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View Outliers PnL Drill-Down: IQ240927C00003000

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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
2024-08-22 IQ IQ240927C00003000 3.00 57.0 516.000 0.672 0.277 0.0 0.4 0.010 0.100 0.480 0.08 2.60 2024-09-27 CALL Long 0.227 0.280 -0.156

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
2024-12-29 IQ 0.636 0.087 0.241 0.175 0.176 0.007 2.08 0.060 0.0000 1.95 5.79 21 1y 2.30

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
IQ240927C00003000 IQ CALL Long 3.00 None $-0.07 -0.88 $0.08 0.03 0.58 0.08 0.01 2.60 2.68 -0.07 $-7.00 8.00 35 1511.0 1354.000 0.08 2024-09-26
IQ240927C00003000 IQ CALL Long 3.00 None $-0.07 -0.88 $-0.28 -0.11 0.83 0.08 0.01 2.60 2.32 -0.07 $-7.00 8.00 34 1.0 1354.000 -0.28 2024-09-25
IQ240927C00003000 IQ CALL Long 3.00 None $-0.07 -0.88 $-0.16 -0.06 0.45 0.08 0.01 2.60 2.44 -0.07 $-7.00 8.00 33 343.0 1135.000 -0.16 2024-09-24
IQ240927C00003000 IQ CALL Long 3.00 None $-0.07 -0.88 $-0.46 -0.18 0.83 0.08 0.01 2.60 2.14 -0.07 $-7.00 8.00 32 7.0 1135.000 -0.46 2024-09-23
IQ240927C00003000 IQ CALL Long 3.00 None $-0.07 -0.88 $-0.50 -0.19 -0.17 0.08 0.01 2.60 2.10 -0.07 $-7.00 8.00 31 7.0 0.000 -0.50 2024-09-22
IQ240927C00003000 IQ CALL Long 3.00 None $-0.07 -0.88 $-0.50 -0.19 0.58 0.08 0.01 2.60 2.10 -0.07 $-7.00 8.00 29 7.0 1135.000 -0.50 2024-09-20
IQ240927C00003000 IQ CALL Long 3.00 None $-0.07 -0.88 $-0.46 -0.18 0.45 0.08 0.01 2.60 2.14 -0.07 $-7.00 8.00 28 7.0 1135.000 -0.46 2024-09-19
IQ240927C00003000 IQ CALL Long 3.00 None $-0.07 -0.88 $-0.54 -0.21 0.77 0.08 0.01 2.60 2.06 -0.07 $-7.00 8.00 27 7.0 1128.000 -0.54 2024-09-18
IQ240927C00003000 IQ CALL Long 3.00 None $-0.07 -0.88 $-0.56 -0.22 0.73 0.08 0.01 2.60 2.04 -0.07 $-7.00 8.00 26 2.0 755.000 -0.56 2024-09-17
IQ240927C00003000 IQ CALL Long 3.00 None $-0.07 -0.88 $-0.63 -0.24 0.77 0.08 0.01 2.60 1.97 -0.07 $-7.00 8.00 25 18.0 755.000 -0.63 2024-09-16
IQ240927C00003000 IQ CALL Long 3.00 None $-0.07 -0.88 $-0.63 -0.24 0.61 0.08 0.01 2.60 1.97 -0.07 $-7.00 8.00 23 20.0 755.000 -0.63 2024-09-14
IQ240927C00003000 IQ CALL Long 3.00 None $-0.07 -0.88 $-0.63 -0.24 0.64 0.08 0.01 2.60 1.97 -0.07 $-7.00 8.00 22 20.0 755.000 -0.63 2024-09-13
IQ240927C00003000 IQ CALL Long 3.00 None $-0.07 -0.88 $-0.61 -0.23 0.58 0.08 0.01 2.60 1.99 -0.07 $-7.00 8.00 21 20.0 755.000 -0.61 2024-09-12
IQ240927C00003000 IQ CALL Long 3.00 None $-0.07 -0.88 $-0.61 -0.23 0.61 0.08 0.01 2.60 1.99 -0.07 $-7.00 8.00 20 20.0 755.000 -0.61 2024-09-11
IQ240927C00003000 IQ CALL Long 3.00 None $-0.07 -0.88 $-0.56 -0.22 0.52 0.08 0.01 2.60 2.04 -0.07 $-7.00 8.00 19 20.0 755.000 -0.56 2024-09-10
IQ240927C00003000 IQ CALL Long 3.00 None $-0.07 -0.88 $-0.53 -0.20 0.44 0.08 0.01 2.60 2.07 -0.07 $-7.00 8.00 18 20.0 755.000 -0.53 2024-09-09
IQ240927C00003000 IQ CALL Long 3.00 None $-0.07 -0.88 $-0.64 -0.25 0.58 0.08 0.01 2.60 1.96 -0.07 $-7.00 8.00 17 20.0 755.000 -0.64 2024-09-08
IQ240927C00003000 IQ CALL Long 3.00 None $-0.07 -0.88 $-0.64 -0.25 0.48 0.08 0.01 2.60 1.96 -0.07 $-7.00 8.00 15 20.0 755.000 -0.64 2024-09-06
IQ240927C00003000 IQ CALL Long 3.00 None $-0.07 -0.88 $-0.58 -0.22 0.39 0.08 0.01 2.60 2.02 -0.07 $-7.00 8.00 14 20.0 755.000 -0.58 2024-09-05
IQ240927C00003000 IQ CALL Long 3.00 None $-0.07 -0.88 $-0.53 -0.20 0.27 0.08 0.01 2.60 2.07 -0.07 $-7.00 8.00 13 20.0 755.000 -0.53 2024-09-04
IQ240927C00003000 IQ CALL Long 3.00 None $-0.07 -0.88 $-0.45 -0.17 0.23 0.08 0.01 2.60 2.15 -0.07 $-7.00 8.00 9 20.0 755.000 -0.45 2024-08-31
IQ240927C00003000 IQ CALL Long 3.00 None $-0.07 -0.88 $-0.45 -0.17 0.20 0.08 0.01 2.60 2.15 -0.07 $-7.00 8.00 8 20.0 755.000 -0.45 2024-08-30
IQ240927C00003000 IQ CALL Long 3.00 None $-0.07 -0.88 $-0.36 -0.14 0.06 0.08 0.01 2.60 2.24 -0.07 $-7.00 8.00 7 20.0 0.000 -0.36 2024-08-29
IQ240927C00003000 IQ CALL Long 3.00 None $-0.06 -0.75 $-0.43 -0.17 0.11 0.08 0.02 2.60 2.17 -0.06 $-6.00 8.00 6 8.0 744.000 -0.43 2024-08-28
IQ240927C00003000 IQ CALL Long 3.00 None $-0.05 -0.62 $-0.28 -0.11 -0.42 0.08 0.03 2.60 2.32 -0.05 $-5.00 8.00 5 112.0 744.000 -0.28 2024-08-27
IQ240927C00003000 IQ CALL Long 3.00 None $-0.05 -0.62 $-0.28 -0.11 0.03 0.08 0.03 2.60 2.32 -0.05 $-5.00 8.00 4 112.0 0.000 -0.28 2024-08-26
IQ240927C00003000 IQ CALL Long 3.00 None $-0.04 -0.50 $-0.26 -0.10 0.03 0.08 0.04 2.60 2.34 -0.04 $-4.00 8.00 3 128.0 557.000 -0.26 2024-08-25
IQ240927C00003000 IQ CALL Long 3.00 None $-0.04 -0.50 $-0.26 -0.10 0.02 0.08 0.04 2.60 2.34 -0.04 $-4.00 8.00 2 128.0 557.000 -0.26 2024-08-24
IQ240927C00003000 IQ CALL Long 3.00 Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.08 $-0.04 -0.50 $-0.26 -0.10 0.02 0.08 0.04 2.60 2.34 -0.04 $-4.00 8.00 1 127.0 557.000 -0.26 2024-08-23
IQ240927C00003000 IQ CALL Long 3.00 None $0.00 0.00 $0.00 0.00 0.00 0.08 0.08 2.60 2.60 0.00 $0.00 8.00 0 57.0 516.000 0.00 2024-08-22

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