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View Outliers PnL Drill-Down: NWG240216C00005000

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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
2023-10-27	NWG	NWG240216C00005000	5.00	8.0	85.000	0.412	0.232	0.0	0.6	0.010	0.160	0.680	0.20	4.42	2024-02-16	CALL	Long	0.127	0.188	-0.131

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	NWG	0.727	0.056	0.136	0.082	0.061	-0.017	10.23	0.314	0.0000	5.20	10.63	21	1y	9.80

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
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.60	3.00	$1.01	0.23	0.31	0.20	0.80	4.42	5.43	0.60	$60.00	20.00	105	1.0	1718.000	1.01	2024-02-09
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.60	3.00	$1.09	0.25	0.17	0.20	0.80	4.42	5.51	0.60	$60.00	20.00	104	1.0	1718.000	1.09	2024-02-08
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.60	3.00	$1.17	0.26	0.21	0.20	0.80	4.42	5.59	0.60	$60.00	20.00	103	1.0	1718.000	1.17	2024-02-07
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.60	3.00	$1.19	0.27	0.18	0.20	0.80	4.42	5.61	0.60	$60.00	20.00	102	1.0	1718.000	1.19	2024-02-06
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.60	3.00	$1.14	0.26	-0.41	0.20	0.80	4.42	5.56	0.60	$60.00	20.00	101	1.0	1718.000	1.14	2024-02-05
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.60	3.00	$1.23	0.28	-0.41	0.20	0.80	4.42	5.65	0.60	$60.00	20.00	100	1.0	1718.000	1.23	2024-02-04
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.60	3.00	$1.23	0.28	0.27	0.20	0.80	4.42	5.65	0.60	$60.00	20.00	98	1.0	1718.000	1.23	2024-02-02
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.60	3.00	$1.34	0.30	0.27	0.20	0.80	4.42	5.76	0.60	$60.00	20.00	97	1.0	1719.000	1.34	2024-02-01
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.64	3.20	$1.30	0.29	0.70	0.20	0.84	4.42	5.72	0.64	$64.00	20.00	96	1.0	1719.000	1.30	2024-01-31
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.64	3.20	$1.40	0.32	0.73	0.20	0.84	4.42	5.82	0.64	$64.00	20.00	95	1.0	1720.000	1.40	2024-01-30
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.50	2.50	$1.34	0.30	0.56	0.20	0.70	4.42	5.76	0.50	$50.00	20.00	94	46.0	1720.000	1.34	2024-01-29
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.50	2.50	$1.35	0.31	0.17	0.20	0.70	4.42	5.77	0.50	$50.00	20.00	93	46.0	1720.000	1.35	2024-01-28
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.50	2.50	$1.35	0.31	0.16	0.20	0.70	4.42	5.77	0.50	$50.00	20.00	92	46.0	1720.000	1.35	2024-01-27
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.50	2.50	$1.36	0.31	0.13	0.20	0.70	4.42	5.78	0.50	$50.00	20.00	91	46.0	1720.000	1.36	2024-01-26
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.50	2.50	$1.22	0.28	0.10	0.20	0.70	4.42	5.64	0.50	$50.00	20.00	90	46.0	0.000	1.22	2024-01-25
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.31	1.55	$1.17	0.26	0.19	0.20	0.51	4.42	5.59	0.31	$31.00	20.00	89	15.0	1764.000	1.17	2024-01-24
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.31	1.55	$1.09	0.25	0.09	0.20	0.51	4.42	5.51	0.31	$31.00	20.00	88	15.0	1764.000	1.09	2024-01-23
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.31	1.55	$1.09	0.25	0.06	0.20	0.51	4.42	5.51	0.31	$31.00	20.00	87	15.0	1764.000	1.09	2024-01-22
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.31	1.55	$0.96	0.22	0.15	0.20	0.51	4.42	5.38	0.31	$31.00	20.00	84	15.0	1764.000	0.96	2024-01-19
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.31	1.55	$0.92	0.21	0.10	0.20	0.51	4.42	5.34	0.31	$31.00	20.00	83	15.0	1764.000	0.92	2024-01-18
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.31	1.55	$0.84	0.19	0.10	0.20	0.51	4.42	5.26	0.31	$31.00	20.00	82	15.0	1764.000	0.84	2024-01-17
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.31	1.55	$0.97	0.22	0.11	0.20	0.51	4.42	5.39	0.31	$31.00	20.00	81	15.0	1764.000	0.97	2024-01-16
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.31	1.55	$1.04	0.24	0.08	0.20	0.51	4.42	5.46	0.31	$31.00	20.00	77	15.0	1764.000	1.04	2024-01-12
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.31	1.55	$1.07	0.24	0.12	0.20	0.51	4.42	5.49	0.31	$31.00	20.00	76	15.0	1779.000	1.07	2024-01-11
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.65	3.25	$1.13	0.26	0.12	0.20	0.85	4.42	5.55	0.65	$65.00	20.00	75	1.0	1779.000	1.13	2024-01-10
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.65	3.25	$1.26	0.29	0.21	0.20	0.85	4.42	5.68	0.65	$65.00	20.00	74	1.0	1779.000	1.26	2024-01-09
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.65	3.25	$1.37	0.31	0.56	0.20	0.85	4.42	5.79	0.65	$65.00	20.00	73	1.0	1779.000	1.37	2024-01-08
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.65	3.25	$1.30	0.29	0.29	0.20	0.85	4.42	5.72	0.65	$65.00	20.00	70	1.0	1778.000	1.30	2024-01-05
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.65	3.25	$1.22	0.28	-0.41	0.20	0.85	4.42	5.64	0.65	$65.00	20.00	69	15.0	1778.000	1.22	2024-01-04
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.65	3.25	$1.21	0.27	-0.41	0.20	0.85	4.42	5.63	0.65	$65.00	20.00	68	15.0	1778.000	1.21	2024-01-03
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.65	3.25	$1.21	0.27	-0.41	0.20	0.85	4.42	5.63	0.65	$65.00	20.00	67	15.0	1778.000	1.21	2024-01-02
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.65	3.25	$1.21	0.27	0.14	0.20	0.85	4.42	5.63	0.65	$65.00	20.00	66	15.0	1763.000	1.21	2024-01-01
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.65	3.25	$1.21	0.27	0.12	0.20	0.85	4.42	5.63	0.65	$65.00	20.00	64	15.0	1763.000	1.21	2023-12-30
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.65	3.25	$1.21	0.27	0.11	0.20	0.85	4.42	5.63	0.65	$65.00	20.00	63	15.0	1763.000	1.21	2023-12-29
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.25	1.25	$1.23	0.28	0.24	0.20	0.45	4.42	5.65	0.25	$25.00	20.00	62	3.0	1763.000	1.23	2023-12-28
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.25	1.25	$1.26	0.29	0.12	0.20	0.45	4.42	5.68	0.25	$25.00	20.00	61	3.0	1763.000	1.26	2023-12-27
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.25	1.25	$1.28	0.29	0.23	0.20	0.45	4.42	5.70	0.25	$25.00	20.00	60	3.0	1763.000	1.28	2023-12-26
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.25	1.25	$1.23	0.28	0.14	0.20	0.45	4.42	5.65	0.25	$25.00	20.00	59	3.0	1763.000	1.23	2023-12-25
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.25	1.25	$1.23	0.28	0.14	0.20	0.45	4.42	5.65	0.25	$25.00	20.00	57	3.0	1763.000	1.23	2023-12-23
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.25	1.25	$1.24	0.28	0.12	0.20	0.45	4.42	5.66	0.25	$25.00	20.00	56	3.0	1763.000	1.24	2023-12-22
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.25	1.25	$1.17	0.26	0.19	0.20	0.45	4.42	5.59	0.25	$25.00	20.00	55	3.0	1763.000	1.17	2023-12-21
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.25	1.25	$1.16	0.26	0.12	0.20	0.45	4.42	5.58	0.25	$25.00	20.00	54	3.0	1763.000	1.16	2023-12-20
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.25	1.25	$1.25	0.28	0.16	0.20	0.45	4.42	5.67	0.25	$25.00	20.00	53	3.0	1764.000	1.25	2023-12-19
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.25	1.25	$1.19	0.27	0.15	0.20	0.45	4.42	5.61	0.25	$25.00	20.00	52	3.0	1764.000	1.19	2023-12-18
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.25	1.25	$1.25	0.28	0.28	0.20	0.45	4.42	5.67	0.25	$25.00	20.00	50	3.0	1764.000	1.25	2023-12-16
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.25	1.25	$1.25	0.28	0.08	0.20	0.45	4.42	5.67	0.25	$25.00	20.00	49	3.0	1764.000	1.25	2023-12-15
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.25	1.25	$1.36	0.31	0.23	0.20	0.45	4.42	5.78	0.25	$25.00	20.00	48	3.0	1765.000	1.36	2023-12-14
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.25	1.25	$1.22	0.28	0.23	0.20	0.45	4.42	5.64	0.25	$25.00	20.00	47	3.0	1766.000	1.22	2023-12-13
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.25	1.25	$1.09	0.25	0.09	0.20	0.45	4.42	5.51	0.25	$25.00	20.00	46	3.0	0.000	1.09	2023-12-12
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.25	1.25	$1.14	0.26	0.11	0.20	0.45	4.42	5.56	0.25	$25.00	20.00	45	3.0	1766.000	1.14	2023-12-11
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.25	1.25	$1.19	0.27	0.04	0.20	0.45	4.42	5.61	0.25	$25.00	20.00	42	3.0	1766.000	1.19	2023-12-08
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.25	1.25	$1.18	0.27	0.06	0.20	0.45	4.42	5.60	0.25	$25.00	20.00	41	3.0	1766.000	1.18	2023-12-07
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.25	1.25	$1.08	0.24	0.14	0.20	0.45	4.42	5.50	0.25	$25.00	20.00	40	0.0	1766.000	1.08	2023-12-06
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.25	1.25	$1.02	0.23	0.06	0.20	0.45	4.42	5.44	0.25	$25.00	20.00	39	0.0	1766.000	1.02	2023-12-05
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.25	1.25	$1.07	0.24	0.07	0.20	0.45	4.42	5.49	0.25	$25.00	20.00	38	0.0	1766.000	1.07	2023-12-04
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.25	1.25	$1.04	0.24	0.04	0.20	0.45	4.42	5.46	0.25	$25.00	20.00	37	0.0	1766.000	1.04	2023-12-03
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.25	1.25	$1.04	0.24	0.04	0.20	0.45	4.42	5.46	0.25	$25.00	20.00	36	0.0	1766.000	1.04	2023-12-02
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.25	1.25	$1.03	0.23	0.04	0.20	0.45	4.42	5.45	0.25	$25.00	20.00	35	0.0	1766.000	1.03	2023-12-01
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.25	1.25	$0.94	0.21	0.17	0.20	0.45	4.42	5.36	0.25	$25.00	20.00	34	0.0	1766.000	0.94	2023-11-30
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.25	1.25	$0.88	0.20	0.15	0.20	0.45	4.42	5.30	0.25	$25.00	20.00	33	0.0	1766.000	0.88	2023-11-29
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.25	1.25	$0.78	0.18	0.16	0.20	0.45	4.42	5.20	0.25	$25.00	20.00	32	0.0	1766.000	0.78	2023-11-28
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.25	1.25	$0.76	0.17	0.14	0.20	0.45	4.42	5.18	0.25	$25.00	20.00	31	0.0	1766.000	0.76	2023-11-27
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.25	1.25	$0.81	0.18	0.18	0.20	0.45	4.42	5.23	0.25	$25.00	20.00	28	0.0	0.000	0.81	2023-11-24
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.25	1.25	$0.71	0.16	-0.41	0.20	0.45	4.42	5.13	0.25	$25.00	20.00	27	0.0	0.000	0.71	2023-11-23
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.25	1.25	$0.69	0.16	-0.01	0.20	0.45	4.42	5.11	0.25	$25.00	20.00	26	0.0	1766.000	0.69	2023-11-22
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.25	1.25	$0.77	0.17	-0.01	0.20	0.45	4.42	5.19	0.25	$25.00	20.00	25	0.0	1766.000	0.77	2023-11-21
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.25	1.25	$0.82	0.19	0.16	0.20	0.45	4.42	5.24	0.25	$25.00	20.00	24	0.0	1771.000	0.82	2023-11-20
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.31	1.55	$0.83	0.19	-0.00	0.20	0.51	4.42	5.25	0.31	$31.00	20.00	23	0.0	1770.000	0.83	2023-11-19
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.31	1.55	$0.83	0.19	-0.01	0.20	0.51	4.42	5.25	0.31	$31.00	20.00	21	0.0	1770.000	0.83	2023-11-17
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.05	0.25	$0.57	0.13	0.14	0.20	0.25	4.42	4.99	0.05	$5.00	20.00	20	0.0	1770.000	0.57	2023-11-16
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.05	0.25	$0.70	0.16	-0.03	0.20	0.25	4.42	5.12	0.05	$5.00	20.00	19	0.0	1770.000	0.70	2023-11-15
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.05	0.25	$0.64	0.14	0.15	0.20	0.25	4.42	5.06	0.05	$5.00	20.00	18	0.0	1770.000	0.64	2023-11-14
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.05	0.25	$0.39	0.09	-0.08	0.20	0.25	4.42	4.81	0.05	$5.00	20.00	17	0.0	1778.000	0.39	2023-11-13
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.15	0.75	$0.47	0.11	-0.06	0.20	0.35	4.42	4.89	0.15	$15.00	20.00	14	0.0	1777.000	0.47	2023-11-10
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.10	0.50	$0.45	0.10	-0.40	0.20	0.30	4.42	4.87	0.10	$10.00	20.00	13	0.0	0.000	0.45	2023-11-09
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.10	0.50	$0.45	0.10	0.14	0.20	0.30	4.42	4.87	0.10	$10.00	20.00	12	0.0	1772.000	0.45	2023-11-08
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.00	0.00	$0.40	0.09	-0.09	0.20	0.20	4.42	4.82	0.00	$0.00	20.00	11	0.0	1772.000	0.40	2023-11-07
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.00	0.00	$0.28	0.06	-0.04	0.20	0.20	4.42	4.70	0.00	$0.00	20.00	10	0.0	1772.000	0.28	2023-11-06
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.00	0.00	$0.28	0.06	-0.04	0.20	0.20	4.42	4.70	0.00	$0.00	20.00	9	0.0	1772.000	0.28	2023-11-05
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.00	0.00	$0.27	0.06	0.06	0.20	0.20	4.42	4.69	0.00	$0.00	20.00	7	0.0	93.000	0.27	2023-11-03
NWG240216C00005000	NWG	CALL	Long	5.00	None	$-0.09	-0.45	$0.09	0.02	-0.02	0.20	0.11	4.42	4.51	-0.09	$-9.00	20.00	6	0.0	93.000	0.09	2023-11-02
NWG240216C00005000	NWG	CALL	Long	5.00	None	$-0.10	-0.50	$-0.09	-0.02	0.04	0.20	0.10	4.42	4.33	-0.10	$-10.00	20.00	5	0.0	93.000	-0.09	2023-11-01
NWG240216C00005000	NWG	CALL	Long	5.00	Exit OP PnL: $-0.10;Exit EQ PnL: -0.03; Position is Long and position continued to lose. Latest OP price is: $0.10 (EQ: $4.39). Initial OP price was: $0.20 (EQ: $4.42). Surpassed Stop Loss Percentage: -0.5 < -0.16.	$-0.10	-0.50	$-0.03	-0.01	0.08	0.20	0.10	4.42	4.39	-0.10	$-10.00	20.00	4	0.0	93.000	-0.03	2023-10-31
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.00	0.00	$-0.04	-0.01	-0.04	0.20	0.20	4.42	4.38	0.00	$0.00	20.00	3	0.0	0.000	-0.04	2023-10-30
NWG240216C00005000	NWG	CALL	Long	5.00	None	$0.00	0.00	$0.00	0.00	0.00	0.20	0.20	4.42	4.42	0.00	$0.00	20.00	0	8.0	85.000	0.00	2023-10-27

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