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View Outliers PnL Drill-Down: IRBT240920C00008000

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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
2024-08-08	IRBT	IRBT240920C00008000	8.00	30.0	103.000	0.771	0.387	0.5	0.3	0.010	0.840	0.670	3.83	8.13	2024-09-20	CALL	Long	0.440	0.475	-0.166

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
IRBT240920C00008000	IRBT	CALL	Long	8.00	None	$-3.78	-0.99	$-0.65	-0.08	0.16	3.83	0.05	8.13	7.48	-3.78	$-378.00	383.00	42	342.0	616.000	-0.65	2024-09-19
IRBT240920C00008000	IRBT	CALL	Long	8.00	None	$-3.78	-0.99	$-0.94	-0.12	0.43	3.83	0.05	8.13	7.19	-3.78	$-378.00	383.00	41	55.0	615.000	-0.94	2024-09-18
IRBT240920C00008000	IRBT	CALL	Long	8.00	None	$-3.78	-0.99	$-0.81	-0.10	0.14	3.83	0.05	8.13	7.32	-3.78	$-378.00	383.00	40	473.0	176.000	-0.81	2024-09-17
IRBT240920C00008000	IRBT	CALL	Long	8.00	None	$-3.73	-0.97	$-0.87	-0.11	0.10	3.83	0.10	8.13	7.26	-3.73	$-373.00	383.00	39	9.0	168.000	-0.87	2024-09-16
IRBT240920C00008000	IRBT	CALL	Long	8.00	None	$-3.68	-0.96	$-0.89	-0.11	0.22	3.83	0.15	8.13	7.24	-3.68	$-368.00	383.00	37	37.0	139.000	-0.89	2024-09-14
IRBT240920C00008000	IRBT	CALL	Long	8.00	None	$-3.67	-0.96	$-0.89	-0.11	0.09	3.83	0.16	8.13	7.24	-3.67	$-367.00	383.00	36	36.0	139.000	-0.89	2024-09-13
IRBT240920C00008000	IRBT	CALL	Long	8.00	None	$-3.73	-0.97	$-0.99	-0.12	0.17	3.83	0.10	8.13	7.14	-3.73	$-373.00	383.00	35	27.0	163.000	-0.99	2024-09-12
IRBT240920C00008000	IRBT	CALL	Long	8.00	None	$-3.64	-0.95	$-1.34	-0.16	0.36	3.83	0.19	8.13	6.79	-3.64	$-364.00	383.00	34	82.0	163.000	-1.34	2024-09-11
IRBT240920C00008000	IRBT	CALL	Long	8.00	None	$-3.63	-0.95	$-1.00	-0.12	0.15	3.83	0.20	8.13	7.13	-3.63	$-363.00	383.00	33	81.0	168.000	-1.00	2024-09-10
IRBT240920C00008000	IRBT	CALL	Long	8.00	None	$-3.74	-0.98	$-2.06	-0.25	0.41	3.83	0.09	8.13	6.07	-3.74	$-374.00	383.00	32	1.0	168.000	-2.06	2024-09-09
IRBT240920C00008000	IRBT	CALL	Long	8.00	None	$-3.69	-0.96	$-2.16	-0.27	1.15	3.83	0.14	8.13	5.97	-3.69	$-369.00	383.00	31	11.0	168.000	-2.16	2024-09-08
IRBT240920C00008000	IRBT	CALL	Long	8.00	None	$-3.69	-0.96	$-2.16	-0.27	0.94	3.83	0.14	8.13	5.97	-3.69	$-369.00	383.00	29	11.0	168.000	-2.16	2024-09-06
IRBT240920C00008000	IRBT	CALL	Long	8.00	None	$-3.69	-0.96	$-1.73	-0.21	0.10	3.83	0.14	8.13	6.40	-3.69	$-369.00	383.00	28	11.0	168.000	-1.73	2024-09-05
IRBT240920C00008000	IRBT	CALL	Long	8.00	None	$-3.65	-0.95	$-1.52	-0.19	0.18	3.83	0.18	8.13	6.61	-3.65	$-365.00	383.00	27	6.0	176.000	-1.52	2024-09-04
IRBT240920C00008000	IRBT	CALL	Long	8.00	None	$-3.53	-0.92	$-0.81	-0.10	-0.14	3.83	0.30	8.13	7.32	-3.53	$-353.00	383.00	23	4.0	167.000	-0.81	2024-08-31
IRBT240920C00008000	IRBT	CALL	Long	8.00	None	$-3.53	-0.92	$-0.81	-0.10	-0.06	3.83	0.30	8.13	7.32	-3.53	$-353.00	383.00	22	4.0	167.000	-0.81	2024-08-30
IRBT240920C00008000	IRBT	CALL	Long	8.00	None	$-3.33	-0.87	$-0.70	-0.09	0.08	3.83	0.50	8.13	7.43	-3.33	$-333.00	383.00	21	5.0	167.000	-0.70	2024-08-29
IRBT240920C00008000	IRBT	CALL	Long	8.00	None	$-3.43	-0.90	$-0.76	-0.09	0.09	3.83	0.40	8.13	7.37	-3.43	$-343.00	383.00	20	16.0	167.000	-0.76	2024-08-28
IRBT240920C00008000	IRBT	CALL	Long	8.00	None	$-3.13	-0.82	$-0.34	-0.04	-0.76	3.83	0.70	8.13	7.79	-3.13	$-313.00	383.00	19	4.0	162.000	-0.34	2024-08-27
IRBT240920C00008000	IRBT	CALL	Long	8.00	None	$-3.13	-0.82	$-0.27	-0.03	0.18	3.83	0.70	8.13	7.86	-3.13	$-313.00	383.00	18	4.0	162.000	-0.27	2024-08-26
IRBT240920C00008000	IRBT	CALL	Long	8.00	None	$-3.13	-0.82	$-0.16	-0.02	0.04	3.83	0.70	8.13	7.97	-3.13	$-313.00	383.00	17	4.0	163.000	-0.16	2024-08-25
IRBT240920C00008000	IRBT	CALL	Long	8.00	None	$-3.13	-0.82	$-0.16	-0.02	0.02	3.83	0.70	8.13	7.97	-3.13	$-313.00	383.00	16	4.0	163.000	-0.16	2024-08-24
IRBT240920C00008000	IRBT	CALL	Long	8.00	None	$-3.13	-0.82	$-0.16	-0.02	0.06	3.83	0.70	8.13	7.97	-3.13	$-313.00	383.00	15	4.0	163.000	-0.16	2024-08-23
IRBT240920C00008000	IRBT	CALL	Long	8.00	None	$-3.23	-0.84	$-0.62	-0.08	0.08	3.83	0.60	8.13	7.51	-3.23	$-323.00	383.00	14	1.0	162.000	-0.62	2024-08-22
IRBT240920C00008000	IRBT	CALL	Long	8.00	None	$-3.00	-0.78	$-0.08	-0.01	0.15	3.83	0.83	8.13	8.05	-3.00	$-300.00	383.00	13	45.0	155.000	-0.08	2024-08-21
IRBT240920C00008000	IRBT	CALL	Long	8.00	None	$-3.38	-0.88	$-0.90	-0.11	0.07	3.83	0.45	8.13	7.23	-3.38	$-338.00	383.00	12	55.0	142.000	-0.90	2024-08-20
IRBT240920C00008000	IRBT	CALL	Long	8.00	None	$-3.08	-0.80	$-0.20	-0.02	1.02	3.83	0.75	8.13	7.93	-3.08	$-308.00	383.00	11	25.0	121.000	-0.20	2024-08-19
IRBT240920C00008000	IRBT	CALL	Long	8.00	None	$-3.03	-0.79	$-0.20	-0.02	0.04	3.83	0.80	8.13	7.93	-3.03	$-303.00	383.00	10	2.0	119.000	-0.20	2024-08-18
IRBT240920C00008000	IRBT	CALL	Long	8.00	None	$-3.03	-0.79	$-0.20	-0.02	0.03	3.83	0.80	8.13	7.93	-3.03	$-303.00	383.00	9	2.0	119.000	-0.20	2024-08-17
IRBT240920C00008000	IRBT	CALL	Long	8.00	None	$-3.03	-0.79	$-0.20	-0.02	0.71	3.83	0.80	8.13	7.93	-3.03	$-303.00	383.00	8	2.0	119.000	-0.20	2024-08-16
IRBT240920C00008000	IRBT	CALL	Long	8.00	None	$-3.10	-0.81	$-0.31	-0.04	0.22	3.83	0.73	8.13	7.82	-3.10	$-310.00	383.00	7	6.0	114.000	-0.31	2024-08-15
IRBT240920C00008000	IRBT	CALL	Long	8.00	None	$-3.18	-0.83	$-0.32	-0.04	-0.04	3.83	0.65	8.13	7.81	-3.18	$-318.00	383.00	6	7.0	114.000	-0.32	2024-08-14
IRBT240920C00008000	IRBT	CALL	Long	8.00	None	$-2.33	-0.61	$0.17	0.02	0.05	3.83	1.50	8.13	8.30	-2.33	$-233.00	383.00	5	35.0	104.000	0.17	2024-08-13
IRBT240920C00008000	IRBT	CALL	Long	8.00	None	$-3.23	-0.84	$-0.76	-0.09	0.13	3.83	0.60	8.13	7.37	-3.23	$-323.00	383.00	4	2.0	103.000	-0.76	2024-08-12
IRBT240920C00008000	IRBT	CALL	Long	8.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.35	$0.00	0.00	$-0.49	-0.06	-0.24	3.83	3.83	8.13	7.64	0.00	$0.00	383.00	1	30.0	103.000	-0.49	2024-08-09
IRBT240920C00008000	IRBT	CALL	Long	8.00	None	$0.00	0.00	$0.00	0.00	0.00	3.83	3.83	8.13	8.13	0.00	$0.00	383.00	0	30.0	103.000	0.00	2024-08-08

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