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View Outliers PnL Drill-Down: JBI240920C00015000

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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
2024-08-07	JBI	JBI240920C00015000	15.00	16.0	18.000	0.590	0.217	0.0	3.7	0.010	0.060	3.740	0.70	11.24	2024-09-20	CALL	Long	0.162	0.233	-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	JBI	1.000	0.074	0.389	0.122	0.089	-0.300	7.68	0.127	0.0000	7.02	15.42	21	1y	8.25

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
JBI240920C00015000	JBI	CALL	Long	15.00	None	$-0.55	-0.79	$-1.14	-0.10	4.15	0.70	0.15	11.25	10.11	-0.55	$-55.00	70.00	43	15.0	3.000	-1.14	2024-09-19
JBI240920C00015000	JBI	CALL	Long	15.00	None	$-0.55	-0.79	$-1.23	-0.11	3.27	0.70	0.15	11.25	10.02	-0.55	$-55.00	70.00	42	15.0	3.000	-1.23	2024-09-18
JBI240920C00015000	JBI	CALL	Long	15.00	None	$-0.55	-0.79	$-0.97	-0.09	2.51	0.70	0.15	11.25	10.28	-0.55	$-55.00	70.00	41	15.0	3.000	-0.97	2024-09-17
JBI240920C00015000	JBI	CALL	Long	15.00	None	$-0.55	-0.79	$-1.36	-0.12	2.37	0.70	0.15	11.25	9.89	-0.55	$-55.00	70.00	40	15.0	3.000	-1.36	2024-09-16
JBI240920C00015000	JBI	CALL	Long	15.00	None	$-0.55	-0.79	$-1.39	-0.12	2.09	0.70	0.15	11.25	9.86	-0.55	$-55.00	70.00	38	15.0	3.000	-1.39	2024-09-14
JBI240920C00015000	JBI	CALL	Long	15.00	None	$-0.55	-0.79	$-1.39	-0.12	1.67	0.70	0.15	11.25	9.86	-0.55	$-55.00	70.00	37	15.0	3.000	-1.39	2024-09-13
JBI240920C00015000	JBI	CALL	Long	15.00	None	$-0.55	-0.79	$-1.53	-0.14	1.80	0.70	0.15	11.25	9.72	-0.55	$-55.00	70.00	36	15.0	3.000	-1.53	2024-09-12
JBI240920C00015000	JBI	CALL	Long	15.00	None	$-0.55	-0.79	$-1.53	-0.14	1.44	0.70	0.15	11.25	9.72	-0.55	$-55.00	70.00	35	15.0	3.000	-1.53	2024-09-11
JBI240920C00015000	JBI	CALL	Long	15.00	None	$-0.55	-0.79	$-1.51	-0.13	1.10	0.70	0.15	11.25	9.74	-0.55	$-55.00	70.00	34	15.0	3.000	-1.51	2024-09-10
JBI240920C00015000	JBI	CALL	Long	15.00	None	$-0.55	-0.79	$-0.98	-0.09	0.02	0.70	0.15	11.25	10.27	-0.55	$-55.00	70.00	33	15.0	3.000	-0.98	2024-09-09
JBI240920C00015000	JBI	CALL	Long	15.00	None	$-0.55	-0.79	$-0.84	-0.07	1.69	0.70	0.15	11.25	10.41	-0.55	$-55.00	70.00	32	15.0	3.000	-0.84	2024-09-08
JBI240920C00015000	JBI	CALL	Long	15.00	None	$-0.55	-0.79	$-0.84	-0.07	1.40	0.70	0.15	11.25	10.41	-0.55	$-55.00	70.00	30	15.0	3.000	-0.84	2024-09-06
JBI240920C00015000	JBI	CALL	Long	15.00	None	$-0.55	-0.79	$-0.85	-0.08	-0.15	0.70	0.15	11.25	10.40	-0.55	$-55.00	70.00	29	15.0	3.000	-0.85	2024-09-05
JBI240920C00015000	JBI	CALL	Long	15.00	None	$-0.55	-0.79	$-0.77	-0.07	-0.19	0.70	0.15	11.25	10.48	-0.55	$-55.00	70.00	28	15.0	3.000	-0.77	2024-09-04
JBI240920C00015000	JBI	CALL	Long	15.00	None	$-0.55	-0.79	$-0.26	-0.02	-0.02	0.70	0.15	11.25	10.99	-0.55	$-55.00	70.00	24	15.0	3.000	-0.26	2024-08-31
JBI240920C00015000	JBI	CALL	Long	15.00	None	$-0.55	-0.79	$-0.26	-0.02	-0.06	0.70	0.15	11.25	10.99	-0.55	$-55.00	70.00	23	15.0	3.000	-0.26	2024-08-30
JBI240920C00015000	JBI	CALL	Long	15.00	None	$-0.55	-0.79	$-0.36	-0.03	-0.06	0.70	0.15	11.25	10.89	-0.55	$-55.00	70.00	22	15.0	3.000	-0.36	2024-08-29
JBI240920C00015000	JBI	CALL	Long	15.00	None	$-0.55	-0.79	$-0.41	-0.04	-0.81	0.70	0.15	11.25	10.84	-0.55	$-55.00	70.00	21	15.0	3.000	-0.41	2024-08-28
JBI240920C00015000	JBI	CALL	Long	15.00	None	$-0.55	-0.79	$0.04	0.00	-0.81	0.70	0.15	11.25	11.29	-0.55	$-55.00	70.00	20	15.0	3.000	0.04	2024-08-27
JBI240920C00015000	JBI	CALL	Long	15.00	None	$-0.55	-0.79	$0.11	0.01	-0.22	0.70	0.15	11.25	11.36	-0.55	$-55.00	70.00	19	15.0	0.000	0.11	2024-08-26
JBI240920C00015000	JBI	CALL	Long	15.00	None	$-0.55	-0.79	$0.01	0.00	-0.35	0.70	0.15	11.25	11.26	-0.55	$-55.00	70.00	18	15.0	3.000	0.01	2024-08-25
JBI240920C00015000	JBI	CALL	Long	15.00	None	$-0.55	-0.79	$0.01	0.00	-0.36	0.70	0.15	11.25	11.26	-0.55	$-55.00	70.00	17	15.0	3.000	0.01	2024-08-24
JBI240920C00015000	JBI	CALL	Long	15.00	None	$-0.55	-0.79	$0.02	0.00	-0.37	0.70	0.15	11.25	11.27	-0.55	$-55.00	70.00	16	15.0	3.000	0.02	2024-08-23
JBI240920C00015000	JBI	CALL	Long	15.00	None	$-0.55	-0.79	$-0.34	-0.03	-0.19	0.70	0.15	11.25	10.91	-0.55	$-55.00	70.00	15	15.0	3.000	-0.34	2024-08-22
JBI240920C00015000	JBI	CALL	Long	15.00	None	$-0.55	-0.79	$-0.20	-0.02	-0.23	0.70	0.15	11.25	11.05	-0.55	$-55.00	70.00	14	15.0	3.000	-0.20	2024-08-21
JBI240920C00015000	JBI	CALL	Long	15.00	None	$-0.55	-0.79	$-0.44	-0.04	-0.20	0.70	0.15	11.25	10.81	-0.55	$-55.00	70.00	13	15.0	3.000	-0.44	2024-08-20
JBI240920C00015000	JBI	CALL	Long	15.00	None	$-0.55	-0.79	$-0.51	-0.05	-0.20	0.70	0.15	11.25	10.74	-0.55	$-55.00	70.00	12	15.0	3.000	-0.51	2024-08-19
JBI240920C00015000	JBI	CALL	Long	15.00	None	$-0.55	-0.79	$-0.64	-0.06	-0.19	0.70	0.15	11.25	10.61	-0.55	$-55.00	70.00	11	15.0	3.000	-0.64	2024-08-18
JBI240920C00015000	JBI	CALL	Long	15.00	None	$-0.55	-0.79	$-0.64	-0.06	-0.20	0.70	0.15	11.25	10.61	-0.55	$-55.00	70.00	10	15.0	3.000	-0.64	2024-08-17
JBI240920C00015000	JBI	CALL	Long	15.00	None	$-0.55	-0.79	$-0.65	-0.06	-0.21	0.70	0.15	11.25	10.60	-0.55	$-55.00	70.00	9	15.0	3.000	-0.65	2024-08-16
JBI240920C00015000	JBI	CALL	Long	15.00	None	$-0.55	-0.79	$-0.52	-0.05	-0.32	0.70	0.15	11.25	10.73	-0.55	$-55.00	70.00	8	15.0	18.000	-0.52	2024-08-15
JBI240920C00015000	JBI	CALL	Long	15.00	None	$0.00	0.00	$-0.76	-0.07	-0.81	0.70	0.70	11.25	10.49	0.00	$0.00	70.00	7	16.0	18.000	-0.76	2024-08-14
JBI240920C00015000	JBI	CALL	Long	15.00	None	$0.00	0.00	$-0.64	-0.06	-0.25	0.70	0.70	11.25	10.61	0.00	$0.00	70.00	6	16.0	18.000	-0.64	2024-08-13
JBI240920C00015000	JBI	CALL	Long	15.00	None	$0.00	0.00	$-1.01	-0.09	-0.19	0.70	0.70	11.25	10.24	0.00	$0.00	70.00	5	16.0	18.000	-1.01	2024-08-12
JBI240920C00015000	JBI	CALL	Long	15.00	None	$0.00	0.00	$-0.75	-0.07	-0.27	0.70	0.70	11.25	10.50	0.00	$0.00	70.00	2	16.0	18.000	-0.75	2024-08-09
JBI240920C00015000	JBI	CALL	Long	15.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.51	$0.00	0.00	$-0.74	-0.07	-0.03	0.70	0.70	11.25	10.51	0.00	$0.00	70.00	1	16.0	18.000	-0.74	2024-08-08
JBI240920C00015000	JBI	CALL	Long	15.00	None	$0.00	0.00	$0.00	0.00	0.00	0.70	0.70	11.25	11.25	0.00	$0.00	70.00	0	16.0	18.000	0.00	2024-08-07

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