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View Outliers PnL Drill-Down: LEVI240816C00019000

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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
2024-06-27	LEVI	LEVI240816C00019000	19.00	388.0	1.000	0.328	0.211	0.9	0.3	0.010	1.170	0.520	1.14	19.56	2024-08-16	CALL	Long	0.200	0.263	-0.154

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	LEVI	0.727	0.049	0.181	0.101	0.093	0.044	16.95	0.040	0.0000	15.24	24.17	21	1y	17.34

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
LEVI240816C00019000	LEVI	CALL	Long	19.00	None	$-0.99	-0.87	$-0.75	-0.04	-0.01	1.14	0.15	19.56	18.81	-0.99	$-99.00	114.00	49	271.0	1094.000	-0.75	2024-08-15
LEVI240816C00019000	LEVI	CALL	Long	19.00	None	$-1.11	-0.97	$-1.50	-0.08	0.16	1.14	0.03	19.56	18.06	-1.11	$-111.00	114.00	48	4.0	0.000	-1.50	2024-08-14
LEVI240816C00019000	LEVI	CALL	Long	19.00	None	$-1.09	-0.96	$-1.31	-0.07	0.13	1.14	0.05	19.56	18.25	-1.09	$-109.00	114.00	47	26.0	1092.000	-1.31	2024-08-13
LEVI240816C00019000	LEVI	CALL	Long	19.00	None	$-1.12	-0.98	$-1.77	-0.09	0.12	1.14	0.02	19.56	17.79	-1.12	$-112.00	114.00	46	7.0	1089.000	-1.77	2024-08-12
LEVI240816C00019000	LEVI	CALL	Long	19.00	None	$-1.09	-0.96	$-2.04	-0.10	0.09	1.14	0.05	19.56	17.52	-1.09	$-109.00	114.00	43	5.0	1089.000	-2.04	2024-08-09
LEVI240816C00019000	LEVI	CALL	Long	19.00	None	$-1.11	-0.97	$-1.88	-0.10	0.12	1.14	0.03	19.56	17.68	-1.11	$-111.00	114.00	42	6.0	1093.000	-1.88	2024-08-08
LEVI240816C00019000	LEVI	CALL	Long	19.00	None	$-1.09	-0.96	$-2.38	-0.12	0.11	1.14	0.05	19.56	17.18	-1.09	$-109.00	114.00	41	206.0	1185.000	-2.38	2024-08-07
LEVI240816C00019000	LEVI	CALL	Long	19.00	None	$-1.10	-0.96	$-2.05	-0.10	0.18	1.14	0.04	19.56	17.51	-1.10	$-110.00	114.00	40	18.0	1214.000	-2.05	2024-08-06
LEVI240816C00019000	LEVI	CALL	Long	19.00	None	$-0.99	-0.87	$-1.39	-0.07	-0.02	1.14	0.15	19.56	18.17	-0.99	$-99.00	114.00	32	35.0	1222.000	-1.39	2024-07-29
LEVI240816C00019000	LEVI	CALL	Long	19.00	None	$-0.99	-0.87	$-1.68	-0.09	-0.03	1.14	0.15	19.56	17.88	-0.99	$-99.00	114.00	29	38.0	1218.000	-1.68	2024-07-26
LEVI240816C00019000	LEVI	CALL	Long	19.00	None	$-1.06	-0.93	$-2.19	-0.11	-0.01	1.14	0.08	19.56	17.37	-1.06	$-106.00	114.00	28	36.0	1210.000	-2.19	2024-07-25
LEVI240816C00019000	LEVI	CALL	Long	19.00	None	$-1.04	-0.91	$-2.07	-0.11	0.02	1.14	0.10	19.56	17.49	-1.04	$-104.00	114.00	27	405.0	1357.000	-2.07	2024-07-24
LEVI240816C00019000	LEVI	CALL	Long	19.00	None	$-0.96	-0.84	$-1.47	-0.08	-0.05	1.14	0.18	19.56	18.09	-0.96	$-96.00	114.00	26	95.0	1339.000	-1.47	2024-07-23
LEVI240816C00019000	LEVI	CALL	Long	19.00	None	$-0.89	-0.78	$-1.08	-0.06	-0.07	1.14	0.25	19.56	18.48	-0.89	$-89.00	114.00	25	930.0	869.000	-1.08	2024-07-22
LEVI240816C00019000	LEVI	CALL	Long	19.00	None	$-0.80	-0.70	$-1.23	-0.06	-0.03	1.14	0.34	19.56	18.33	-0.80	$-80.00	114.00	22	99.0	795.000	-1.23	2024-07-19
LEVI240816C00019000	LEVI	CALL	Long	19.00	None	$-0.89	-0.78	$-1.21	-0.06	-0.04	1.14	0.25	19.56	18.35	-0.89	$-89.00	114.00	21	39.0	804.000	-1.21	2024-07-18
LEVI240816C00019000	LEVI	CALL	Long	19.00	None	$-0.70	-0.61	$-1.07	-0.05	-0.02	1.14	0.44	19.56	18.49	-0.70	$-70.00	114.00	20	20.0	783.000	-1.07	2024-07-17
LEVI240816C00019000	LEVI	CALL	Long	19.00	None	$-0.63	-0.55	$-0.61	-0.03	-0.05	1.14	0.51	19.56	18.95	-0.63	$-63.00	114.00	19	111.0	832.000	-0.61	2024-07-16
LEVI240816C00019000	LEVI	CALL	Long	19.00	None	$-0.73	-0.64	$-0.94	-0.05	-0.05	1.14	0.41	19.56	18.62	-0.73	$-73.00	114.00	18	121.0	742.000	-0.94	2024-07-15
LEVI240816C00019000	LEVI	CALL	Long	19.00	None	$-0.45	-0.39	$-0.44	-0.02	-0.06	1.14	0.69	19.56	19.12	-0.45	$-45.00	114.00	15	28.0	716.000	-0.44	2024-07-12
LEVI240816C00019000	LEVI	CALL	Long	19.00	None	$-0.49	-0.43	$-0.43	-0.02	-0.02	1.14	0.65	19.56	19.13	-0.49	$-49.00	114.00	14	206.0	544.000	-0.43	2024-07-11
LEVI240816C00019000	LEVI	CALL	Long	19.00	None	$-0.74	-0.65	$-1.03	-0.05	-0.06	1.14	0.40	19.56	18.53	-0.74	$-74.00	114.00	13	64.0	537.000	-1.03	2024-07-10
LEVI240816C00019000	LEVI	CALL	Long	19.00	None	$-0.79	-0.69	$-1.18	-0.06	-0.06	1.14	0.35	19.56	18.38	-0.79	$-79.00	114.00	12	121.0	531.000	-1.18	2024-07-09
LEVI240816C00019000	LEVI	CALL	Long	19.00	None	$-0.54	-0.47	$-0.60	-0.03	-0.06	1.14	0.60	19.56	18.96	-0.54	$-54.00	114.00	11	141.0	508.000	-0.60	2024-07-08
LEVI240816C00019000	LEVI	CALL	Long	19.00	None	$-0.44	-0.39	$-0.42	-0.02	-0.05	1.14	0.70	19.56	19.14	-0.44	$-44.00	114.00	8	109.0	493.000	-0.42	2024-07-05
LEVI240816C00019000	LEVI	CALL	Long	19.00	None	$-0.38	-0.33	$-0.52	-0.03	-0.03	1.14	0.76	19.56	19.04	-0.38	$-38.00	114.00	7	22.0	0.000	-0.52	2024-07-04
LEVI240816C00019000	LEVI	CALL	Long	19.00	None	$-0.38	-0.33	$-0.52	-0.03	-0.04	1.14	0.76	19.56	19.04	-0.38	$-38.00	114.00	6	22.0	0.000	-0.52	2024-07-03
LEVI240816C00019000	LEVI	CALL	Long	19.00	None	$-0.36	-0.32	$-0.48	-0.02	-0.05	1.14	0.78	19.56	19.08	-0.36	$-36.00	114.00	5	63.0	472.000	-0.48	2024-07-02
LEVI240816C00019000	LEVI	CALL	Long	19.00	None	$-0.23	-0.20	$-0.33	-0.02	-0.02	1.14	0.91	19.56	19.23	-0.23	$-23.00	114.00	4	56.0	425.000	-0.33	2024-07-01
LEVI240816C00019000	LEVI	CALL	Long	19.00	Exit OP PnL: $-0.29;Exit EQ PnL: -0.45; Position is Long and position continued to lose. Latest OP price is: $0.85 (EQ: $19.11). Initial OP price was: $1.14 (EQ: $19.56). Surpassed Stop Loss Percentage: -0.2543859649122807017543859649 < -0.16.	$-0.32	-0.28	$-0.31	-0.02	-0.07	1.14	0.82	19.56	19.25	-0.32	$-32.00	114.00	1	130.0	319.000	-0.31	2024-06-28
LEVI240816C00019000	LEVI	CALL	Long	19.00	None	$0.00	0.00	$0.00	0.00	0.00	1.14	1.14	19.56	19.56	0.00	$0.00	114.00	0	388.0	1.000	0.00	2024-06-27

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