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View Outliers PnL Drill-Down: LW240920C00072500

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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
2024-07-24	LW	LW240920C00072500	72.50	23.0	135.000	0.357	0.420	0.4	15.9	0.070	0.200	15.650	0.15	56.43	2024-09-20	CALL	Long	0.122	0.355	-0.282

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
LW240920C00072500	LW	CALL	Long	72.50	None	$0.12	0.80	$9.17	0.16	0.69	0.15	0.27	56.43	65.60	0.12	$12.00	15.00	57	1.0	113.000	9.17	2024-09-19
LW240920C00072500	LW	CALL	Long	72.50	None	$0.12	0.80	$9.35	0.17	0.28	0.15	0.27	56.43	65.78	0.12	$12.00	15.00	56	1.0	113.000	9.35	2024-09-18
LW240920C00072500	LW	CALL	Long	72.50	None	$0.12	0.80	$9.28	0.16	0.20	0.15	0.27	56.43	65.71	0.12	$12.00	15.00	55	1.0	114.000	9.28	2024-09-17
LW240920C00072500	LW	CALL	Long	72.50	None	$-0.01	-0.07	$8.30	0.15	0.20	0.15	0.14	56.43	64.73	-0.01	$-1.00	15.00	54	1.0	115.000	8.30	2024-09-16
LW240920C00072500	LW	CALL	Long	72.50	None	$-0.10	-0.67	$7.74	0.14	0.18	0.15	0.05	56.43	64.17	-0.10	$-10.00	15.00	52	1.0	115.000	7.74	2024-09-14
LW240920C00072500	LW	CALL	Long	72.50	None	$-0.10	-0.67	$7.74	0.14	0.18	0.15	0.05	56.43	64.17	-0.10	$-10.00	15.00	51	1.0	115.000	7.74	2024-09-13
LW240920C00072500	LW	CALL	Long	72.50	None	$-0.10	-0.67	$7.44	0.13	0.17	0.15	0.05	56.43	63.87	-0.10	$-10.00	15.00	50	1.0	115.000	7.44	2024-09-12
LW240920C00072500	LW	CALL	Long	72.50	None	$-0.10	-0.67	$6.13	0.11	0.27	0.15	0.05	56.43	62.56	-0.10	$-10.00	15.00	49	1.0	115.000	6.13	2024-09-11
LW240920C00072500	LW	CALL	Long	72.50	None	$-0.10	-0.67	$6.24	0.11	0.13	0.15	0.05	56.43	62.67	-0.10	$-10.00	15.00	48	3.0	116.000	6.24	2024-09-10
LW240920C00072500	LW	CALL	Long	72.50	None	$-0.10	-0.67	$6.74	0.12	0.09	0.15	0.05	56.43	63.17	-0.10	$-10.00	15.00	47	3.0	114.000	6.74	2024-09-09
LW240920C00072500	LW	CALL	Long	72.50	None	$-0.02	-0.13	$6.59	0.12	0.10	0.15	0.13	56.43	63.02	-0.02	$-2.00	15.00	46	3.0	114.000	6.59	2024-09-08
LW240920C00072500	LW	CALL	Long	72.50	None	$-0.02	-0.13	$6.59	0.12	0.05	0.15	0.13	56.43	63.02	-0.02	$-2.00	15.00	44	3.0	114.000	6.59	2024-09-06
LW240920C00072500	LW	CALL	Long	72.50	None	$-0.02	-0.13	$5.66	0.10	0.10	0.15	0.13	56.43	62.09	-0.02	$-2.00	15.00	43	3.0	114.000	5.66	2024-09-05
LW240920C00072500	LW	CALL	Long	72.50	None	$-0.02	-0.13	$5.25	0.09	0.16	0.15	0.13	56.43	61.68	-0.02	$-2.00	15.00	42	3.0	114.000	5.25	2024-09-04
LW240920C00072500	LW	CALL	Long	72.50	None	$-0.02	-0.13	$5.49	0.10	0.06	0.15	0.13	56.43	61.92	-0.02	$-2.00	15.00	38	3.0	114.000	5.49	2024-08-31
LW240920C00072500	LW	CALL	Long	72.50	None	$-0.02	-0.13	$5.51	0.10	0.04	0.15	0.13	56.43	61.94	-0.02	$-2.00	15.00	37	3.0	114.000	5.51	2024-08-30
LW240920C00072500	LW	CALL	Long	72.50	None	$-0.02	-0.13	$4.87	0.09	0.10	0.15	0.13	56.43	61.30	-0.02	$-2.00	15.00	36	3.0	114.000	4.87	2024-08-29
LW240920C00072500	LW	CALL	Long	72.50	None	$-0.02	-0.13	$4.72	0.08	0.08	0.15	0.13	56.43	61.15	-0.02	$-2.00	15.00	35	3.0	114.000	4.72	2024-08-28
LW240920C00072500	LW	CALL	Long	72.50	None	$-0.10	-0.67	$6.09	0.11	-0.23	0.15	0.05	56.43	62.52	-0.10	$-10.00	15.00	34	10.0	114.000	6.09	2024-08-27
LW240920C00072500	LW	CALL	Long	72.50	None	$-0.10	-0.67	$5.81	0.10	-0.03	0.15	0.05	56.43	62.24	-0.10	$-10.00	15.00	33	10.0	123.000	5.81	2024-08-26
LW240920C00072500	LW	CALL	Long	72.50	None	$-0.05	-0.33	$6.26	0.11	-0.04	0.15	0.10	56.43	62.69	-0.05	$-5.00	15.00	32	4.0	119.000	6.26	2024-08-25
LW240920C00072500	LW	CALL	Long	72.50	None	$-0.05	-0.33	$6.26	0.11	-0.05	0.15	0.10	56.43	62.69	-0.05	$-5.00	15.00	31	4.0	119.000	6.26	2024-08-24
LW240920C00072500	LW	CALL	Long	72.50	None	$-0.05	-0.33	$6.25	0.11	-0.06	0.15	0.10	56.43	62.68	-0.05	$-5.00	15.00	30	4.0	119.000	6.25	2024-08-23
LW240920C00072500	LW	CALL	Long	72.50	None	$-0.05	-0.33	$6.00	0.11	-0.03	0.15	0.10	56.43	62.43	-0.05	$-5.00	15.00	29	4.0	119.000	6.00	2024-08-22
LW240920C00072500	LW	CALL	Long	72.50	None	$-0.05	-0.33	$5.77	0.10	0.03	0.15	0.10	56.43	62.20	-0.05	$-5.00	15.00	28	4.0	121.000	5.77	2024-08-21
LW240920C00072500	LW	CALL	Long	72.50	None	$-0.10	-0.67	$5.41	0.10	0.03	0.15	0.05	56.43	61.84	-0.10	$-10.00	15.00	27	3.0	123.000	5.41	2024-08-20
LW240920C00072500	LW	CALL	Long	72.50	None	$-0.10	-0.67	$6.53	0.12	-0.04	0.15	0.05	56.43	62.96	-0.10	$-10.00	15.00	26	7.0	120.000	6.53	2024-08-19
LW240920C00072500	LW	CALL	Long	72.50	None	$0.05	0.33	$4.50	0.08	0.01	0.15	0.20	56.43	60.93	0.05	$5.00	15.00	25	67.0	120.000	4.50	2024-08-18
LW240920C00072500	LW	CALL	Long	72.50	None	$0.05	0.33	$4.50	0.08	0.01	0.15	0.20	56.43	60.93	0.05	$5.00	15.00	24	67.0	120.000	4.50	2024-08-17
LW240920C00072500	LW	CALL	Long	72.50	None	$0.05	0.33	$4.51	0.08	0.00	0.15	0.20	56.43	60.94	0.05	$5.00	15.00	23	67.0	120.000	4.51	2024-08-16
LW240920C00072500	LW	CALL	Long	72.50	None	$0.05	0.33	$4.66	0.08	0.01	0.15	0.20	56.43	61.09	0.05	$5.00	15.00	22	67.0	120.000	4.66	2024-08-15
LW240920C00072500	LW	CALL	Long	72.50	None	$0.05	0.33	$2.70	0.05	0.08	0.15	0.20	56.43	59.13	0.05	$5.00	15.00	21	67.0	120.000	2.70	2024-08-14
LW240920C00072500	LW	CALL	Long	72.50	None	$0.05	0.33	$2.68	0.05	0.13	0.15	0.20	56.43	59.11	0.05	$5.00	15.00	20	67.0	120.000	2.68	2024-08-13
LW240920C00072500	LW	CALL	Long	72.50	None	$0.05	0.33	$1.88	0.03	0.05	0.15	0.20	56.43	58.31	0.05	$5.00	15.00	19	67.0	120.000	1.88	2024-08-12
LW240920C00072500	LW	CALL	Long	72.50	None	$0.05	0.33	$3.71	0.07	-0.01	0.15	0.20	56.43	60.14	0.05	$5.00	15.00	16	67.0	55.000	3.71	2024-08-09
LW240920C00072500	LW	CALL	Long	72.50	None	$0.02	0.13	$2.79	0.05	0.04	0.15	0.17	56.43	59.22	0.02	$2.00	15.00	15	1.0	55.000	2.79	2024-08-08
LW240920C00072500	LW	CALL	Long	72.50	None	$0.00	0.00	$1.67	0.03	0.13	0.15	0.15	56.43	58.10	0.00	$0.00	15.00	14	1.0	55.000	1.67	2024-08-07
LW240920C00072500	LW	CALL	Long	72.50	None	$-0.02	-0.13	$0.95	0.02	0.08	0.15	0.13	56.43	57.38	-0.02	$-2.00	15.00	13	2.0	55.000	0.95	2024-08-06
LW240920C00072500	LW	CALL	Long	72.50	None	$0.30	2.00	$-0.43	-0.01	0.10	0.15	0.45	56.43	56.00	0.30	$30.00	15.00	5	25.0	151.000	-0.43	2024-07-29
LW240920C00072500	LW	CALL	Long	72.50	None	$-0.03	-0.20	$0.30	0.01	0.14	0.15	0.12	56.43	56.73	-0.03	$-3.00	15.00	2	25.0	160.000	0.30	2024-07-26
LW240920C00072500	LW	CALL	Long	72.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.01; Exit EQ PnL: -2.92	$-0.05	-0.33	$-3.42	-0.06	0.08	0.15	0.10	56.43	53.01	-0.05	$-5.00	15.00	1	13.0	151.000	-3.42	2024-07-25
LW240920C00072500	LW	CALL	Long	72.50	None	$0.00	0.00	$0.00	0.00	0.00	0.15	0.15	56.43	56.43	0.00	$0.00	15.00	0	23.0	135.000	0.00	2024-07-24

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