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View Outliers PnL Drill-Down: JD240405C00024000

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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
2024-03-06	JD	JD240405C00024000	24.00	141.0	351.000	0.654	0.222	1.0	0.3	-0.010	2.030	1.280	2.35	24.67	2024-04-05	CALL	Short	0.241	0.286	0.162

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	JD	0.727	0.088	0.262	0.147	0.151	-0.022	37.27	0.022	0.0000	21.44	47.08	21	1y	39.07

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
JD240405C00024000	JD	CALL	Short	24.00	None	$-0.95	-0.40	$-1.21	-0.05	0.05	2.35	3.30	24.91	26.12	-0.95	$-95.00	2491.00	29	5201.0	3.000	-1.21	2024-04-04
JD240405C00024000	JD	CALL	Short	24.00	None	$-0.95	-0.40	$-2.36	-0.09	0.20	2.35	3.30	24.91	27.27	-0.95	$-95.00	2491.00	28	5201.0	540.000	-2.36	2024-04-03
JD240405C00024000	JD	CALL	Short	24.00	None	$-1.44	-0.61	$-2.90	-0.12	0.38	2.35	3.79	24.91	27.81	-1.44	$-144.00	2491.00	27	66.0	520.000	-2.90	2024-04-02
JD240405C00024000	JD	CALL	Short	24.00	None	$-1.40	-0.60	$-2.85	-0.11	0.21	2.35	3.75	24.91	27.76	-1.40	$-140.00	2491.00	26	123.0	420.000	-2.85	2024-04-01
JD240405C00024000	JD	CALL	Short	24.00	None	$-1.25	-0.53	$-2.48	-0.10	-0.07	2.35	3.60	24.91	27.39	-1.25	$-125.00	2491.00	25	6.0	418.000	-2.48	2024-03-31
JD240405C00024000	JD	CALL	Short	24.00	None	$-1.25	-0.53	$-2.48	-0.10	0.02	2.35	3.60	24.91	27.39	-1.25	$-125.00	2491.00	24	6.0	418.000	-2.48	2024-03-30
JD240405C00024000	JD	CALL	Short	24.00	None	$-1.25	-0.53	$-2.48	-0.10	-0.02	2.35	3.60	24.91	27.39	-1.25	$-125.00	2491.00	23	6.0	418.000	-2.48	2024-03-29
JD240405C00024000	JD	CALL	Short	24.00	None	$-1.25	-0.53	$-2.48	-0.10	-0.06	2.35	3.60	24.91	27.39	-1.25	$-125.00	2491.00	22	6.0	418.000	-2.48	2024-03-28
JD240405C00024000	JD	CALL	Short	24.00	None	$-0.90	-0.38	$-2.32	-0.09	-0.20	2.35	3.25	24.91	27.23	-0.90	$-90.00	2491.00	21	2.0	417.000	-2.32	2024-03-27
JD240405C00024000	JD	CALL	Short	24.00	None	$-0.55	-0.23	$-1.45	-0.06	-0.08	2.35	2.90	24.91	26.36	-0.55	$-55.00	2491.00	20	4.0	417.000	-1.45	2024-03-26
JD240405C00024000	JD	CALL	Short	24.00	None	$-0.55	-0.23	$-1.89	-0.08	-0.13	2.35	2.90	24.91	26.80	-0.55	$-55.00	2491.00	19	4.0	417.000	-1.89	2024-03-25
JD240405C00024000	JD	CALL	Short	24.00	None	$-0.96	-0.41	$-1.59	-0.06	-0.14	2.35	3.31	24.91	26.50	-0.96	$-96.00	2491.00	16	1.0	417.000	-1.59	2024-03-22
JD240405C00024000	JD	CALL	Short	24.00	None	$-0.96	-0.41	$-2.14	-0.09	-0.08	2.35	3.31	24.91	27.05	-0.96	$-96.00	2491.00	15	1.0	418.000	-2.14	2024-03-21
JD240405C00024000	JD	CALL	Short	24.00	None	$-1.74	-0.74	$-3.23	-0.13	-0.07	2.35	4.09	24.91	28.14	-1.74	$-174.00	2491.00	14	16.0	418.000	-3.23	2024-03-20
JD240405C00024000	JD	CALL	Short	24.00	None	$-1.35	-0.57	$-2.68	-0.11	-0.09	2.35	3.70	24.91	27.59	-1.35	$-135.00	2491.00	13	124.0	418.000	-2.68	2024-03-19
JD240405C00024000	JD	CALL	Short	24.00	None	$-1.35	-0.57	$-2.94	-0.12	-0.02	2.35	3.70	24.91	27.85	-1.35	$-135.00	2491.00	12	124.0	418.000	-2.94	2024-03-18
JD240405C00024000	JD	CALL	Short	24.00	None	$-1.35	-0.57	$-2.54	-0.10	-0.08	2.35	3.70	24.91	27.45	-1.35	$-135.00	2491.00	9	124.0	423.000	-2.54	2024-03-15
JD240405C00024000	JD	CALL	Short	24.00	None	$-0.89	-0.38	$-2.14	-0.09	-0.13	2.35	3.24	24.91	27.05	-0.89	$-89.00	2491.00	8	8.0	425.000	-2.14	2024-03-14
JD240405C00024000	JD	CALL	Short	24.00	None	$-2.12	-0.90	$-3.10	-0.12	-0.05	2.35	4.47	24.91	28.01	-2.12	$-212.00	2491.00	7	21.0	425.000	-3.10	2024-03-13
JD240405C00024000	JD	CALL	Short	24.00	None	$-1.30	-0.55	$-2.46	-0.10	-0.10	2.35	3.65	24.91	27.37	-1.30	$-130.00	2491.00	6	95.0	381.000	-2.46	2024-03-12
JD240405C00024000	JD	CALL	Short	24.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.25; Exit EQ PnL: -1.00	$-0.35	-0.15	$-1.16	-0.05	-0.09	2.35	2.70	24.91	26.07	-0.35	$-35.00	2491.00	5	121.0	456.000	-1.16	2024-03-11
JD240405C00024000	JD	CALL	Short	24.00	None	$0.71	0.30	$0.16	0.01	0.17	2.35	1.64	24.91	24.75	0.71	$71.00	2491.00	4	82.0	457.000	0.16	2024-03-10
JD240405C00024000	JD	CALL	Short	24.00	None	$0.71	0.30	$0.16	0.01	0.17	2.35	1.64	24.91	24.75	0.71	$71.00	2491.00	3	82.0	457.000	0.16	2024-03-09
JD240405C00024000	JD	CALL	Short	24.00	None	$0.71	0.30	$0.16	0.01	-0.15	2.35	1.64	24.91	24.75	0.71	$71.00	2491.00	2	82.0	457.000	0.16	2024-03-08
JD240405C00024000	JD	CALL	Short	24.00	None	$1.12	0.48	$0.92	0.04	-0.14	2.35	1.23	24.91	23.99	1.12	$112.00	2491.00	1	346.0	279.000	0.92	2024-03-07
JD240405C00024000	JD	CALL	Short	24.00	None	$-0.00	-0.00	$-0.00	-0.00	0.00	2.35	2.35	24.91	24.91	-0.00	$-0.00	2491.00	0	141.0	351.000	-0.00	2024-03-06

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