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View Outliers PnL Drill-Down: MGNI241115C00012500

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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
2024-10-01	MGNI	MGNI241115C00012500	12.50	3981.0	3642.000	0.751	0.250	0.1	0.9	0.010	0.800	1.580	0.95	11.66	2024-11-15	CALL	Long	0.231	0.258	-0.108

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	MGNI	0.818	0.091	0.259	0.162	0.121	-0.067	16.57	-0.257	0.0000	8.46	18.00	21	1y	13.47

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
MGNI241115C00012500	MGNI	CALL	Long	12.50	None	$2.60	1.93	$4.30	0.35	2.69	1.35	3.95	12.36	16.66	2.60	$260.00	135.00	44	3.0	3075.000	4.30	2024-11-14
MGNI241115C00012500	MGNI	CALL	Long	12.50	None	$3.05	2.26	$4.44	0.36	1.50	1.35	4.40	12.36	16.80	3.05	$305.00	135.00	43	7.0	3082.000	4.44	2024-11-13
MGNI241115C00012500	MGNI	CALL	Long	12.50	None	$2.25	1.67	$3.94	0.32	-0.77	1.35	3.60	12.36	16.30	2.25	$225.00	135.00	42	35.0	3086.000	3.94	2024-11-12
MGNI241115C00012500	MGNI	CALL	Long	12.50	None	$2.15	1.59	$3.46	0.28	0.64	1.35	3.50	12.36	15.82	2.15	$215.00	135.00	41	400.0	3244.000	3.46	2024-11-11
MGNI241115C00012500	MGNI	CALL	Long	12.50	None	$-0.10	-0.07	$1.25	0.10	-0.05	1.35	1.25	12.36	13.61	-0.10	$-10.00	135.00	40	1297.0	4024.000	1.25	2024-11-10
MGNI241115C00012500	MGNI	CALL	Long	12.50	None	$-0.10	-0.07	$1.25	0.10	-0.10	1.35	1.25	12.36	13.61	-0.10	$-10.00	135.00	39	1297.0	4024.000	1.25	2024-11-09
MGNI241115C00012500	MGNI	CALL	Long	12.50	None	$-0.04	-0.03	$1.28	0.10	-0.04	1.35	1.31	12.36	13.64	-0.04	$-4.00	135.00	38	1248.0	4024.000	1.28	2024-11-08
MGNI241115C00012500	MGNI	CALL	Long	12.50	None	$0.25	0.19	$1.13	0.09	0.54	1.35	1.60	12.36	13.49	0.25	$25.00	135.00	37	166.0	4074.000	1.13	2024-11-07
MGNI241115C00012500	MGNI	CALL	Long	12.50	None	$0.12	0.09	$0.84	0.07	0.58	1.35	1.47	12.36	13.20	0.12	$12.00	135.00	36	22.0	4083.000	0.84	2024-11-06
MGNI241115C00012500	MGNI	CALL	Long	12.50	None	$-0.13	-0.10	$0.14	0.01	0.65	1.35	1.22	12.36	12.50	-0.13	$-13.00	135.00	35	263.0	4093.000	0.14	2024-11-05
MGNI241115C00012500	MGNI	CALL	Long	12.50	None	$-0.30	-0.22	$-0.16	-0.01	0.63	1.35	1.05	12.36	12.20	-0.30	$-30.00	135.00	34	18.0	4095.000	-0.16	2024-11-04
MGNI241115C00012500	MGNI	CALL	Long	12.50	None	$-0.16	-0.12	$0.05	0.00	0.45	1.35	1.19	12.36	12.41	-0.16	$-16.00	135.00	31	80.0	4030.000	0.05	2024-11-01
MGNI241115C00012500	MGNI	CALL	Long	12.50	None	$-0.20	-0.15	$0.12	0.01	0.37	1.35	1.15	12.36	12.48	-0.20	$-20.00	135.00	30	81.0	4056.000	0.12	2024-10-31
MGNI241115C00012500	MGNI	CALL	Long	12.50	None	$0.10	0.07	$0.35	0.03	0.38	1.35	1.45	12.36	12.71	0.10	$10.00	135.00	29	1040.0	4712.000	0.35	2024-10-30
MGNI241115C00012500	MGNI	CALL	Long	12.50	None	$-0.15	-0.11	$0.16	0.01	0.36	1.35	1.20	12.36	12.52	-0.15	$-15.00	135.00	28	9.0	4708.000	0.16	2024-10-29
MGNI241115C00012500	MGNI	CALL	Long	12.50	None	$-0.05	-0.04	$0.44	0.04	0.25	1.35	1.30	12.36	12.80	-0.05	$-5.00	135.00	27	1194.0	4252.000	0.44	2024-10-28
MGNI241115C00012500	MGNI	CALL	Long	12.50	None	$-0.25	-0.19	$0.11	0.01	0.24	1.35	1.10	12.36	12.47	-0.25	$-25.00	135.00	26	57.0	4261.000	0.11	2024-10-27
MGNI241115C00012500	MGNI	CALL	Long	12.50	None	$-0.25	-0.19	$0.11	0.01	0.21	1.35	1.10	12.36	12.47	-0.25	$-25.00	135.00	25	57.0	4261.000	0.11	2024-10-26
MGNI241115C00012500	MGNI	CALL	Long	12.50	None	$-0.30	-0.22	$-0.04	-0.00	0.17	1.35	1.05	12.36	12.32	-0.30	$-30.00	135.00	23	123.0	4243.000	-0.04	2024-10-24
MGNI241115C00012500	MGNI	CALL	Long	12.50	None	$-0.26	-0.19	$0.15	0.01	0.11	1.35	1.09	12.36	12.51	-0.26	$-26.00	135.00	22	133.0	4219.000	0.15	2024-10-23
MGNI241115C00012500	MGNI	CALL	Long	12.50	None	$-0.50	-0.37	$-0.29	-0.02	0.09	1.35	0.85	12.36	12.07	-0.50	$-50.00	135.00	21	38.0	4214.000	-0.29	2024-10-22
MGNI241115C00012500	MGNI	CALL	Long	12.50	None	$-0.44	-0.33	$-0.39	-0.03	0.08	1.35	0.91	12.36	11.97	-0.44	$-44.00	135.00	20	40.0	4209.000	-0.39	2024-10-21
MGNI241115C00012500	MGNI	CALL	Long	12.50	None	$-0.38	-0.28	$-0.10	-0.01	0.09	1.35	0.97	12.36	12.26	-0.38	$-38.00	135.00	18	223.0	4068.000	-0.10	2024-10-19
MGNI241115C00012500	MGNI	CALL	Long	12.50	None	$-0.25	-0.19	$-0.13	-0.01	0.09	1.35	1.10	12.36	12.23	-0.25	$-25.00	135.00	17	99.0	4068.000	-0.13	2024-10-18
MGNI241115C00012500	MGNI	CALL	Long	12.50	None	$-0.43	-0.32	$-0.29	-0.02	0.02	1.35	0.92	12.36	12.07	-0.43	$-43.00	135.00	15	75.0	4056.000	-0.29	2024-10-16
MGNI241115C00012500	MGNI	CALL	Long	12.50	None	$-0.28	-0.21	$0.04	0.00	-0.01	1.35	1.07	12.36	12.40	-0.28	$-28.00	135.00	13	47.0	4012.000	0.04	2024-10-14
MGNI241115C00012500	MGNI	CALL	Long	12.50	None	$-0.30	-0.22	$-0.12	-0.01	-0.02	1.35	1.05	12.36	12.24	-0.30	$-30.00	135.00	10	64.0	3949.000	-0.12	2024-10-11
MGNI241115C00012500	MGNI	CALL	Long	12.50	None	$-0.30	-0.22	$-0.35	-0.03	0.01	1.35	1.05	12.36	12.01	-0.30	$-30.00	135.00	9	11.0	3939.000	-0.35	2024-10-10
MGNI241115C00012500	MGNI	CALL	Long	12.50	None	$-0.25	-0.19	$-0.28	-0.02	0.01	1.35	1.10	12.36	12.08	-0.25	$-25.00	135.00	8	85.0	3852.000	-0.28	2024-10-09
MGNI241115C00012500	MGNI	CALL	Long	12.50	None	$-0.30	-0.22	$-0.30	-0.02	0.03	1.35	1.05	12.36	12.06	-0.30	$-30.00	135.00	6	1789.0	3020.000	-0.30	2024-10-07
MGNI241115C00012500	MGNI	CALL	Long	12.50	None	$-0.20	-0.15	$-0.06	-0.00	-0.02	1.35	1.15	12.36	12.30	-0.20	$-20.00	135.00	4	27.0	3025.000	-0.06	2024-10-05
MGNI241115C00012500	MGNI	CALL	Long	12.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.20	-0.15	$-0.06	-0.00	-0.04	1.35	1.15	12.36	12.30	-0.20	$-20.00	135.00	3	27.0	3025.000	-0.06	2024-10-04
MGNI241115C00012500	MGNI	CALL	Long	12.50	None	$-0.25	-0.19	$-0.13	-0.01	-0.03	1.35	1.10	12.36	12.23	-0.25	$-25.00	135.00	2	500.0	2604.000	-0.13	2024-10-03
MGNI241115C00012500	MGNI	CALL	Long	12.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.05; Exit EQ PnL: -0.39	$-0.40	-0.30	$-0.46	-0.04	-0.02	1.35	0.95	12.36	11.90	-0.40	$-40.00	135.00	1	92.0	2537.000	-0.46	2024-10-02
MGNI241115C00012500	MGNI	CALL	Long	12.50	None	$0.00	0.00	$0.00	0.00	0.00	1.35	1.35	12.36	12.36	0.00	$0.00	135.00	0	4150.0	3642.000	0.00	2024-10-01

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