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View Outliers PnL Drill-Down: JWN240405C00018000

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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	JWN	JWN240405C00018000	18.00	43.0	37.000	0.609	0.220	0.2	0.6	0.010	0.920	1.320	1.12	17.54	2024-04-05	CALL	Long	0.207	0.275	-0.161

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	JWN	0.818	0.079	0.224	0.121	0.140	0.061	23.16	0.009	0.0000	16.90	24.90	21	1y	23.02

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
JWN240405C00018000	JWN	CALL	Long	18.00	None	$-0.82	-0.73	$0.66	0.04	-0.11	1.12	0.30	17.54	18.20	-0.82	$-82.00	112.00	29	50.0	490.000	0.66	2024-04-04
JWN240405C00018000	JWN	CALL	Long	18.00	None	$0.08	0.07	$1.48	0.08	1.15	1.12	1.20	17.54	19.02	0.08	$8.00	112.00	28	30.0	480.000	1.48	2024-04-03
JWN240405C00018000	JWN	CALL	Long	18.00	None	$0.33	0.29	$1.95	0.11	0.01	1.12	1.45	17.54	19.49	0.33	$33.00	112.00	27	260.0	558.000	1.95	2024-04-02
JWN240405C00018000	JWN	CALL	Long	18.00	None	$1.08	0.96	$2.62	0.15	0.59	1.12	2.20	17.54	20.16	1.08	$108.00	112.00	26	87.0	558.000	2.62	2024-04-01
JWN240405C00018000	JWN	CALL	Long	18.00	None	$1.08	0.96	$2.73	0.16	-0.61	1.12	2.20	17.54	20.27	1.08	$108.00	112.00	25	87.0	558.000	2.73	2024-03-31
JWN240405C00018000	JWN	CALL	Long	18.00	None	$1.08	0.96	$2.73	0.16	0.15	1.12	2.20	17.54	20.27	1.08	$108.00	112.00	24	87.0	599.000	2.73	2024-03-30
JWN240405C00018000	JWN	CALL	Long	18.00	None	$1.08	0.96	$2.73	0.16	0.10	1.12	2.20	17.54	20.27	1.08	$108.00	112.00	23	87.0	599.000	2.73	2024-03-29
JWN240405C00018000	JWN	CALL	Long	18.00	None	$1.08	0.96	$2.73	0.16	0.06	1.12	2.20	17.54	20.27	1.08	$108.00	112.00	22	87.0	599.000	2.73	2024-03-28
JWN240405C00018000	JWN	CALL	Long	18.00	None	$0.51	0.46	$2.38	0.14	-0.11	1.12	1.63	17.54	19.92	0.51	$51.00	112.00	21	100.0	528.000	2.38	2024-03-27
JWN240405C00018000	JWN	CALL	Long	18.00	None	$0.10	0.09	$1.06	0.06	0.14	1.12	1.22	17.54	18.60	0.10	$10.00	112.00	20	3.0	528.000	1.06	2024-03-26
JWN240405C00018000	JWN	CALL	Long	18.00	None	$-0.03	-0.03	$1.37	0.08	-0.03	1.12	1.09	17.54	18.91	-0.03	$-3.00	112.00	19	74.0	458.000	1.37	2024-03-25
JWN240405C00018000	JWN	CALL	Long	18.00	None	$0.24	0.21	$1.49	0.08	-0.08	1.12	1.36	17.54	19.03	0.24	$24.00	112.00	16	200.0	399.000	1.49	2024-03-22
JWN240405C00018000	JWN	CALL	Long	18.00	None	$1.78	1.59	$2.52	0.14	0.23	1.12	2.90	17.54	20.06	1.78	$178.00	112.00	15	4.0	399.000	2.52	2024-03-21
JWN240405C00018000	JWN	CALL	Long	18.00	None	$0.47	0.42	$1.84	0.10	0.26	1.12	1.59	17.54	19.38	0.47	$47.00	112.00	14	43.0	422.000	1.84	2024-03-20
JWN240405C00018000	JWN	CALL	Long	18.00	None	$-0.12	-0.11	$1.12	0.06	-0.05	1.12	1.00	17.54	18.66	-0.12	$-12.00	112.00	13	118.0	424.000	1.12	2024-03-19
JWN240405C00018000	JWN	CALL	Long	18.00	None	$-0.85	-0.76	$-0.49	-0.03	-0.23	1.12	0.27	17.54	17.05	-0.85	$-85.00	112.00	12	12.0	422.000	-0.49	2024-03-18
JWN240405C00018000	JWN	CALL	Long	18.00	None	$-0.70	-0.62	$-0.26	-0.01	-0.20	1.12	0.42	17.54	17.28	-0.70	$-70.00	112.00	9	92.0	401.000	-0.26	2024-03-15
JWN240405C00018000	JWN	CALL	Long	18.00	None	$-0.27	-0.24	$0.06	0.00	-0.23	1.12	0.85	17.54	17.60	-0.27	$-27.00	112.00	8	2.0	401.000	0.06	2024-03-14
JWN240405C00018000	JWN	CALL	Long	18.00	None	$-0.27	-0.24	$0.45	0.03	-0.19	1.12	0.85	17.54	17.99	-0.27	$-27.00	112.00	7	2.0	401.000	0.45	2024-03-13
JWN240405C00018000	JWN	CALL	Long	18.00	None	$-0.49	-0.44	$0.25	0.01	-0.18	1.12	0.63	17.54	17.79	-0.49	$-49.00	112.00	6	129.0	322.000	0.25	2024-03-12
JWN240405C00018000	JWN	CALL	Long	18.00	None	$-0.76	-0.68	$-0.05	-0.00	-0.12	1.12	0.36	17.54	17.49	-0.76	$-76.00	112.00	5	21.0	322.000	-0.05	2024-03-11
JWN240405C00018000	JWN	CALL	Long	18.00	None	$-0.76	-0.68	$-0.48	-0.03	-0.08	1.12	0.36	17.54	17.06	-0.76	$-76.00	112.00	2	21.0	311.000	-0.48	2024-03-08
JWN240405C00018000	JWN	CALL	Long	18.00	Exit OP PnL: $-0.50;Exit EQ PnL: -0.03; Position is Long and position continued to lose. Latest OP price is: $0.62 (EQ: $17.51). Initial OP price was: $1.12 (EQ: $17.54). Surpassed Stop Loss Percentage: -0.4464285714285714285714285714 < -0.16.	$-0.55	-0.49	$-0.63	-0.04	-0.13	1.12	0.57	17.54	16.91	-0.55	$-55.00	112.00	1	8.0	311.000	-0.63	2024-03-07
JWN240405C00018000	JWN	CALL	Long	18.00	None	$0.00	0.00	$0.00	0.00	0.00	1.12	1.12	17.54	17.54	0.00	$0.00	112.00	0	43.0	37.000	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