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View Outliers PnL Drill-Down: MGM240906C00042000

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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
2024-08-01	MGM	MGM240906C00042000	42.00	9.0	0.000	0.385	0.189	0.0	4.9	0.010	0.290	5.160	0.28	36.96	2024-09-06	CALL	Long	0.135	0.189	-0.122

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	MGM	0.818	0.058	0.187	0.094	0.060	-0.083	35.37	0.071	0.0000	34.07	47.78	21	1y	38.64

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
MGM240906C00042000	MGM	CALL	Long	42.00	None	$-0.07	-0.78	$0.41	0.01	0.90	0.09	0.02	35.40	35.81	-0.07	$-7.00	9.00	30	2.0	76.000	0.41	2024-09-05
MGM240906C00042000	MGM	CALL	Long	42.00	None	$-0.07	-0.78	$1.21	0.03	0.18	0.09	0.02	35.40	36.61	-0.07	$-7.00	9.00	29	1.0	76.000	1.21	2024-09-04
MGM240906C00042000	MGM	CALL	Long	42.00	None	$-0.05	-0.56	$2.19	0.06	-0.00	0.09	0.04	35.40	37.59	-0.05	$-5.00	9.00	25	1.0	76.000	2.19	2024-08-31
MGM240906C00042000	MGM	CALL	Long	42.00	None	$-0.05	-0.56	$2.18	0.06	-0.07	0.09	0.04	35.40	37.58	-0.05	$-5.00	9.00	24	1.0	76.000	2.18	2024-08-30
MGM240906C00042000	MGM	CALL	Long	42.00	None	$-0.05	-0.56	$2.01	0.06	-0.03	0.09	0.04	35.40	37.41	-0.05	$-5.00	9.00	23	1.0	76.000	2.01	2024-08-29
MGM240906C00042000	MGM	CALL	Long	42.00	None	$-0.05	-0.56	$1.66	0.05	-0.01	0.09	0.04	35.40	37.06	-0.05	$-5.00	9.00	22	1.0	76.000	1.66	2024-08-28
MGM240906C00042000	MGM	CALL	Long	42.00	None	$-0.03	-0.33	$2.51	0.07	-0.37	0.09	0.06	35.40	37.91	-0.03	$-3.00	9.00	21	3.0	75.000	2.51	2024-08-27
MGM240906C00042000	MGM	CALL	Long	42.00	None	$-0.03	-0.33	$2.64	0.07	-0.14	0.09	0.06	35.40	38.04	-0.03	$-3.00	9.00	20	3.0	75.000	2.64	2024-08-26
MGM240906C00042000	MGM	CALL	Long	42.00	None	$0.06	0.67	$3.53	0.10	-0.17	0.09	0.15	35.40	38.93	0.06	$6.00	9.00	19	2.0	75.000	3.53	2024-08-25
MGM240906C00042000	MGM	CALL	Long	42.00	None	$0.06	0.67	$3.53	0.10	-0.18	0.09	0.15	35.40	38.93	0.06	$6.00	9.00	18	2.0	75.000	3.53	2024-08-24
MGM240906C00042000	MGM	CALL	Long	42.00	None	$0.06	0.67	$3.54	0.10	-0.19	0.09	0.15	35.40	38.94	0.06	$6.00	9.00	17	2.0	75.000	3.54	2024-08-23
MGM240906C00042000	MGM	CALL	Long	42.00	None	$0.06	0.67	$3.35	0.09	-0.12	0.09	0.15	35.40	38.75	0.06	$6.00	9.00	16	2.0	76.000	3.35	2024-08-22
MGM240906C00042000	MGM	CALL	Long	42.00	None	$0.17	1.89	$4.10	0.12	-0.20	0.09	0.26	35.40	39.50	0.17	$17.00	9.00	15	2.0	76.000	4.10	2024-08-21
MGM240906C00042000	MGM	CALL	Long	42.00	None	$0.17	1.89	$4.00	0.11	-0.20	0.09	0.26	35.40	39.40	0.17	$17.00	9.00	14	2.0	76.000	4.00	2024-08-20
MGM240906C00042000	MGM	CALL	Long	42.00	None	$0.09	1.00	$4.67	0.13	0.05	0.09	0.18	35.40	40.07	0.09	$9.00	9.00	13	2.0	76.000	4.67	2024-08-19
MGM240906C00042000	MGM	CALL	Long	42.00	None	$0.09	1.00	$3.50	0.10	-0.20	0.09	0.18	35.40	38.90	0.09	$9.00	9.00	12	2.0	78.000	3.50	2024-08-18
MGM240906C00042000	MGM	CALL	Long	42.00	None	$0.09	1.00	$3.50	0.10	-0.21	0.09	0.18	35.40	38.90	0.09	$9.00	9.00	11	2.0	78.000	3.50	2024-08-17
MGM240906C00042000	MGM	CALL	Long	42.00	None	$0.09	1.00	$3.51	0.10	-0.21	0.09	0.18	35.40	38.91	0.09	$9.00	9.00	10	2.0	78.000	3.51	2024-08-16
MGM240906C00042000	MGM	CALL	Long	42.00	None	$0.21	2.33	$3.81	0.11	-0.10	0.09	0.30	35.40	39.21	0.21	$21.00	9.00	9	1.0	77.000	3.81	2024-08-15
MGM240906C00042000	MGM	CALL	Long	42.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.07	0.78	$2.69	0.08	0.13	0.09	0.16	35.40	38.09	0.07	$7.00	9.00	8	19.0	58.000	2.69	2024-08-14
MGM240906C00042000	MGM	CALL	Long	42.00	None	$0.10	1.11	$2.75	0.08	0.07	0.09	0.19	35.40	38.15	0.10	$10.00	9.00	7	39.0	33.000	2.75	2024-08-13
MGM240906C00042000	MGM	CALL	Long	42.00	None	$0.10	1.11	$1.88	0.05	-0.10	0.09	0.19	35.40	37.28	0.10	$10.00	9.00	6	8.0	25.000	1.88	2024-08-12
MGM240906C00042000	MGM	CALL	Long	42.00	None	$0.20	2.22	$1.73	0.05	-0.14	0.09	0.29	35.40	37.13	0.20	$20.00	9.00	3	8.0	28.000	1.73	2024-08-09
MGM240906C00042000	MGM	CALL	Long	42.00	None	$0.17	1.89	$2.09	0.06	0.03	0.09	0.26	35.40	37.49	0.17	$17.00	9.00	2	8.0	20.000	2.09	2024-08-08
MGM240906C00042000	MGM	CALL	Long	42.00	None	$0.15	1.67	$1.04	0.03	-0.09	0.09	0.24	35.40	36.44	0.15	$15.00	9.00	1	11.0	17.000	1.04	2024-08-07
MGM240906C00042000	MGM	CALL	Long	42.00	None	$0.00	0.00	$0.00	0.00	0.00	0.09	0.09	35.40	35.40	0.00	$0.00	9.00	0	8.0	13.000	0.00	2024-08-06

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