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View Outliers PnL Drill-Down: MAXN240119C00005000

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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
2023-12-18	MAXN	MAXN240119C00005000	5.00	117.0	577.000	1.102	0.477	0.3	0.2	0.010	0.650	0.520	0.80	5.11	2024-01-19	CALL	Long	0.489	0.498	-0.098

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	MAXN	1.000	0.248	1.330	0.523	0.383	-0.234	6.15	-0.246	0.0000	5.20	755.00	21	1y	8.56

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
MAXN240119C00005000	MAXN	CALL	Long	5.00	None	$-0.90	-0.95	$-0.88	-0.16	0.11	0.95	0.05	5.54	4.66	-0.90	$-90.00	95.00	31	51.0	559.000	-0.88	2024-01-18
MAXN240119C00005000	MAXN	CALL	Long	5.00	None	$-0.89	-0.94	$-0.86	-0.16	0.28	0.95	0.06	5.54	4.68	-0.89	$-89.00	95.00	30	10.0	559.000	-0.86	2024-01-17
MAXN240119C00005000	MAXN	CALL	Long	5.00	None	$-0.20	-0.21	$-0.21	-0.04	-0.19	0.95	0.75	5.54	5.33	-0.20	$-20.00	95.00	29	39.0	444.000	-0.21	2024-01-16
MAXN240119C00005000	MAXN	CALL	Long	5.00	None	$-0.20	-0.21	$-0.04	-0.01	-0.07	0.95	0.75	5.54	5.50	-0.20	$-20.00	95.00	25	39.0	444.000	-0.04	2024-01-12
MAXN240119C00005000	MAXN	CALL	Long	5.00	None	$-0.20	-0.21	$-0.15	-0.03	0.07	0.95	0.75	5.54	5.39	-0.20	$-20.00	95.00	24	39.0	468.000	-0.15	2024-01-11
MAXN240119C00005000	MAXN	CALL	Long	5.00	None	$-0.30	-0.32	$0.09	0.02	-0.09	0.95	0.65	5.54	5.63	-0.30	$-30.00	95.00	23	20.0	458.000	0.09	2024-01-10
MAXN240119C00005000	MAXN	CALL	Long	5.00	None	$-0.25	-0.26	$0.08	0.01	0.06	0.95	0.70	5.54	5.62	-0.25	$-25.00	95.00	22	2.0	458.000	0.08	2024-01-09
MAXN240119C00005000	MAXN	CALL	Long	5.00	None	$0.20	0.21	$0.18	0.03	0.14	0.95	1.15	5.54	5.72	0.20	$20.00	95.00	21	20.0	458.000	0.18	2024-01-08
MAXN240119C00005000	MAXN	CALL	Long	5.00	None	$0.20	0.21	$0.39	0.07	1.25	0.95	1.15	5.54	5.93	0.20	$20.00	95.00	20	20.0	478.000	0.39	2024-01-07
MAXN240119C00005000	MAXN	CALL	Long	5.00	None	$0.20	0.21	$0.39	0.07	1.00	0.95	1.15	5.54	5.93	0.20	$20.00	95.00	18	20.0	478.000	0.39	2024-01-05
MAXN240119C00005000	MAXN	CALL	Long	5.00	None	$0.40	0.42	$0.55	0.10	-1.08	0.95	1.35	5.54	6.09	0.40	$40.00	95.00	17	2.0	478.000	0.55	2024-01-04
MAXN240119C00005000	MAXN	CALL	Long	5.00	None	$0.55	0.58	$0.88	0.16	-1.08	0.95	1.50	5.54	6.42	0.55	$55.00	95.00	16	5.0	478.000	0.88	2024-01-03
MAXN240119C00005000	MAXN	CALL	Long	5.00	None	$1.35	1.42	$1.26	0.23	-1.08	0.95	2.30	5.54	6.80	1.35	$135.00	95.00	15	1.0	0.000	1.26	2024-01-02
MAXN240119C00005000	MAXN	CALL	Long	5.00	None	$1.35	1.42	$1.63	0.29	0.46	0.95	2.30	5.54	7.17	1.35	$135.00	95.00	14	38.0	511.000	1.63	2024-01-01
MAXN240119C00005000	MAXN	CALL	Long	5.00	None	$1.35	1.42	$1.63	0.29	0.39	0.95	2.30	5.54	7.17	1.35	$135.00	95.00	12	38.0	511.000	1.63	2023-12-30
MAXN240119C00005000	MAXN	CALL	Long	5.00	None	$1.35	1.42	$1.63	0.29	0.32	0.95	2.30	5.54	7.17	1.35	$135.00	95.00	11	38.0	511.000	1.63	2023-12-29
MAXN240119C00005000	MAXN	CALL	Long	5.00	None	$1.55	1.63	$1.93	0.35	0.49	0.95	2.50	5.54	7.47	1.55	$155.00	95.00	10	1.0	511.000	1.93	2023-12-28
MAXN240119C00005000	MAXN	CALL	Long	5.00	None	$1.47	1.55	$1.77	0.32	0.33	0.95	2.42	5.54	7.31	1.47	$147.00	95.00	9	6.0	509.000	1.77	2023-12-27
MAXN240119C00005000	MAXN	CALL	Long	5.00	None	$1.75	1.84	$2.01	0.36	0.47	0.95	2.70	5.54	7.55	1.75	$175.00	95.00	8	4.0	508.000	2.01	2023-12-26
MAXN240119C00005000	MAXN	CALL	Long	5.00	None	$1.20	1.26	$1.35	0.24	0.32	0.95	2.15	5.54	6.89	1.20	$120.00	95.00	7	28.0	513.000	1.35	2023-12-25
MAXN240119C00005000	MAXN	CALL	Long	5.00	None	$1.20	1.26	$1.35	0.24	0.27	0.95	2.15	5.54	6.89	1.20	$120.00	95.00	5	28.0	513.000	1.35	2023-12-23
MAXN240119C00005000	MAXN	CALL	Long	5.00	None	$1.20	1.26	$1.35	0.24	0.35	0.95	2.15	5.54	6.89	1.20	$120.00	95.00	4	28.0	513.000	1.35	2023-12-22
MAXN240119C00005000	MAXN	CALL	Long	5.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.85	0.89	$1.10	0.20	0.19	0.95	1.80	5.54	6.64	0.85	$85.00	95.00	3	85.0	536.000	1.10	2023-12-21
MAXN240119C00005000	MAXN	CALL	Long	5.00	None	$0.55	0.58	$0.39	0.07	0.19	0.95	1.50	5.54	5.93	0.55	$55.00	95.00	2	1.0	546.000	0.39	2023-12-20
MAXN240119C00005000	MAXN	CALL	Long	5.00	None	$0.70	0.74	$0.82	0.15	0.20	0.95	1.65	5.54	6.36	0.70	$70.00	95.00	1	226.0	560.000	0.82	2023-12-19
MAXN240119C00005000	MAXN	CALL	Long	5.00	None	$0.00	0.00	$0.00	0.00	0.00	0.95	0.95	5.54	5.54	0.00	$0.00	95.00	0	244.0	577.000	0.00	2023-12-18

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