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View Outliers PnL Drill-Down: INO240216C00001000

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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
2024-01-12 INO INO240216C00001000 1.00 186.0 2082.000 1.594 0.432 0.0 0.3 0.010 0.060 0.310 0.10 0.75 2024-02-16 CALL Long 0.455 0.480 -0.135

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
INO240216C00001000 INO CALL Long 1.00 None $0.01 0.11 $5.97 7.75 -1.52 0.09 0.10 0.77 6.74 0.01 $1.00 9.00 28 228.0 2160.000 5.97 2024-02-09
INO240216C00001000 INO CALL Long 1.00 None $0.01 0.11 $4.97 6.45 -1.52 0.09 0.10 0.77 5.74 0.01 $1.00 9.00 27 228.0 2160.000 4.97 2024-02-08
INO240216C00001000 INO CALL Long 1.00 None $0.01 0.11 $4.52 5.87 -1.52 0.09 0.10 0.77 5.29 0.01 $1.00 9.00 26 228.0 2160.000 4.52 2024-02-07
INO240216C00001000 INO CALL Long 1.00 None $0.01 0.11 $4.53 5.88 -1.52 0.09 0.10 0.77 5.30 0.01 $1.00 9.00 25 228.0 2160.000 4.53 2024-02-06
INO240216C00001000 INO CALL Long 1.00 None $0.01 0.11 $4.13 5.36 -1.52 0.09 0.10 0.77 4.90 0.01 $1.00 9.00 24 228.0 2160.000 4.13 2024-02-05
INO240216C00001000 INO CALL Long 1.00 None $0.01 0.11 $4.27 5.55 -1.52 0.09 0.10 0.77 5.04 0.01 $1.00 9.00 23 228.0 2160.000 4.27 2024-02-04
INO240216C00001000 INO CALL Long 1.00 None $0.01 0.11 $4.27 5.55 -1.52 0.09 0.10 0.77 5.04 0.01 $1.00 9.00 21 228.0 2160.000 4.27 2024-02-02
INO240216C00001000 INO CALL Long 1.00 None $0.01 0.11 $4.54 5.90 -1.52 0.09 0.10 0.77 5.31 0.01 $1.00 9.00 20 228.0 2160.000 4.54 2024-02-01
INO240216C00001000 INO CALL Long 1.00 None $0.01 0.11 $4.62 6.00 -1.52 0.09 0.10 0.77 5.39 0.01 $1.00 9.00 19 228.0 2160.000 4.62 2024-01-31
INO240216C00001000 INO CALL Long 1.00 None $0.01 0.11 $5.08 6.60 -1.52 0.09 0.10 0.77 5.85 0.01 $1.00 9.00 18 228.0 2160.000 5.08 2024-01-30
INO240216C00001000 INO CALL Long 1.00 None $0.01 0.11 $5.47 7.10 -1.52 0.09 0.10 0.77 6.24 0.01 $1.00 9.00 17 228.0 2160.000 5.47 2024-01-29
INO240216C00001000 INO CALL Long 1.00 None $0.01 0.11 $5.38 6.99 -1.52 0.09 0.10 0.77 6.15 0.01 $1.00 9.00 16 228.0 2160.000 5.38 2024-01-28
INO240216C00001000 INO CALL Long 1.00 None $0.01 0.11 $5.38 6.99 -1.52 0.09 0.10 0.77 6.15 0.01 $1.00 9.00 15 228.0 2160.000 5.38 2024-01-27
INO240216C00001000 INO CALL Long 1.00 None $0.01 0.11 $5.38 6.99 -1.52 0.09 0.10 0.77 6.15 0.01 $1.00 9.00 14 228.0 2160.000 5.38 2024-01-26
INO240216C00001000 INO CALL Long 1.00 None $0.01 0.11 $6.02 7.82 -1.52 0.09 0.10 0.77 6.79 0.01 $1.00 9.00 13 228.0 2160.000 6.02 2024-01-25
INO240216C00001000 INO CALL Long 1.00 None $0.01 0.11 $-0.19 -0.25 0.95 0.09 0.10 0.77 0.58 0.01 $1.00 9.00 12 228.0 2241.000 -0.19 2024-01-24
INO240216C00001000 INO CALL Long 1.00 None $-0.04 -0.44 $-0.17 -0.22 0.26 0.09 0.05 0.77 0.60 -0.04 $-4.00 9.00 11 85.0 2240.000 -0.17 2024-01-23
INO240216C00001000 INO CALL Long 1.00 None $-0.04 -0.44 $-0.08 -0.10 -0.14 0.09 0.05 0.77 0.69 -0.04 $-4.00 9.00 10 85.0 2186.000 -0.08 2024-01-22
INO240216C00001000 INO CALL Long 1.00 None $-0.03 -0.33 $-0.10 -0.13 0.64 0.09 0.06 0.77 0.67 -0.03 $-3.00 9.00 7 106.0 2191.000 -0.10 2024-01-19
INO240216C00001000 INO CALL Long 1.00 None $-0.02 -0.22 $-0.05 -0.06 0.36 0.09 0.07 0.77 0.72 -0.02 $-2.00 9.00 6 194.0 2115.000 -0.05 2024-01-18
INO240216C00001000 INO CALL Long 1.00 None $-0.01 -0.11 $-0.07 -0.09 0.47 0.09 0.08 0.77 0.70 -0.01 $-1.00 9.00 5 19.0 2133.000 -0.07 2024-01-17
INO240216C00001000 INO CALL Long 1.00 None $0.00 0.00 $-0.02 -0.03 0.17 0.09 0.09 0.77 0.75 0.00 $0.00 9.00 4 187.0 2088.000 -0.02 2024-01-16
INO240216C00001000 INO CALL Long 1.00 OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position. $0.00 0.00 $0.00 0.00 0.06 0.09 0.09 0.77 0.77 0.00 $0.00 9.00 3 187.0 2082.000 0.00 2024-01-15
INO240216C00001000 INO CALL Long 1.00 None $0.00 0.00 $0.00 0.00 0.02 0.09 0.09 0.77 0.77 0.00 $0.00 9.00 1 187.0 2082.000 0.00 2024-01-13
INO240216C00001000 INO CALL Long 1.00 None $0.00 0.00 $0.00 0.00 0.00 0.09 0.09 0.77 0.77 0.00 $0.00 9.00 0 187.0 2082.000 0.00 2024-01-12

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