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View Outliers PnL Drill-Down: JBLU240913C00005500

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
2024-08-12	JBLU	JBLU240913C00005500	5.50	65.0	26.000	0.695	0.320	0.0	0.6	0.010	0.200	0.720	0.20	4.95	2024-09-13	CALL	Long	0.283	0.366	-0.207

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
JBLU240913C00005500	JBLU	CALL	Long	5.50	None	$0.30	2.00	$1.12	0.23	0.04	0.15	0.45	4.80	5.92	0.30	$30.00	15.00	31	133.0	3205.000	1.12	2024-09-12
JBLU240913C00005500	JBLU	CALL	Long	5.50	None	$0.01	0.07	$0.84	0.18	-0.34	0.15	0.16	4.80	5.64	0.01	$1.00	15.00	30	1523.0	2362.000	0.84	2024-09-11
JBLU240913C00005500	JBLU	CALL	Long	5.50	None	$0.20	1.33	$0.97	0.20	0.18	0.15	0.35	4.80	5.77	0.20	$20.00	15.00	29	312.0	2389.000	0.97	2024-09-10
JBLU240913C00005500	JBLU	CALL	Long	5.50	None	$0.13	0.87	$0.88	0.18	0.06	0.15	0.28	4.80	5.68	0.13	$13.00	15.00	28	722.0	2484.000	0.88	2024-09-09
JBLU240913C00005500	JBLU	CALL	Long	5.50	None	$-0.03	-0.20	$0.50	0.10	0.00	0.15	0.12	4.80	5.30	-0.03	$-3.00	15.00	25	864.0	2054.000	0.50	2024-09-06
JBLU240913C00005500	JBLU	CALL	Long	5.50	None	$0.01	0.07	$0.59	0.12	0.04	0.15	0.16	4.80	5.39	0.01	$1.00	15.00	24	2018.0	955.000	0.59	2024-09-05
JBLU240913C00005500	JBLU	CALL	Long	5.50	None	$-0.10	-0.67	$0.23	0.05	-0.09	0.15	0.05	4.80	5.03	-0.10	$-10.00	15.00	23	218.0	702.000	0.23	2024-09-04
JBLU240913C00005500	JBLU	CALL	Long	5.50	None	$-0.09	-0.60	$0.28	0.06	-0.07	0.15	0.06	4.80	5.08	-0.09	$-9.00	15.00	19	116.0	516.000	0.28	2024-08-31
JBLU240913C00005500	JBLU	CALL	Long	5.50	None	$-0.09	-0.60	$0.28	0.06	-0.12	0.15	0.06	4.80	5.08	-0.09	$-9.00	15.00	18	116.0	516.000	0.28	2024-08-30
JBLU240913C00005500	JBLU	CALL	Long	5.50	None	$-0.08	-0.53	$0.19	0.04	-0.10	0.15	0.07	4.80	4.99	-0.08	$-8.00	15.00	17	90.0	451.000	0.19	2024-08-29
JBLU240913C00005500	JBLU	CALL	Long	5.50	None	$-0.08	-0.53	$0.07	0.01	-0.04	0.15	0.07	4.80	4.87	-0.08	$-8.00	15.00	16	6.0	445.000	0.07	2024-08-28
JBLU240913C00005500	JBLU	CALL	Long	5.50	None	$-0.08	-0.53	$0.04	0.01	-0.40	0.15	0.07	4.80	4.84	-0.08	$-8.00	15.00	15	213.0	440.000	0.04	2024-08-27
JBLU240913C00005500	JBLU	CALL	Long	5.50	None	$-0.08	-0.53	$0.05	0.01	-0.07	0.15	0.07	4.80	4.85	-0.08	$-8.00	15.00	14	213.0	300.000	0.05	2024-08-26
JBLU240913C00005500	JBLU	CALL	Long	5.50	None	$-0.09	-0.60	$-0.02	-0.00	-0.05	0.15	0.06	4.80	4.78	-0.09	$-9.00	15.00	13	89.0	277.000	-0.02	2024-08-25
JBLU240913C00005500	JBLU	CALL	Long	5.50	None	$-0.09	-0.60	$-0.02	-0.00	-0.07	0.15	0.06	4.80	4.78	-0.09	$-9.00	15.00	12	89.0	277.000	-0.02	2024-08-24
JBLU240913C00005500	JBLU	CALL	Long	5.50	None	$-0.08	-0.53	$-0.02	-0.00	-0.07	0.15	0.07	4.80	4.78	-0.08	$-8.00	15.00	11	87.0	277.000	-0.02	2024-08-23
JBLU240913C00005500	JBLU	CALL	Long	5.50	None	$-0.07	-0.47	$-0.06	-0.01	-0.05	0.15	0.08	4.80	4.74	-0.07	$-7.00	15.00	10	1.0	276.000	-0.06	2024-08-22
JBLU240913C00005500	JBLU	CALL	Long	5.50	None	$-0.08	-0.53	$-0.03	-0.01	-0.07	0.15	0.07	4.80	4.77	-0.08	$-8.00	15.00	9	6.0	272.000	-0.03	2024-08-21
JBLU240913C00005500	JBLU	CALL	Long	5.50	None	$-0.05	-0.33	$-0.03	-0.01	0.02	0.15	0.10	4.80	4.77	-0.05	$-5.00	15.00	8	24.0	247.000	-0.03	2024-08-20
JBLU240913C00005500	JBLU	CALL	Long	5.50	None	$-0.07	-0.47	$0.00	0.00	-0.05	0.15	0.08	4.80	4.80	-0.07	$-7.00	15.00	7	1.0	247.000	0.00	2024-08-19
JBLU240913C00005500	JBLU	CALL	Long	5.50	None	$-0.04	-0.27	$-0.06	-0.01	-0.03	0.15	0.11	4.80	4.74	-0.04	$-4.00	15.00	6	50.0	216.000	-0.06	2024-08-18
JBLU240913C00005500	JBLU	CALL	Long	5.50	None	$-0.04	-0.27	$-0.06	-0.01	-0.04	0.15	0.11	4.80	4.74	-0.04	$-4.00	15.00	5	50.0	216.000	-0.06	2024-08-17
JBLU240913C00005500	JBLU	CALL	Long	5.50	None	$-0.04	-0.27	$-0.06	-0.01	-0.10	0.15	0.11	4.80	4.74	-0.04	$-4.00	15.00	4	50.0	216.000	-0.06	2024-08-16
JBLU240913C00005500	JBLU	CALL	Long	5.50	None	$-0.06	-0.40	$-0.12	-0.02	-0.13	0.15	0.09	4.80	4.68	-0.06	$-6.00	15.00	3	2.0	214.000	-0.12	2024-08-15
JBLU240913C00005500	JBLU	CALL	Long	5.50	None	$-0.07	-0.47	$-0.19	-0.04	-0.04	0.15	0.08	4.80	4.61	-0.07	$-7.00	15.00	2	11.0	213.000	-0.19	2024-08-14
JBLU240913C00005500	JBLU	CALL	Long	5.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.03; Exit EQ PnL: -0.16	$-0.04	-0.27	$-0.23	-0.05	-0.04	0.15	0.11	4.80	4.57	-0.04	$-4.00	15.00	1	7.0	206.000	-0.23	2024-08-13
JBLU240913C00005500	JBLU	CALL	Long	5.50	None	$0.00	0.00	$0.00	0.00	0.00	0.15	0.15	4.80	4.80	0.00	$0.00	15.00	0	181.0	26.000	0.00	2024-08-12

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