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View Outliers PnL Drill-Down: MODG231215C00010000

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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
2023-11-09	MODG	MODG231215C00010000	10.00	77.0	50.000	0.559	0.244	0.5	0.1	0.010	0.830	0.440	0.89	10.35	2023-12-15	CALL	Long	0.189	0.262	-0.169

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	MODG	0.545	0.064	0.201	0.124	0.137	0.015	8.02	0.022	0.0000	7.92	16.62	21	1y	9.71

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
MODG231215C00010000	MODG	CALL	Long	10.00	None	$3.34	3.75	$3.89	0.38	3.77	0.89	4.23	10.35	14.24	3.34	$334.00	89.00	35	4.0	175.000	3.89	2023-12-14
MODG231215C00010000	MODG	CALL	Long	10.00	None	$2.44	2.74	$3.18	0.31	2.23	0.89	3.33	10.35	13.53	2.44	$244.00	89.00	34	2.0	175.000	3.18	2023-12-13
MODG231215C00010000	MODG	CALL	Long	10.00	None	$1.61	1.81	$2.25	0.22	1.44	0.89	2.50	10.35	12.60	1.61	$161.00	89.00	33	8.0	181.000	2.25	2023-12-12
MODG231215C00010000	MODG	CALL	Long	10.00	None	$2.01	2.26	$2.64	0.26	1.50	0.89	2.90	10.35	12.99	2.01	$201.00	89.00	32	5.0	181.000	2.64	2023-12-11
MODG231215C00010000	MODG	CALL	Long	10.00	None	$1.51	1.70	$2.50	0.24	1.46	0.89	2.40	10.35	12.85	1.51	$151.00	89.00	29	1.0	181.000	2.50	2023-12-08
MODG231215C00010000	MODG	CALL	Long	10.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$1.51	1.70	$2.32	0.22	1.27	0.89	2.40	10.35	12.67	1.51	$151.00	89.00	28	1.0	181.000	2.32	2023-12-07
MODG231215C00010000	MODG	CALL	Long	10.00	None	$1.51	1.70	$2.03	0.20	1.73	0.89	2.40	10.35	12.38	1.51	$151.00	89.00	27	0.0	181.000	2.03	2023-12-06
MODG231215C00010000	MODG	CALL	Long	10.00	None	$2.15	2.42	$1.95	0.19	1.76	0.89	3.04	10.35	12.30	2.15	$215.00	89.00	26	0.0	181.000	1.95	2023-12-05
MODG231215C00010000	MODG	CALL	Long	10.00	None	$2.15	2.42	$2.80	0.27	2.10	0.89	3.04	10.35	13.15	2.15	$215.00	89.00	25	0.0	181.000	2.80	2023-12-04
MODG231215C00010000	MODG	CALL	Long	10.00	None	$2.15	2.42	$2.72	0.26	1.85	0.89	3.04	10.35	13.07	2.15	$215.00	89.00	24	0.0	191.000	2.72	2023-12-03
MODG231215C00010000	MODG	CALL	Long	10.00	None	$2.15	2.42	$2.72	0.26	1.78	0.89	3.04	10.35	13.07	2.15	$215.00	89.00	23	0.0	191.000	2.72	2023-12-02
MODG231215C00010000	MODG	CALL	Long	10.00	None	$2.15	2.42	$2.71	0.26	1.70	0.89	3.04	10.35	13.06	2.15	$215.00	89.00	22	0.0	191.000	2.71	2023-12-01
MODG231215C00010000	MODG	CALL	Long	10.00	None	$1.36	1.53	$1.92	0.19	1.32	0.89	2.25	10.35	12.27	1.36	$136.00	89.00	21	0.0	191.000	1.92	2023-11-30
MODG231215C00010000	MODG	CALL	Long	10.00	None	$1.36	1.53	$1.91	0.18	1.22	0.89	2.25	10.35	12.26	1.36	$136.00	89.00	20	0.0	191.000	1.91	2023-11-29
MODG231215C00010000	MODG	CALL	Long	10.00	None	$1.36	1.53	$1.94	0.19	1.54	0.89	2.25	10.35	12.29	1.36	$136.00	89.00	19	0.0	191.000	1.94	2023-11-28
MODG231215C00010000	MODG	CALL	Long	10.00	None	$1.01	1.13	$1.67	0.16	0.94	0.89	1.90	10.35	12.02	1.01	$101.00	89.00	18	0.0	191.000	1.67	2023-11-27
MODG231215C00010000	MODG	CALL	Long	10.00	None	$1.11	1.25	$1.41	0.14	1.27	0.89	2.00	10.35	11.76	1.11	$111.00	89.00	15	0.0	0.000	1.41	2023-11-24
MODG231215C00010000	MODG	CALL	Long	10.00	None	$1.11	1.25	$1.34	0.13	0.00	0.89	2.00	10.35	11.69	1.11	$111.00	89.00	14	0.0	0.000	1.34	2023-11-23
MODG231215C00010000	MODG	CALL	Long	10.00	None	$0.73	0.82	$1.30	0.13	0.90	0.89	1.62	10.35	11.65	0.73	$73.00	89.00	13	0.0	191.000	1.30	2023-11-22
MODG231215C00010000	MODG	CALL	Long	10.00	None	$1.09	1.22	$1.30	0.13	0.80	0.89	1.98	10.35	11.65	1.09	$109.00	89.00	12	0.0	184.000	1.30	2023-11-21
MODG231215C00010000	MODG	CALL	Long	10.00	None	$1.11	1.25	$1.67	0.16	0.64	0.89	2.00	10.35	12.02	1.11	$111.00	89.00	11	0.0	194.000	1.67	2023-11-20
MODG231215C00010000	MODG	CALL	Long	10.00	None	$1.11	1.25	$1.57	0.15	0.60	0.89	2.00	10.35	11.92	1.11	$111.00	89.00	10	0.0	195.000	1.57	2023-11-19
MODG231215C00010000	MODG	CALL	Long	10.00	None	$1.11	1.25	$1.57	0.15	0.59	0.89	2.00	10.35	11.92	1.11	$111.00	89.00	8	0.0	195.000	1.57	2023-11-17
MODG231215C00010000	MODG	CALL	Long	10.00	None	$0.91	1.02	$1.26	0.12	0.54	0.89	1.80	10.35	11.61	0.91	$91.00	89.00	7	0.0	178.000	1.26	2023-11-16
MODG231215C00010000	MODG	CALL	Long	10.00	None	$1.11	1.25	$1.53	0.15	0.62	0.89	2.00	10.35	11.88	1.11	$111.00	89.00	6	0.0	176.000	1.53	2023-11-15
MODG231215C00010000	MODG	CALL	Long	10.00	None	$0.56	0.63	$0.85	0.08	0.54	0.89	1.45	10.35	11.20	0.56	$56.00	89.00	5	0.0	161.000	0.85	2023-11-14
MODG231215C00010000	MODG	CALL	Long	10.00	None	$-0.29	-0.33	$-0.29	-0.03	0.51	0.89	0.60	10.35	10.06	-0.29	$-29.00	89.00	4	0.0	101.000	-0.29	2023-11-13
MODG231215C00010000	MODG	CALL	Long	10.00	None	$-0.29	-0.33	$-0.30	-0.03	0.52	0.89	0.60	10.35	10.05	-0.29	$-29.00	89.00	1	0.0	97.000	-0.30	2023-11-10
MODG231215C00010000	MODG	CALL	Long	10.00	None	$0.00	0.00	$0.00	0.00	0.00	0.89	0.89	10.35	10.35	0.00	$0.00	89.00	0	0.0	0.000	0.00	2023-11-09

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