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View Outliers PnL Drill-Down: MU240426C00110000

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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
2024-03-21	MU	MU240426C00110000	110.00	469.0	143.000	0.420	0.205	3.4	2.1	-0.010	6.220	4.930	6.42	110.80	2024-04-26	CALL	Short	0.166	0.212	0.141

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	MU	0.636	0.083	0.197	0.136	0.132	0.003	108.60	0.031	0.0000	78.69	153.45	21	1y	105.64

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
MU240426C00110000	MU	CALL	Short	110.00	None	$2.46	0.47	$-1.73	-0.02	0.10	5.24	2.78	109.85	111.58	2.46	$246.00	10985.00	35	2545.0	3672.000	-1.73	2024-04-25
MU240426C00110000	MU	CALL	Short	110.00	None	$2.24	0.43	$-1.93	-0.02	0.11	5.24	3.00	109.85	111.78	2.24	$224.00	10985.00	34	2667.0	3289.000	-1.93	2024-04-24
MU240426C00110000	MU	CALL	Short	110.00	None	$1.61	0.31	$-2.61	-0.02	0.09	5.24	3.63	109.85	112.46	1.61	$161.00	10985.00	33	2340.0	3440.000	-2.61	2024-04-23
MU240426C00110000	MU	CALL	Short	110.00	None	$3.37	0.64	$0.73	0.01	0.08	5.24	1.87	109.85	109.12	3.37	$337.00	10985.00	32	8763.0	2474.000	0.73	2024-04-22
MU240426C00110000	MU	CALL	Short	110.00	None	$3.64	0.69	$3.08	0.03	0.08	5.24	1.60	109.85	106.77	3.64	$364.00	10985.00	29	7072.0	369.000	3.08	2024-04-19
MU240426C00110000	MU	CALL	Short	110.00	None	$1.04	0.20	$-2.08	-0.02	0.06	5.24	4.20	109.85	111.93	1.04	$104.00	10985.00	28	216.0	325.000	-2.08	2024-04-18
MU240426C00110000	MU	CALL	Short	110.00	None	$-3.11	-0.59	$-6.48	-0.06	0.12	5.24	8.35	109.85	116.33	-3.11	$-311.00	10985.00	27	33.0	330.000	-6.48	2024-04-17
MU240426C00110000	MU	CALL	Short	110.00	None	$-7.51	-1.43	$-11.92	-0.11	0.17	5.24	12.75	109.85	121.77	-7.51	$-751.00	10985.00	26	25.0	324.000	-11.92	2024-04-16
MU240426C00110000	MU	CALL	Short	110.00	None	$-7.00	-1.34	$-11.52	-0.10	0.08	5.24	12.24	109.85	121.37	-7.00	$-700.00	10985.00	25	52.0	336.000	-11.52	2024-04-15
MU240426C00110000	MU	CALL	Short	110.00	None	$-7.43	-1.42	$-12.67	-0.12	0.13	5.24	12.67	109.85	122.52	-7.43	$-743.00	10985.00	22	62.0	324.000	-12.67	2024-04-12
MU240426C00110000	MU	CALL	Short	110.00	None	$-12.45	-2.38	$-17.66	-0.16	0.24	5.24	17.69	109.85	127.51	-12.45	$-1245.00	10985.00	21	44.0	292.000	-17.66	2024-04-11
MU240426C00110000	MU	CALL	Short	110.00	None	$-6.65	-1.27	$-12.35	-0.11	0.13	5.24	11.89	109.85	122.20	-6.65	$-665.00	10985.00	20	13.0	293.000	-12.35	2024-04-10
MU240426C00110000	MU	CALL	Short	110.00	None	$-7.48	-1.43	$-12.78	-0.12	0.02	5.24	12.72	109.85	122.63	-7.48	$-748.00	10985.00	19	4.0	292.000	-12.78	2024-04-09
MU240426C00110000	MU	CALL	Short	110.00	None	$-8.71	-1.66	$-13.10	-0.12	0.09	5.24	13.95	109.85	122.95	-8.71	$-871.00	10985.00	18	9.0	286.000	-13.10	2024-04-08
MU240426C00110000	MU	CALL	Short	110.00	None	$-8.99	-1.72	$-13.73	-0.12	0.08	5.24	14.23	109.85	123.58	-8.99	$-899.00	10985.00	15	13.0	293.000	-13.73	2024-04-05
MU240426C00110000	MU	CALL	Short	110.00	None	$-10.10	-1.93	$-14.24	-0.13	0.11	5.24	15.34	109.85	124.09	-10.10	$-1010.00	10985.00	14	180.0	382.000	-14.24	2024-04-04
MU240426C00110000	MU	CALL	Short	110.00	None	$-12.76	-2.44	$-18.16	-0.17	0.16	5.24	18.00	109.85	128.01	-12.76	$-1276.00	10985.00	13	191.0	383.000	-18.16	2024-04-03
MU240426C00110000	MU	CALL	Short	110.00	None	$-9.01	-1.72	$-12.90	-0.12	0.09	5.24	14.25	109.85	122.75	-9.01	$-901.00	10985.00	12	12.0	381.000	-12.90	2024-04-02
MU240426C00110000	MU	CALL	Short	110.00	None	$-9.95	-1.90	$-14.45	-0.13	-0.38	5.24	15.19	109.85	124.30	-9.95	$-995.00	10985.00	11	24.0	381.000	-14.45	2024-04-01
MU240426C00110000	MU	CALL	Short	110.00	None	$-4.76	-0.91	$-8.04	-0.07	-0.38	5.24	10.00	109.85	117.89	-4.76	$-476.00	10985.00	10	14.0	382.000	-8.04	2024-03-31
MU240426C00110000	MU	CALL	Short	110.00	None	$-4.76	-0.91	$-8.04	-0.07	0.06	5.24	10.00	109.85	117.89	-4.76	$-476.00	10985.00	9	14.0	379.000	-8.04	2024-03-30
MU240426C00110000	MU	CALL	Short	110.00	None	$-4.76	-0.91	$-8.04	-0.07	0.06	5.24	10.00	109.85	117.89	-4.76	$-476.00	10985.00	8	14.0	379.000	-8.04	2024-03-29
MU240426C00110000	MU	CALL	Short	110.00	None	$-4.76	-0.91	$-8.04	-0.07	0.05	5.24	10.00	109.85	117.89	-4.76	$-476.00	10985.00	7	14.0	379.000	-8.04	2024-03-28
MU240426C00110000	MU	CALL	Short	110.00	None	$-5.70	-1.09	$-9.40	-0.09	-0.00	5.24	10.94	109.85	119.25	-5.70	$-570.00	10985.00	6	39.0	386.000	-9.40	2024-03-27
MU240426C00110000	MU	CALL	Short	110.00	None	$-6.90	-1.32	$-8.95	-0.08	0.07	5.24	12.14	109.85	118.80	-6.90	$-690.00	10985.00	5	93.0	460.000	-8.95	2024-03-26
MU240426C00110000	MU	CALL	Short	110.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $3.06; Exit EQ PnL: -5.43	$-5.36	-1.02	$-7.28	-0.07	0.06	5.24	10.60	109.85	117.13	-5.36	$-536.00	10985.00	4	351.0	464.000	-7.28	2024-03-25
MU240426C00110000	MU	CALL	Short	110.00	None	$0.34	0.06	$-0.36	-0.00	-0.02	5.24	4.90	109.85	110.21	0.34	$34.00	10985.00	1	232.0	388.000	-0.36	2024-03-22
MU240426C00110000	MU	CALL	Short	110.00	None	$-0.00	-0.00	$-0.00	-0.00	0.00	5.24	5.24	109.85	109.85	-0.00	$-0.00	10985.00	0	492.0	143.000	-0.00	2024-03-21

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