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View Outliers PnL Drill-Down: LAB241115C00001500

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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
2024-08-01	LAB	LAB241115C00001500	1.50	10.0	0.000	1.602	0.570	0.1	0.2	0.090	0.390	0.460	0.20	1.42	2024-11-15	CALL	Long	0.303	0.549	-0.366

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	LAB	1.000	0.116	0.551	0.211	0.197	-0.039	2.21	-0.702	0.0000	1.42	2.92	21	1y	1.92

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
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.35	1.40	$0.17	0.11	-1.15	0.25	0.60	1.53	1.70	0.35	$35.00	25.00	100	2.0	6.000	0.17	2024-11-14
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.35	1.40	$0.31	0.20	3.38	0.25	0.60	1.53	1.84	0.35	$35.00	25.00	99	2.0	6.000	0.31	2024-11-13
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.35	1.40	$0.52	0.34	2.42	0.25	0.60	1.53	2.05	0.35	$35.00	25.00	98	2.0	6.000	0.52	2024-11-12
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.35	1.40	$0.70	0.46	1.95	0.25	0.60	1.53	2.23	0.35	$35.00	25.00	97	2.0	6.000	0.70	2024-11-11
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.35	1.40	$0.62	0.41	0.57	0.25	0.60	1.53	2.15	0.35	$35.00	25.00	96	2.0	6.000	0.62	2024-11-10
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.35	1.40	$0.62	0.41	0.42	0.25	0.60	1.53	2.15	0.35	$35.00	25.00	95	2.0	6.000	0.62	2024-11-09
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.35	1.40	$0.60	0.39	1.60	0.25	0.60	1.53	2.13	0.35	$35.00	25.00	94	2.0	6.000	0.60	2024-11-08
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.35	1.40	$0.65	0.42	4.85	0.25	0.60	1.53	2.18	0.35	$35.00	25.00	93	2.0	6.000	0.65	2024-11-07
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.35	1.40	$0.73	0.48	1.20	0.25	0.60	1.53	2.26	0.35	$35.00	25.00	92	2.0	6.000	0.73	2024-11-06
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.35	1.40	$0.58	0.38	1.35	0.25	0.60	1.53	2.11	0.35	$35.00	25.00	91	2.0	6.000	0.58	2024-11-05
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.35	1.40	$0.57	0.37	-0.15	0.25	0.60	1.53	2.10	0.35	$35.00	25.00	90	2.0	6.000	0.57	2024-11-04
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.35	1.40	$0.46	0.30	0.45	0.25	0.60	1.53	1.99	0.35	$35.00	25.00	87	2.0	6.000	0.46	2024-11-01
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.35	1.40	$0.43	0.28	0.59	0.25	0.60	1.53	1.96	0.35	$35.00	25.00	86	2.0	6.000	0.43	2024-10-31
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.01	0.04	$0.35	0.23	-0.46	0.25	0.26	1.53	1.88	0.01	$1.00	25.00	85	1.0	6.000	0.35	2024-10-30
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.01	0.04	$0.22	0.14	-0.63	0.25	0.26	1.53	1.75	0.01	$1.00	25.00	84	1.0	6.000	0.22	2024-10-29
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.01	0.04	$0.17	0.11	-0.38	0.25	0.26	1.53	1.70	0.01	$1.00	25.00	83	1.0	6.000	0.17	2024-10-28
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.01	0.04	$0.15	0.10	-0.88	0.25	0.26	1.53	1.68	0.01	$1.00	25.00	82	1.0	6.000	0.15	2024-10-27
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.01	0.04	$0.15	0.10	-0.90	0.25	0.26	1.53	1.68	0.01	$1.00	25.00	81	1.0	6.000	0.15	2024-10-26
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.01	0.04	$0.20	0.13	0.07	0.25	0.26	1.53	1.73	0.01	$1.00	25.00	79	1.0	6.000	0.20	2024-10-24
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.01	0.04	$0.25	0.16	0.42	0.25	0.26	1.53	1.78	0.01	$1.00	25.00	78	1.0	7.000	0.25	2024-10-23
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.15	0.60	$0.31	0.20	0.13	0.25	0.40	1.53	1.84	0.15	$15.00	25.00	77	1.0	7.000	0.31	2024-10-22
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.15	0.60	$0.35	0.23	-0.14	0.25	0.40	1.53	1.88	0.15	$15.00	25.00	76	1.0	7.000	0.35	2024-10-21
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.15	0.60	$0.37	0.24	-0.30	0.25	0.40	1.53	1.90	0.15	$15.00	25.00	74	1.0	7.000	0.37	2024-10-19
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.15	0.60	$0.30	0.20	0.04	0.25	0.40	1.53	1.83	0.15	$15.00	25.00	73	1.0	7.000	0.30	2024-10-18
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.15	0.60	$0.36	0.24	-0.34	0.25	0.40	1.53	1.89	0.15	$15.00	25.00	71	1.0	7.000	0.36	2024-10-16
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.15	0.60	$0.36	0.24	-0.35	0.25	0.40	1.53	1.89	0.15	$15.00	25.00	69	1.0	7.000	0.36	2024-10-14
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.15	0.60	$0.36	0.24	-0.41	0.25	0.40	1.53	1.89	0.15	$15.00	25.00	66	1.0	7.000	0.36	2024-10-11
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.15	0.60	$0.24	0.16	-0.76	0.25	0.40	1.53	1.77	0.15	$15.00	25.00	65	1.0	7.000	0.24	2024-10-10
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.15	0.60	$0.24	0.16	0.03	0.25	0.40	1.53	1.77	0.15	$15.00	25.00	64	1.0	7.000	0.24	2024-10-09
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.15	0.60	$0.29	0.19	0.06	0.25	0.40	1.53	1.82	0.15	$15.00	25.00	62	1.0	7.000	0.29	2024-10-07
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.15	0.60	$0.32	0.21	-1.65	0.25	0.40	1.53	1.85	0.15	$15.00	25.00	61	1.0	0.000	0.32	2024-10-06
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.15	0.60	$0.32	0.21	-0.09	0.25	0.40	1.53	1.85	0.15	$15.00	25.00	60	1.0	7.000	0.32	2024-10-05
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.15	0.60	$0.32	0.21	-0.11	0.25	0.40	1.53	1.85	0.15	$15.00	25.00	59	1.0	7.000	0.32	2024-10-04
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.15	0.60	$0.28	0.18	-0.73	0.25	0.40	1.53	1.81	0.15	$15.00	25.00	58	1.0	7.000	0.28	2024-10-03
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.15	0.60	$0.33	0.22	-0.18	0.25	0.40	1.53	1.86	0.15	$15.00	25.00	57	1.0	7.000	0.33	2024-10-02
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.15	0.60	$0.33	0.22	-0.20	0.25	0.40	1.53	1.86	0.15	$15.00	25.00	56	1.0	7.000	0.33	2024-10-01
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.15	0.60	$0.40	0.26	-0.23	0.25	0.40	1.53	1.93	0.15	$15.00	25.00	55	1.0	7.000	0.40	2024-09-30
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.15	0.60	$0.39	0.25	-1.65	0.25	0.40	1.53	1.92	0.15	$15.00	25.00	54	1.0	7.000	0.39	2024-09-29
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.15	0.60	$0.39	0.25	-0.71	0.25	0.40	1.53	1.92	0.15	$15.00	25.00	53	1.0	7.000	0.39	2024-09-28
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.15	0.60	$0.39	0.25	-0.72	0.25	0.40	1.53	1.92	0.15	$15.00	25.00	52	1.0	7.000	0.39	2024-09-27
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.15	0.60	$0.37	0.24	0.27	0.25	0.40	1.53	1.90	0.15	$15.00	25.00	51	1.0	7.000	0.37	2024-09-26
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.15	0.60	$0.30	0.20	-0.19	0.25	0.40	1.53	1.83	0.15	$15.00	25.00	50	1.0	7.000	0.30	2024-09-25
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.15	0.60	$0.44	0.29	-0.99	0.25	0.40	1.53	1.97	0.15	$15.00	25.00	49	1.0	7.000	0.44	2024-09-24
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.15	0.60	$0.34	0.22	-0.68	0.25	0.40	1.53	1.87	0.15	$15.00	25.00	48	1.0	7.000	0.34	2024-09-23
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.15	0.60	$0.48	0.31	-1.65	0.25	0.40	1.53	2.01	0.15	$15.00	25.00	47	1.0	0.000	0.48	2024-09-22
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.15	0.60	$0.48	0.31	-0.20	0.25	0.40	1.53	2.01	0.15	$15.00	25.00	45	1.0	7.000	0.48	2024-09-20
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.15	0.60	$0.58	0.38	-0.58	0.25	0.40	1.53	2.11	0.15	$15.00	25.00	44	1.0	7.000	0.58	2024-09-19
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.15	0.60	$0.50	0.33	-0.62	0.25	0.40	1.53	2.03	0.15	$15.00	25.00	43	1.0	7.000	0.50	2024-09-18
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.15	0.60	$0.47	0.31	-0.76	0.25	0.40	1.53	2.00	0.15	$15.00	25.00	42	1.0	7.000	0.47	2024-09-17
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.15	0.60	$0.56	0.37	-0.77	0.25	0.40	1.53	2.09	0.15	$15.00	25.00	41	1.0	7.000	0.56	2024-09-16
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.15	0.60	$0.53	0.35	0.20	0.25	0.40	1.53	2.06	0.15	$15.00	25.00	39	1.0	7.000	0.53	2024-09-14
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.15	0.60	$0.53	0.35	-0.23	0.25	0.40	1.53	2.06	0.15	$15.00	25.00	38	1.0	7.000	0.53	2024-09-13
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.15	0.60	$0.50	0.33	-0.79	0.25	0.40	1.53	2.03	0.15	$15.00	25.00	37	1.0	7.000	0.50	2024-09-12
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.15	0.60	$0.45	0.29	-0.41	0.25	0.40	1.53	1.98	0.15	$15.00	25.00	36	1.0	8.000	0.45	2024-09-11
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.32	1.28	$0.47	0.31	-0.80	0.25	0.57	1.53	2.00	0.32	$32.00	25.00	35	1.0	8.000	0.47	2024-09-10
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.32	1.28	$0.46	0.30	0.13	0.25	0.57	1.53	1.99	0.32	$32.00	25.00	34	1.0	8.000	0.46	2024-09-09
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.32	1.28	$0.41	0.27	-0.30	0.25	0.57	1.53	1.94	0.32	$32.00	25.00	33	1.0	8.000	0.41	2024-09-08
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.32	1.28	$0.41	0.27	-0.14	0.25	0.57	1.53	1.94	0.32	$32.00	25.00	31	1.0	8.000	0.41	2024-09-06
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.32	1.28	$0.43	0.28	-0.40	0.25	0.57	1.53	1.96	0.32	$32.00	25.00	30	1.0	8.000	0.43	2024-09-05
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.32	1.28	$0.40	0.26	-0.91	0.25	0.57	1.53	1.93	0.32	$32.00	25.00	29	1.0	8.000	0.40	2024-09-04
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.32	1.28	$0.60	0.39	-1.07	0.25	0.57	1.53	2.13	0.32	$32.00	25.00	25	1.0	8.000	0.60	2024-08-31
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.32	1.28	$0.60	0.39	-0.39	0.25	0.57	1.53	2.13	0.32	$32.00	25.00	24	1.0	8.000	0.60	2024-08-30
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.32	1.28	$0.55	0.36	-0.84	0.25	0.57	1.53	2.08	0.32	$32.00	25.00	23	1.0	8.000	0.55	2024-08-29
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.32	1.28	$0.55	0.36	-0.84	0.25	0.57	1.53	2.08	0.32	$32.00	25.00	22	1.0	8.000	0.55	2024-08-28
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.32	1.28	$0.67	0.44	-1.65	0.25	0.57	1.53	2.20	0.32	$32.00	25.00	21	1.0	8.000	0.67	2024-08-27
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.32	1.28	$0.64	0.42	-0.65	0.25	0.57	1.53	2.17	0.32	$32.00	25.00	20	1.0	8.000	0.64	2024-08-26
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.32	1.28	$0.61	0.40	-0.99	0.25	0.57	1.53	2.14	0.32	$32.00	25.00	19	1.0	8.000	0.61	2024-08-25
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.32	1.28	$0.61	0.40	-1.00	0.25	0.57	1.53	2.14	0.32	$32.00	25.00	18	1.0	8.000	0.61	2024-08-24
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.32	1.28	$0.61	0.40	-1.01	0.25	0.57	1.53	2.14	0.32	$32.00	25.00	17	1.0	8.000	0.61	2024-08-23
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.32	1.28	$0.42	0.27	-0.75	0.25	0.57	1.53	1.95	0.32	$32.00	25.00	16	1.0	7.000	0.42	2024-08-22
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.00	0.00	$0.41	0.27	-0.91	0.25	0.25	1.53	1.94	0.00	$0.00	25.00	15	5.0	7.000	0.41	2024-08-21
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.00	0.00	$0.33	0.22	-0.87	0.25	0.25	1.53	1.86	0.00	$0.00	25.00	14	5.0	7.000	0.33	2024-08-20
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.00	0.00	$0.38	0.25	-0.92	0.25	0.25	1.53	1.91	0.00	$0.00	25.00	13	5.0	7.000	0.38	2024-08-19
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.00	0.00	$0.24	0.16	-0.05	0.25	0.25	1.53	1.77	0.00	$0.00	25.00	12	5.0	7.000	0.24	2024-08-18
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.00	0.00	$0.24	0.16	-0.06	0.25	0.25	1.53	1.77	0.00	$0.00	25.00	11	5.0	7.000	0.24	2024-08-17
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.00	0.00	$0.24	0.16	-0.57	0.25	0.25	1.53	1.77	0.00	$0.00	25.00	10	5.0	7.000	0.24	2024-08-16
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.00	0.00	$0.27	0.18	-0.48	0.25	0.25	1.53	1.80	0.00	$0.00	25.00	9	5.0	7.000	0.27	2024-08-15
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.00	0.00	$0.02	0.01	-1.08	0.25	0.25	1.53	1.55	0.00	$0.00	25.00	8	5.0	7.000	0.02	2024-08-14
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.00	0.00	$0.10	0.07	-1.01	0.25	0.25	1.53	1.63	0.00	$0.00	25.00	7	5.0	7.000	0.10	2024-08-13
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.00	0.00	$0.06	0.04	-0.68	0.25	0.25	1.53	1.59	0.00	$0.00	25.00	6	5.0	7.000	0.06	2024-08-12
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.00	0.00	$0.09	0.06	-0.43	0.25	0.25	1.53	1.62	0.00	$0.00	25.00	3	5.0	7.000	0.09	2024-08-09
LAB241115C00001500	LAB	CALL	Long	1.50	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$0.14	0.09	-0.71	0.25	0.25	1.53	1.67	0.00	$0.00	25.00	2	5.0	7.000	0.14	2024-08-08
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.00	0.00	$0.05	0.03	-1.00	0.25	0.25	1.53	1.58	0.00	$0.00	25.00	1	5.0	8.000	0.05	2024-08-07
LAB241115C00001500	LAB	CALL	Long	1.50	None	$0.00	0.00	$0.00	0.00	0.00	0.25	0.25	1.53	1.53	0.00	$0.00	25.00	0	1.0	8.000	0.00	2024-08-06

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