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View Outliers PnL Drill-Down: LLAP240920C00000500

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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
2024-07-24	LLAP	LLAP240920C00000500	0.50	10.0	1359.000	0.563	0.559	0.2	0.0	0.000	0.230	0.000	0.25	0.72	2024-09-20	CALL	Long	0.464	0.492	-0.156
2024-08-13	LLAP	LLAP240920C00000500	0.50	73.0	1410.000	6.000	0.570	0.0	0.1	0.040	0.280	0.330	0.10	0.46	2024-09-20	CALL	Long	0.477	0.594	-0.300

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	LLAP	0.727	0.025	0.543	0.265	0.025	-0.107	0.25	-1.117	0.0000	0.24	1.54	19	1y	0.25

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
LLAP240920C00000500	LLAP	CALL	Long	0.50	None	$-0.24	-0.96	$-0.47	-0.65	9.69	0.25	0.01	0.72	0.25	-0.24	$-24.00	25.00	57	9.0	2076.000	-0.47	2024-09-19
LLAP240920C00000500	LLAP	CALL	Long	0.50	None	$-0.24	-0.96	$-0.48	-0.67	7.94	0.25	0.01	0.72	0.24	-0.24	$-24.00	25.00	56	9.0	2076.000	-0.48	2024-09-18
LLAP240920C00000500	LLAP	CALL	Long	0.50	None	$-0.24	-0.96	$-0.47	-0.65	6.69	0.25	0.01	0.72	0.25	-0.24	$-24.00	25.00	55	9.0	2076.000	-0.47	2024-09-17
LLAP240920C00000500	LLAP	CALL	Long	0.50	None	$-0.24	-0.96	$-0.47	-0.65	5.94	0.25	0.01	0.72	0.25	-0.24	$-24.00	25.00	54	9.0	2076.000	-0.47	2024-09-16
LLAP240920C00000500	LLAP	CALL	Long	0.50	None	$-0.21	-0.84	$-0.45	-0.62	4.94	0.25	0.04	0.72	0.27	-0.21	$-21.00	25.00	52	1.0	2076.000	-0.45	2024-09-14
LLAP240920C00000500	LLAP	CALL	Long	0.50	None	$-0.21	-0.84	$-0.45	-0.62	4.19	0.25	0.04	0.72	0.27	-0.21	$-21.00	25.00	51	1.0	2076.000	-0.45	2024-09-13
LLAP240920C00000500	LLAP	CALL	Long	0.50	None	$-0.21	-0.84	$-0.46	-0.64	4.06	0.25	0.04	0.72	0.26	-0.21	$-21.00	25.00	50	1.0	2076.000	-0.46	2024-09-12
LLAP240920C00000500	LLAP	CALL	Long	0.50	None	$-0.21	-0.84	$-0.47	-0.65	3.94	0.25	0.04	0.72	0.25	-0.21	$-21.00	25.00	49	1.0	2076.000	-0.47	2024-09-11
LLAP240920C00000500	LLAP	CALL	Long	0.50	None	$-0.21	-0.84	$-0.47	-0.65	3.81	0.25	0.04	0.72	0.25	-0.21	$-21.00	25.00	48	1.0	2076.000	-0.47	2024-09-10
LLAP240920C00000500	LLAP	CALL	Long	0.50	None	$-0.21	-0.84	$-0.48	-0.67	3.81	0.25	0.04	0.72	0.24	-0.21	$-21.00	25.00	47	1.0	2076.000	-0.48	2024-09-09
LLAP240920C00000500	LLAP	CALL	Long	0.50	None	$-0.21	-0.84	$-0.48	-0.67	3.81	0.25	0.04	0.72	0.24	-0.21	$-21.00	25.00	46	1.0	2076.000	-0.48	2024-09-08
LLAP240920C00000500	LLAP	CALL	Long	0.50	None	$-0.21	-0.84	$-0.48	-0.67	3.31	0.25	0.04	0.72	0.24	-0.21	$-21.00	25.00	44	1.0	2076.000	-0.48	2024-09-06
LLAP240920C00000500	LLAP	CALL	Long	0.50	None	$-0.21	-0.84	$-0.47	-0.65	3.19	0.25	0.04	0.72	0.25	-0.21	$-21.00	25.00	43	1.0	2076.000	-0.47	2024-09-05
LLAP240920C00000500	LLAP	CALL	Long	0.50	None	$-0.21	-0.84	$-0.48	-0.67	3.06	0.25	0.04	0.72	0.24	-0.21	$-21.00	25.00	42	1.0	2076.000	-0.48	2024-09-04
LLAP240920C00000500	LLAP	CALL	Long	0.50	None	$-0.21	-0.84	$-0.47	-0.65	2.75	0.25	0.04	0.72	0.25	-0.21	$-21.00	25.00	38	1.0	2076.000	-0.47	2024-08-31
LLAP240920C00000500	LLAP	CALL	Long	0.50	None	$-0.21	-0.84	$-0.48	-0.67	2.56	0.25	0.04	0.72	0.24	-0.21	$-21.00	25.00	37	1.0	2076.000	-0.48	2024-08-30
LLAP240920C00000500	LLAP	CALL	Long	0.50	None	$-0.21	-0.84	$-0.47	-0.65	2.50	0.25	0.04	0.72	0.25	-0.21	$-21.00	25.00	36	1.0	2076.000	-0.47	2024-08-29
LLAP240920C00000500	LLAP	CALL	Long	0.50	None	$-0.21	-0.84	$-0.47	-0.65	2.44	0.25	0.04	0.72	0.25	-0.21	$-21.00	25.00	35	1.0	2076.000	-0.47	2024-08-28
LLAP240920C00000500	LLAP	CALL	Long	0.50	None	$-0.21	-0.84	$-0.47	-0.65	-0.06	0.25	0.04	0.72	0.25	-0.21	$-21.00	25.00	34	1.0	2076.000	-0.47	2024-08-27
LLAP240920C00000500	LLAP	CALL	Long	0.50	None	$-0.21	-0.84	$-0.46	-0.64	2.19	0.25	0.04	0.72	0.26	-0.21	$-21.00	25.00	33	1.0	2076.000	-0.46	2024-08-26
LLAP240920C00000500	LLAP	CALL	Long	0.50	None	$-0.21	-0.84	$-0.45	-0.62	2.06	0.25	0.04	0.72	0.27	-0.21	$-21.00	25.00	32	1.0	2075.000	-0.45	2024-08-25
LLAP240920C00000500	LLAP	CALL	Long	0.50	None	$-0.21	-0.84	$-0.45	-0.62	2.00	0.25	0.04	0.72	0.27	-0.21	$-21.00	25.00	31	1.0	2075.000	-0.45	2024-08-24
LLAP240920C00000500	LLAP	CALL	Long	0.50	None	$-0.21	-0.84	$-0.45	-0.62	1.94	0.25	0.04	0.72	0.27	-0.21	$-21.00	25.00	30	1.0	2075.000	-0.45	2024-08-23
LLAP240920C00000500	LLAP	CALL	Long	0.50	None	$-0.20	-0.80	$-0.44	-0.61	1.75	0.25	0.05	0.72	0.28	-0.20	$-20.00	25.00	29	3.0	2072.000	-0.44	2024-08-22
LLAP240920C00000500	LLAP	CALL	Long	0.50	None	$-0.20	-0.80	$-0.42	-0.58	1.50	0.25	0.05	0.72	0.30	-0.20	$-20.00	25.00	28	10.0	2062.000	-0.42	2024-08-21
LLAP240920C00000500	LLAP	CALL	Long	0.50	None	$-0.21	-0.84	$-0.43	-0.60	1.62	0.25	0.04	0.72	0.29	-0.21	$-21.00	25.00	27	67.0	1995.000	-0.43	2024-08-20
LLAP240920C00000500	LLAP	CALL	Long	0.50	None	$-0.21	-0.84	$-0.45	-0.62	1.69	0.25	0.04	0.72	0.27	-0.21	$-21.00	25.00	26	340.0	1669.000	-0.45	2024-08-19
LLAP240920C00000500	LLAP	CALL	Long	0.50	None	$-0.20	-0.80	$-0.47	-0.65	1.94	0.25	0.05	0.72	0.25	-0.20	$-20.00	25.00	25	157.0	1554.000	-0.47	2024-08-18
LLAP240920C00000500	LLAP	CALL	Long	0.50	None	$-0.20	-0.80	$-0.47	-0.65	1.88	0.25	0.05	0.72	0.25	-0.20	$-20.00	25.00	24	157.0	1554.000	-0.47	2024-08-17
LLAP240920C00000500	LLAP	CALL	Long	0.50	None	$-0.20	-0.80	$-0.47	-0.65	1.81	0.25	0.05	0.72	0.25	-0.20	$-20.00	25.00	23	157.0	1554.000	-0.47	2024-08-16
LLAP240920C00000500	LLAP	CALL	Long	0.50	None	$-0.22	-0.88	$-0.48	-0.67	1.88	0.25	0.03	0.72	0.24	-0.22	$-22.00	25.00	22	70.0	1485.000	-0.48	2024-08-15
LLAP240920C00000500	LLAP	CALL	Long	0.50	None	$-0.20	-0.80	$-0.32	-0.44	3.56	0.25	0.05	0.72	0.40	-0.20	$-20.00	25.00	21	65.0	1425.000	-0.32	2024-08-14
LLAP240920C00000500	LLAP	CALL	Long	0.50	None	$-0.15	-0.60	$-0.26	-0.36	5.44	0.25	0.10	0.72	0.46	-0.15	$-15.00	25.00	20	73.0	1410.000	-0.26	2024-08-13
LLAP240920C00000500	LLAP	CALL	Long	0.50	None	$-0.05	-0.20	$-0.07	-0.10	0.91	0.25	0.20	0.72	0.65	-0.05	$-5.00	25.00	19	535.0	1822.000	-0.07	2024-08-12
LLAP240920C00000500	LLAP	CALL	Long	0.50	None	$0.04	0.16	$-0.01	-0.01	0.88	0.25	0.29	0.72	0.71	0.04	$4.00	25.00	16	528.0	1398.000	-0.01	2024-08-09
LLAP240920C00000500	LLAP	CALL	Long	0.50	None	$0.05	0.20	$0.05	0.07	0.75	0.25	0.30	0.72	0.77	0.05	$5.00	25.00	15	3.0	1395.000	0.05	2024-08-08
LLAP240920C00000500	LLAP	CALL	Long	0.50	None	$0.05	0.20	$-0.03	-0.04	-0.56	0.25	0.30	0.72	0.69	0.05	$5.00	25.00	14	20.0	0.000	-0.03	2024-08-07
LLAP240920C00000500	LLAP	CALL	Long	0.50	None	$-0.05	-0.20	$-0.04	-0.06	1.16	0.25	0.20	0.72	0.68	-0.05	$-5.00	25.00	13	8.0	1375.000	-0.04	2024-08-06
LLAP240920C00000500	LLAP	CALL	Long	0.50	None	$0.00	0.00	$-0.01	-0.01	0.69	0.25	0.25	0.72	0.71	0.00	$0.00	25.00	5	3.0	1352.000	-0.01	2024-07-29
LLAP240920C00000500	LLAP	CALL	Long	0.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.04	$0.00	0.00	$-0.01	-0.01	0.69	0.25	0.25	0.72	0.71	0.00	$0.00	25.00	2	3.0	1349.000	-0.01	2024-07-26
LLAP240920C00000500	LLAP	CALL	Long	0.50	None	$0.00	0.00	$-0.01	-0.01	0.69	0.25	0.25	0.72	0.71	0.00	$0.00	25.00	1	10.0	1349.000	-0.01	2024-07-25
LLAP240920C00000500	LLAP	CALL	Long	0.50	None	$0.00	0.00	$0.00	0.00	0.00	0.25	0.25	0.72	0.72	0.00	$0.00	25.00	0	10.0	1359.000	0.00	2024-07-24

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