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View Outliers PnL Drill-Down: JBLU240112C00005500

View in yFinance: JBLU

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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
2023-12-07	JBLU	JBLU240112C00005500	5.50	85.0	57.000	0.922	0.300	0.2	0.2	-0.010	0.530	0.560	0.61	5.45	2024-01-12	CALL	Short	0.295	0.328	0.152

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	JBLU	0.818	0.121	0.323	0.193	0.185	-0.078	7.30	-0.032	0.0000	4.57	8.05	21	1y	6.61

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
JBLU240112C00005500	JBLU	CALL	Short	5.50	None	$0.58	0.95	$0.27	0.05	-0.12	0.61	0.03	5.45	5.18	0.58	$58.00	545.00	35	772.0	3500.000	0.27	2024-01-11
JBLU240112C00005500	JBLU	CALL	Short	5.50	None	$0.57	0.93	$0.34	0.06	0.00	0.61	0.04	5.45	5.11	0.57	$57.00	545.00	34	596.0	3351.000	0.34	2024-01-10
JBLU240112C00005500	JBLU	CALL	Short	5.50	None	$0.54	0.89	$0.28	0.05	-0.03	0.61	0.07	5.45	5.17	0.54	$54.00	545.00	33	4215.0	2731.000	0.28	2024-01-09
JBLU240112C00005500	JBLU	CALL	Short	5.50	None	$0.22	0.36	$-0.31	-0.06	-0.01	0.61	0.39	5.45	5.76	0.22	$22.00	545.00	32	1008.0	1867.000	-0.31	2024-01-08
JBLU240112C00005500	JBLU	CALL	Short	5.50	None	$0.29	0.48	$-0.13	-0.02	0.16	0.61	0.32	5.45	5.58	0.29	$29.00	545.00	31	841.0	1536.000	-0.13	2024-01-07
JBLU240112C00005500	JBLU	CALL	Short	5.50	None	$0.29	0.48	$-0.13	-0.02	-0.07	0.61	0.32	5.45	5.58	0.29	$29.00	545.00	29	841.0	1536.000	-0.13	2024-01-05
JBLU240112C00005500	JBLU	CALL	Short	5.50	None	$0.41	0.67	$0.13	0.02	-0.86	0.61	0.20	5.45	5.32	0.41	$41.00	545.00	28	3823.0	1536.000	0.13	2024-01-04
JBLU240112C00005500	JBLU	CALL	Short	5.50	None	$0.51	0.84	$0.52	0.10	-0.67	0.61	0.10	5.45	4.93	0.51	$51.00	545.00	27	2578.0	3247.000	0.52	2024-01-03
JBLU240112C00005500	JBLU	CALL	Short	5.50	None	$0.43	0.70	$0.18	0.03	-0.80	0.61	0.18	5.45	5.27	0.43	$43.00	545.00	26	834.0	0.000	0.18	2024-01-02
JBLU240112C00005500	JBLU	CALL	Short	5.50	None	$0.25	0.41	$-0.10	-0.02	-0.05	0.61	0.36	5.45	5.55	0.25	$25.00	545.00	25	59.0	432.000	-0.10	2024-01-01
JBLU240112C00005500	JBLU	CALL	Short	5.50	None	$0.25	0.41	$-0.10	-0.02	-0.12	0.61	0.36	5.45	5.55	0.25	$25.00	545.00	23	59.0	432.000	-0.10	2023-12-30
JBLU240112C00005500	JBLU	CALL	Short	5.50	None	$0.25	0.41	$-0.10	-0.02	-0.17	0.61	0.36	5.45	5.55	0.25	$25.00	545.00	22	59.0	432.000	-0.10	2023-12-29
JBLU240112C00005500	JBLU	CALL	Short	5.50	None	$0.10	0.16	$-0.33	-0.06	-0.11	0.61	0.51	5.45	5.78	0.10	$10.00	545.00	21	31.0	420.000	-0.33	2023-12-28
JBLU240112C00005500	JBLU	CALL	Short	5.50	None	$0.11	0.18	$-0.26	-0.05	-0.20	0.61	0.50	5.45	5.71	0.11	$11.00	545.00	20	45.0	398.000	-0.26	2023-12-27
JBLU240112C00005500	JBLU	CALL	Short	5.50	None	$0.08	0.13	$-0.28	-0.05	-0.12	0.61	0.53	5.45	5.73	0.08	$8.00	545.00	19	19.0	382.000	-0.28	2023-12-26
JBLU240112C00005500	JBLU	CALL	Short	5.50	None	$0.03	0.05	$-0.31	-0.06	-0.03	0.61	0.58	5.45	5.76	0.03	$3.00	545.00	18	2.0	382.000	-0.31	2023-12-25
JBLU240112C00005500	JBLU	CALL	Short	5.50	None	$0.03	0.05	$-0.31	-0.06	-0.07	0.61	0.58	5.45	5.76	0.03	$3.00	545.00	16	2.0	382.000	-0.31	2023-12-23
JBLU240112C00005500	JBLU	CALL	Short	5.50	None	$0.03	0.05	$-0.31	-0.06	-0.06	0.61	0.58	5.45	5.76	0.03	$3.00	545.00	15	2.0	382.000	-0.31	2023-12-22
JBLU240112C00005500	JBLU	CALL	Short	5.50	None	$0.06	0.10	$-0.28	-0.05	-0.13	0.61	0.55	5.45	5.73	0.06	$6.00	545.00	14	83.0	344.000	-0.28	2023-12-21
JBLU240112C00005500	JBLU	CALL	Short	5.50	None	$-0.03	-0.05	$-0.33	-0.06	-0.09	0.61	0.64	5.45	5.78	-0.03	$-3.00	545.00	13	7.0	246.000	-0.33	2023-12-20
JBLU240112C00005500	JBLU	CALL	Short	5.50	None	$0.07	0.11	$-0.26	-0.05	-0.16	0.61	0.54	5.45	5.71	0.07	$7.00	545.00	12	38.0	236.000	-0.26	2023-12-19
JBLU240112C00005500	JBLU	CALL	Short	5.50	None	$0.06	0.10	$-0.17	-0.03	-0.09	0.61	0.55	5.45	5.62	0.06	$6.00	545.00	11	8.0	239.000	-0.17	2023-12-18
JBLU240112C00005500	JBLU	CALL	Short	5.50	None	$-0.09	-0.15	$-0.19	-0.03	-0.06	0.61	0.70	5.45	5.64	-0.09	$-9.00	545.00	9	3.0	241.000	-0.19	2023-12-16
JBLU240112C00005500	JBLU	CALL	Short	5.50	None	$0.01	0.02	$-0.19	-0.03	-0.14	0.61	0.60	5.45	5.64	0.01	$1.00	545.00	8	2.0	241.000	-0.19	2023-12-15
JBLU240112C00005500	JBLU	CALL	Short	5.50	None	$0.02	0.03	$-0.28	-0.05	-0.07	0.61	0.59	5.45	5.73	0.02	$2.00	545.00	7	68.0	194.000	-0.28	2023-12-14
JBLU240112C00005500	JBLU	CALL	Short	5.50	None	$0.16	0.26	$-0.16	-0.03	-0.09	0.61	0.45	5.45	5.61	0.16	$16.00	545.00	6	18.0	186.000	-0.16	2023-12-13
JBLU240112C00005500	JBLU	CALL	Short	5.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.02; Exit EQ PnL: -0.18	$-0.00	-0.00	$-0.08	-0.01	-0.08	0.61	0.61	5.45	5.53	-0.00	$-0.00	545.00	5	178.0	0.000	-0.08	2023-12-12
JBLU240112C00005500	JBLU	CALL	Short	5.50	None	$0.17	0.28	$0.07	0.01	-0.13	0.61	0.44	5.45	5.38	0.17	$17.00	545.00	4	43.0	140.000	0.07	2023-12-11
JBLU240112C00005500	JBLU	CALL	Short	5.50	None	$0.04	0.07	$0.04	0.01	-0.04	0.61	0.57	5.45	5.41	0.04	$4.00	545.00	1	18.0	130.000	0.04	2023-12-08
JBLU240112C00005500	JBLU	CALL	Short	5.50	None	$-0.00	-0.00	$-0.00	-0.00	0.00	0.61	0.61	5.45	5.45	-0.00	$-0.00	545.00	0	85.0	57.000	-0.00	2023-12-07

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