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View Outliers PnL Drill-Down: JBLU241129C00006000

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
2024-10-29	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