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View Outliers PnL Drill-Down: INMD231117C00022500

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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	INMD	INMD231117C00022500	22.50	535.0	2.000	0.623	0.258	0.6	0.6	0.020	1.500	1.520	1.71	22.40	2023-11-17	CALL	Long	0.175	0.279	-0.200

Realize Position if there are favorable/unfavorable market conditions. Volatiltiy Analysis 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
INMD231117C00022500	INMD	CALL	Long	22.50	None	$-1.60	-0.94	$-0.69	-0.03	0.17	1.71	0.11	22.40	21.71	-1.60	$-160.00	171.00	35	0.0	3502.000	-0.69	2023-11-16
INMD231117C00022500	INMD	CALL	Long	22.50	None	$-1.36	-0.80	$-0.22	-0.01	0.05	1.71	0.35	22.40	22.18	-1.36	$-136.00	171.00	34	0.0	3294.000	-0.22	2023-11-15
INMD231117C00022500	INMD	CALL	Long	22.50	None	$-1.66	-0.97	$-1.43	-0.06	0.03	1.71	0.05	22.40	20.97	-1.66	$-166.00	171.00	33	0.0	3294.000	-1.43	2023-11-14
INMD231117C00022500	INMD	CALL	Long	22.50	None	$-1.66	-0.97	$-2.58	-0.12	0.17	1.71	0.05	22.40	19.82	-1.66	$-166.00	171.00	32	0.0	3230.000	-2.58	2023-11-13
INMD231117C00022500	INMD	CALL	Long	22.50	None	$-1.63	-0.95	$-2.90	-0.13	0.24	1.71	0.08	22.40	19.50	-1.63	$-163.00	171.00	29	0.0	3186.000	-2.90	2023-11-10
INMD231117C00022500	INMD	CALL	Long	22.50	None	$-1.61	-0.94	$-2.71	-0.12	-0.37	1.71	0.10	22.40	19.69	-1.61	$-161.00	171.00	28	0.0	0.000	-2.71	2023-11-09
INMD231117C00022500	INMD	CALL	Long	22.50	None	$-1.61	-0.94	$-2.71	-0.12	0.02	1.71	0.10	22.40	19.69	-1.61	$-161.00	171.00	27	0.0	3179.000	-2.71	2023-11-08
INMD231117C00022500	INMD	CALL	Long	22.50	None	$-1.57	-0.92	$-2.41	-0.11	0.02	1.71	0.14	22.40	19.99	-1.57	$-157.00	171.00	26	0.0	3402.000	-2.41	2023-11-07
INMD231117C00022500	INMD	CALL	Long	22.50	None	$-1.56	-0.91	$-1.93	-0.09	-0.10	1.71	0.15	22.40	20.47	-1.56	$-156.00	171.00	25	0.0	3132.000	-1.93	2023-11-06
INMD231117C00022500	INMD	CALL	Long	22.50	None	$-1.56	-0.91	$-1.93	-0.09	-0.10	1.71	0.15	22.40	20.47	-1.56	$-156.00	171.00	24	0.0	3132.000	-1.93	2023-11-05
INMD231117C00022500	INMD	CALL	Long	22.50	None	$-1.04	-0.61	$-0.64	-0.03	-0.08	1.71	0.67	22.40	21.76	-1.04	$-104.00	171.00	21	0.0	3669.000	-0.64	2023-11-02
INMD231117C00022500	INMD	CALL	Long	22.50	None	$-1.47	-0.86	$-3.37	-0.15	0.09	1.71	0.24	22.40	19.03	-1.47	$-147.00	171.00	20	0.0	2039.000	-3.37	2023-11-01
INMD231117C00022500	INMD	CALL	Long	22.50	None	$-1.51	-0.88	$-3.30	-0.15	0.03	1.71	0.20	22.40	19.10	-1.51	$-151.00	171.00	19	0.0	1917.000	-3.30	2023-10-31
INMD231117C00022500	INMD	CALL	Long	22.50	None	$-1.51	-0.88	$-3.38	-0.15	0.07	1.71	0.20	22.40	19.02	-1.51	$-151.00	171.00	18	0.0	1857.000	-3.38	2023-10-30
INMD231117C00022500	INMD	CALL	Long	22.50	None	$-1.46	-0.85	$-3.27	-0.15	0.07	1.71	0.25	22.40	19.13	-1.46	$-146.00	171.00	15	0.0	1446.000	-3.27	2023-10-27
INMD231117C00022500	INMD	CALL	Long	22.50	None	$-1.41	-0.82	$-3.12	-0.14	-0.50	1.71	0.30	22.40	19.28	-1.41	$-141.00	171.00	14	0.0	1446.000	-3.12	2023-10-26
INMD231117C00022500	INMD	CALL	Long	22.50	None	$-1.31	-0.77	$-2.70	-0.12	-0.00	1.71	0.40	22.40	19.70	-1.31	$-131.00	171.00	13	0.0	1334.000	-2.70	2023-10-25
INMD231117C00022500	INMD	CALL	Long	22.50	None	$-1.16	-0.68	$-2.13	-0.10	0.00	1.71	0.55	22.40	20.27	-1.16	$-116.00	171.00	12	0.0	1236.000	-2.13	2023-10-24
INMD231117C00022500	INMD	CALL	Long	22.50	None	$-1.25	-0.73	$-2.47	-0.11	0.01	1.71	0.46	22.40	19.93	-1.25	$-125.00	171.00	11	0.0	1180.000	-2.47	2023-10-23
INMD231117C00022500	INMD	CALL	Long	22.50	None	$-1.21	-0.71	$-2.54	-0.11	0.00	1.71	0.50	22.40	19.86	-1.21	$-121.00	171.00	7	0.0	916.000	-2.54	2023-10-19
INMD231117C00022500	INMD	CALL	Long	22.50	None	$-0.82	-0.48	$-1.66	-0.07	0.02	1.71	0.89	22.40	20.74	-0.82	$-82.00	171.00	6	0.0	844.000	-1.66	2023-10-18
INMD231117C00022500	INMD	CALL	Long	22.50	None	$-0.71	-0.42	$-1.17	-0.05	-0.03	1.71	1.00	22.40	21.23	-0.71	$-71.00	171.00	5	0.0	811.000	-1.17	2023-10-17
INMD231117C00022500	INMD	CALL	Long	22.50	None	$-0.69	-0.40	$-1.08	-0.05	-0.02	1.71	1.02	22.40	21.32	-0.69	$-69.00	171.00	4	0.0	706.000	-1.08	2023-10-16
INMD231117C00022500	INMD	CALL	Long	22.50	None	$-0.78	-0.46	$-1.65	-0.07	0.01	1.71	0.93	22.40	20.75	-0.78	$-78.00	171.00	2	0.0	329.000	-1.65	2023-10-14
INMD231117C00022500	INMD	CALL	Long	22.50	Manually triggered. Moving in unfavorable direction.	$-0.78	-0.46	$-1.65	-0.07	0.01	1.71	0.93	22.40	20.75	-0.78	$-78.00	171.00	1	0.0	329.000	-1.65	2023-10-13
INMD231117C00022500	INMD	CALL	Long	22.50	None	$0.00	0.00	$0.00	0.00	0.00	1.71	1.71	22.40	22.40	0.00	$0.00	171.00	0	535.0	2.000	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