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View Outliers PnL Drill-Down: JMIA241213C00004000

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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
2024-11-07	JMIA	JMIA241213C00004000	4.00	11.0	1.000	1.039	0.311	0.2	0.1	0.010	0.500	0.490	0.45	4.00	2024-12-13	CALL	Long	0.321	0.372	-0.170

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	JMIA	1.000	0.158	0.809	0.308	0.277	0.040	4.56	-0.559	0.0000	2.89	14.56	21	1y	4.48

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
JMIA241213C00004000	JMIA	CALL	Long	4.00	None	$0.20	0.44	$0.63	0.16	0.46	0.45	0.65	4.00	4.63	0.20	$20.00	45.00	35	35.0	1395.000	0.63	2024-12-12
JMIA241213C00004000	JMIA	CALL	Long	4.00	None	$0.45	1.00	$0.75	0.19	-0.54	0.45	0.90	4.00	4.75	0.45	$45.00	45.00	34	35.0	1424.000	0.75	2024-12-11
JMIA241213C00004000	JMIA	CALL	Long	4.00	None	$0.15	0.33	$0.62	0.16	0.12	0.45	0.60	4.00	4.62	0.15	$15.00	45.00	33	114.0	1407.000	0.62	2024-12-10
JMIA241213C00004000	JMIA	CALL	Long	4.00	None	$0.67	1.49	$1.06	0.26	0.21	0.45	1.12	4.00	5.06	0.67	$67.00	45.00	32	124.0	1432.000	1.06	2024-12-09
JMIA241213C00004000	JMIA	CALL	Long	4.00	None	$0.20	0.44	$0.57	0.14	0.35	0.45	0.65	4.00	4.57	0.20	$20.00	45.00	31	151.0	1460.000	0.57	2024-12-08
JMIA241213C00004000	JMIA	CALL	Long	4.00	None	$0.17	0.38	$0.58	0.14	-0.15	0.45	0.62	4.00	4.58	0.17	$17.00	45.00	29	148.0	1460.000	0.58	2024-12-06
JMIA241213C00004000	JMIA	CALL	Long	4.00	None	$0.18	0.40	$0.54	0.14	-0.01	0.45	0.63	4.00	4.54	0.18	$18.00	45.00	28	585.0	1585.000	0.54	2024-12-05
JMIA241213C00004000	JMIA	CALL	Long	4.00	None	$-0.33	-0.73	$-0.21	-0.05	-0.21	0.45	0.12	4.00	3.79	-0.33	$-33.00	45.00	27	192.0	1574.000	-0.21	2024-12-04
JMIA241213C00004000	JMIA	CALL	Long	4.00	None	$-0.30	-0.67	$-0.25	-0.06	0.02	0.45	0.15	4.00	3.75	-0.30	$-30.00	45.00	26	58.0	1594.000	-0.25	2024-12-03
JMIA241213C00004000	JMIA	CALL	Long	4.00	None	$-0.20	-0.44	$-0.13	-0.03	-0.04	0.45	0.25	4.00	3.87	-0.20	$-20.00	45.00	25	223.0	1600.000	-0.13	2024-12-02
JMIA241213C00004000	JMIA	CALL	Long	4.00	None	$-0.20	-0.44	$-0.10	-0.02	-0.98	0.45	0.25	4.00	3.90	-0.20	$-20.00	45.00	24	34.0	0.000	-0.10	2024-12-01
JMIA241213C00004000	JMIA	CALL	Long	4.00	None	$-0.20	-0.44	$-0.10	-0.02	0.01	0.45	0.25	4.00	3.90	-0.20	$-20.00	45.00	23	34.0	0.000	-0.10	2024-11-30
JMIA241213C00004000	JMIA	CALL	Long	4.00	None	$-0.14	-0.31	$-0.02	-0.00	-0.08	0.45	0.31	4.00	3.98	-0.14	$-14.00	45.00	21	11.0	1622.000	-0.02	2024-11-28
JMIA241213C00004000	JMIA	CALL	Long	4.00	None	$-0.14	-0.31	$-0.03	-0.01	-0.05	0.45	0.31	4.00	3.97	-0.14	$-14.00	45.00	20	509.0	1622.000	-0.03	2024-11-27
JMIA241213C00004000	JMIA	CALL	Long	4.00	None	$-0.09	-0.20	$-0.04	-0.01	-0.21	0.45	0.36	4.00	3.96	-0.09	$-9.00	45.00	19	503.0	1872.000	-0.04	2024-11-26
JMIA241213C00004000	JMIA	CALL	Long	4.00	None	$-0.07	-0.16	$0.11	0.03	-0.19	0.45	0.38	4.00	4.11	-0.07	$-7.00	45.00	18	4632.0	338.000	0.11	2024-11-25
JMIA241213C00004000	JMIA	CALL	Long	4.00	None	$-0.20	-0.44	$-0.20	-0.05	-0.15	0.45	0.25	4.00	3.80	-0.20	$-20.00	45.00	17	26.0	317.000	-0.20	2024-11-24
JMIA241213C00004000	JMIA	CALL	Long	4.00	None	$-0.20	-0.44	$-0.20	-0.05	-0.20	0.45	0.25	4.00	3.80	-0.20	$-20.00	45.00	16	26.0	317.000	-0.20	2024-11-23
JMIA241213C00004000	JMIA	CALL	Long	4.00	None	$-0.20	-0.44	$-0.19	-0.05	-0.23	0.45	0.25	4.00	3.81	-0.20	$-20.00	45.00	15	26.0	317.000	-0.19	2024-11-22
JMIA241213C00004000	JMIA	CALL	Long	4.00	None	$-0.25	-0.56	$-0.36	-0.09	-0.20	0.45	0.20	4.00	3.64	-0.25	$-25.00	45.00	14	1.0	316.000	-0.36	2024-11-21
JMIA241213C00004000	JMIA	CALL	Long	4.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.20	-0.44	$-0.17	-0.04	-0.22	0.45	0.25	4.00	3.83	-0.20	$-20.00	45.00	13	79.0	232.000	-0.17	2024-11-20
JMIA241213C00004000	JMIA	CALL	Long	4.00	None	$-0.25	-0.56	$-0.28	-0.07	-0.16	0.45	0.20	4.00	3.72	-0.25	$-25.00	45.00	12	162.0	71.000	-0.28	2024-11-19
JMIA241213C00004000	JMIA	CALL	Long	4.00	None	$-0.24	-0.53	$-0.27	-0.07	-0.21	0.45	0.21	4.00	3.73	-0.24	$-24.00	45.00	11	41.0	31.000	-0.27	2024-11-18
JMIA241213C00004000	JMIA	CALL	Long	4.00	None	$-0.21	-0.47	$-0.28	-0.07	-0.13	0.45	0.24	4.00	3.72	-0.21	$-21.00	45.00	10	5.0	26.000	-0.28	2024-11-17
JMIA241213C00004000	JMIA	CALL	Long	4.00	None	$-0.21	-0.47	$-0.28	-0.07	-0.14	0.45	0.24	4.00	3.72	-0.21	$-21.00	45.00	9	5.0	26.000	-0.28	2024-11-16
JMIA241213C00004000	JMIA	CALL	Long	4.00	None	$-0.21	-0.47	$-0.28	-0.07	-0.18	0.45	0.24	4.00	3.72	-0.21	$-21.00	45.00	8	5.0	26.000	-0.28	2024-11-15
JMIA241213C00004000	JMIA	CALL	Long	4.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.20	-0.44	$-0.30	-0.08	-0.17	0.45	0.25	4.00	3.70	-0.20	$-20.00	45.00	7	1.0	26.000	-0.30	2024-11-14
JMIA241213C00004000	JMIA	CALL	Long	4.00	None	$0.00	0.00	$-0.12	-0.03	-0.15	0.45	0.45	4.00	3.88	0.00	$0.00	45.00	6	2.0	25.000	-0.12	2024-11-13
JMIA241213C00004000	JMIA	CALL	Long	4.00	None	$-0.05	-0.11	$0.01	0.00	-0.21	0.45	0.40	4.00	4.01	-0.05	$-5.00	45.00	5	14.0	25.000	0.01	2024-11-12
JMIA241213C00004000	JMIA	CALL	Long	4.00	None	$-0.05	-0.11	$0.02	0.00	-0.23	0.45	0.40	4.00	4.02	-0.05	$-5.00	45.00	4	14.0	12.000	0.02	2024-11-11
JMIA241213C00004000	JMIA	CALL	Long	4.00	None	$-0.15	-0.33	$-0.18	-0.04	-0.18	0.45	0.30	4.00	3.82	-0.15	$-15.00	45.00	3	1.0	11.000	-0.18	2024-11-10
JMIA241213C00004000	JMIA	CALL	Long	4.00	None	$-0.15	-0.33	$-0.18	-0.04	-0.19	0.45	0.30	4.00	3.82	-0.15	$-15.00	45.00	2	1.0	11.000	-0.18	2024-11-09
JMIA241213C00004000	JMIA	CALL	Long	4.00	None	$0.00	0.00	$-0.22	-0.06	-0.22	0.45	0.45	4.00	3.78	0.00	$0.00	45.00	1	11.0	11.000	-0.22	2024-11-08
JMIA241213C00004000	JMIA	CALL	Long	4.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.00	0.00	0.00	0.45	0.45	4.00	4.00	0.00	$0.00	45.00	0	11.0	1.000	0.00	2024-11-07

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