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View Outliers PnL Drill-Down: MO231201C00040000

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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
2023-10-26	MO	MO231201C00040000	40.00	152.0	46.000	0.245	0.100	0.2	0.8	0.000	0.780	1.370	0.78	39.26	2023-12-01	CALL	Long	0.060	0.105	-0.083

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	MO	0.727	0.027	0.086	0.053	0.044	-0.042	54.13	0.397	0.0000	39.73	57.74	21	1y	52.48

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
MO231201C00040000	MO	CALL	Long	40.00	None	$1.23	1.58	$2.77	0.07	0.37	0.78	2.01	39.26	42.03	1.23	$123.00	78.00	35	0.0	702.000	2.77	2023-11-30
MO231201C00040000	MO	CALL	Long	40.00	None	$1.13	1.45	$2.50	0.06	0.37	0.78	1.91	39.26	41.76	1.13	$113.00	78.00	34	0.0	703.000	2.50	2023-11-29
MO231201C00040000	MO	CALL	Long	40.00	None	$0.91	1.17	$2.56	0.07	0.19	0.78	1.69	39.26	41.82	0.91	$91.00	78.00	33	0.0	715.000	2.56	2023-11-28
MO231201C00040000	MO	CALL	Long	40.00	None	$0.80	1.03	$2.27	0.06	0.08	0.78	1.58	39.26	41.53	0.80	$80.00	78.00	32	0.0	715.000	2.27	2023-11-27
MO231201C00040000	MO	CALL	Long	40.00	None	$0.61	0.78	$2.21	0.06	-0.02	0.78	1.39	39.26	41.47	0.61	$61.00	78.00	29	0.0	0.000	2.21	2023-11-24
MO231201C00040000	MO	CALL	Long	40.00	None	$0.46	0.59	$1.93	0.05	-0.24	0.78	1.24	39.26	41.19	0.46	$46.00	78.00	28	0.0	0.000	1.93	2023-11-23
MO231201C00040000	MO	CALL	Long	40.00	None	$0.16	0.21	$1.89	0.05	-0.24	0.78	0.94	39.26	41.15	0.16	$16.00	78.00	27	0.0	736.000	1.89	2023-11-22
MO231201C00040000	MO	CALL	Long	40.00	None	$0.16	0.21	$1.50	0.04	-0.05	0.78	0.94	39.26	40.76	0.16	$16.00	78.00	26	0.0	736.000	1.50	2023-11-21
MO231201C00040000	MO	CALL	Long	40.00	None	$0.18	0.23	$1.58	0.04	-0.06	0.78	0.96	39.26	40.84	0.18	$18.00	78.00	25	0.0	698.000	1.58	2023-11-20
MO231201C00040000	MO	CALL	Long	40.00	None	$0.34	0.44	$1.56	0.04	-0.06	0.78	1.12	39.26	40.82	0.34	$34.00	78.00	24	0.0	707.000	1.56	2023-11-19
MO231201C00040000	MO	CALL	Long	40.00	None	$0.34	0.44	$1.56	0.04	-0.06	0.78	1.12	39.26	40.82	0.34	$34.00	78.00	22	0.0	707.000	1.56	2023-11-17
MO231201C00040000	MO	CALL	Long	40.00	None	$0.03	0.04	$1.44	0.04	-0.07	0.78	0.81	39.26	40.70	0.03	$3.00	78.00	21	0.0	814.000	1.44	2023-11-16
MO231201C00040000	MO	CALL	Long	40.00	None	$-0.01	-0.01	$1.49	0.04	-0.05	0.78	0.77	39.26	40.75	-0.01	$-1.00	78.00	20	0.0	453.000	1.49	2023-11-15
MO231201C00040000	MO	CALL	Long	40.00	None	$-0.10	-0.13	$0.96	0.02	-0.08	0.78	0.68	39.26	40.22	-0.10	$-10.00	78.00	19	0.0	459.000	0.96	2023-11-14
MO231201C00040000	MO	CALL	Long	40.00	None	$-0.17	-0.22	$0.73	0.02	-0.07	0.78	0.61	39.26	39.99	-0.17	$-17.00	78.00	18	0.0	450.000	0.73	2023-11-13
MO231201C00040000	MO	CALL	Long	40.00	None	$0.01	0.01	$0.76	0.02	-0.04	0.78	0.79	39.26	40.02	0.01	$1.00	78.00	15	0.0	448.000	0.76	2023-11-10
MO231201C00040000	MO	CALL	Long	40.00	None	$0.07	0.09	$0.85	0.02	-0.24	0.78	0.85	39.26	40.11	0.07	$7.00	78.00	14	0.0	0.000	0.85	2023-11-09
MO231201C00040000	MO	CALL	Long	40.00	None	$0.07	0.09	$0.85	0.02	-0.04	0.78	0.85	39.26	40.11	0.07	$7.00	78.00	13	0.0	438.000	0.85	2023-11-08
MO231201C00040000	MO	CALL	Long	40.00	None	$0.05	0.06	$0.94	0.02	-0.02	0.78	0.83	39.26	40.20	0.05	$5.00	78.00	12	0.0	434.000	0.94	2023-11-07
MO231201C00040000	MO	CALL	Long	40.00	None	$0.44	0.56	$1.28	0.03	-0.04	0.78	1.22	39.26	40.54	0.44	$44.00	78.00	11	0.0	422.000	1.28	2023-11-06
MO231201C00040000	MO	CALL	Long	40.00	None	$0.44	0.56	$1.28	0.03	-0.04	0.78	1.22	39.26	40.54	0.44	$44.00	78.00	10	0.0	422.000	1.28	2023-11-05
MO231201C00040000	MO	CALL	Long	40.00	None	$0.57	0.73	$1.41	0.04	-0.04	0.78	1.35	39.26	40.67	0.57	$57.00	78.00	8	0.0	402.000	1.41	2023-11-03
MO231201C00040000	MO	CALL	Long	40.00	None	$0.43	0.55	$1.41	0.04	-0.04	0.78	1.21	39.26	40.67	0.43	$43.00	78.00	7	0.0	319.000	1.41	2023-11-02
MO231201C00040000	MO	CALL	Long	40.00	None	$0.08	0.10	$0.64	0.02	-0.05	0.78	0.86	39.26	39.90	0.08	$8.00	78.00	6	0.0	309.000	0.64	2023-11-01
MO231201C00040000	MO	CALL	Long	40.00	None	$0.17	0.22	$0.91	0.02	-0.04	0.78	0.95	39.26	40.17	0.17	$17.00	78.00	5	0.0	299.000	0.91	2023-10-31
MO231201C00040000	MO	CALL	Long	40.00	Exit OP PnL: $37.00;Exit EQ PnL: 0.26; Position surpassed Take Profit. Latest OP price is: $1.15 (EQ: $40.25); Initial OP price was: $0.78 (EQ: $39.99). Option Percentage Gain: 0.4743589743589743589743589744 > STOP_LOSS: -0.16	$0.37	0.47	$0.99	0.03	-0.03	0.78	1.15	39.26	40.25	0.37	$37.00	78.00	4	0.0	181.000	0.99	2023-10-30
MO231201C00040000	MO	CALL	Long	40.00	None	$-0.12	-0.15	$0.04	0.00	-0.03	0.78	0.66	39.26	39.30	-0.12	$-12.00	78.00	1	0.0	160.000	0.04	2023-10-27
MO231201C00040000	MO	CALL	Long	40.00	None	$0.00	0.00	$0.00	0.00	0.00	0.78	0.78	39.26	39.26	0.00	$0.00	78.00	0	152.0	46.000	0.00	2023-10-26

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