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View Outliers PnL Drill-Down: IHRT240419C00002500

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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
2024-03-01	IHRT	IHRT240419C00002500	2.50	400.0	2319.000	1.121	0.464	0.1	0.2	0.000	0.290	0.430	0.40	2.35	2024-04-19	CALL	Long	0.461	0.490	-0.153

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	IHRT	0.818	0.203	0.494	0.302	0.203	-0.158	2.06	-0.294	0.0000	0.86	2.91	21	1y	2.04

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
IHRT240419C00002500	IHRT	CALL	Long	2.50	None	$-0.35	-0.88	$-0.41	-0.17	2.38	0.40	0.05	2.35	1.94	-0.35	$-35.00	40.00	48	10.0	3238.000	-0.41	2024-04-18
IHRT240419C00002500	IHRT	CALL	Long	2.50	None	$-0.35	-0.88	$-0.40	-0.17	1.72	0.40	0.05	2.35	1.95	-0.35	$-35.00	40.00	47	10.0	3238.000	-0.40	2024-04-17
IHRT240419C00002500	IHRT	CALL	Long	2.50	None	$-0.35	-0.88	$-0.32	-0.14	0.60	0.40	0.05	2.35	2.03	-0.35	$-35.00	40.00	46	10.0	3238.000	-0.32	2024-04-16
IHRT240419C00002500	IHRT	CALL	Long	2.50	None	$-0.35	-0.88	$-0.24	-0.10	0.58	0.40	0.05	2.35	2.11	-0.35	$-35.00	40.00	45	10.0	3238.000	-0.24	2024-04-15
IHRT240419C00002500	IHRT	CALL	Long	2.50	None	$-0.35	-0.88	$-0.17	-0.07	-0.22	0.40	0.05	2.35	2.18	-0.35	$-35.00	40.00	42	10.0	3238.000	-0.17	2024-04-12
IHRT240419C00002500	IHRT	CALL	Long	2.50	None	$-0.35	-0.88	$-0.09	-0.04	-0.20	0.40	0.05	2.35	2.26	-0.35	$-35.00	40.00	41	10.0	3238.000	-0.09	2024-04-11
IHRT240419C00002500	IHRT	CALL	Long	2.50	None	$-0.35	-0.88	$-0.17	-0.07	-0.07	0.40	0.05	2.35	2.18	-0.35	$-35.00	40.00	40	3.0	3248.000	-0.17	2024-04-10
IHRT240419C00002500	IHRT	CALL	Long	2.50	None	$-0.35	-0.88	$-0.02	-0.01	-0.43	0.40	0.05	2.35	2.33	-0.35	$-35.00	40.00	39	3.0	3247.000	-0.02	2024-04-09
IHRT240419C00002500	IHRT	CALL	Long	2.50	None	$-0.25	-0.62	$-0.10	-0.04	0.05	0.40	0.15	2.35	2.25	-0.25	$-25.00	40.00	38	6.0	3241.000	-0.10	2024-04-08
IHRT240419C00002500	IHRT	CALL	Long	2.50	None	$-0.35	-0.88	$-0.30	-0.13	0.16	0.40	0.05	2.35	2.05	-0.35	$-35.00	40.00	35	1.0	3240.000	-0.30	2024-04-05
IHRT240419C00002500	IHRT	CALL	Long	2.50	None	$-0.35	-0.88	$-0.22	-0.09	-0.20	0.40	0.05	2.35	2.13	-0.35	$-35.00	40.00	34	2.0	3240.000	-0.22	2024-04-04
IHRT240419C00002500	IHRT	CALL	Long	2.50	None	$-0.35	-0.88	$-0.26	-0.11	0.00	0.40	0.05	2.35	2.09	-0.35	$-35.00	40.00	33	2.0	3240.000	-0.26	2024-04-03
IHRT240419C00002500	IHRT	CALL	Long	2.50	None	$-0.35	-0.88	$-0.35	-0.15	-0.04	0.40	0.05	2.35	2.00	-0.35	$-35.00	40.00	32	2.0	3240.000	-0.35	2024-04-02
IHRT240419C00002500	IHRT	CALL	Long	2.50	None	$-0.35	-0.88	$-0.23	-0.10	-0.25	0.40	0.05	2.35	2.12	-0.35	$-35.00	40.00	31	2.0	3238.000	-0.23	2024-04-01
IHRT240419C00002500	IHRT	CALL	Long	2.50	None	$-0.30	-0.75	$-0.26	-0.11	-0.22	0.40	0.10	2.35	2.09	-0.30	$-30.00	40.00	30	38.0	3238.000	-0.26	2024-03-31
IHRT240419C00002500	IHRT	CALL	Long	2.50	None	$-0.30	-0.75	$-0.26	-0.11	-0.26	0.40	0.10	2.35	2.09	-0.30	$-30.00	40.00	29	38.0	3238.000	-0.26	2024-03-30
IHRT240419C00002500	IHRT	CALL	Long	2.50	None	$-0.30	-0.75	$-0.26	-0.11	-0.28	0.40	0.10	2.35	2.09	-0.30	$-30.00	40.00	28	38.0	3238.000	-0.26	2024-03-29
IHRT240419C00002500	IHRT	CALL	Long	2.50	None	$-0.30	-0.75	$-0.26	-0.11	-0.30	0.40	0.10	2.35	2.09	-0.30	$-30.00	40.00	27	38.0	3238.000	-0.26	2024-03-28
IHRT240419C00002500	IHRT	CALL	Long	2.50	None	$-0.30	-0.75	$-0.21	-0.09	-0.39	0.40	0.10	2.35	2.14	-0.30	$-30.00	40.00	26	38.0	3238.000	-0.21	2024-03-27
IHRT240419C00002500	IHRT	CALL	Long	2.50	None	$-0.30	-0.75	$-0.42	-0.18	0.49	0.40	0.10	2.35	1.93	-0.30	$-30.00	40.00	25	38.0	3200.000	-0.42	2024-03-26
IHRT240419C00002500	IHRT	CALL	Long	2.50	None	$-0.35	-0.88	$-0.48	-0.20	-0.04	0.40	0.05	2.35	1.87	-0.35	$-35.00	40.00	24	4.0	3200.000	-0.48	2024-03-25
IHRT240419C00002500	IHRT	CALL	Long	2.50	None	$-0.34	-0.85	$-0.44	-0.19	-0.15	0.40	0.06	2.35	1.91	-0.34	$-34.00	40.00	21	10.0	3200.000	-0.44	2024-03-22
IHRT240419C00002500	IHRT	CALL	Long	2.50	None	$-0.34	-0.85	$-0.34	-0.14	-0.30	0.40	0.06	2.35	2.01	-0.34	$-34.00	40.00	20	10.0	3200.000	-0.34	2024-03-21
IHRT240419C00002500	IHRT	CALL	Long	2.50	None	$-0.34	-0.85	$-0.34	-0.14	-0.32	0.40	0.06	2.35	2.01	-0.34	$-34.00	40.00	19	10.0	3200.000	-0.34	2024-03-20
IHRT240419C00002500	IHRT	CALL	Long	2.50	None	$-0.34	-0.85	$-0.46	-0.20	0.11	0.40	0.06	2.35	1.89	-0.34	$-34.00	40.00	18	10.0	3210.000	-0.46	2024-03-19
IHRT240419C00002500	IHRT	CALL	Long	2.50	None	$-0.35	-0.88	$-0.47	-0.20	-0.36	0.40	0.05	2.35	1.88	-0.35	$-35.00	40.00	17	3.0	3210.000	-0.47	2024-03-18
IHRT240419C00002500	IHRT	CALL	Long	2.50	None	$-0.29	-0.72	$-0.28	-0.12	0.00	0.40	0.11	2.35	2.07	-0.29	$-29.00	40.00	14	300.0	3006.000	-0.28	2024-03-15
IHRT240419C00002500	IHRT	CALL	Long	2.50	None	$-0.25	-0.62	$-0.23	-0.10	-0.18	0.40	0.15	2.35	2.12	-0.25	$-25.00	40.00	13	1.0	3006.000	-0.23	2024-03-14
IHRT240419C00002500	IHRT	CALL	Long	2.50	None	$-0.15	-0.38	$-0.19	-0.08	-0.14	0.40	0.25	2.35	2.16	-0.15	$-15.00	40.00	12	2.0	3006.000	-0.19	2024-03-13
IHRT240419C00002500	IHRT	CALL	Long	2.50	None	$-0.15	-0.38	$-0.14	-0.06	-0.14	0.40	0.25	2.35	2.21	-0.15	$-15.00	40.00	11	2.0	3006.000	-0.14	2024-03-12
IHRT240419C00002500	IHRT	CALL	Long	2.50	None	$-0.15	-0.38	$-0.16	-0.07	-0.13	0.40	0.25	2.35	2.19	-0.15	$-15.00	40.00	10	2.0	3006.000	-0.16	2024-03-11
IHRT240419C00002500	IHRT	CALL	Long	2.50	None	$-0.15	-0.38	$-0.05	-0.02	-0.24	0.40	0.25	2.35	2.30	-0.15	$-15.00	40.00	7	2.0	3006.000	-0.05	2024-03-08
IHRT240419C00002500	IHRT	CALL	Long	2.50	None	$-0.15	-0.38	$-0.19	-0.08	-0.22	0.40	0.25	2.35	2.16	-0.15	$-15.00	40.00	6	2.0	3005.000	-0.19	2024-03-07
IHRT240419C00002500	IHRT	CALL	Long	2.50	None	$-0.30	-0.75	$-0.34	-0.14	-0.13	0.40	0.10	2.35	2.01	-0.30	$-30.00	40.00	5	1.0	2999.000	-0.34	2024-03-06
IHRT240419C00002500	IHRT	CALL	Long	2.50	None	$-0.20	-0.50	$-0.40	-0.17	0.13	0.40	0.20	2.35	1.95	-0.20	$-20.00	40.00	4	303.0	2999.000	-0.40	2024-03-05
IHRT240419C00002500	IHRT	CALL	Long	2.50	None	$-0.20	-0.50	$-0.21	-0.09	-1.00	0.40	0.20	2.35	2.14	-0.20	$-20.00	40.00	3	303.0	0.000	-0.21	2024-03-04
IHRT240419C00002500	IHRT	CALL	Long	2.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.10; Exit EQ PnL: -0.09	$-0.10	-0.25	$-0.09	-0.04	0.00	0.40	0.30	2.35	2.26	-0.10	$-10.00	40.00	2	512.0	2319.000	-0.09	2024-03-03
IHRT240419C00002500	IHRT	CALL	Long	2.50	None	$0.00	0.00	$0.00	0.00	0.00	0.40	0.40	2.35	2.35	0.00	$0.00	40.00	0	400.0	2319.000	0.00	2024-03-01

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