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View Outliers PnL Drill-Down: MOMO240419C00006000

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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
2024-03-14	MOMO	MOMO240419C00006000	6.00	2613.0	216.000	0.553	0.297	0.2	0.2	0.030	0.360	0.370	0.40	5.96	2024-04-19	CALL	Long	0.172	0.308	-0.223

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	MOMO	0.818	0.067	0.288	0.135	0.139	0.025	7.56	0.163	0.0000	4.84	7.86	21	1y	6.95

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
MOMO240419C00006000	MOMO	CALL	Long	6.00	None	$-0.20	-0.50	$-0.28	-0.05	0.17	0.40	0.20	5.96	5.68	-0.20	$-20.00	40.00	35	357.0	2265.000	-0.28	2024-04-18
MOMO240419C00006000	MOMO	CALL	Long	6.00	None	$-0.20	-0.50	$-0.44	-0.07	0.24	0.40	0.20	5.96	5.52	-0.20	$-20.00	40.00	34	357.0	2265.000	-0.44	2024-04-17
MOMO240419C00006000	MOMO	CALL	Long	6.00	None	$-0.20	-0.50	$-0.40	-0.07	0.09	0.40	0.20	5.96	5.56	-0.20	$-20.00	40.00	33	357.0	2265.000	-0.40	2024-04-16
MOMO240419C00006000	MOMO	CALL	Long	6.00	None	$-0.20	-0.50	$-0.51	-0.09	0.12	0.40	0.20	5.96	5.45	-0.20	$-20.00	40.00	32	357.0	2265.000	-0.51	2024-04-15
MOMO240419C00006000	MOMO	CALL	Long	6.00	None	$-0.20	-0.50	$-0.66	-0.11	0.10	0.40	0.20	5.96	5.30	-0.20	$-20.00	40.00	29	357.0	2265.000	-0.66	2024-04-12
MOMO240419C00006000	MOMO	CALL	Long	6.00	None	$-0.20	-0.50	$-0.42	-0.07	-0.43	0.40	0.20	5.96	5.54	-0.20	$-20.00	40.00	28	357.0	2265.000	-0.42	2024-04-11
MOMO240419C00006000	MOMO	CALL	Long	6.00	None	$-0.20	-0.50	$0.12	0.02	-0.03	0.40	0.20	5.96	6.08	-0.20	$-20.00	40.00	27	357.0	2328.000	0.12	2024-04-10
MOMO240419C00006000	MOMO	CALL	Long	6.00	None	$-0.10	-0.25	$0.25	0.04	-0.14	0.40	0.30	5.96	6.21	-0.10	$-10.00	40.00	26	845.0	2412.000	0.25	2024-04-09
MOMO240419C00006000	MOMO	CALL	Long	6.00	None	$-0.20	-0.50	$0.07	0.01	-0.13	0.40	0.20	5.96	6.03	-0.20	$-20.00	40.00	25	20.0	2416.000	0.07	2024-04-08
MOMO240419C00006000	MOMO	CALL	Long	6.00	None	$-0.20	-0.50	$0.03	0.01	-0.13	0.40	0.20	5.96	5.99	-0.20	$-20.00	40.00	22	23.0	2414.000	0.03	2024-04-05
MOMO240419C00006000	MOMO	CALL	Long	6.00	None	$-0.20	-0.50	$0.01	0.00	-0.12	0.40	0.20	5.96	5.97	-0.20	$-20.00	40.00	21	394.0	2233.000	0.01	2024-04-04
MOMO240419C00006000	MOMO	CALL	Long	6.00	None	$-0.10	-0.25	$0.23	0.04	-0.09	0.40	0.30	5.96	6.19	-0.10	$-10.00	40.00	20	52.0	2285.000	0.23	2024-04-03
MOMO240419C00006000	MOMO	CALL	Long	6.00	None	$0.01	0.02	$0.40	0.07	-0.03	0.40	0.41	5.96	6.36	0.01	$1.00	40.00	19	119.0	2503.000	0.40	2024-04-02
MOMO240419C00006000	MOMO	CALL	Long	6.00	None	$0.08	0.20	$0.34	0.06	-0.55	0.40	0.48	5.96	6.30	0.08	$8.00	40.00	18	353.0	2503.000	0.34	2024-04-01
MOMO240419C00006000	MOMO	CALL	Long	6.00	None	$-0.03	-0.08	$0.25	0.04	-0.04	0.40	0.37	5.96	6.21	-0.03	$-3.00	40.00	17	47.0	2679.000	0.25	2024-03-31
MOMO240419C00006000	MOMO	CALL	Long	6.00	None	$-0.03	-0.08	$0.25	0.04	-0.07	0.40	0.37	5.96	6.21	-0.03	$-3.00	40.00	16	47.0	2679.000	0.25	2024-03-30
MOMO240419C00006000	MOMO	CALL	Long	6.00	None	$-0.03	-0.08	$0.25	0.04	-0.08	0.40	0.37	5.96	6.21	-0.03	$-3.00	40.00	15	47.0	2679.000	0.25	2024-03-29
MOMO240419C00006000	MOMO	CALL	Long	6.00	None	$-0.03	-0.08	$0.25	0.04	-0.09	0.40	0.37	5.96	6.21	-0.03	$-3.00	40.00	14	47.0	2679.000	0.25	2024-03-28
MOMO240419C00006000	MOMO	CALL	Long	6.00	None	$0.00	0.00	$0.28	0.05	-0.05	0.40	0.40	5.96	6.24	0.00	$0.00	40.00	13	23.0	2698.000	0.28	2024-03-27
MOMO240419C00006000	MOMO	CALL	Long	6.00	None	$-0.06	-0.15	$0.16	0.03	-0.02	0.40	0.34	5.96	6.12	-0.06	$-6.00	40.00	12	54.0	2718.000	0.16	2024-03-26
MOMO240419C00006000	MOMO	CALL	Long	6.00	None	$-0.19	-0.48	$-0.05	-0.01	-0.09	0.40	0.21	5.96	5.91	-0.19	$-19.00	40.00	11	135.0	2621.000	-0.05	2024-03-25
MOMO240419C00006000	MOMO	CALL	Long	6.00	None	$-0.22	-0.55	$-0.27	-0.05	-0.05	0.40	0.18	5.96	5.69	-0.22	$-22.00	40.00	8	152.0	2600.000	-0.27	2024-03-22
MOMO240419C00006000	MOMO	CALL	Long	6.00	None	$-0.18	-0.45	$-0.05	-0.01	-0.05	0.40	0.22	5.96	5.91	-0.18	$-18.00	40.00	7	199.0	2647.000	-0.05	2024-03-21
MOMO240419C00006000	MOMO	CALL	Long	6.00	None	$-0.10	-0.25	$0.08	0.01	-0.16	0.40	0.30	5.96	6.04	-0.10	$-10.00	40.00	6	57.0	2664.000	0.08	2024-03-20
MOMO240419C00006000	MOMO	CALL	Long	6.00	None	$-0.11	-0.28	$-0.03	-0.01	-0.08	0.40	0.29	5.96	5.93	-0.11	$-11.00	40.00	5	946.0	2934.000	-0.03	2024-03-19
MOMO240419C00006000	MOMO	CALL	Long	6.00	None	$-0.20	-0.50	$-0.11	-0.02	-0.10	0.40	0.20	5.96	5.85	-0.20	$-20.00	40.00	4	596.0	2606.000	-0.11	2024-03-18
MOMO240419C00006000	MOMO	CALL	Long	6.00	Exit OP PnL: $-0.10;Exit EQ PnL: 0.13; Position is Long and position continued to lose. Latest OP price is: $0.30 (EQ: $6.09). Initial OP price was: $0.40 (EQ: $5.96). Surpassed Stop Loss Percentage: -0.25 < -0.16.	$-0.05	-0.12	$0.01	0.00	-0.07	0.40	0.35	5.96	5.97	-0.05	$-5.00	40.00	1	77.0	2625.000	0.01	2024-03-15
MOMO240419C00006000	MOMO	CALL	Long	6.00	None	$0.00	0.00	$0.00	0.00	0.00	0.40	0.40	5.96	5.96	0.00	$0.00	40.00	0	2613.0	216.000	0.00	2024-03-14

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