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View Outliers PnL Drill-Down: LZ240621C00010000

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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
2024-05-08	LZ	LZ240621C00010000	10.00	93.0	243.000	0.439	0.293	0.1	0.8	0.030	0.250	0.920	0.30	9.28	2024-06-21	CALL	Long	0.207	0.346	-0.239

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	LZ	0.909	0.072	0.312	0.143	0.081	-0.115	8.17	0.021	0.0000	5.57	13.59	21	1y	7.57

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
LZ240621C00010000	LZ	CALL	Long	10.00	None	$-0.29	-0.97	$-1.17	-0.13	0.78	0.30	0.01	9.28	8.11	-0.29	$-29.00	30.00	41	2.0	2431.000	-1.17	2024-06-18
LZ240621C00010000	LZ	CALL	Long	10.00	None	$-0.29	-0.97	$-1.25	-0.13	0.70	0.30	0.01	9.28	8.03	-0.29	$-29.00	30.00	40	2.0	2431.000	-1.25	2024-06-17
LZ240621C00010000	LZ	CALL	Long	10.00	None	$-0.29	-0.97	$-1.16	-0.12	0.42	0.30	0.01	9.28	8.12	-0.29	$-29.00	30.00	37	2.0	2431.000	-1.16	2024-06-14
LZ240621C00010000	LZ	CALL	Long	10.00	None	$-0.25	-0.83	$-1.08	-0.12	0.34	0.30	0.05	9.28	8.20	-0.25	$-25.00	30.00	36	20.0	2431.000	-1.08	2024-06-13
LZ240621C00010000	LZ	CALL	Long	10.00	None	$-0.25	-0.83	$-0.82	-0.09	0.21	0.30	0.05	9.28	8.46	-0.25	$-25.00	30.00	35	20.0	2431.000	-0.82	2024-06-12
LZ240621C00010000	LZ	CALL	Long	10.00	None	$-0.25	-0.83	$-0.84	-0.09	0.19	0.30	0.05	9.28	8.44	-0.25	$-25.00	30.00	34	20.0	2431.000	-0.84	2024-06-11
LZ240621C00010000	LZ	CALL	Long	10.00	None	$-0.25	-0.83	$-0.81	-0.09	-0.19	0.30	0.05	9.28	8.47	-0.25	$-25.00	30.00	33	20.0	2431.000	-0.81	2024-06-10
LZ240621C00010000	LZ	CALL	Long	10.00	None	$-0.25	-0.83	$-0.87	-0.09	0.17	0.30	0.05	9.28	8.41	-0.25	$-25.00	30.00	32	20.0	2431.000	-0.87	2024-06-09
LZ240621C00010000	LZ	CALL	Long	10.00	None	$-0.25	-0.83	$-0.87	-0.09	0.11	0.30	0.05	9.28	8.41	-0.25	$-25.00	30.00	30	20.0	2431.000	-0.87	2024-06-07
LZ240621C00010000	LZ	CALL	Long	10.00	None	$-0.25	-0.83	$-0.81	-0.09	0.07	0.30	0.05	9.28	8.47	-0.25	$-25.00	30.00	29	20.0	2431.000	-0.81	2024-06-06
LZ240621C00010000	LZ	CALL	Long	10.00	None	$-0.25	-0.83	$-0.78	-0.08	0.13	0.30	0.05	9.28	8.50	-0.25	$-25.00	30.00	28	20.0	2431.000	-0.78	2024-06-05
LZ240621C00010000	LZ	CALL	Long	10.00	None	$-0.25	-0.83	$-0.98	-0.11	0.08	0.30	0.05	9.28	8.30	-0.25	$-25.00	30.00	27	20.0	2431.000	-0.98	2024-06-04
LZ240621C00010000	LZ	CALL	Long	10.00	None	$-0.25	-0.83	$-0.65	-0.07	0.06	0.30	0.05	9.28	8.63	-0.25	$-25.00	30.00	26	20.0	2431.000	-0.65	2024-06-03
LZ240621C00010000	LZ	CALL	Long	10.00	None	$-0.25	-0.83	$-0.50	-0.05	0.09	0.30	0.05	9.28	8.78	-0.25	$-25.00	30.00	23	20.0	0.000	-0.50	2024-05-31
LZ240621C00010000	LZ	CALL	Long	10.00	None	$-0.25	-0.83	$-0.58	-0.06	0.10	0.30	0.05	9.28	8.70	-0.25	$-25.00	30.00	22	20.0	2431.000	-0.58	2024-05-30
LZ240621C00010000	LZ	CALL	Long	10.00	None	$-0.25	-0.83	$-0.62	-0.07	0.10	0.30	0.05	9.28	8.66	-0.25	$-25.00	30.00	21	20.0	2431.000	-0.62	2024-05-29
LZ240621C00010000	LZ	CALL	Long	10.00	None	$-0.25	-0.83	$-0.74	-0.08	0.09	0.30	0.05	9.28	8.54	-0.25	$-25.00	30.00	20	20.0	2431.000	-0.74	2024-05-28
LZ240621C00010000	LZ	CALL	Long	10.00	None	$-0.25	-0.83	$-0.69	-0.07	0.18	0.30	0.05	9.28	8.59	-0.25	$-25.00	30.00	19	20.0	2411.000	-0.69	2024-05-27
LZ240621C00010000	LZ	CALL	Long	10.00	None	$-0.25	-0.83	$-0.69	-0.07	0.15	0.30	0.05	9.28	8.59	-0.25	$-25.00	30.00	16	20.0	2411.000	-0.69	2024-05-24
LZ240621C00010000	LZ	CALL	Long	10.00	None	$-0.19	-0.63	$-0.79	-0.09	0.09	0.30	0.11	9.28	8.49	-0.19	$-19.00	30.00	15	2.0	2411.000	-0.79	2024-05-23
LZ240621C00010000	LZ	CALL	Long	10.00	None	$-0.19	-0.63	$-0.54	-0.06	0.15	0.30	0.11	9.28	8.74	-0.19	$-19.00	30.00	14	2.0	2410.000	-0.54	2024-05-22
LZ240621C00010000	LZ	CALL	Long	10.00	None	$-0.20	-0.67	$-0.79	-0.09	0.07	0.30	0.10	9.28	8.49	-0.20	$-20.00	30.00	13	201.0	2410.000	-0.79	2024-05-21
LZ240621C00010000	LZ	CALL	Long	10.00	None	$-0.20	-0.67	$-0.53	-0.06	-0.31	0.30	0.10	9.28	8.75	-0.20	$-20.00	30.00	12	201.0	0.000	-0.53	2024-05-20
LZ240621C00010000	LZ	CALL	Long	10.00	None	$-0.16	-0.53	$-0.23	-0.02	0.04	0.30	0.14	9.28	9.05	-0.16	$-16.00	30.00	11	570.0	1641.000	-0.23	2024-05-19
LZ240621C00010000	LZ	CALL	Long	10.00	None	$-0.16	-0.53	$-0.23	-0.02	0.03	0.30	0.14	9.28	9.05	-0.16	$-16.00	30.00	10	570.0	1641.000	-0.23	2024-05-18
LZ240621C00010000	LZ	CALL	Long	10.00	None	$-0.16	-0.53	$-0.23	-0.02	-0.03	0.30	0.14	9.28	9.05	-0.16	$-16.00	30.00	9	570.0	1641.000	-0.23	2024-05-17
LZ240621C00010000	LZ	CALL	Long	10.00	None	$0.00	0.00	$0.21	0.02	-0.03	0.30	0.30	9.28	9.49	0.00	$0.00	30.00	7	800.0	767.000	0.21	2024-05-15
LZ240621C00010000	LZ	CALL	Long	10.00	None	$0.20	0.67	$0.32	0.03	-0.03	0.30	0.50	9.28	9.60	0.20	$20.00	30.00	6	2.0	768.000	0.32	2024-05-14
LZ240621C00010000	LZ	CALL	Long	10.00	None	$0.00	0.00	$0.47	0.05	-0.04	0.30	0.30	9.28	9.75	0.00	$0.00	30.00	5	10.0	761.000	0.47	2024-05-13
LZ240621C00010000	LZ	CALL	Long	10.00	None	$0.10	0.33	$0.70	0.08	-0.44	0.30	0.40	9.28	9.98	0.10	$10.00	30.00	4	13.0	761.000	0.70	2024-05-12
LZ240621C00010000	LZ	CALL	Long	10.00	Exit OP PnL: $-0.05;Exit EQ PnL: 0.04; Position is Long and position continued to lose. Latest OP price is: $0.25 (EQ: $9.32). Initial OP price was: $0.30 (EQ: $9.28). Surpassed Stop Loss Percentage: -0.1666666666666666666666666667 < -0.16.	$0.05	0.17	$0.22	0.02	0.02	0.30	0.35	9.28	9.50	0.05	$5.00	30.00	1	461.0	311.000	0.22	2024-05-09
LZ240621C00010000	LZ	CALL	Long	10.00	None	$0.00	0.00	$0.00	0.00	0.00	0.30	0.30	9.28	9.28	0.00	$0.00	30.00	0	93.0	243.000	0.00	2024-05-08

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