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View Outliers PnL Drill-Down: MKC231117C00070000

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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
2023-10-03	MKC	MKC231117C00070000	70.00	642.0	3.000	0.241	0.106	0.4	1.7	0.000	1.450	2.730	1.55	68.40	2023-11-17	CALL	Long	0.079	0.117	-0.085

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	MKC	0.818	0.036	0.119	0.060	0.054	0.000	80.31	0.102	0.0000	64.61	84.76	21	1y	77.60

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
MKC231117C00070000	MKC	CALL	Long	70.00	None	$-1.52	-0.98	$-2.36	-0.03	0.35	1.55	0.03	68.40	66.04	-1.52	$-152.00	155.00	44	0.0	586.000	-2.36	2023-11-16
MKC231117C00070000	MKC	CALL	Long	70.00	None	$-1.52	-0.98	$-2.53	-0.04	0.26	1.55	0.03	68.40	65.87	-1.52	$-152.00	155.00	43	0.0	586.000	-2.53	2023-11-15
MKC231117C00070000	MKC	CALL	Long	70.00	None	$-1.51	-0.97	$-2.09	-0.03	0.13	1.55	0.04	68.40	66.31	-1.51	$-151.00	155.00	42	0.0	586.000	-2.09	2023-11-14
MKC231117C00070000	MKC	CALL	Long	70.00	None	$-1.51	-0.97	$-3.29	-0.05	0.12	1.55	0.04	68.40	65.11	-1.51	$-151.00	155.00	41	0.0	578.000	-3.29	2023-11-13
MKC231117C00070000	MKC	CALL	Long	70.00	None	$-1.51	-0.97	$-3.47	-0.05	0.13	1.55	0.04	68.40	64.93	-1.51	$-151.00	155.00	38	0.0	578.000	-3.47	2023-11-10
MKC231117C00070000	MKC	CALL	Long	70.00	None	$-1.51	-0.97	$-3.85	-0.06	-0.12	1.55	0.04	68.40	64.55	-1.51	$-151.00	155.00	37	0.0	0.000	-3.85	2023-11-09
MKC231117C00070000	MKC	CALL	Long	70.00	None	$-1.51	-0.97	$-3.85	-0.06	0.07	1.55	0.04	68.40	64.55	-1.51	$-151.00	155.00	36	0.0	578.000	-3.85	2023-11-08
MKC231117C00070000	MKC	CALL	Long	70.00	None	$-1.52	-0.98	$-3.10	-0.05	0.02	1.55	0.03	68.40	65.30	-1.52	$-152.00	155.00	35	0.0	565.000	-3.10	2023-11-07
MKC231117C00070000	MKC	CALL	Long	70.00	None	$-1.48	-0.95	$-3.69	-0.05	0.06	1.55	0.07	68.40	64.71	-1.48	$-148.00	155.00	34	0.0	554.000	-3.69	2023-11-06
MKC231117C00070000	MKC	CALL	Long	70.00	None	$-1.48	-0.95	$-3.69	-0.05	0.06	1.55	0.07	68.40	64.71	-1.48	$-148.00	155.00	33	0.0	554.000	-3.69	2023-11-05
MKC231117C00070000	MKC	CALL	Long	70.00	None	$-1.50	-0.97	$-3.58	-0.05	0.01	1.55	0.05	68.40	64.82	-1.50	$-150.00	155.00	30	0.0	497.000	-3.58	2023-11-02
MKC231117C00070000	MKC	CALL	Long	70.00	None	$-1.45	-0.94	$-4.29	-0.06	0.02	1.55	0.10	68.40	64.11	-1.45	$-145.00	155.00	29	0.0	495.000	-4.29	2023-11-01
MKC231117C00070000	MKC	CALL	Long	70.00	None	$-1.47	-0.95	$-4.50	-0.07	0.03	1.55	0.08	68.40	63.90	-1.47	$-147.00	155.00	28	0.0	497.000	-4.50	2023-10-31
MKC231117C00070000	MKC	CALL	Long	70.00	None	$-1.45	-0.94	$-4.62	-0.07	0.03	1.55	0.10	68.40	63.78	-1.45	$-145.00	155.00	27	0.0	451.000	-4.62	2023-10-30
MKC231117C00070000	MKC	CALL	Long	70.00	None	$-1.50	-0.97	$-5.42	-0.08	0.04	1.55	0.05	68.40	62.98	-1.50	$-150.00	155.00	24	0.0	415.000	-5.42	2023-10-27
MKC231117C00070000	MKC	CALL	Long	70.00	None	$-1.39	-0.90	$-3.82	-0.06	-0.18	1.55	0.16	68.40	64.58	-1.39	$-139.00	155.00	23	0.0	415.000	-3.82	2023-10-26
MKC231117C00070000	MKC	CALL	Long	70.00	None	$-1.35	-0.87	$-4.02	-0.06	0.01	1.55	0.20	68.40	64.38	-1.35	$-135.00	155.00	22	0.0	423.000	-4.02	2023-10-25
MKC231117C00070000	MKC	CALL	Long	70.00	None	$-1.48	-0.95	$-6.10	-0.09	0.03	1.55	0.07	68.40	62.30	-1.48	$-148.00	155.00	21	0.0	421.000	-6.10	2023-10-24
MKC231117C00070000	MKC	CALL	Long	70.00	None	$-1.50	-0.97	$-7.56	-0.11	0.08	1.55	0.05	68.40	60.84	-1.50	$-150.00	155.00	20	0.0	438.000	-7.56	2023-10-23
MKC231117C00070000	MKC	CALL	Long	70.00	None	$-1.45	-0.94	$-8.36	-0.12	0.10	1.55	0.10	68.40	60.04	-1.45	$-145.00	155.00	16	0.0	438.000	-8.36	2023-10-19
MKC231117C00070000	MKC	CALL	Long	70.00	None	$-1.43	-0.92	$-7.19	-0.11	0.06	1.55	0.12	68.40	61.21	-1.43	$-143.00	155.00	15	0.0	418.000	-7.19	2023-10-18
MKC231117C00070000	MKC	CALL	Long	70.00	None	$-1.47	-0.95	$-6.54	-0.10	0.01	1.55	0.08	68.40	61.86	-1.47	$-147.00	155.00	14	0.0	418.000	-6.54	2023-10-17
MKC231117C00070000	MKC	CALL	Long	70.00	None	$-1.47	-0.95	$-6.90	-0.10	0.02	1.55	0.08	68.40	61.50	-1.47	$-147.00	155.00	13	0.0	387.000	-6.90	2023-10-16
MKC231117C00070000	MKC	CALL	Long	70.00	None	$-1.46	-0.94	$-7.41	-0.11	0.04	1.55	0.09	68.40	60.99	-1.46	$-146.00	155.00	10	0.0	387.000	-7.41	2023-10-13
MKC231117C00070000	MKC	CALL	Long	70.00	None	$-1.40	-0.90	$-6.38	-0.09	0.03	1.55	0.15	68.40	62.02	-1.40	$-140.00	155.00	8	0.0	391.000	-6.38	2023-10-11
MKC231117C00070000	MKC	CALL	Long	70.00	None	$-1.15	-0.74	$-3.85	-0.06	0.01	1.55	0.40	68.40	64.55	-1.15	$-115.00	155.00	5	0.0	388.000	-3.85	2023-10-08
MKC231117C00070000	MKC	CALL	Long	70.00	None	$-1.15	-0.74	$-3.85	-0.06	0.01	1.55	0.40	68.40	64.55	-1.15	$-115.00	155.00	3	0.0	388.000	-3.85	2023-10-06
MKC231117C00070000	MKC	CALL	Long	70.00	None	$-1.05	-0.68	$-3.01	-0.04	0.00	1.55	0.50	68.40	65.39	-1.05	$-105.00	155.00	2	0.0	392.000	-3.01	2023-10-05
MKC231117C00070000	MKC	CALL	Long	70.00	Manually triggered. Moving in unfavorable direction.	$-0.35	-0.23	$-0.80	-0.01	-0.02	1.55	1.20	68.40	67.60	-0.35	$-35.00	155.00	1	0.0	392.000	-0.80	2023-10-04
MKC231117C00070000	MKC	CALL	Long	70.00	None	$0.00	0.00	$0.00	0.00	0.00	1.55	1.55	68.40	68.40	0.00	$0.00	155.00	0	642.0	3.000	0.00	2023-10-03

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