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View Outliers PnL Drill-Down: IFF241220C00087500

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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
2024-11-06	IFF	IFF241220C00087500	87.50	75.0	22.000	0.268	0.139	1.8	1.3	0.010	3.260	2.780	3.40	87.53	2024-12-20	CALL	Long	0.075	0.147	-0.117

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	IFF	0.818	0.034	0.140	0.070	0.040	-0.100	86.75	-0.223	0.0000	73.21	106.07	21	1y	97.06

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
IFF241220C00087500	IFF	CALL	Long	87.50	None	$-2.75	-0.81	$-1.59	-0.02	0.02	3.40	0.65	87.53	85.94	-2.75	$-275.00	340.00	43	1.0	143.000	-1.59	2024-12-19
IFF241220C00087500	IFF	CALL	Long	87.50	None	$-2.75	-0.81	$-2.12	-0.02	0.06	3.40	0.65	87.53	85.41	-2.75	$-275.00	340.00	42	1.0	143.000	-2.12	2024-12-18
IFF241220C00087500	IFF	CALL	Long	87.50	None	$-2.75	-0.81	$-0.78	-0.01	0.00	3.40	0.65	87.53	86.75	-2.75	$-275.00	340.00	41	1.0	142.000	-0.78	2024-12-17
IFF241220C00087500	IFF	CALL	Long	87.50	None	$-2.38	-0.70	$-0.36	-0.00	0.02	3.40	1.02	87.53	87.17	-2.38	$-238.00	340.00	40	27.0	115.000	-0.36	2024-12-16
IFF241220C00087500	IFF	CALL	Long	87.50	None	$-1.85	-0.54	$-0.15	-0.00	-0.05	3.40	1.55	87.53	87.38	-1.85	$-185.00	340.00	37	1.0	115.000	-0.15	2024-12-13
IFF241220C00087500	IFF	CALL	Long	87.50	None	$-1.85	-0.54	$0.57	0.01	-0.05	3.40	1.55	87.53	88.10	-1.85	$-185.00	340.00	36	1.0	115.000	0.57	2024-12-12
IFF241220C00087500	IFF	CALL	Long	87.50	None	$-2.05	-0.60	$0.31	0.00	-0.06	3.40	1.35	87.53	87.84	-2.05	$-205.00	340.00	35	2.0	115.000	0.31	2024-12-11
IFF241220C00087500	IFF	CALL	Long	87.50	None	$-1.50	-0.44	$1.02	0.01	-0.04	3.40	1.90	87.53	88.55	-1.50	$-150.00	340.00	34	6.0	123.000	1.02	2024-12-10
IFF241220C00087500	IFF	CALL	Long	87.50	None	$-1.05	-0.31	$1.62	0.02	0.01	3.40	2.35	87.53	89.15	-1.05	$-105.00	340.00	33	1.0	123.000	1.62	2024-12-09
IFF241220C00087500	IFF	CALL	Long	87.50	None	$-1.05	-0.31	$1.39	0.02	0.01	3.40	2.35	87.53	88.92	-1.05	$-105.00	340.00	32	1.0	123.000	1.39	2024-12-08
IFF241220C00087500	IFF	CALL	Long	87.50	None	$-1.05	-0.31	$1.43	0.02	-0.04	3.40	2.35	87.53	88.96	-1.05	$-105.00	340.00	30	1.0	123.000	1.43	2024-12-06
IFF241220C00087500	IFF	CALL	Long	87.50	None	$-1.05	-0.31	$1.46	0.02	-0.02	3.40	2.35	87.53	88.99	-1.05	$-105.00	340.00	29	1.0	122.000	1.46	2024-12-05
IFF241220C00087500	IFF	CALL	Long	87.50	None	$0.80	0.24	$1.75	0.02	-0.06	3.40	4.20	87.53	89.28	0.80	$80.00	340.00	28	1.0	122.000	1.75	2024-12-04
IFF241220C00087500	IFF	CALL	Long	87.50	None	$0.80	0.24	$2.63	0.03	-0.02	3.40	4.20	87.53	90.16	0.80	$80.00	340.00	27	1.0	122.000	2.63	2024-12-03
IFF241220C00087500	IFF	CALL	Long	87.50	None	$0.80	0.24	$3.71	0.04	-0.02	3.40	4.20	87.53	91.24	0.80	$80.00	340.00	26	1.0	122.000	3.71	2024-12-02
IFF241220C00087500	IFF	CALL	Long	87.50	None	$0.80	0.24	$3.83	0.04	-0.27	3.40	4.20	87.53	91.36	0.80	$80.00	340.00	25	1.0	0.000	3.83	2024-12-01
IFF241220C00087500	IFF	CALL	Long	87.50	None	$0.80	0.24	$3.83	0.04	0.04	3.40	4.20	87.53	91.36	0.80	$80.00	340.00	24	1.0	122.000	3.83	2024-11-30
IFF241220C00087500	IFF	CALL	Long	87.50	None	$0.80	0.24	$3.29	0.04	0.00	3.40	4.20	87.53	90.82	0.80	$80.00	340.00	22	1.0	122.000	3.29	2024-11-28
IFF241220C00087500	IFF	CALL	Long	87.50	None	$1.50	0.44	$3.79	0.04	0.19	3.40	4.90	87.53	91.32	1.50	$150.00	340.00	21	2.0	122.000	3.79	2024-11-27
IFF241220C00087500	IFF	CALL	Long	87.50	None	$1.50	0.44	$3.41	0.04	-0.06	3.40	4.90	87.53	90.94	1.50	$150.00	340.00	20	2.0	122.000	3.41	2024-11-26
IFF241220C00087500	IFF	CALL	Long	87.50	None	$1.50	0.44	$3.33	0.04	0.02	3.40	4.90	87.53	90.86	1.50	$150.00	340.00	19	2.0	122.000	3.33	2024-11-25
IFF241220C00087500	IFF	CALL	Long	87.50	None	$1.00	0.29	$3.28	0.04	0.01	3.40	4.40	87.53	90.81	1.00	$100.00	340.00	18	1.0	122.000	3.28	2024-11-24
IFF241220C00087500	IFF	CALL	Long	87.50	None	$1.00	0.29	$3.28	0.04	-0.00	3.40	4.40	87.53	90.81	1.00	$100.00	340.00	17	1.0	122.000	3.28	2024-11-23
IFF241220C00087500	IFF	CALL	Long	87.50	None	$1.00	0.29	$3.28	0.04	-0.05	3.40	4.40	87.53	90.81	1.00	$100.00	340.00	16	1.0	122.000	3.28	2024-11-22
IFF241220C00087500	IFF	CALL	Long	87.50	None	$0.40	0.12	$2.25	0.03	-0.01	3.40	3.80	87.53	89.78	0.40	$40.00	340.00	15	31.0	134.000	2.25	2024-11-21
IFF241220C00087500	IFF	CALL	Long	87.50	None	$0.20	0.06	$1.29	0.01	-0.01	3.40	3.60	87.53	88.82	0.20	$20.00	340.00	14	26.0	134.000	1.29	2024-11-20
IFF241220C00087500	IFF	CALL	Long	87.50	None	$0.20	0.06	$1.40	0.02	-0.00	3.40	3.60	87.53	88.93	0.20	$20.00	340.00	13	26.0	137.000	1.40	2024-11-19
IFF241220C00087500	IFF	CALL	Long	87.50	None	$-1.65	-0.49	$-0.91	-0.01	-0.06	3.40	1.75	87.53	86.62	-1.65	$-165.00	340.00	12	69.0	102.000	-0.91	2024-11-18
IFF241220C00087500	IFF	CALL	Long	87.50	None	$-1.10	-0.32	$-1.39	-0.02	-0.01	3.40	2.30	87.53	86.14	-1.10	$-110.00	340.00	11	16.0	95.000	-1.39	2024-11-17
IFF241220C00087500	IFF	CALL	Long	87.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-1.10	-0.32	$-1.39	-0.02	-0.01	3.40	2.30	87.53	86.14	-1.10	$-110.00	340.00	10	16.0	95.000	-1.39	2024-11-16
IFF241220C00087500	IFF	CALL	Long	87.50	None	$-1.10	-0.32	$-1.39	-0.02	-0.00	3.40	2.30	87.53	86.14	-1.10	$-110.00	340.00	9	16.0	95.000	-1.39	2024-11-15
IFF241220C00087500	IFF	CALL	Long	87.50	None	$0.60	0.18	$1.84	0.02	0.02	3.40	4.00	87.53	89.37	0.60	$60.00	340.00	8	9.0	86.000	1.84	2024-11-14
IFF241220C00087500	IFF	CALL	Long	87.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.70	0.21	$2.32	0.03	-0.01	3.40	4.10	87.53	89.85	0.70	$70.00	340.00	7	14.0	86.000	2.32	2024-11-13
IFF241220C00087500	IFF	CALL	Long	87.50	None	$0.70	0.21	$1.91	0.02	-0.00	3.40	4.10	87.53	89.44	0.70	$70.00	340.00	6	12.0	84.000	1.91	2024-11-12
IFF241220C00087500	IFF	CALL	Long	87.50	None	$2.60	0.76	$3.69	0.04	-0.01	3.40	6.00	87.53	91.22	2.60	$260.00	340.00	5	23.0	84.000	3.69	2024-11-11
IFF241220C00087500	IFF	CALL	Long	87.50	None	$2.60	0.76	$4.75	0.05	0.19	3.40	6.00	87.53	92.28	2.60	$260.00	340.00	4	23.0	85.000	4.75	2024-11-10
IFF241220C00087500	IFF	CALL	Long	87.50	None	$2.60	0.76	$4.75	0.05	0.18	3.40	6.00	87.53	92.28	2.60	$260.00	340.00	3	23.0	85.000	4.75	2024-11-09
IFF241220C00087500	IFF	CALL	Long	87.50	None	$2.60	0.76	$4.46	0.05	0.01	3.40	6.00	87.53	91.99	2.60	$260.00	340.00	2	23.0	85.000	4.46	2024-11-08
IFF241220C00087500	IFF	CALL	Long	87.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$2.10	0.62	$3.43	0.04	0.02	3.40	5.50	87.53	90.96	2.10	$210.00	340.00	1	8.0	85.000	3.43	2024-11-07
IFF241220C00087500	IFF	CALL	Long	87.50	None	$0.00	0.00	$0.00	0.00	0.00	3.40	3.40	87.53	87.53	0.00	$0.00	340.00	0	75.0	22.000	0.00	2024-11-06

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