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View Outliers PnL Drill-Down: MLCO231208C00009000

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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
2023-11-07	MLCO	MLCO231208C00009000	9.00	48.0	15.000	0.561	0.252	0.0	1.4	0.010	0.070	1.500	0.15	7.54	2023-12-08	CALL	Long	0.229	0.281	-0.154

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	MLCO	0.818	0.108	0.218	0.143	0.120	-0.005	6.34	-0.087	0.0000	5.05	9.23	21	1y	6.70

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
MLCO231208C00009000	MLCO	CALL	Long	9.00	None	$-0.10	-0.67	$0.18	0.02	3.92	0.15	0.05	7.54	7.72	-0.10	$-10.00	15.00	30	20.0	170.000	0.18	2023-12-07
MLCO231208C00009000	MLCO	CALL	Long	9.00	None	$-0.10	-0.67	$0.16	0.02	0.58	0.15	0.05	7.54	7.70	-0.10	$-10.00	15.00	29	0.0	170.000	0.16	2023-12-06
MLCO231208C00009000	MLCO	CALL	Long	9.00	None	$-0.10	-0.67	$-0.12	-0.02	0.82	0.15	0.05	7.54	7.42	-0.10	$-10.00	15.00	28	0.0	170.000	-0.12	2023-12-05
MLCO231208C00009000	MLCO	CALL	Long	9.00	None	$-0.10	-0.67	$-0.38	-0.05	1.98	0.15	0.05	7.54	7.16	-0.10	$-10.00	15.00	27	0.0	170.000	-0.38	2023-12-04
MLCO231208C00009000	MLCO	CALL	Long	9.00	None	$-0.10	-0.67	$-0.58	-0.08	1.93	0.15	0.05	7.54	6.96	-0.10	$-10.00	15.00	26	0.0	170.000	-0.58	2023-12-03
MLCO231208C00009000	MLCO	CALL	Long	9.00	None	$-0.10	-0.67	$-0.58	-0.08	1.75	0.15	0.05	7.54	6.96	-0.10	$-10.00	15.00	25	0.0	170.000	-0.58	2023-12-02
MLCO231208C00009000	MLCO	CALL	Long	9.00	None	$-0.10	-0.67	$-0.58	-0.08	1.60	0.15	0.05	7.54	6.96	-0.10	$-10.00	15.00	24	0.0	170.000	-0.58	2023-12-01
MLCO231208C00009000	MLCO	CALL	Long	9.00	None	$-0.10	-0.67	$-0.56	-0.07	1.67	0.15	0.05	7.54	6.98	-0.10	$-10.00	15.00	23	0.0	170.000	-0.56	2023-11-30
MLCO231208C00009000	MLCO	CALL	Long	9.00	None	$-0.10	-0.67	$-0.55	-0.07	1.66	0.15	0.05	7.54	6.99	-0.10	$-10.00	15.00	22	0.0	170.000	-0.55	2023-11-29
MLCO231208C00009000	MLCO	CALL	Long	9.00	None	$-0.10	-0.67	$-0.30	-0.04	1.28	0.15	0.05	7.54	7.24	-0.10	$-10.00	15.00	21	0.0	170.000	-0.30	2023-11-28
MLCO231208C00009000	MLCO	CALL	Long	9.00	None	$-0.10	-0.67	$-0.24	-0.03	1.24	0.15	0.05	7.54	7.30	-0.10	$-10.00	15.00	20	0.0	170.000	-0.24	2023-11-27
MLCO231208C00009000	MLCO	CALL	Long	9.00	None	$-0.10	-0.67	$-0.10	-0.01	0.06	0.15	0.05	7.54	7.44	-0.10	$-10.00	15.00	17	0.0	0.000	-0.10	2023-11-24
MLCO231208C00009000	MLCO	CALL	Long	9.00	None	$-0.10	-0.67	$-0.24	-0.03	-0.31	0.15	0.05	7.54	7.30	-0.10	$-10.00	15.00	16	0.0	0.000	-0.24	2023-11-23
MLCO231208C00009000	MLCO	CALL	Long	9.00	None	$-0.10	-0.67	$-0.29	-0.04	0.17	0.15	0.05	7.54	7.25	-0.10	$-10.00	15.00	15	0.0	170.000	-0.29	2023-11-22
MLCO231208C00009000	MLCO	CALL	Long	9.00	None	$-0.10	-0.67	$-0.38	-0.05	0.91	0.15	0.05	7.54	7.16	-0.10	$-10.00	15.00	14	0.0	170.000	-0.38	2023-11-21
MLCO231208C00009000	MLCO	CALL	Long	9.00	None	$-0.10	-0.67	$-0.16	-0.02	0.10	0.15	0.05	7.54	7.38	-0.10	$-10.00	15.00	13	0.0	170.000	-0.16	2023-11-20
MLCO231208C00009000	MLCO	CALL	Long	9.00	None	$-0.10	-0.67	$-0.28	-0.04	0.11	0.15	0.05	7.54	7.26	-0.10	$-10.00	15.00	12	0.0	150.000	-0.28	2023-11-19
MLCO231208C00009000	MLCO	CALL	Long	9.00	None	$-0.10	-0.67	$-0.28	-0.04	0.10	0.15	0.05	7.54	7.26	-0.10	$-10.00	15.00	10	0.0	150.000	-0.28	2023-11-17
MLCO231208C00009000	MLCO	CALL	Long	9.00	None	$-0.10	-0.67	$-0.45	-0.06	0.13	0.15	0.05	7.54	7.09	-0.10	$-10.00	15.00	9	0.0	150.000	-0.45	2023-11-16
MLCO231208C00009000	MLCO	CALL	Long	9.00	None	$-0.10	-0.67	$-0.16	-0.02	0.02	0.15	0.05	7.54	7.38	-0.10	$-10.00	15.00	8	0.0	150.000	-0.16	2023-11-15
MLCO231208C00009000	MLCO	CALL	Long	9.00	None	$-0.10	-0.67	$-0.28	-0.04	0.05	0.15	0.05	7.54	7.26	-0.10	$-10.00	15.00	7	0.0	149.000	-0.28	2023-11-14
MLCO231208C00009000	MLCO	CALL	Long	9.00	None	$-0.10	-0.67	$-0.65	-0.09	0.04	0.15	0.05	7.54	6.89	-0.10	$-10.00	15.00	6	0.0	149.000	-0.65	2023-11-13
MLCO231208C00009000	MLCO	CALL	Long	9.00	None	$-0.10	-0.67	$-0.39	-0.05	0.06	0.15	0.05	7.54	7.15	-0.10	$-10.00	15.00	3	0.0	88.000	-0.39	2023-11-10
MLCO231208C00009000	MLCO	CALL	Long	9.00	None	$-0.07	-0.47	$-0.23	-0.03	-0.31	0.15	0.08	7.54	7.31	-0.07	$-7.00	15.00	2	0.0	0.000	-0.23	2023-11-09
MLCO231208C00009000	MLCO	CALL	Long	9.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.02; Exit EQ PnL: -0.27	$-0.07	-0.47	$-0.23	-0.03	-0.02	0.15	0.08	7.54	7.31	-0.07	$-7.00	15.00	1	0.0	57.000	-0.23	2023-11-08
MLCO231208C00009000	MLCO	CALL	Long	9.00	None	$0.00	0.00	$0.00	0.00	0.00	0.15	0.15	7.54	7.54	0.00	$0.00	15.00	0	48.0	15.000	0.00	2023-11-07

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