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View Outliers PnL Drill-Down: LESL241115C00003000

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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
2024-07-18	LESL	LESL241115C00003000	3.00	71.0	11.000	0.840	0.683	0.4	0.5	0.040	0.450	0.580	0.42	2.83	2024-11-15	CALL	Long	0.426	0.563	-0.306

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
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.37	-0.88	$-0.07	-0.02	1.14	0.42	0.05	2.83	2.76	-0.37	$-37.00	42.00	119	25.0	405.000	-0.07	2024-11-14
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.37	-0.88	$0.04	0.01	-0.15	0.42	0.05	2.83	2.87	-0.37	$-37.00	42.00	118	4.0	406.000	0.04	2024-11-13
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.34	-0.81	$0.08	0.03	0.08	0.42	0.08	2.83	2.91	-0.34	$-34.00	42.00	117	6.0	406.000	0.08	2024-11-12
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.30	-0.71	$0.20	0.07	0.11	0.42	0.12	2.83	3.03	-0.30	$-30.00	42.00	116	21.0	406.000	0.20	2024-11-11
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.30	-0.71	$0.16	0.06	-0.15	0.42	0.12	2.83	2.99	-0.30	$-30.00	42.00	115	21.0	406.000	0.16	2024-11-10
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.30	-0.71	$0.16	0.06	-0.21	0.42	0.12	2.83	2.99	-0.30	$-30.00	42.00	114	21.0	406.000	0.16	2024-11-09
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.30	-0.71	$0.24	0.08	-0.20	0.42	0.12	2.83	3.07	-0.30	$-30.00	42.00	113	21.0	406.000	0.24	2024-11-08
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.30	-0.71	$0.26	0.09	-0.32	0.42	0.12	2.83	3.09	-0.30	$-30.00	42.00	112	21.0	413.000	0.26	2024-11-07
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.17	-0.40	$0.11	0.04	-0.06	0.42	0.25	2.83	2.94	-0.17	$-17.00	42.00	111	5.0	418.000	0.11	2024-11-06
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.22	-0.52	$0.25	0.09	-0.10	0.42	0.20	2.83	3.08	-0.22	$-22.00	42.00	110	11.0	408.000	0.25	2024-11-05
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.27	-0.64	$0.08	0.03	-0.06	0.42	0.15	2.83	2.91	-0.27	$-27.00	42.00	109	3.0	410.000	0.08	2024-11-04
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.27	-0.64	$0.00	0.00	-0.11	0.42	0.15	2.83	2.83	-0.27	$-27.00	42.00	106	66.0	410.000	0.00	2024-11-01
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.27	-0.64	$-0.14	-0.05	-0.04	0.42	0.15	2.83	2.69	-0.27	$-27.00	42.00	105	66.0	410.000	-0.14	2024-10-31
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.27	-0.64	$0.02	0.01	0.02	0.42	0.15	2.83	2.85	-0.27	$-27.00	42.00	104	66.0	368.000	0.02	2024-10-30
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.25	-0.60	$0.02	0.01	-0.08	0.42	0.17	2.83	2.85	-0.25	$-25.00	42.00	103	9.0	368.000	0.02	2024-10-29
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.25	-0.60	$0.05	0.02	-0.07	0.42	0.17	2.83	2.88	-0.25	$-25.00	42.00	102	9.0	366.000	0.05	2024-10-28
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.24	-0.57	$-0.01	-0.00	0.20	0.42	0.18	2.83	2.82	-0.24	$-24.00	42.00	101	151.0	366.000	-0.01	2024-10-27
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.24	-0.57	$-0.01	-0.00	0.17	0.42	0.18	2.83	2.82	-0.24	$-24.00	42.00	100	151.0	366.000	-0.01	2024-10-26
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.24	-0.57	$0.14	0.05	-0.11	0.42	0.18	2.83	2.97	-0.24	$-24.00	42.00	98	151.0	296.000	0.14	2024-10-24
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.32	-0.76	$-0.08	-0.03	-0.25	0.42	0.10	2.83	2.75	-0.32	$-32.00	42.00	97	58.0	243.000	-0.08	2024-10-23
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.32	-0.76	$-0.05	-0.02	-0.20	0.42	0.10	2.83	2.78	-0.32	$-32.00	42.00	96	83.0	167.000	-0.05	2024-10-22
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.35	-0.83	$-0.15	-0.05	-0.19	0.42	0.07	2.83	2.68	-0.35	$-35.00	42.00	95	1.0	167.000	-0.15	2024-10-21
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.32	-0.76	$-0.17	-0.06	-0.30	0.42	0.10	2.83	2.66	-0.32	$-32.00	42.00	93	20.0	167.000	-0.17	2024-10-19
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.31	-0.74	$-0.09	-0.03	-0.14	0.42	0.11	2.83	2.74	-0.31	$-31.00	42.00	90	2.0	159.000	-0.09	2024-10-16
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.32	-0.76	$-0.15	-0.05	-0.09	0.42	0.10	2.83	2.68	-0.32	$-32.00	42.00	88	6.0	153.000	-0.15	2024-10-14
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.32	-0.76	$-0.18	-0.06	-0.09	0.42	0.10	2.83	2.65	-0.32	$-32.00	42.00	85	2.0	153.000	-0.18	2024-10-11
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.27	-0.64	$-0.21	-0.07	-0.07	0.42	0.15	2.83	2.62	-0.27	$-27.00	42.00	84	5.0	158.000	-0.21	2024-10-10
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.16	-0.38	$-0.10	-0.04	-0.12	0.42	0.26	2.83	2.73	-0.16	$-16.00	42.00	83	3.0	158.000	-0.10	2024-10-09
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.16	-0.38	$-0.09	-0.03	-0.08	0.42	0.26	2.83	2.74	-0.16	$-16.00	42.00	81	3.0	158.000	-0.09	2024-10-07
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.16	-0.38	$-0.03	-0.01	-0.78	0.42	0.26	2.83	2.80	-0.16	$-16.00	42.00	80	3.0	0.000	-0.03	2024-10-06
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.16	-0.38	$-0.03	-0.01	-0.10	0.42	0.26	2.83	2.80	-0.16	$-16.00	42.00	79	3.0	156.000	-0.03	2024-10-05
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.16	-0.38	$-0.03	-0.01	-0.11	0.42	0.26	2.83	2.80	-0.16	$-16.00	42.00	78	3.0	156.000	-0.03	2024-10-04
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.27	-0.64	$-0.12	-0.04	-0.02	0.42	0.15	2.83	2.71	-0.27	$-27.00	42.00	77	5.0	156.000	-0.12	2024-10-03
LESL241115C00003000	LESL	CALL	Long	3.00	None	$0.03	0.07	$-0.05	-0.02	-0.11	0.42	0.45	2.83	2.78	0.03	$3.00	42.00	76	18.0	156.000	-0.05	2024-10-02
LESL241115C00003000	LESL	CALL	Long	3.00	None	$0.03	0.07	$-0.05	-0.02	-0.18	0.42	0.45	2.83	2.78	0.03	$3.00	42.00	75	18.0	156.000	-0.05	2024-10-01
LESL241115C00003000	LESL	CALL	Long	3.00	None	$0.03	0.07	$0.33	0.12	-0.01	0.42	0.45	2.83	3.16	0.03	$3.00	42.00	74	18.0	151.000	0.33	2024-09-30
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.17	-0.40	$0.03	0.01	-0.78	0.42	0.25	2.83	2.86	-0.17	$-17.00	42.00	73	11.0	151.000	0.03	2024-09-29
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.17	-0.40	$0.03	0.01	-0.04	0.42	0.25	2.83	2.86	-0.17	$-17.00	42.00	72	11.0	160.000	0.03	2024-09-28
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.17	-0.40	$0.03	0.01	-0.05	0.42	0.25	2.83	2.86	-0.17	$-17.00	42.00	71	11.0	160.000	0.03	2024-09-27
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.21	-0.50	$0.02	0.01	-0.05	0.42	0.21	2.83	2.85	-0.21	$-21.00	42.00	70	2.0	160.000	0.02	2024-09-26
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.21	-0.50	$-0.02	-0.01	-0.07	0.42	0.21	2.83	2.81	-0.21	$-21.00	42.00	69	2.0	161.000	-0.02	2024-09-25
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.17	-0.40	$0.07	0.02	-0.12	0.42	0.25	2.83	2.90	-0.17	$-17.00	42.00	68	1.0	160.000	0.07	2024-09-24
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.17	-0.40	$0.07	0.02	-0.07	0.42	0.25	2.83	2.90	-0.17	$-17.00	42.00	67	1.0	160.000	0.07	2024-09-23
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.12	-0.29	$0.07	0.02	-0.81	0.42	0.30	2.83	2.90	-0.12	$-12.00	42.00	66	4.0	0.000	0.07	2024-09-22
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.12	-0.29	$0.07	0.02	0.02	0.42	0.30	2.83	2.90	-0.12	$-12.00	42.00	64	4.0	158.000	0.07	2024-09-20
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.07	-0.17	$0.18	0.06	-0.17	0.42	0.35	2.83	3.01	-0.07	$-7.00	42.00	63	21.0	158.000	0.18	2024-09-19
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.09	-0.21	$0.01	0.00	-0.31	0.42	0.33	2.83	2.84	-0.09	$-9.00	42.00	62	1.0	158.000	0.01	2024-09-18
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.09	-0.21	$0.06	0.02	-0.31	0.42	0.33	2.83	2.89	-0.09	$-9.00	42.00	61	1.0	158.000	0.06	2024-09-17
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.07	-0.17	$0.00	0.00	-0.09	0.42	0.35	2.83	2.83	-0.07	$-7.00	42.00	60	10.0	158.000	0.00	2024-09-16
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.07	-0.17	$0.17	0.06	-0.02	0.42	0.35	2.83	3.00	-0.07	$-7.00	42.00	58	10.0	158.000	0.17	2024-09-14
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.07	-0.17	$0.17	0.06	-0.09	0.42	0.35	2.83	3.00	-0.07	$-7.00	42.00	57	10.0	158.000	0.17	2024-09-13
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.07	-0.17	$0.14	0.05	-0.01	0.42	0.35	2.83	2.97	-0.07	$-7.00	42.00	56	10.0	158.000	0.14	2024-09-12
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.07	-0.17	$-0.02	-0.01	0.00	0.42	0.35	2.83	2.81	-0.07	$-7.00	42.00	55	10.0	168.000	-0.02	2024-09-11
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.07	-0.17	$0.10	0.04	-0.08	0.42	0.35	2.83	2.93	-0.07	$-7.00	42.00	54	1.0	168.000	0.10	2024-09-10
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.07	-0.17	$0.07	0.02	-0.05	0.42	0.35	2.83	2.90	-0.07	$-7.00	42.00	53	1.0	167.000	0.07	2024-09-09
LESL241115C00003000	LESL	CALL	Long	3.00	None	$0.18	0.43	$0.15	0.05	-0.04	0.42	0.60	2.83	2.98	0.18	$18.00	42.00	52	50.0	167.000	0.15	2024-09-08
LESL241115C00003000	LESL	CALL	Long	3.00	None	$0.18	0.43	$0.15	0.05	-0.01	0.42	0.60	2.83	2.98	0.18	$18.00	42.00	50	50.0	167.000	0.15	2024-09-06
LESL241115C00003000	LESL	CALL	Long	3.00	None	$0.18	0.43	$0.42	0.15	-0.04	0.42	0.60	2.83	3.25	0.18	$18.00	42.00	49	50.0	121.000	0.42	2024-09-05
LESL241115C00003000	LESL	CALL	Long	3.00	None	$0.03	0.07	$0.17	0.06	0.15	0.42	0.45	2.83	3.00	0.03	$3.00	42.00	48	20.0	110.000	0.17	2024-09-04
LESL241115C00003000	LESL	CALL	Long	3.00	None	$0.08	0.19	$0.19	0.07	0.06	0.42	0.50	2.83	3.02	0.08	$8.00	42.00	44	14.0	98.000	0.19	2024-08-31
LESL241115C00003000	LESL	CALL	Long	3.00	None	$0.08	0.19	$0.19	0.07	-0.04	0.42	0.50	2.83	3.02	0.08	$8.00	42.00	43	14.0	98.000	0.19	2024-08-30
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.17	-0.40	$-0.33	-0.12	-0.05	0.42	0.25	2.83	2.50	-0.17	$-17.00	42.00	42	1.0	97.000	-0.33	2024-08-29
LESL241115C00003000	LESL	CALL	Long	3.00	None	$0.05	0.12	$-0.34	-0.12	-0.05	0.42	0.47	2.83	2.49	0.05	$5.00	42.00	41	2.0	97.000	-0.34	2024-08-28
LESL241115C00003000	LESL	CALL	Long	3.00	None	$0.05	0.12	$0.12	0.04	-0.82	0.42	0.47	2.83	2.95	0.05	$5.00	42.00	40	2.0	97.000	0.12	2024-08-27
LESL241115C00003000	LESL	CALL	Long	3.00	None	$0.05	0.12	$0.24	0.08	0.02	0.42	0.47	2.83	3.07	0.05	$5.00	42.00	39	2.0	97.000	0.24	2024-08-26
LESL241115C00003000	LESL	CALL	Long	3.00	None	$0.05	0.12	$0.26	0.09	-0.10	0.42	0.47	2.83	3.09	0.05	$5.00	42.00	38	2.0	97.000	0.26	2024-08-25
LESL241115C00003000	LESL	CALL	Long	3.00	None	$0.05	0.12	$0.26	0.09	-0.10	0.42	0.47	2.83	3.09	0.05	$5.00	42.00	37	2.0	97.000	0.26	2024-08-24
LESL241115C00003000	LESL	CALL	Long	3.00	None	$0.05	0.12	$0.26	0.09	-0.02	0.42	0.47	2.83	3.09	0.05	$5.00	42.00	36	2.0	97.000	0.26	2024-08-23
LESL241115C00003000	LESL	CALL	Long	3.00	None	$0.18	0.43	$0.13	0.05	-0.33	0.42	0.60	2.83	2.96	0.18	$18.00	42.00	35	7.0	97.000	0.13	2024-08-22
LESL241115C00003000	LESL	CALL	Long	3.00	None	$0.18	0.43	$0.29	0.10	-0.02	0.42	0.60	2.83	3.12	0.18	$18.00	42.00	34	7.0	97.000	0.29	2024-08-21
LESL241115C00003000	LESL	CALL	Long	3.00	None	$0.18	0.43	$0.29	0.10	0.07	0.42	0.60	2.83	3.12	0.18	$18.00	42.00	33	7.0	97.000	0.29	2024-08-20
LESL241115C00003000	LESL	CALL	Long	3.00	None	$0.18	0.43	$0.38	0.13	0.09	0.42	0.60	2.83	3.21	0.18	$18.00	42.00	32	7.0	97.000	0.38	2024-08-19
LESL241115C00003000	LESL	CALL	Long	3.00	None	$0.19	0.45	$0.42	0.15	-0.04	0.42	0.61	2.83	3.25	0.19	$19.00	42.00	31	4.0	93.000	0.42	2024-08-18
LESL241115C00003000	LESL	CALL	Long	3.00	None	$0.19	0.45	$0.42	0.15	-0.05	0.42	0.61	2.83	3.25	0.19	$19.00	42.00	30	4.0	93.000	0.42	2024-08-17
LESL241115C00003000	LESL	CALL	Long	3.00	None	$0.19	0.45	$0.42	0.15	-0.09	0.42	0.61	2.83	3.25	0.19	$19.00	42.00	29	4.0	93.000	0.42	2024-08-16
LESL241115C00003000	LESL	CALL	Long	3.00	None	$0.18	0.43	$0.35	0.12	-0.06	0.42	0.60	2.83	3.18	0.18	$18.00	42.00	28	3.0	93.000	0.35	2024-08-15
LESL241115C00003000	LESL	CALL	Long	3.00	None	$0.28	0.67	$0.19	0.07	-0.07	0.42	0.70	2.83	3.02	0.28	$28.00	42.00	27	6.0	93.000	0.19	2024-08-14
LESL241115C00003000	LESL	CALL	Long	3.00	None	$0.28	0.67	$0.32	0.11	-0.25	0.42	0.70	2.83	3.15	0.28	$28.00	42.00	26	6.0	93.000	0.32	2024-08-13
LESL241115C00003000	LESL	CALL	Long	3.00	None	$0.28	0.67	$0.14	0.05	-0.07	0.42	0.70	2.83	2.97	0.28	$28.00	42.00	25	6.0	93.000	0.14	2024-08-12
LESL241115C00003000	LESL	CALL	Long	3.00	None	$0.28	0.67	$0.28	0.10	0.02	0.42	0.70	2.83	3.11	0.28	$28.00	42.00	22	6.0	93.000	0.28	2024-08-09
LESL241115C00003000	LESL	CALL	Long	3.00	None	$0.28	0.67	$0.33	0.12	0.09	0.42	0.70	2.83	3.16	0.28	$28.00	42.00	21	6.0	97.000	0.33	2024-08-08
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.07	-0.17	$-0.07	-0.02	-0.20	0.42	0.35	2.83	2.76	-0.07	$-7.00	42.00	20	2.0	97.000	-0.07	2024-08-07
LESL241115C00003000	LESL	CALL	Long	3.00	None	$-0.07	-0.17	$0.20	0.07	-0.07	0.42	0.35	2.83	3.03	-0.07	$-7.00	42.00	19	2.0	97.000	0.20	2024-08-06
LESL241115C00003000	LESL	CALL	Long	3.00	None	$0.08	0.19	$0.14	0.05	-0.83	0.42	0.50	2.83	2.97	0.08	$8.00	42.00	11	21.0	73.000	0.14	2024-07-29
LESL241115C00003000	LESL	CALL	Long	3.00	None	$0.08	0.19	$0.16	0.06	-0.27	0.42	0.50	2.83	2.99	0.08	$8.00	42.00	8	21.0	73.000	0.16	2024-07-26
LESL241115C00003000	LESL	CALL	Long	3.00	None	$0.08	0.19	$0.03	0.01	-0.00	0.42	0.50	2.83	2.86	0.08	$8.00	42.00	7	21.0	73.000	0.03	2024-07-25
LESL241115C00003000	LESL	CALL	Long	3.00	None	$0.08	0.19	$0.10	0.04	-0.14	0.42	0.50	2.83	2.93	0.08	$8.00	42.00	6	21.0	73.000	0.10	2024-07-24
LESL241115C00003000	LESL	CALL	Long	3.00	None	$0.08	0.19	$0.01	0.00	-0.11	0.42	0.50	2.83	2.84	0.08	$8.00	42.00	5	21.0	82.000	0.01	2024-07-23
LESL241115C00003000	LESL	CALL	Long	3.00	None	$0.05	0.12	$0.11	0.04	-0.08	0.42	0.47	2.83	2.94	0.05	$5.00	42.00	4	3.0	83.000	0.11	2024-07-22
LESL241115C00003000	LESL	CALL	Long	3.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.08; Exit EQ PnL: -0.12	$-0.07	-0.17	$-0.15	-0.05	-0.24	0.42	0.35	2.83	2.68	-0.07	$-7.00	42.00	1	1.0	82.000	-0.15	2024-07-19
LESL241115C00003000	LESL	CALL	Long	3.00	None	$0.00	0.00	$0.00	0.00	0.00	0.42	0.42	2.83	2.83	0.00	$0.00	42.00	0	71.0	11.000	0.00	2024-07-18

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