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View Outliers PnL Drill-Down: LUMN240906C00002000

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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
2024-08-01	LUMN	LUMN240906C00002000	2.00	4.0	323.000	2.172	0.447	1.7	0.0	0.000	1.800	0.140	1.99	3.65	2024-09-06	CALL	Short	0.453	0.454	0.052

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	LUMN	1.000	0.117	0.885	0.247	0.167	-0.101	6.21	-0.707	0.0000	0.99	10.12	21	1y	7.60

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
LUMN240906C00002000	LUMN	CALL	Short	2.00	None	$-0.55	-0.18	$-0.49	-0.10	6.11	3.00	3.55	5.00	5.49	-0.55	$-55.00	500.00	30	1.0	127.000	-0.49	2024-09-05
LUMN240906C00002000	LUMN	CALL	Short	2.00	None	$0.24	0.08	$-0.38	-0.08	3.17	3.00	2.76	5.00	5.38	0.24	$24.00	500.00	29	3.0	128.000	-0.38	2024-09-04
LUMN240906C00002000	LUMN	CALL	Short	2.00	None	$-0.35	-0.12	$-0.25	-0.05	2.14	3.00	3.35	5.00	5.25	-0.35	$-35.00	500.00	25	2.0	130.000	-0.25	2024-08-31
LUMN240906C00002000	LUMN	CALL	Short	2.00	None	$-0.35	-0.12	$-0.25	-0.05	2.58	3.00	3.35	5.00	5.25	-0.35	$-35.00	500.00	24	2.0	130.000	-0.25	2024-08-30
LUMN240906C00002000	LUMN	CALL	Short	2.00	None	$-0.35	-0.12	$-0.17	-0.03	1.67	3.00	3.35	5.00	5.17	-0.35	$-35.00	500.00	23	2.0	130.000	-0.17	2024-08-29
LUMN240906C00002000	LUMN	CALL	Short	2.00	None	$-0.35	-0.12	$-0.34	-0.07	1.24	3.00	3.35	5.00	5.34	-0.35	$-35.00	500.00	22	2.0	130.000	-0.34	2024-08-28
LUMN240906C00002000	LUMN	CALL	Short	2.00	None	$-0.65	-0.22	$-0.34	-0.07	-2.70	3.00	3.65	5.00	5.34	-0.65	$-65.00	500.00	21	2.0	130.000	-0.34	2024-08-27
LUMN240906C00002000	LUMN	CALL	Short	2.00	None	$-0.65	-0.22	$-1.12	-0.22	4.62	3.00	3.65	5.00	6.12	-0.65	$-65.00	500.00	20	2.0	130.000	-1.12	2024-08-26
LUMN240906C00002000	LUMN	CALL	Short	2.00	None	$-0.65	-0.22	$-1.23	-0.25	4.66	3.00	3.65	5.00	6.23	-0.65	$-65.00	500.00	19	2.0	130.000	-1.23	2024-08-25
LUMN240906C00002000	LUMN	CALL	Short	2.00	None	$-0.65	-0.22	$-1.23	-0.25	4.39	3.00	3.65	5.00	6.23	-0.65	$-65.00	500.00	18	2.0	130.000	-1.23	2024-08-24
LUMN240906C00002000	LUMN	CALL	Short	2.00	None	$-0.65	-0.22	$-1.22	-0.24	1.05	3.00	3.65	5.00	6.22	-0.65	$-65.00	500.00	17	2.0	130.000	-1.22	2024-08-23
LUMN240906C00002000	LUMN	CALL	Short	2.00	None	$-0.65	-0.22	$-1.04	-0.21	-0.26	3.00	3.65	5.00	6.04	-0.65	$-65.00	500.00	16	2.0	130.000	-1.04	2024-08-22
LUMN240906C00002000	LUMN	CALL	Short	2.00	None	$-0.65	-0.22	$-1.13	-0.23	0.98	3.00	3.65	5.00	6.13	-0.65	$-65.00	500.00	15	2.0	130.000	-1.13	2024-08-21
LUMN240906C00002000	LUMN	CALL	Short	2.00	None	$-0.65	-0.22	$-1.14	-0.23	5.72	3.00	3.65	5.00	6.14	-0.65	$-65.00	500.00	14	2.0	130.000	-1.14	2024-08-20
LUMN240906C00002000	LUMN	CALL	Short	2.00	None	$-0.65	-0.22	$-0.76	-0.15	5.12	3.00	3.65	5.00	5.76	-0.65	$-65.00	500.00	13	2.0	130.000	-0.76	2024-08-19
LUMN240906C00002000	LUMN	CALL	Short	2.00	None	$-0.65	-0.22	$-1.02	-0.20	3.74	3.00	3.65	5.00	6.02	-0.65	$-65.00	500.00	12	2.0	130.000	-1.02	2024-08-18
LUMN240906C00002000	LUMN	CALL	Short	2.00	None	$-0.65	-0.22	$-1.02	-0.20	3.59	3.00	3.65	5.00	6.02	-0.65	$-65.00	500.00	11	2.0	130.000	-1.02	2024-08-17
LUMN240906C00002000	LUMN	CALL	Short	2.00	None	$-0.65	-0.22	$-1.03	-0.21	4.96	3.00	3.65	5.00	6.03	-0.65	$-65.00	500.00	10	2.0	130.000	-1.03	2024-08-16
LUMN240906C00002000	LUMN	CALL	Short	2.00	None	$-0.65	-0.22	$-0.72	-0.14	2.09	3.00	3.65	5.00	5.72	-0.65	$-65.00	500.00	9	2.0	130.000	-0.72	2024-08-15
LUMN240906C00002000	LUMN	CALL	Short	2.00	None	$-0.65	-0.22	$-0.67	-0.13	2.84	3.00	3.65	5.00	5.67	-0.65	$-65.00	500.00	8	2.0	130.000	-0.67	2024-08-14
LUMN240906C00002000	LUMN	CALL	Short	2.00	None	$-0.65	-0.22	$-0.01	-0.00	-0.52	3.00	3.65	5.00	5.01	-0.65	$-65.00	500.00	7	2.0	130.000	-0.01	2024-08-13
LUMN240906C00002000	LUMN	CALL	Short	2.00	None	$-0.65	-0.22	$0.36	0.07	-0.88	3.00	3.65	5.00	4.64	-0.65	$-65.00	500.00	6	2.0	130.000	0.36	2024-08-12
LUMN240906C00002000	LUMN	CALL	Short	2.00	None	$-0.65	-0.22	$-0.57	-0.11	0.35	3.00	3.65	5.00	5.57	-0.65	$-65.00	500.00	3	2.0	130.000	-0.57	2024-08-09
LUMN240906C00002000	LUMN	CALL	Short	2.00	None	$-1.41	-0.47	$-0.38	-0.08	3.08	3.00	4.41	5.00	5.38	-1.41	$-141.00	500.00	2	2.0	128.000	-0.38	2024-08-08
LUMN240906C00002000	LUMN	CALL	Short	2.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $1.85; Exit EQ PnL: -2.13	$-2.10	-0.70	$-1.63	-0.33	0.90	3.00	5.10	5.00	6.63	-2.10	$-210.00	500.00	1	12.0	129.000	-1.63	2024-08-07
LUMN240906C00002000	LUMN	CALL	Short	2.00	None	$-0.00	-0.00	$-0.00	-0.00	0.00	3.00	3.00	5.00	5.00	-0.00	$-0.00	500.00	0	6.0	327.000	-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