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View Outliers PnL Drill-Down: ME231215C00001000

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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
2023-11-09	ME	ME231215C00001000	1.00	706.0	1224.000	1.094	0.427	0.0	0.3	0.010	0.020	0.300	0.10	0.71	2023-12-15	CALL	Long	0.423	0.487	-0.220

Realize Position if there are favorable/unfavorable market conditions. Volatiltiy Analysis 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
ME231215C00001000	ME	CALL	Long	1.00	None	$-0.05	-0.50	$0.24	0.34	1.06	0.10	0.05	0.71	0.95	-0.05	$-5.00	10.00	35	47.0	1617.000	0.24	2023-12-14
ME231215C00001000	ME	CALL	Long	1.00	None	$-0.05	-0.50	$0.16	0.23	1.62	0.10	0.05	0.71	0.87	-0.05	$-5.00	10.00	34	1.0	1617.000	0.16	2023-12-13
ME231215C00001000	ME	CALL	Long	1.00	None	$-0.05	-0.50	$0.14	0.20	1.50	0.10	0.05	0.71	0.85	-0.05	$-5.00	10.00	33	1.0	1616.000	0.14	2023-12-12
ME231215C00001000	ME	CALL	Long	1.00	None	$-0.07	-0.70	$0.12	0.17	1.69	0.10	0.03	0.71	0.83	-0.07	$-7.00	10.00	32	1.0	1616.000	0.12	2023-12-11
ME231215C00001000	ME	CALL	Long	1.00	None	$-0.07	-0.70	$0.16	0.23	0.78	0.10	0.03	0.71	0.87	-0.07	$-7.00	10.00	29	1.0	1616.000	0.16	2023-12-08
ME231215C00001000	ME	CALL	Long	1.00	Underlying has moved in favorable position (0.1971830985915492957746478873) however, position is suffering from IV crush;Exit OP PnL: $-0.07;Exit EQ PnL: 0.14	$-0.07	-0.70	$0.14	0.20	0.94	0.10	0.03	0.71	0.85	-0.07	$-7.00	10.00	28	1.0	1615.000	0.14	2023-12-07
ME231215C00001000	ME	CALL	Long	1.00	None	$-0.05	-0.50	$0.23	0.32	0.28	0.10	0.05	0.71	0.94	-0.05	$-5.00	10.00	27	0.0	1610.000	0.23	2023-12-06
ME231215C00001000	ME	CALL	Long	1.00	None	$-0.05	-0.50	$0.24	0.34	0.56	0.10	0.05	0.71	0.95	-0.05	$-5.00	10.00	26	0.0	1597.000	0.24	2023-12-05
ME231215C00001000	ME	CALL	Long	1.00	None	$-0.05	-0.50	$0.26	0.37	0.72	0.10	0.05	0.71	0.97	-0.05	$-5.00	10.00	25	0.0	1482.000	0.26	2023-12-04
ME231215C00001000	ME	CALL	Long	1.00	None	$-0.05	-0.50	$0.18	0.25	0.41	0.10	0.05	0.71	0.89	-0.05	$-5.00	10.00	24	0.0	1482.000	0.18	2023-12-03
ME231215C00001000	ME	CALL	Long	1.00	None	$-0.05	-0.50	$0.18	0.25	0.38	0.10	0.05	0.71	0.89	-0.05	$-5.00	10.00	23	0.0	1482.000	0.18	2023-12-02
ME231215C00001000	ME	CALL	Long	1.00	None	$-0.05	-0.50	$0.18	0.25	0.34	0.10	0.05	0.71	0.89	-0.05	$-5.00	10.00	22	0.0	1482.000	0.18	2023-12-01
ME231215C00001000	ME	CALL	Long	1.00	None	$-0.08	-0.80	$0.15	0.21	0.47	0.10	0.02	0.71	0.86	-0.08	$-8.00	10.00	21	0.0	1474.000	0.15	2023-11-30
ME231215C00001000	ME	CALL	Long	1.00	None	$-0.07	-0.70	$0.19	0.27	0.31	0.10	0.03	0.71	0.90	-0.07	$-7.00	10.00	20	0.0	1477.000	0.19	2023-11-29
ME231215C00001000	ME	CALL	Long	1.00	None	$-0.05	-0.50	$0.16	0.23	0.38	0.10	0.05	0.71	0.87	-0.05	$-5.00	10.00	19	0.0	1474.000	0.16	2023-11-28
ME231215C00001000	ME	CALL	Long	1.00	None	$-0.05	-0.50	$0.15	0.21	0.81	0.10	0.05	0.71	0.86	-0.05	$-5.00	10.00	18	0.0	1474.000	0.15	2023-11-27
ME231215C00001000	ME	CALL	Long	1.00	None	$-0.05	-0.50	$0.22	0.31	0.38	0.10	0.05	0.71	0.93	-0.05	$-5.00	10.00	15	0.0	0.000	0.22	2023-11-24
ME231215C00001000	ME	CALL	Long	1.00	None	$-0.08	-0.80	$0.17	0.24	-0.25	0.10	0.02	0.71	0.88	-0.08	$-8.00	10.00	14	0.0	0.000	0.17	2023-11-23
ME231215C00001000	ME	CALL	Long	1.00	None	$-0.06	-0.60	$0.14	0.20	0.33	0.10	0.04	0.71	0.85	-0.06	$-6.00	10.00	13	0.0	1464.000	0.14	2023-11-22
ME231215C00001000	ME	CALL	Long	1.00	None	$-0.06	-0.60	$0.15	0.21	0.28	0.10	0.04	0.71	0.86	-0.06	$-6.00	10.00	12	0.0	1463.000	0.15	2023-11-21
ME231215C00001000	ME	CALL	Long	1.00	None	$-0.05	-0.50	$0.20	0.28	0.67	0.10	0.05	0.71	0.91	-0.05	$-5.00	10.00	11	0.0	1324.000	0.20	2023-11-20
ME231215C00001000	ME	CALL	Long	1.00	None	$-0.02	-0.20	$0.14	0.20	0.88	0.10	0.08	0.71	0.85	-0.02	$-2.00	10.00	10	0.0	1254.000	0.14	2023-11-19
ME231215C00001000	ME	CALL	Long	1.00	None	$-0.02	-0.20	$0.14	0.20	0.84	0.10	0.08	0.71	0.85	-0.02	$-2.00	10.00	8	0.0	1254.000	0.14	2023-11-17
ME231215C00001000	ME	CALL	Long	1.00	None	$-0.05	-0.50	$0.05	0.07	0.91	0.10	0.05	0.71	0.76	-0.05	$-5.00	10.00	7	0.0	1254.000	0.05	2023-11-16
ME231215C00001000	ME	CALL	Long	1.00	None	$-0.05	-0.50	$0.12	0.17	0.88	0.10	0.05	0.71	0.83	-0.05	$-5.00	10.00	6	0.0	1294.000	0.12	2023-11-15
ME231215C00001000	ME	CALL	Long	1.00	None	$-0.05	-0.50	$0.13	0.18	0.25	0.10	0.05	0.71	0.84	-0.05	$-5.00	10.00	5	0.0	1294.000	0.13	2023-11-14
ME231215C00001000	ME	CALL	Long	1.00	None	$-0.05	-0.50	$0.11	0.15	0.28	0.10	0.05	0.71	0.82	-0.05	$-5.00	10.00	4	0.0	1225.000	0.11	2023-11-13
ME231215C00001000	ME	CALL	Long	1.00	None	$-0.05	-0.50	$0.02	0.03	0.59	0.10	0.05	0.71	0.73	-0.05	$-5.00	10.00	1	0.0	1224.000	0.02	2023-11-10
ME231215C00001000	ME	CALL	Long	1.00	None	$0.00	0.00	$0.00	0.00	0.00	0.10	0.10	0.71	0.71	0.00	$0.00	10.00	0	0.0	0.000	0.00	2023-11-09

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