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View Outliers PnL Drill-Down: LNC240920C00030000

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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
2024-08-02	LNC	LNC240920C00030000	30.00	52.0	1667.000	0.393	0.170	0.8	0.6	0.010	1.650	1.460	1.70	30.02	2024-09-20	CALL	Long	0.113	0.173	-0.118

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	LNC	0.727	0.053	0.158	0.097	0.055	-0.103	32.48	-0.064	0.0000	25.64	36.84	21	1y	34.00

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
LNC240920C00030000	LNC	CALL	Long	30.00	None	$0.52	0.37	$2.48	0.08	0.29	1.40	1.92	29.43	31.91	0.52	$52.00	140.00	44	68.0	1900.000	2.48	2024-09-19
LNC240920C00030000	LNC	CALL	Long	30.00	None	$-0.50	-0.36	$0.88	0.03	0.12	1.40	0.90	29.43	30.31	-0.50	$-50.00	140.00	43	979.0	2330.000	0.88	2024-09-18
LNC240920C00030000	LNC	CALL	Long	30.00	None	$-1.04	-0.74	$0.54	0.02	-0.08	1.40	0.36	29.43	29.97	-1.04	$-104.00	140.00	42	123.0	2349.000	0.54	2024-09-17
LNC240920C00030000	LNC	CALL	Long	30.00	None	$-1.10	-0.79	$0.20	0.01	-0.00	1.40	0.30	29.43	29.63	-1.10	$-110.00	140.00	41	60.0	2363.000	0.20	2024-09-16
LNC240920C00030000	LNC	CALL	Long	30.00	None	$-1.05	-0.75	$0.02	0.00	-0.02	1.40	0.35	29.43	29.45	-1.05	$-105.00	140.00	39	46.0	2368.000	0.02	2024-09-14
LNC240920C00030000	LNC	CALL	Long	30.00	None	$-1.05	-0.75	$0.02	0.00	-0.08	1.40	0.35	29.43	29.45	-1.05	$-105.00	140.00	38	46.0	2368.000	0.02	2024-09-13
LNC240920C00030000	LNC	CALL	Long	30.00	None	$-1.10	-0.79	$-0.13	-0.00	-0.06	1.40	0.30	29.43	29.30	-1.10	$-110.00	140.00	37	13.0	2371.000	-0.13	2024-09-12
LNC240920C00030000	LNC	CALL	Long	30.00	None	$-1.22	-0.87	$-0.74	-0.03	-0.07	1.40	0.18	29.43	28.69	-1.22	$-122.00	140.00	36	16.0	2555.000	-0.74	2024-09-11
LNC240920C00030000	LNC	CALL	Long	30.00	None	$-1.16	-0.83	$-0.56	-0.02	-0.05	1.40	0.24	29.43	28.87	-1.16	$-116.00	140.00	35	996.0	2406.000	-0.56	2024-09-10
LNC240920C00030000	LNC	CALL	Long	30.00	None	$-1.06	-0.76	$-0.29	-0.01	-0.08	1.40	0.34	29.43	29.14	-1.06	$-106.00	140.00	34	70.0	2345.000	-0.29	2024-09-09
LNC240920C00030000	LNC	CALL	Long	30.00	None	$-0.85	-0.61	$0.02	0.00	-0.02	1.40	0.55	29.43	29.45	-0.85	$-85.00	140.00	33	381.0	2071.000	0.02	2024-09-08
LNC240920C00030000	LNC	CALL	Long	30.00	None	$-0.90	-0.64	$0.02	0.00	-0.06	1.40	0.50	29.43	29.45	-0.90	$-90.00	140.00	31	380.0	2071.000	0.02	2024-09-06
LNC240920C00030000	LNC	CALL	Long	30.00	None	$0.35	0.25	$1.77	0.06	-0.00	1.40	1.75	29.43	31.20	0.35	$35.00	140.00	30	4.0	2072.000	1.77	2024-09-05
LNC240920C00030000	LNC	CALL	Long	30.00	None	$0.20	0.14	$2.04	0.07	-0.10	1.40	1.60	29.43	31.47	0.20	$20.00	140.00	29	18.0	2062.000	2.04	2024-09-04
LNC240920C00030000	LNC	CALL	Long	30.00	None	$1.02	0.73	$2.67	0.09	0.01	1.40	2.42	29.43	32.10	1.02	$102.00	140.00	25	2.0	2072.000	2.67	2024-08-31
LNC240920C00030000	LNC	CALL	Long	30.00	None	$1.02	0.73	$2.68	0.09	-0.08	1.40	2.42	29.43	32.11	1.02	$102.00	140.00	24	1.0	2072.000	2.68	2024-08-30
LNC240920C00030000	LNC	CALL	Long	30.00	None	$1.17	0.84	$2.72	0.09	-0.05	1.40	2.57	29.43	32.15	1.17	$117.00	140.00	23	2.0	2070.000	2.72	2024-08-29
LNC240920C00030000	LNC	CALL	Long	30.00	None	$1.07	0.76	$2.65	0.09	-0.06	1.40	2.47	29.43	32.08	1.07	$107.00	140.00	22	3.0	2070.000	2.65	2024-08-28
LNC240920C00030000	LNC	CALL	Long	30.00	None	$1.00	0.71	$2.59	0.09	-0.41	1.40	2.40	29.43	32.02	1.00	$100.00	140.00	21	28.0	2070.000	2.59	2024-08-27
LNC240920C00030000	LNC	CALL	Long	30.00	None	$1.00	0.71	$2.68	0.09	-0.06	1.40	2.40	29.43	32.11	1.00	$100.00	140.00	20	28.0	2064.000	2.68	2024-08-26
LNC240920C00030000	LNC	CALL	Long	30.00	None	$0.90	0.64	$2.19	0.07	-0.08	1.40	2.30	29.43	31.62	0.90	$90.00	140.00	19	27.0	2064.000	2.19	2024-08-25
LNC240920C00030000	LNC	CALL	Long	30.00	None	$0.90	0.64	$2.19	0.07	-0.08	1.40	2.30	29.43	31.62	0.90	$90.00	140.00	18	27.0	2064.000	2.19	2024-08-24
LNC240920C00030000	LNC	CALL	Long	30.00	None	$0.90	0.64	$2.21	0.08	-0.13	1.40	2.30	29.43	31.64	0.90	$90.00	140.00	17	27.0	2064.000	2.21	2024-08-23
LNC240920C00030000	LNC	CALL	Long	30.00	None	$0.25	0.18	$1.59	0.05	-0.09	1.40	1.65	29.43	31.02	0.25	$25.00	140.00	16	11.0	2062.000	1.59	2024-08-22
LNC240920C00030000	LNC	CALL	Long	30.00	None	$0.25	0.18	$1.60	0.05	-0.10	1.40	1.65	29.43	31.03	0.25	$25.00	140.00	15	198.0	2060.000	1.60	2024-08-21
LNC240920C00030000	LNC	CALL	Long	30.00	None	$0.08	0.06	$1.31	0.04	-0.09	1.40	1.48	29.43	30.74	0.08	$8.00	140.00	14	20.0	2053.000	1.31	2024-08-20
LNC240920C00030000	LNC	CALL	Long	30.00	None	$0.38	0.27	$1.78	0.06	-0.04	1.40	1.78	29.43	31.21	0.38	$38.00	140.00	13	37.0	2070.000	1.78	2024-08-19
LNC240920C00030000	LNC	CALL	Long	30.00	None	$0.48	0.34	$1.92	0.07	-0.09	1.40	1.88	29.43	31.35	0.48	$48.00	140.00	12	45.0	2050.000	1.92	2024-08-18
LNC240920C00030000	LNC	CALL	Long	30.00	None	$0.48	0.34	$1.92	0.07	-0.09	1.40	1.88	29.43	31.35	0.48	$48.00	140.00	11	45.0	2050.000	1.92	2024-08-17
LNC240920C00030000	LNC	CALL	Long	30.00	None	$0.49	0.35	$1.91	0.06	-0.11	1.40	1.89	29.43	31.34	0.49	$49.00	140.00	10	35.0	2050.000	1.91	2024-08-16
LNC240920C00030000	LNC	CALL	Long	30.00	None	$0.20	0.14	$1.24	0.04	-0.10	1.40	1.60	29.43	30.67	0.20	$20.00	140.00	9	84.0	1971.000	1.24	2024-08-15
LNC240920C00030000	LNC	CALL	Long	30.00	None	$-0.43	-0.31	$0.12	0.00	-0.09	1.40	0.97	29.43	29.55	-0.43	$-43.00	140.00	8	83.0	1890.000	0.12	2024-08-14
LNC240920C00030000	LNC	CALL	Long	30.00	None	$-0.61	-0.44	$0.00	0.00	-0.11	1.40	0.79	29.43	29.43	-0.61	$-61.00	140.00	7	29.0	1878.000	0.00	2024-08-13
LNC240920C00030000	LNC	CALL	Long	30.00	None	$-0.54	-0.39	$-0.26	-0.01	-0.07	1.40	0.86	29.43	29.17	-0.54	$-54.00	140.00	6	56.0	1871.000	-0.26	2024-08-12
LNC240920C00030000	LNC	CALL	Long	30.00	None	$-0.27	-0.19	$0.16	0.01	-0.08	1.40	1.13	29.43	29.59	-0.27	$-27.00	140.00	3	59.0	1870.000	0.16	2024-08-09
LNC240920C00030000	LNC	CALL	Long	30.00	Exit OP PnL: $-0.25;Exit EQ PnL: -0.12; Position is Long and position continued to lose. Latest OP price is: $1.15 (EQ: $29.31). Initial OP price was: $1.40 (EQ: $29.43). Surpassed Stop Loss Percentage: -0.1785714285714285714285714286 < -0.16.	$-0.40	-0.29	$-0.28	-0.01	-0.06	1.40	1.00	29.43	29.15	-0.40	$-40.00	140.00	2	39.0	1848.000	-0.28	2024-08-08
LNC240920C00030000	LNC	CALL	Long	30.00	None	$-0.10	-0.07	$-0.53	-0.02	-0.02	1.40	1.30	29.43	28.90	-0.10	$-10.00	140.00	1	39.0	1855.000	-0.53	2024-08-07
LNC240920C00030000	LNC	CALL	Long	30.00	None	$0.00	0.00	$0.00	0.00	0.00	1.40	1.40	29.43	29.43	0.00	$0.00	140.00	0	158.0	1705.000	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