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View Outliers PnL Drill-Down: LW240517C00085000

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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
2024-04-04 LW LW240517C00085000 85.00 856.0 3.000 0.314 0.236 1.2 4.2 0.030 1.870 4.950 2.00 81.53 2024-05-17 CALL Long 0.102 0.239 -0.194

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 LW 0.909 0.040 0.372 0.106 0.095 0.019 82.32 0.112 0.0000 53.01 109.99 21 1y 78.42

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
LW240517C00085000 LW CALL Long 85.00 None $-0.73 -0.36 $4.54 0.06 -0.04 2.00 1.27 81.53 86.07 -0.73 $-73.00 200.00 41 89.0 1007.000 4.54 2024-05-15
LW240517C00085000 LW CALL Long 85.00 None $-0.50 -0.25 $4.05 0.05 -0.02 2.00 1.50 81.53 85.58 -0.50 $-50.00 200.00 40 109.0 1018.000 4.05 2024-05-14
LW240517C00085000 LW CALL Long 85.00 None $-0.75 -0.38 $3.57 0.04 -0.04 2.00 1.25 81.53 85.10 -0.75 $-75.00 200.00 39 68.0 1005.000 3.57 2024-05-13
LW240517C00085000 LW CALL Long 85.00 None $-0.85 -0.42 $3.63 0.04 -0.31 2.00 1.15 81.53 85.16 -0.85 $-85.00 200.00 38 50.0 1005.000 3.63 2024-05-12
LW240517C00085000 LW CALL Long 85.00 None $-1.25 -0.62 $2.63 0.03 -0.09 2.00 0.75 81.53 84.16 -1.25 $-125.00 200.00 36 4.0 1001.000 2.63 2024-05-10
LW240517C00085000 LW CALL Long 85.00 None $-1.30 -0.65 $2.29 0.03 -0.09 2.00 0.70 81.53 83.82 -1.30 $-130.00 200.00 35 87.0 1000.000 2.29 2024-05-09
LW240517C00085000 LW CALL Long 85.00 None $-1.35 -0.68 $1.63 0.02 -0.04 2.00 0.65 81.53 83.16 -1.35 $-135.00 200.00 34 197.0 1030.000 1.63 2024-05-08
LW240517C00085000 LW CALL Long 85.00 None $-0.45 -0.22 $3.57 0.04 -0.04 2.00 1.55 81.53 85.10 -0.45 $-45.00 200.00 33 165.0 1031.000 3.57 2024-05-07
LW240517C00085000 LW CALL Long 85.00 None $-0.45 -0.22 $2.97 0.04 0.01 2.00 1.55 81.53 84.50 -0.45 $-45.00 200.00 29 325.0 1040.000 2.97 2024-05-03
LW240517C00085000 LW CALL Long 85.00 None $-0.45 -0.22 $2.95 0.04 -0.04 2.00 1.55 81.53 84.48 -0.45 $-45.00 200.00 28 325.0 1024.000 2.95 2024-05-02
LW240517C00085000 LW CALL Long 85.00 None $-0.60 -0.30 $2.47 0.03 -0.07 2.00 1.40 81.53 84.00 -0.60 $-60.00 200.00 25 22.0 1058.000 2.47 2024-04-29
LW240517C00085000 LW CALL Long 85.00 None $-0.61 -0.30 $2.32 0.03 -0.08 2.00 1.39 81.53 83.85 -0.61 $-61.00 200.00 22 172.0 1104.000 2.32 2024-04-26
LW240517C00085000 LW CALL Long 85.00 None $-0.71 -0.36 $2.00 0.02 -0.08 2.00 1.29 81.53 83.53 -0.71 $-71.00 200.00 21 101.0 1096.000 2.00 2024-04-25
LW240517C00085000 LW CALL Long 85.00 None $-0.20 -0.10 $2.99 0.04 -0.08 2.00 1.80 81.53 84.52 -0.20 $-20.00 200.00 20 147.0 1061.000 2.99 2024-04-24
LW240517C00085000 LW CALL Long 85.00 None $-0.50 -0.25 $2.19 0.03 -0.07 2.00 1.50 81.53 83.72 -0.50 $-50.00 200.00 19 160.0 1118.000 2.19 2024-04-23
LW240517C00085000 LW CALL Long 85.00 None $-1.00 -0.50 $0.59 0.01 -0.07 2.00 1.00 81.53 82.12 -1.00 $-100.00 200.00 18 74.0 1105.000 0.59 2024-04-22
LW240517C00085000 LW CALL Long 85.00 None $-1.15 -0.58 $-0.53 -0.01 -0.06 2.00 0.85 81.53 81.00 -1.15 $-115.00 200.00 15 611.0 1450.000 -0.53 2024-04-19
LW240517C00085000 LW CALL Long 85.00 None $-1.35 -0.68 $-1.24 -0.02 -0.05 2.00 0.65 81.53 80.29 -1.35 $-135.00 200.00 14 175.0 1362.000 -1.24 2024-04-18
LW240517C00085000 LW CALL Long 85.00 None $-1.15 -0.58 $-1.17 -0.01 -0.04 2.00 0.85 81.53 80.36 -1.15 $-115.00 200.00 13 103.0 1151.000 -1.17 2024-04-17
LW240517C00085000 LW CALL Long 85.00 None $-0.63 -0.32 $0.53 0.01 -0.05 2.00 1.37 81.53 82.06 -0.63 $-63.00 200.00 12 166.0 1034.000 0.53 2024-04-16
LW240517C00085000 LW CALL Long 85.00 None $-1.20 -0.60 $-1.59 -0.02 -0.03 2.00 0.80 81.53 79.94 -1.20 $-120.00 200.00 11 49.0 1017.000 -1.59 2024-04-15
LW240517C00085000 LW CALL Long 85.00 None $-1.30 -0.65 $-1.76 -0.02 -0.05 2.00 0.70 81.53 79.77 -1.30 $-130.00 200.00 8 79.0 991.000 -1.76 2024-04-12
LW240517C00085000 LW CALL Long 85.00 None $-0.75 -0.38 $-0.17 -0.00 -0.06 2.00 1.25 81.53 81.36 -0.75 $-75.00 200.00 7 476.0 1118.000 -0.17 2024-04-11
LW240517C00085000 LW CALL Long 85.00 None $-1.25 -0.62 $-1.67 -0.02 -0.05 2.00 0.75 81.53 79.86 -1.25 $-125.00 200.00 6 281.0 976.000 -1.67 2024-04-10
LW240517C00085000 LW CALL Long 85.00 None $-0.86 -0.43 $-1.09 -0.01 -0.05 2.00 1.14 81.53 80.44 -0.86 $-86.00 200.00 5 321.0 991.000 -1.09 2024-04-09
LW240517C00085000 LW CALL Long 85.00 None $-1.45 -0.72 $-3.72 -0.05 -0.05 2.00 0.55 81.53 77.81 -1.45 $-145.00 200.00 4 444.0 653.000 -3.72 2024-04-08
LW240517C00085000 LW CALL Long 85.00 Exit OP PnL: $-0.70;Exit EQ PnL: -2.13; Position is Long and position continued to lose. Latest OP price is: $1.30 (EQ: $79.40). Initial OP price was: $2.00 (EQ: $81.53). Surpassed Stop Loss Percentage: -0.35 < -0.16. $-0.99 -0.50 $-1.76 -0.02 -0.04 2.00 1.01 81.53 79.77 -0.99 $-99.00 200.00 1 417.0 460.000 -1.76 2024-04-05
LW240517C00085000 LW CALL Long 85.00 None $0.00 0.00 $0.00 0.00 0.00 2.00 2.00 81.53 81.53 0.00 $0.00 200.00 0 856.0 3.000 0.00 2024-04-04

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