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View Outliers PnL Drill-Down: LESL240119C00005000

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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
2023-11-29	LESL	LESL240119C00005000	5.00	437.0	98.000	0.672	0.354	0.2	0.2	0.010	0.410	0.440	0.45	4.95	2024-01-19	CALL	Long	0.336	0.352	-0.101

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	LESL	0.909	0.171	0.466	0.265	0.457	0.254	2.29	-0.018	0.0000	2.22	8.18	21	1y	2.87

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
LESL240119C00005000	LESL	CALL	Long	5.00	None	$1.30	2.89	$1.71	0.33	1.84	0.45	1.75	5.23	6.94	1.30	$130.00	45.00	50	5.0	650.000	1.71	2024-01-18
LESL240119C00005000	LESL	CALL	Long	5.00	None	$1.30	2.89	$1.33	0.25	2.20	0.45	1.75	5.23	6.56	1.30	$130.00	45.00	49	5.0	655.000	1.33	2024-01-17
LESL240119C00005000	LESL	CALL	Long	5.00	None	$1.78	3.96	$1.39	0.27	-1.06	0.45	2.23	5.23	6.62	1.78	$178.00	45.00	48	1.0	655.000	1.39	2024-01-16
LESL240119C00005000	LESL	CALL	Long	5.00	None	$1.78	3.96	$1.26	0.24	0.63	0.45	2.23	5.23	6.49	1.78	$178.00	45.00	44	1.0	655.000	1.26	2024-01-12
LESL240119C00005000	LESL	CALL	Long	5.00	None	$1.78	3.96	$1.29	0.25	0.65	0.45	2.23	5.23	6.52	1.78	$178.00	45.00	43	1.0	655.000	1.29	2024-01-11
LESL240119C00005000	LESL	CALL	Long	5.00	None	$1.78	3.96	$1.46	0.28	0.56	0.45	2.23	5.23	6.69	1.78	$178.00	45.00	42	1.0	655.000	1.46	2024-01-10
LESL240119C00005000	LESL	CALL	Long	5.00	None	$1.78	3.96	$1.31	0.25	0.30	0.45	2.23	5.23	6.54	1.78	$178.00	45.00	41	1.0	655.000	1.31	2024-01-09
LESL240119C00005000	LESL	CALL	Long	5.00	None	$1.78	3.96	$1.70	0.33	0.03	0.45	2.23	5.23	6.93	1.78	$178.00	45.00	40	1.0	655.000	1.70	2024-01-08
LESL240119C00005000	LESL	CALL	Long	5.00	None	$0.85	1.89	$1.62	0.31	0.33	0.45	1.30	5.23	6.85	0.85	$85.00	45.00	39	8.0	655.000	1.62	2024-01-07
LESL240119C00005000	LESL	CALL	Long	5.00	None	$0.85	1.89	$1.62	0.31	0.19	0.45	1.30	5.23	6.85	0.85	$85.00	45.00	37	8.0	655.000	1.62	2024-01-05
LESL240119C00005000	LESL	CALL	Long	5.00	None	$0.85	1.89	$1.57	0.30	-1.06	0.45	1.30	5.23	6.80	0.85	$85.00	45.00	36	8.0	655.000	1.57	2024-01-04
LESL240119C00005000	LESL	CALL	Long	5.00	None	$0.85	1.89	$1.26	0.24	-1.06	0.45	1.30	5.23	6.49	0.85	$85.00	45.00	35	8.0	655.000	1.26	2024-01-03
LESL240119C00005000	LESL	CALL	Long	5.00	None	$0.85	1.89	$1.73	0.33	-1.06	0.45	1.30	5.23	6.96	0.85	$85.00	45.00	34	8.0	655.000	1.73	2024-01-02
LESL240119C00005000	LESL	CALL	Long	5.00	None	$0.85	1.89	$1.68	0.32	0.64	0.45	1.30	5.23	6.91	0.85	$85.00	45.00	33	8.0	655.000	1.68	2024-01-01
LESL240119C00005000	LESL	CALL	Long	5.00	None	$0.85	1.89	$1.68	0.32	0.55	0.45	1.30	5.23	6.91	0.85	$85.00	45.00	31	8.0	655.000	1.68	2023-12-30
LESL240119C00005000	LESL	CALL	Long	5.00	None	$0.85	1.89	$1.68	0.32	0.48	0.45	1.30	5.23	6.91	0.85	$85.00	45.00	30	8.0	655.000	1.68	2023-12-29
LESL240119C00005000	LESL	CALL	Long	5.00	None	$0.85	1.89	$1.88	0.36	0.55	0.45	1.30	5.23	7.11	0.85	$85.00	45.00	29	8.0	655.000	1.88	2023-12-28
LESL240119C00005000	LESL	CALL	Long	5.00	None	$0.85	1.89	$1.75	0.33	-0.06	0.45	1.30	5.23	6.98	0.85	$85.00	45.00	28	8.0	655.000	1.75	2023-12-27
LESL240119C00005000	LESL	CALL	Long	5.00	None	$0.85	1.89	$1.64	0.31	-0.07	0.45	1.30	5.23	6.87	0.85	$85.00	45.00	27	8.0	655.000	1.64	2023-12-26
LESL240119C00005000	LESL	CALL	Long	5.00	None	$0.85	1.89	$1.71	0.33	0.36	0.45	1.30	5.23	6.94	0.85	$85.00	45.00	26	8.0	655.000	1.71	2023-12-25
LESL240119C00005000	LESL	CALL	Long	5.00	None	$0.85	1.89	$1.71	0.33	0.30	0.45	1.30	5.23	6.94	0.85	$85.00	45.00	24	8.0	655.000	1.71	2023-12-23
LESL240119C00005000	LESL	CALL	Long	5.00	None	$0.85	1.89	$1.71	0.33	-0.47	0.45	1.30	5.23	6.94	0.85	$85.00	45.00	23	8.0	655.000	1.71	2023-12-22
LESL240119C00005000	LESL	CALL	Long	5.00	None	$0.85	1.89	$1.58	0.30	-0.45	0.45	1.30	5.23	6.81	0.85	$85.00	45.00	22	8.0	655.000	1.58	2023-12-21
LESL240119C00005000	LESL	CALL	Long	5.00	None	$0.85	1.89	$1.51	0.29	0.42	0.45	1.30	5.23	6.74	0.85	$85.00	45.00	21	8.0	655.000	1.51	2023-12-20
LESL240119C00005000	LESL	CALL	Long	5.00	None	$0.85	1.89	$1.47	0.28	-0.34	0.45	1.30	5.23	6.70	0.85	$85.00	45.00	20	8.0	655.000	1.47	2023-12-19
LESL240119C00005000	LESL	CALL	Long	5.00	None	$0.85	1.89	$1.15	0.22	-0.00	0.45	1.30	5.23	6.38	0.85	$85.00	45.00	19	8.0	655.000	1.15	2023-12-18
LESL240119C00005000	LESL	CALL	Long	5.00	None	$0.85	1.89	$1.18	0.23	0.18	0.45	1.30	5.23	6.41	0.85	$85.00	45.00	17	8.0	655.000	1.18	2023-12-16
LESL240119C00005000	LESL	CALL	Long	5.00	None	$0.85	1.89	$1.18	0.23	-0.22	0.45	1.30	5.23	6.41	0.85	$85.00	45.00	16	8.0	655.000	1.18	2023-12-15
LESL240119C00005000	LESL	CALL	Long	5.00	None	$0.85	1.89	$1.40	0.27	0.10	0.45	1.30	5.23	6.63	0.85	$85.00	45.00	15	8.0	655.000	1.40	2023-12-14
LESL240119C00005000	LESL	CALL	Long	5.00	None	$0.35	0.78	$0.36	0.07	-0.41	0.45	0.80	5.23	5.59	0.35	$35.00	45.00	14	8.0	655.000	0.36	2023-12-13
LESL240119C00005000	LESL	CALL	Long	5.00	None	$0.07	0.16	$-0.16	-0.03	-0.36	0.45	0.52	5.23	5.07	0.07	$7.00	45.00	13	5.0	653.000	-0.16	2023-12-12
LESL240119C00005000	LESL	CALL	Long	5.00	None	$0.11	0.24	$0.10	0.02	-0.41	0.45	0.56	5.23	5.33	0.11	$11.00	45.00	12	7.0	648.000	0.10	2023-12-11
LESL240119C00005000	LESL	CALL	Long	5.00	None	$0.27	0.60	$0.22	0.04	-0.37	0.45	0.72	5.23	5.45	0.27	$27.00	45.00	9	1.0	648.000	0.22	2023-12-08
LESL240119C00005000	LESL	CALL	Long	5.00	None	$0.27	0.60	$0.20	0.04	-0.43	0.45	0.72	5.23	5.43	0.27	$27.00	45.00	8	1.0	648.000	0.20	2023-12-07
LESL240119C00005000	LESL	CALL	Long	5.00	None	$0.07	0.16	$0.27	0.05	-0.44	0.45	0.52	5.23	5.50	0.07	$7.00	45.00	7	0.0	648.000	0.27	2023-12-06
LESL240119C00005000	LESL	CALL	Long	5.00	None	$0.07	0.16	$-0.06	-0.01	-0.42	0.45	0.52	5.23	5.17	0.07	$7.00	45.00	6	0.0	646.000	-0.06	2023-12-05
LESL240119C00005000	LESL	CALL	Long	5.00	None	$0.50	1.11	$0.49	0.09	-0.32	0.45	0.95	5.23	5.72	0.50	$50.00	45.00	5	0.0	651.000	0.49	2023-12-04
LESL240119C00005000	LESL	CALL	Long	5.00	None	$0.05	0.11	$-0.01	-0.00	-0.44	0.45	0.50	5.23	5.22	0.05	$5.00	45.00	4	0.0	651.000	-0.01	2023-12-03
LESL240119C00005000	LESL	CALL	Long	5.00	None	$0.05	0.11	$-0.01	-0.00	-0.45	0.45	0.50	5.23	5.22	0.05	$5.00	45.00	3	0.0	651.000	-0.01	2023-12-02
LESL240119C00005000	LESL	CALL	Long	5.00	None	$0.05	0.11	$-0.01	-0.00	-0.42	0.45	0.50	5.23	5.22	0.05	$5.00	45.00	2	0.0	651.000	-0.01	2023-12-01
LESL240119C00005000	LESL	CALL	Long	5.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.05; Exit EQ PnL: -0.28	$-0.20	-0.44	$-0.30	-0.06	-0.54	0.45	0.25	5.23	4.93	-0.20	$-20.00	45.00	1	0.0	451.000	-0.30	2023-11-30
LESL240119C00005000	LESL	CALL	Long	5.00	None	$0.00	0.00	$0.00	0.00	0.00	0.45	0.45	5.23	5.23	0.00	$0.00	45.00	0	0.0	98.000	0.00	2023-11-29

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