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View Outliers PnL Drill-Down: LUMN240906C00002500

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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
2024-08-05	LUMN	LUMN240906C00002500	2.50	7.0	358.000	1.484	0.477	0.2	0.1	0.010	0.480	0.380	0.61	2.59	2024-09-06	CALL	Long	0.464	0.499	-0.156

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
LUMN240906C00002500	LUMN	CALL	Long	2.50	None	$-0.12	-0.05	$0.49	0.10	5.07	2.58	2.46	5.00	5.49	-0.12	$-12.00	258.00	30	9.0	133.000	0.49	2024-09-05
LUMN240906C00002500	LUMN	CALL	Long	2.50	None	$-0.12	-0.05	$0.38	0.08	5.73	2.58	2.46	5.00	5.38	-0.12	$-12.00	258.00	29	9.0	133.000	0.38	2024-09-04
LUMN240906C00002500	LUMN	CALL	Long	2.50	None	$0.37	0.14	$0.25	0.05	3.95	2.58	2.95	5.00	5.25	0.37	$37.00	258.00	25	2.0	133.000	0.25	2024-08-31
LUMN240906C00002500	LUMN	CALL	Long	2.50	None	$0.37	0.14	$0.25	0.05	0.76	2.58	2.95	5.00	5.25	0.37	$37.00	258.00	24	2.0	133.000	0.25	2024-08-30
LUMN240906C00002500	LUMN	CALL	Long	2.50	None	$0.37	0.14	$0.17	0.03	3.21	2.58	2.95	5.00	5.17	0.37	$37.00	258.00	23	2.0	133.000	0.17	2024-08-29
LUMN240906C00002500	LUMN	CALL	Long	2.50	None	$0.37	0.14	$0.34	0.07	1.27	2.58	2.95	5.00	5.34	0.37	$37.00	258.00	22	2.0	133.000	0.34	2024-08-28
LUMN240906C00002500	LUMN	CALL	Long	2.50	None	$1.61	0.62	$0.48	0.10	-1.99	2.58	4.19	5.00	5.48	1.61	$161.00	258.00	21	3.0	135.000	0.48	2024-08-27
LUMN240906C00002500	LUMN	CALL	Long	2.50	None	$1.61	0.62	$1.12	0.22	0.13	2.58	4.19	5.00	6.12	1.61	$161.00	258.00	20	3.0	135.000	1.12	2024-08-26
LUMN240906C00002500	LUMN	CALL	Long	2.50	None	$1.61	0.62	$1.23	0.25	4.07	2.58	4.19	5.00	6.23	1.61	$161.00	258.00	19	3.0	138.000	1.23	2024-08-25
LUMN240906C00002500	LUMN	CALL	Long	2.50	None	$1.61	0.62	$1.23	0.25	3.85	2.58	4.19	5.00	6.23	1.61	$161.00	258.00	18	3.0	138.000	1.23	2024-08-24
LUMN240906C00002500	LUMN	CALL	Long	2.50	None	$1.61	0.62	$1.22	0.24	0.45	2.58	4.19	5.00	6.22	1.61	$161.00	258.00	17	3.0	138.000	1.22	2024-08-23
LUMN240906C00002500	LUMN	CALL	Long	2.50	None	$0.99	0.38	$1.04	0.21	0.46	2.58	3.57	5.00	6.04	0.99	$99.00	258.00	16	2.0	138.000	1.04	2024-08-22
LUMN240906C00002500	LUMN	CALL	Long	2.50	None	$2.02	0.78	$1.13	0.23	0.20	2.58	4.60	5.00	6.13	2.02	$202.00	258.00	15	92.0	138.000	1.13	2024-08-21
LUMN240906C00002500	LUMN	CALL	Long	2.50	None	$2.02	0.78	$1.14	0.23	-0.24	2.58	4.60	5.00	6.14	2.02	$202.00	258.00	14	92.0	138.000	1.14	2024-08-20
LUMN240906C00002500	LUMN	CALL	Long	2.50	None	$2.02	0.78	$0.76	0.15	2.70	2.58	4.60	5.00	5.76	2.02	$202.00	258.00	13	92.0	138.000	0.76	2024-08-19
LUMN240906C00002500	LUMN	CALL	Long	2.50	None	$2.02	0.78	$1.02	0.20	1.30	2.58	4.60	5.00	6.02	2.02	$202.00	258.00	12	92.0	227.000	1.02	2024-08-18
LUMN240906C00002500	LUMN	CALL	Long	2.50	None	$2.02	0.78	$1.02	0.20	1.22	2.58	4.60	5.00	6.02	2.02	$202.00	258.00	11	92.0	227.000	1.02	2024-08-17
LUMN240906C00002500	LUMN	CALL	Long	2.50	None	$0.35	0.14	$1.03	0.21	0.80	2.58	2.93	5.00	6.03	0.35	$35.00	258.00	10	91.0	227.000	1.03	2024-08-16
LUMN240906C00002500	LUMN	CALL	Long	2.50	None	$-0.31	-0.12	$0.72	0.14	0.40	2.58	2.27	5.00	5.72	-0.31	$-31.00	258.00	9	1.0	227.000	0.72	2024-08-15
LUMN240906C00002500	LUMN	CALL	Long	2.50	None	$-0.31	-0.12	$0.67	0.13	0.56	2.58	2.27	5.00	5.67	-0.31	$-31.00	258.00	8	1.0	227.000	0.67	2024-08-14
LUMN240906C00002500	LUMN	CALL	Long	2.50	None	$-0.31	-0.12	$0.01	0.00	0.19	2.58	2.27	5.00	5.01	-0.31	$-31.00	258.00	7	1.0	227.000	0.01	2024-08-13
LUMN240906C00002500	LUMN	CALL	Long	2.50	None	$0.77	0.30	$-0.36	-0.07	0.93	2.58	3.35	5.00	4.64	0.77	$77.00	258.00	6	11.0	227.000	-0.36	2024-08-12
LUMN240906C00002500	LUMN	CALL	Long	2.50	None	$0.77	0.30	$0.57	0.11	0.35	2.58	3.35	5.00	5.57	0.77	$77.00	258.00	3	11.0	227.000	0.57	2024-08-09
LUMN240906C00002500	LUMN	CALL	Long	2.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.77; Exit EQ PnL: -0.17	$0.77	0.30	$0.38	0.08	1.03	2.58	3.35	5.00	5.38	0.77	$77.00	258.00	2	11.0	229.000	0.38	2024-08-08
LUMN240906C00002500	LUMN	CALL	Long	2.50	None	$1.52	0.59	$1.63	0.33	0.77	2.58	4.10	5.00	6.63	1.52	$152.00	258.00	1	1.0	230.000	1.63	2024-08-07
LUMN240906C00002500	LUMN	CALL	Long	2.50	None	$0.00	0.00	$0.00	0.00	0.00	2.58	2.58	5.00	5.00	0.00	$0.00	258.00	0	195.0	365.000	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