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View Outliers PnL Drill-Down: LUMN240906C00003500

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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
2024-08-06	LUMN	LUMN240906C00003500	3.50	14.0	26.000	2.648	0.783	1.5	0.0	-0.300	2.030	0.520	1.50	5.00	2024-09-06	CALL	Short	0.499	0.821	0.931

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
LUMN240906C00003500	LUMN	CALL	Short	3.50	None	$-0.58	-0.39	$-0.49	-0.10	2.63	1.50	2.08	5.00	5.49	-0.58	$-58.00	500.00	30	146.0	157.000	-0.49	2024-09-05
LUMN240906C00003500	LUMN	CALL	Short	3.50	None	$0.27	0.18	$-0.38	-0.08	1.23	1.50	1.23	5.00	5.38	0.27	$27.00	500.00	29	1.0	157.000	-0.38	2024-09-04
LUMN240906C00003500	LUMN	CALL	Short	3.50	None	$-0.29	-0.19	$-0.25	-0.05	-0.96	1.50	1.79	5.00	5.25	-0.29	$-29.00	500.00	25	202.0	38.000	-0.25	2024-08-31
LUMN240906C00003500	LUMN	CALL	Short	3.50	None	$-0.29	-0.19	$-0.25	-0.05	-0.21	1.50	1.79	5.00	5.25	-0.29	$-29.00	500.00	24	202.0	38.000	-0.25	2024-08-30
LUMN240906C00003500	LUMN	CALL	Short	3.50	None	$-0.18	-0.12	$-0.17	-0.03	-1.34	1.50	1.68	5.00	5.17	-0.18	$-18.00	500.00	23	20.0	18.000	-0.17	2024-08-29
LUMN240906C00003500	LUMN	CALL	Short	3.50	None	$0.04	0.03	$-0.34	-0.07	-0.58	1.50	1.46	5.00	5.34	0.04	$4.00	500.00	22	1.0	18.000	-0.34	2024-08-28
LUMN240906C00003500	LUMN	CALL	Short	3.50	None	$-1.10	-0.73	$-0.34	-0.07	-2.65	1.50	2.60	5.00	5.34	-1.10	$-110.00	500.00	21	4.0	18.000	-0.34	2024-08-27
LUMN240906C00003500	LUMN	CALL	Short	3.50	None	$-1.10	-0.73	$-1.12	-0.22	-2.15	1.50	2.60	5.00	6.12	-1.10	$-110.00	500.00	20	4.0	18.000	-1.12	2024-08-26
LUMN240906C00003500	LUMN	CALL	Short	3.50	None	$-1.10	-0.73	$-1.23	-0.25	-0.01	1.50	2.60	5.00	6.23	-1.10	$-110.00	500.00	19	4.0	18.000	-1.23	2024-08-25
LUMN240906C00003500	LUMN	CALL	Short	3.50	None	$-1.10	-0.73	$-1.23	-0.25	-0.10	1.50	2.60	5.00	6.23	-1.10	$-110.00	500.00	18	4.0	18.000	-1.23	2024-08-24
LUMN240906C00003500	LUMN	CALL	Short	3.50	None	$-1.10	-0.73	$-1.22	-0.24	-1.27	1.50	2.60	5.00	6.22	-1.10	$-110.00	500.00	17	4.0	18.000	-1.22	2024-08-23
LUMN240906C00003500	LUMN	CALL	Short	3.50	None	$-1.10	-0.73	$-1.04	-0.21	-1.04	1.50	2.60	5.00	6.04	-1.10	$-110.00	500.00	16	4.0	18.000	-1.04	2024-08-22
LUMN240906C00003500	LUMN	CALL	Short	3.50	None	$-1.10	-0.73	$-1.13	-0.23	-0.91	1.50	2.60	5.00	6.13	-1.10	$-110.00	500.00	15	4.0	17.000	-1.13	2024-08-21
LUMN240906C00003500	LUMN	CALL	Short	3.50	None	$-0.94	-0.63	$-1.14	-0.23	-1.01	1.50	2.44	5.00	6.14	-0.94	$-94.00	500.00	14	1.0	17.000	-1.14	2024-08-20
LUMN240906C00003500	LUMN	CALL	Short	3.50	None	$-0.94	-0.63	$-0.76	-0.15	1.24	1.50	2.44	5.00	5.76	-0.94	$-94.00	500.00	13	1.0	16.000	-0.76	2024-08-19
LUMN240906C00003500	LUMN	CALL	Short	3.50	None	$-0.85	-0.57	$-1.02	-0.20	1.33	1.50	2.35	5.00	6.02	-0.85	$-85.00	500.00	12	5.0	17.000	-1.02	2024-08-18
LUMN240906C00003500	LUMN	CALL	Short	3.50	None	$-0.85	-0.57	$-1.02	-0.20	1.24	1.50	2.35	5.00	6.02	-0.85	$-85.00	500.00	11	5.0	17.000	-1.02	2024-08-17
LUMN240906C00003500	LUMN	CALL	Short	3.50	None	$-0.85	-0.57	$-1.03	-0.21	-1.09	1.50	2.35	5.00	6.03	-0.85	$-85.00	500.00	10	5.0	17.000	-1.03	2024-08-16
LUMN240906C00003500	LUMN	CALL	Short	3.50	None	$-0.80	-0.53	$-0.72	-0.14	-1.00	1.50	2.30	5.00	5.72	-0.80	$-80.00	500.00	9	1.0	17.000	-0.72	2024-08-15
LUMN240906C00003500	LUMN	CALL	Short	3.50	None	$-0.80	-0.53	$-0.67	-0.13	-0.70	1.50	2.30	5.00	5.67	-0.80	$-80.00	500.00	8	2.0	18.000	-0.67	2024-08-14
LUMN240906C00003500	LUMN	CALL	Short	3.50	None	$0.04	0.03	$-0.01	-0.00	-1.35	1.50	1.46	5.00	5.01	0.04	$4.00	500.00	7	1.0	17.000	-0.01	2024-08-13
LUMN240906C00003500	LUMN	CALL	Short	3.50	None	$-0.35	-0.23	$0.36	0.07	-0.89	1.50	1.85	5.00	4.64	-0.35	$-35.00	500.00	6	8.0	17.000	0.36	2024-08-12
LUMN240906C00003500	LUMN	CALL	Short	3.50	None	$-0.35	-0.23	$-0.57	-0.11	-1.44	1.50	1.85	5.00	5.57	-0.35	$-35.00	500.00	3	8.0	17.000	-0.57	2024-08-09
LUMN240906C00003500	LUMN	CALL	Short	3.50	None	$-0.35	-0.23	$-0.38	-0.08	-0.60	1.50	1.85	5.00	5.38	-0.35	$-35.00	500.00	2	8.0	15.000	-0.38	2024-08-08
LUMN240906C00003500	LUMN	CALL	Short	3.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.32; Exit EQ PnL: -2.12	$-2.00	-1.33	$-1.63	-0.33	-0.17	1.50	3.50	5.00	6.63	-2.00	$-200.00	500.00	1	12.0	22.000	-1.63	2024-08-07
LUMN240906C00003500	LUMN	CALL	Short	3.50	None	$-0.00	-0.00	$-0.00	-0.00	0.00	1.50	1.50	5.00	5.00	-0.00	$-0.00	500.00	0	14.0	26.000	-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