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View Outliers PnL Drill-Down: JBLU241129C00006000

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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
2024-10-29 JBLU JBLU241129C00006000 6.00 219.0 14.000 0.627 0.295 0.2 0.1 0.010 0.430 0.340 0.48 6.07 2024-11-29 CALL Long 0.375 0.420 -0.171

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
JBLU241129C00006000 JBLU CALL Long 6.00 None $-0.44 -0.92 $-0.11 -0.02 -0.00 0.48 0.04 6.07 5.96 -0.44 $-44.00 48.00 30 2016.0 1710.000 -0.11 2024-11-28
JBLU241129C00006000 JBLU CALL Long 6.00 None $-0.42 -0.88 $-0.09 -0.01 -0.26 0.48 0.06 6.07 5.98 -0.42 $-42.00 48.00 29 129.0 1710.000 -0.09 2024-11-27
JBLU241129C00006000 JBLU CALL Long 6.00 None $-0.42 -0.88 $-0.16 -0.03 -0.19 0.48 0.06 6.07 5.91 -0.42 $-42.00 48.00 28 2248.0 895.000 -0.16 2024-11-26
JBLU241129C00006000 JBLU CALL Long 6.00 None $-0.24 -0.50 $0.05 0.01 -0.01 0.48 0.24 6.07 6.12 -0.24 $-24.00 48.00 27 500.0 708.000 0.05 2024-11-25
JBLU241129C00006000 JBLU CALL Long 6.00 None $-0.26 -0.54 $0.02 0.00 -0.06 0.48 0.22 6.07 6.09 -0.26 $-26.00 48.00 26 253.0 671.000 0.02 2024-11-24
JBLU241129C00006000 JBLU CALL Long 6.00 None $-0.26 -0.54 $0.02 0.00 -0.08 0.48 0.22 6.07 6.09 -0.26 $-26.00 48.00 25 253.0 671.000 0.02 2024-11-23
JBLU241129C00006000 JBLU CALL Long 6.00 None $-0.28 -0.58 $0.02 0.00 -0.12 0.48 0.20 6.07 6.09 -0.28 $-28.00 48.00 24 212.0 671.000 0.02 2024-11-22
JBLU241129C00006000 JBLU CALL Long 6.00 None $-0.22 -0.46 $0.08 0.01 -0.11 0.48 0.26 6.07 6.15 -0.22 $-22.00 48.00 23 223.0 522.000 0.08 2024-11-21
JBLU241129C00006000 JBLU CALL Long 6.00 None $-0.27 -0.56 $-0.03 -0.00 -0.10 0.48 0.21 6.07 6.04 -0.27 $-27.00 48.00 22 723.0 301.000 -0.03 2024-11-20
JBLU241129C00006000 JBLU CALL Long 6.00 None $-0.26 -0.54 $-0.11 -0.02 0.01 0.48 0.22 6.07 5.96 -0.26 $-26.00 48.00 21 190.0 231.000 -0.11 2024-11-19
JBLU241129C00006000 JBLU CALL Long 6.00 None $0.09 0.19 $0.32 0.05 -0.09 0.48 0.57 6.07 6.39 0.09 $9.00 48.00 20 3.0 232.000 0.32 2024-11-18
JBLU241129C00006000 JBLU CALL Long 6.00 None $0.56 1.17 $0.99 0.16 0.20 0.48 1.04 6.07 7.06 0.56 $56.00 48.00 19 1.0 232.000 0.99 2024-11-17
JBLU241129C00006000 JBLU CALL Long 6.00 None $0.56 1.17 $0.99 0.16 0.17 0.48 1.04 6.07 7.06 0.56 $56.00 48.00 18 1.0 232.000 0.99 2024-11-16
JBLU241129C00006000 JBLU CALL Long 6.00 None $0.56 1.17 $0.99 0.16 -0.02 0.48 1.04 6.07 7.06 0.56 $56.00 48.00 17 1.0 232.000 0.99 2024-11-15
JBLU241129C00006000 JBLU CALL Long 6.00 None $0.63 1.31 $1.04 0.17 -0.06 0.48 1.11 6.07 7.11 0.63 $63.00 48.00 16 3.0 232.000 1.04 2024-11-14
JBLU241129C00006000 JBLU CALL Long 6.00 None $0.56 1.17 $0.87 0.14 0.31 0.48 1.04 6.07 6.94 0.56 $56.00 48.00 15 21.0 240.000 0.87 2024-11-13
JBLU241129C00006000 JBLU CALL Long 6.00 None $0.00 0.00 $0.25 0.04 -0.11 0.48 0.48 6.07 6.32 0.00 $0.00 48.00 14 4.0 239.000 0.25 2024-11-12
JBLU241129C00006000 JBLU CALL Long 6.00 None $0.10 0.21 $0.30 0.05 -0.06 0.48 0.58 6.07 6.37 0.10 $10.00 48.00 13 14.0 250.000 0.30 2024-11-11
JBLU241129C00006000 JBLU CALL Long 6.00 None $0.04 0.08 $0.27 0.04 -0.08 0.48 0.52 6.07 6.34 0.04 $4.00 48.00 12 25.0 239.000 0.27 2024-11-10
JBLU241129C00006000 JBLU CALL Long 6.00 None $0.04 0.08 $0.27 0.04 -0.09 0.48 0.52 6.07 6.34 0.04 $4.00 48.00 11 25.0 239.000 0.27 2024-11-09
JBLU241129C00006000 JBLU CALL Long 6.00 None $0.00 0.00 $0.19 0.03 -0.11 0.48 0.48 6.07 6.26 0.00 $0.00 48.00 10 12.0 239.000 0.19 2024-11-08
JBLU241129C00006000 JBLU CALL Long 6.00 None $-0.12 -0.25 $-0.02 -0.00 -0.02 0.48 0.36 6.07 6.05 -0.12 $-12.00 48.00 9 8.0 231.000 -0.02 2024-11-07
JBLU241129C00006000 JBLU CALL Long 6.00 None $-0.11 -0.23 $0.09 0.01 -0.01 0.48 0.37 6.07 6.16 -0.11 $-11.00 48.00 8 23.0 235.000 0.09 2024-11-06
JBLU241129C00006000 JBLU CALL Long 6.00 None $-0.12 -0.25 $-0.17 -0.03 0.10 0.48 0.36 6.07 5.90 -0.12 $-12.00 48.00 7 27.0 238.000 -0.17 2024-11-05
JBLU241129C00006000 JBLU CALL Long 6.00 None $-0.25 -0.52 $-0.36 -0.06 -0.06 0.48 0.23 6.07 5.71 -0.25 $-25.00 48.00 6 136.0 209.000 -0.36 2024-11-04
JBLU241129C00006000 JBLU CALL Long 6.00 None $-0.20 -0.42 $-0.30 -0.05 -0.07 0.48 0.28 6.07 5.77 -0.20 $-20.00 48.00 3 60.0 225.000 -0.30 2024-11-01
JBLU241129C00006000 JBLU CALL Long 6.00 None $-0.18 -0.38 $-0.37 -0.06 -0.02 0.48 0.30 6.07 5.70 -0.18 $-18.00 48.00 2 43.0 191.000 -0.37 2024-10-31
JBLU241129C00006000 JBLU CALL Long 6.00 Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.21 $-0.21 -0.44 $-0.44 -0.07 -0.01 0.48 0.27 6.07 5.63 -0.21 $-21.00 48.00 1 15.0 184.000 -0.44 2024-10-30
JBLU241129C00006000 JBLU CALL Long 6.00 None $0.00 0.00 $0.00 0.00 0.00 0.48 0.48 6.07 6.07 0.00 $0.00 48.00 0 219.0 14.000 0.00 2024-10-29

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