00	None	$0.30	0.32	$0.91	0.04	-0.05	0.95	1.25	25.76	26.67	0.30	$30.00	95.00	1	133.0	624.000	0.91	2024-06-05
IBN240719C00026000	IBN	CALL	Long	26.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.00	0.00	0.00	0.95	0.95	25.76	25.76	0.00	$0.00	95.00	0	805.0	45.000	0.00	2024-06-04

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