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View Outliers PnL Drill-Down: LU231215C00001000

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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
2023-11-14	LU	LU231215C00001000	1.00	423.0	410.000	1.391	0.283	0.0	0.2	0.010	0.060	0.230	0.05	0.82	2023-12-15	CALL	Long	0.282	0.352	-0.192

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	LU	1.000	0.126	0.818	0.279	0.217	0.075	2.60	0.032	0.0000	2.03	4.91	21	1y	2.68

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
LU231215C00001000	LU	CALL	Long	1.00	None	$-0.05	-0.50	$-0.05	-0.05	0.47	0.10	0.05	1.00	0.95	-0.05	$-5.00	10.00	29	1.0	1169.000	-0.05	2023-12-14
LU231215C00001000	LU	CALL	Long	1.00	None	$-0.05	-0.50	$-0.07	-0.07	0.41	0.10	0.05	1.00	0.93	-0.05	$-5.00	10.00	28	1.0	1168.000	-0.07	2023-12-13
LU231215C00001000	LU	CALL	Long	1.00	None	$-0.05	-0.50	$-0.14	-0.14	0.84	0.10	0.05	1.00	0.86	-0.05	$-5.00	10.00	27	21.0	1168.000	-0.14	2023-12-12
LU231215C00001000	LU	CALL	Long	1.00	None	$-0.05	-0.50	$-0.11	-0.11	0.59	0.10	0.05	1.00	0.89	-0.05	$-5.00	10.00	26	21.0	1149.000	-0.11	2023-12-11
LU231215C00001000	LU	CALL	Long	1.00	None	$-0.05	-0.50	$-0.13	-0.13	0.22	0.10	0.05	1.00	0.87	-0.05	$-5.00	10.00	23	10.0	1149.000	-0.13	2023-12-08
LU231215C00001000	LU	CALL	Long	1.00	None	$-0.05	-0.50	$-0.14	-0.14	0.25	0.10	0.05	1.00	0.86	-0.05	$-5.00	10.00	22	10.0	1149.000	-0.14	2023-12-07
LU231215C00001000	LU	CALL	Long	1.00	None	$-0.05	-0.50	$-0.17	-0.17	0.31	0.10	0.05	1.00	0.83	-0.05	$-5.00	10.00	21	0.0	1141.000	-0.17	2023-12-06
LU231215C00001000	LU	CALL	Long	1.00	None	$-0.06	-0.60	$-0.19	-0.19	0.34	0.10	0.04	1.00	0.81	-0.06	$-6.00	10.00	20	0.0	1129.000	-0.19	2023-12-05
LU231215C00001000	LU	CALL	Long	1.00	None	$-0.08	-0.80	$-0.12	-0.12	-0.06	0.10	0.02	1.00	0.88	-0.08	$-8.00	10.00	19	0.0	1130.000	-0.12	2023-12-04
LU231215C00001000	LU	CALL	Long	1.00	None	$-0.05	-0.50	$-0.09	-0.09	-0.28	0.10	0.05	1.00	0.91	-0.05	$-5.00	10.00	18	0.0	1081.000	-0.09	2023-12-03
LU231215C00001000	LU	CALL	Long	1.00	None	$-0.05	-0.50	$-0.09	-0.09	-0.31	0.10	0.05	1.00	0.91	-0.05	$-5.00	10.00	17	0.0	1081.000	-0.09	2023-12-02
LU231215C00001000	LU	CALL	Long	1.00	None	$-0.05	-0.50	$-0.08	-0.08	-0.41	0.10	0.05	1.00	0.92	-0.05	$-5.00	10.00	16	0.0	1081.000	-0.08	2023-12-01
LU231215C00001000	LU	CALL	Long	1.00	None	$-0.05	-0.50	$-0.15	-0.15	-0.09	0.10	0.05	1.00	0.85	-0.05	$-5.00	10.00	15	0.0	1080.000	-0.15	2023-11-30
LU231215C00001000	LU	CALL	Long	1.00	None	$-0.05	-0.50	$-0.16	-0.16	-0.03	0.10	0.05	1.00	0.84	-0.05	$-5.00	10.00	14	0.0	1080.000	-0.16	2023-11-29
LU231215C00001000	LU	CALL	Long	1.00	None	$-0.05	-0.50	$-0.16	-0.16	-0.11	0.10	0.05	1.00	0.84	-0.05	$-5.00	10.00	13	0.0	1080.000	-0.16	2023-11-28
LU231215C00001000	LU	CALL	Long	1.00	None	$-0.05	-0.50	$-0.17	-0.17	-0.84	0.10	0.05	1.00	0.83	-0.05	$-5.00	10.00	12	0.0	1080.000	-0.17	2023-11-27
LU231215C00001000	LU	CALL	Long	1.00	None	$-0.05	-0.50	$-0.10	-0.10	-0.42	0.10	0.05	1.00	0.90	-0.05	$-5.00	10.00	9	0.0	0.000	-0.10	2023-11-24
LU231215C00001000	LU	CALL	Long	1.00	None	$-0.04	-0.40	$-0.09	-0.09	-0.97	0.10	0.06	1.00	0.91	-0.04	$-4.00	10.00	8	0.0	0.000	-0.09	2023-11-23
LU231215C00001000	LU	CALL	Long	1.00	None	$-0.05	-0.50	$-0.08	-0.08	-0.22	0.10	0.05	1.00	0.92	-0.05	$-5.00	10.00	7	0.0	1019.000	-0.08	2023-11-22
LU231215C00001000	LU	CALL	Long	1.00	None	$-0.05	-0.50	$-0.09	-0.09	0.09	0.10	0.05	1.00	0.91	-0.05	$-5.00	10.00	6	0.0	888.000	-0.09	2023-11-21
LU231215C00001000	LU	CALL	Long	1.00	None	$-0.05	-0.50	$-0.09	-0.09	-0.20	0.10	0.05	1.00	0.91	-0.05	$-5.00	10.00	5	0.0	885.000	-0.09	2023-11-20
LU231215C00001000	LU	CALL	Long	1.00	None	$-0.05	-0.50	$-0.09	-0.09	-0.52	0.10	0.05	1.00	0.91	-0.05	$-5.00	10.00	4	0.0	807.000	-0.09	2023-11-19
LU231215C00001000	LU	CALL	Long	1.00	None	$-0.05	-0.50	$-0.09	-0.09	-0.53	0.10	0.05	1.00	0.91	-0.05	$-5.00	10.00	2	0.0	807.000	-0.09	2023-11-17
LU231215C00001000	LU	CALL	Long	1.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.05; Exit EQ PnL: -0.09	$-0.05	-0.50	$-0.08	-0.08	-0.31	0.10	0.05	1.00	0.92	-0.05	$-5.00	10.00	1	0.0	774.000	-0.08	2023-11-16
LU231215C00001000	LU	CALL	Long	1.00	None	$0.00	0.00	$0.00	0.00	0.00	0.10	0.10	1.00	1.00	0.00	$0.00	10.00	0	0.0	525.000	0.00	2023-11-15

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