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View Outliers PnL Drill-Down: OCUL240621C00006000

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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
2024-04-18	OCUL	OCUL240621C00006000	6.00	18.0	243.000	1.002	0.529	0.5	0.6	0.020	0.900	0.990	1.00	5.86	2024-06-21	CALL	Long	0.427	0.505	-0.227

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	OCUL	0.636	0.122	0.290	0.207	0.157	0.013	9.02	-1.381	0.0000	3.66	11.47	21	1y	10.78

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
OCUL240621C00006000	OCUL	CALL	Long	6.00	None	$-0.94	-0.94	$-0.37	-0.06	0.04	1.00	0.06	5.86	5.49	-0.94	$-94.00	100.00	61	12.0	1767.000	-0.37	2024-06-18
OCUL240621C00006000	OCUL	CALL	Long	6.00	None	$-0.93	-0.93	$-0.36	-0.06	-0.07	1.00	0.07	5.86	5.50	-0.93	$-93.00	100.00	60	80.0	1756.000	-0.36	2024-06-17
OCUL240621C00006000	OCUL	CALL	Long	6.00	None	$-0.76	-0.76	$-0.11	-0.02	-0.35	1.00	0.24	5.86	5.75	-0.76	$-76.00	100.00	57	126.0	1689.000	-0.11	2024-06-14
OCUL240621C00006000	OCUL	CALL	Long	6.00	None	$-0.75	-0.75	$-0.82	-0.14	0.08	1.00	0.25	5.86	5.04	-0.75	$-75.00	100.00	56	2.0	1687.000	-0.82	2024-06-13
OCUL240621C00006000	OCUL	CALL	Long	6.00	None	$-0.90	-0.90	$-0.93	-0.16	0.12	1.00	0.10	5.86	4.93	-0.90	$-90.00	100.00	55	10.0	1687.000	-0.93	2024-06-12
OCUL240621C00006000	OCUL	CALL	Long	6.00	None	$-0.90	-0.90	$-0.84	-0.14	-0.13	1.00	0.10	5.86	5.02	-0.90	$-90.00	100.00	54	10.0	1686.000	-0.84	2024-06-11
OCUL240621C00006000	OCUL	CALL	Long	6.00	None	$-0.95	-0.95	$-0.88	-0.15	0.09	1.00	0.05	5.86	4.98	-0.95	$-95.00	100.00	53	1.0	1687.000	-0.88	2024-06-10
OCUL240621C00006000	OCUL	CALL	Long	6.00	None	$-0.85	-0.85	$-0.92	-0.16	0.12	1.00	0.15	5.86	4.94	-0.85	$-85.00	100.00	52	6.0	1683.000	-0.92	2024-06-09
OCUL240621C00006000	OCUL	CALL	Long	6.00	None	$-0.85	-0.85	$-0.92	-0.16	0.33	1.00	0.15	5.86	4.94	-0.85	$-85.00	100.00	50	6.0	1683.000	-0.92	2024-06-07
OCUL240621C00006000	OCUL	CALL	Long	6.00	None	$-0.80	-0.80	$-0.66	-0.11	-0.20	1.00	0.20	5.86	5.20	-0.80	$-80.00	100.00	49	100.0	1583.000	-0.66	2024-06-06
OCUL240621C00006000	OCUL	CALL	Long	6.00	None	$-0.81	-0.81	$-0.37	-0.06	0.15	1.00	0.19	5.86	5.49	-0.81	$-81.00	100.00	48	19.0	1587.000	-0.37	2024-06-05
OCUL240621C00006000	OCUL	CALL	Long	6.00	None	$-0.80	-0.80	$-0.56	-0.10	-0.06	1.00	0.20	5.86	5.30	-0.80	$-80.00	100.00	47	30.0	1557.000	-0.56	2024-06-04
OCUL240621C00006000	OCUL	CALL	Long	6.00	None	$-0.70	-0.70	$-0.35	-0.06	-0.19	1.00	0.30	5.86	5.51	-0.70	$-70.00	100.00	46	46.0	1556.000	-0.35	2024-06-03
OCUL240621C00006000	OCUL	CALL	Long	6.00	None	$-0.60	-0.60	$-0.17	-0.03	-0.19	1.00	0.40	5.86	5.69	-0.60	$-60.00	100.00	43	20.0	1541.000	-0.17	2024-05-31
OCUL240621C00006000	OCUL	CALL	Long	6.00	None	$-0.59	-0.59	$-0.06	-0.01	-0.25	1.00	0.41	5.86	5.80	-0.59	$-59.00	100.00	42	4.0	1537.000	-0.06	2024-05-30
OCUL240621C00006000	OCUL	CALL	Long	6.00	None	$-0.67	-0.67	$0.01	0.00	-0.20	1.00	0.33	5.86	5.87	-0.67	$-67.00	100.00	41	2.0	1537.000	0.01	2024-05-29
OCUL240621C00006000	OCUL	CALL	Long	6.00	None	$-0.65	-0.65	$0.07	0.01	-0.41	1.00	0.35	5.86	5.93	-0.65	$-65.00	100.00	40	4.0	1541.000	0.07	2024-05-28
OCUL240621C00006000	OCUL	CALL	Long	6.00	None	$-0.60	-0.60	$-0.06	-0.01	-0.21	1.00	0.40	5.86	5.80	-0.60	$-60.00	100.00	39	44.0	1501.000	-0.06	2024-05-27
OCUL240621C00006000	OCUL	CALL	Long	6.00	None	$-0.60	-0.60	$-0.06	-0.01	-0.18	1.00	0.40	5.86	5.80	-0.60	$-60.00	100.00	36	44.0	1501.000	-0.06	2024-05-24
OCUL240621C00006000	OCUL	CALL	Long	6.00	None	$-0.20	-0.20	$-0.06	-0.01	-0.19	1.00	0.80	5.86	5.80	-0.20	$-20.00	100.00	35	14.0	1501.000	-0.06	2024-05-23
OCUL240621C00006000	OCUL	CALL	Long	6.00	None	$-0.20	-0.20	$0.14	0.02	-0.18	1.00	0.80	5.86	6.00	-0.20	$-20.00	100.00	34	14.0	1501.000	0.14	2024-05-22
OCUL240621C00006000	OCUL	CALL	Long	6.00	None	$-0.20	-0.20	$0.24	0.04	-0.20	1.00	0.80	5.86	6.10	-0.20	$-20.00	100.00	33	14.0	1501.000	0.24	2024-05-21
OCUL240621C00006000	OCUL	CALL	Long	6.00	None	$-0.20	-0.20	$0.43	0.07	-1.00	1.00	0.80	5.86	6.29	-0.20	$-20.00	100.00	32	14.0	0.000	0.43	2024-05-20
OCUL240621C00006000	OCUL	CALL	Long	6.00	None	$-0.35	-0.35	$0.31	0.05	0.03	1.00	0.65	5.86	6.17	-0.35	$-35.00	100.00	31	23.0	1497.000	0.31	2024-05-19
OCUL240621C00006000	OCUL	CALL	Long	6.00	None	$-0.35	-0.35	$0.31	0.05	0.02	1.00	0.65	5.86	6.17	-0.35	$-35.00	100.00	30	23.0	1497.000	0.31	2024-05-18
OCUL240621C00006000	OCUL	CALL	Long	6.00	None	$-0.35	-0.35	$0.31	0.05	0.00	1.00	0.65	5.86	6.17	-0.35	$-35.00	100.00	29	23.0	1497.000	0.31	2024-05-17
OCUL240621C00006000	OCUL	CALL	Long	6.00	None	$-0.20	-0.20	$0.43	0.07	-0.12	1.00	0.80	5.86	6.29	-0.20	$-20.00	100.00	27	3.0	1500.000	0.43	2024-05-15
OCUL240621C00006000	OCUL	CALL	Long	6.00	None	$-0.35	-0.35	$0.19	0.03	-0.14	1.00	0.65	5.86	6.05	-0.35	$-35.00	100.00	26	21.0	1501.000	0.19	2024-05-14
OCUL240621C00006000	OCUL	CALL	Long	6.00	None	$-0.55	-0.55	$-0.22	-0.04	-0.14	1.00	0.45	5.86	5.64	-0.55	$-55.00	100.00	25	11.0	1492.000	-0.22	2024-05-13
OCUL240621C00006000	OCUL	CALL	Long	6.00	None	$-0.60	-0.60	$-0.20	-0.03	-0.94	1.00	0.40	5.86	5.66	-0.60	$-60.00	100.00	24	2.0	1492.000	-0.20	2024-05-12
OCUL240621C00006000	OCUL	CALL	Long	6.00	None	$-0.35	-0.35	$-0.02	-0.00	-0.11	1.00	0.65	5.86	5.84	-0.35	$-35.00	100.00	21	20.0	1484.000	-0.02	2024-05-09
OCUL240621C00006000	OCUL	CALL	Long	6.00	None	$-0.50	-0.50	$-0.11	-0.02	-0.16	1.00	0.50	5.86	5.75	-0.50	$-50.00	100.00	20	1077.0	502.000	-0.11	2024-05-08
OCUL240621C00006000	OCUL	CALL	Long	6.00	None	$-0.30	-0.30	$0.07	0.01	-0.13	1.00	0.70	5.86	5.93	-0.30	$-30.00	100.00	19	174.0	502.000	0.07	2024-05-07
OCUL240621C00006000	OCUL	CALL	Long	6.00	None	$-0.37	-0.37	$0.27	0.05	-1.00	1.00	0.63	5.86	6.13	-0.37	$-37.00	100.00	15	85.0	366.000	0.27	2024-05-03
OCUL240621C00006000	OCUL	CALL	Long	6.00	None	$-0.37	-0.37	$0.01	0.00	-0.19	1.00	0.63	5.86	5.87	-0.37	$-37.00	100.00	14	85.0	313.000	0.01	2024-05-02
OCUL240621C00006000	OCUL	CALL	Long	6.00	None	$-0.65	-0.65	$-1.12	-0.19	-0.24	1.00	0.35	5.86	4.74	-0.65	$-65.00	100.00	8	24.0	261.000	-1.12	2024-04-26
OCUL240621C00006000	OCUL	CALL	Long	6.00	None	$-0.85	-0.85	$-1.66	-0.28	-0.28	1.00	0.15	5.86	4.20	-0.85	$-85.00	100.00	7	5.0	262.000	-1.66	2024-04-25
OCUL240621C00006000	OCUL	CALL	Long	6.00	None	$-0.90	-0.90	$-1.22	-0.21	-0.25	1.00	0.10	5.86	4.64	-0.90	$-90.00	100.00	6	70.0	291.000	-1.22	2024-04-24
OCUL240621C00006000	OCUL	CALL	Long	6.00	None	$-0.73	-0.73	$-0.86	-0.15	-0.29	1.00	0.27	5.86	5.00	-0.73	$-73.00	100.00	5	45.0	246.000	-0.86	2024-04-23
OCUL240621C00006000	OCUL	CALL	Long	6.00	None	$-0.65	-0.65	$-0.79	-0.13	-0.23	1.00	0.35	5.86	5.07	-0.65	$-65.00	100.00	4	10.0	246.000	-0.79	2024-04-22
OCUL240621C00006000	OCUL	CALL	Long	6.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.29	$-0.65	-0.65	$-0.64	-0.11	-0.02	1.00	0.35	5.86	5.22	-0.65	$-65.00	100.00	1	48.0	249.000	-0.64	2024-04-19
OCUL240621C00006000	OCUL	CALL	Long	6.00	None	$0.00	0.00	$0.00	0.00	0.00	1.00	1.00	5.86	5.86	0.00	$0.00	100.00	0	18.0	243.000	0.00	2024-04-18

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