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View Outliers PnL Drill-Down: OPCH231215C00032500

View in yFinance: OPCH

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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
2023-10-25	OPCH	OPCH231215C00032500	32.50	65.0	1.000	0.337	0.195	0.0	4.6	0.010	0.120	4.670	0.22	27.78	2023-12-15	CALL	Long	0.110	0.203	-0.155

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	OPCH	1.000	0.051	0.288	0.095	0.077	-0.211	23.42	0.062	0.0000	21.74	34.31	21	1y	25.66

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
OPCH231215C00032500	OPCH	CALL	Long	32.50	None	$-0.02	-0.09	$4.64	0.17	-0.04	0.22	0.20	27.78	32.42	-0.02	$-2.00	22.00	50	101.0	181.000	4.64	2023-12-14
OPCH231215C00032500	OPCH	CALL	Long	32.50	None	$-0.17	-0.77	$3.87	0.14	0.16	0.22	0.05	27.78	31.65	-0.17	$-17.00	22.00	49	10.0	191.000	3.87	2023-12-13
OPCH231215C00032500	OPCH	CALL	Long	32.50	None	$-0.12	-0.55	$2.79	0.10	0.08	0.22	0.10	27.78	30.57	-0.12	$-12.00	22.00	48	5.0	0.000	2.79	2023-12-12
OPCH231215C00032500	OPCH	CALL	Long	32.50	None	$-0.12	-0.55	$1.82	0.07	-0.09	0.22	0.10	27.78	29.60	-0.12	$-12.00	22.00	47	5.0	191.000	1.82	2023-12-11
OPCH231215C00032500	OPCH	CALL	Long	32.50	None	$-0.12	-0.55	$2.12	0.08	0.04	0.22	0.10	27.78	29.90	-0.12	$-12.00	22.00	44	5.0	191.000	2.12	2023-12-08
OPCH231215C00032500	OPCH	CALL	Long	32.50	None	$-0.12	-0.55	$1.89	0.07	0.06	0.22	0.10	27.78	29.67	-0.12	$-12.00	22.00	43	5.0	191.000	1.89	2023-12-07
OPCH231215C00032500	OPCH	CALL	Long	32.50	None	$-0.12	-0.55	$1.45	0.05	0.07	0.22	0.10	27.78	29.23	-0.12	$-12.00	22.00	42	0.0	191.000	1.45	2023-12-06
OPCH231215C00032500	OPCH	CALL	Long	32.50	None	$-0.12	-0.55	$1.84	0.07	0.01	0.22	0.10	27.78	29.62	-0.12	$-12.00	22.00	41	0.0	191.000	1.84	2023-12-05
OPCH231215C00032500	OPCH	CALL	Long	32.50	None	$-0.12	-0.55	$2.48	0.09	0.03	0.22	0.10	27.78	30.26	-0.12	$-12.00	22.00	40	0.0	191.000	2.48	2023-12-04
OPCH231215C00032500	OPCH	CALL	Long	32.50	None	$-0.12	-0.55	$2.47	0.09	-0.02	0.22	0.10	27.78	30.25	-0.12	$-12.00	22.00	39	0.0	186.000	2.47	2023-12-03
OPCH231215C00032500	OPCH	CALL	Long	32.50	None	$-0.12	-0.55	$2.47	0.09	-0.04	0.22	0.10	27.78	30.25	-0.12	$-12.00	22.00	38	0.0	186.000	2.47	2023-12-02
OPCH231215C00032500	OPCH	CALL	Long	32.50	None	$-0.12	-0.55	$2.47	0.09	-0.05	0.22	0.10	27.78	30.25	-0.12	$-12.00	22.00	37	0.0	186.000	2.47	2023-12-01
OPCH231215C00032500	OPCH	CALL	Long	32.50	None	$-0.12	-0.55	$1.97	0.07	-0.01	0.22	0.10	27.78	29.75	-0.12	$-12.00	22.00	36	0.0	186.000	1.97	2023-11-30
OPCH231215C00032500	OPCH	CALL	Long	32.50	None	$-0.12	-0.55	$1.96	0.07	-0.01	0.22	0.10	27.78	29.74	-0.12	$-12.00	22.00	35	0.0	186.000	1.96	2023-11-29
OPCH231215C00032500	OPCH	CALL	Long	32.50	None	$-0.12	-0.55	$2.40	0.09	-0.07	0.22	0.10	27.78	30.18	-0.12	$-12.00	22.00	34	0.0	186.000	2.40	2023-11-28
OPCH231215C00032500	OPCH	CALL	Long	32.50	None	$-0.12	-0.55	$2.32	0.08	-0.06	0.22	0.10	27.78	30.10	-0.12	$-12.00	22.00	33	0.0	186.000	2.32	2023-11-27
OPCH231215C00032500	OPCH	CALL	Long	32.50	None	$-0.12	-0.55	$2.42	0.09	-0.09	0.22	0.10	27.78	30.20	-0.12	$-12.00	22.00	30	0.0	0.000	2.42	2023-11-24
OPCH231215C00032500	OPCH	CALL	Long	32.50	None	$-0.12	-0.55	$2.38	0.09	-0.27	0.22	0.10	27.78	30.16	-0.12	$-12.00	22.00	29	0.0	0.000	2.38	2023-11-23
OPCH231215C00032500	OPCH	CALL	Long	32.50	None	$-0.12	-0.55	$2.41	0.09	-0.07	0.22	0.10	27.78	30.19	-0.12	$-12.00	22.00	28	0.0	186.000	2.41	2023-11-22
OPCH231215C00032500	OPCH	CALL	Long	32.50	None	$-0.12	-0.55	$2.16	0.08	-0.02	0.22	0.10	27.78	29.94	-0.12	$-12.00	22.00	27	0.0	185.000	2.16	2023-11-21
OPCH231215C00032500	OPCH	CALL	Long	32.50	None	$-0.12	-0.55	$1.91	0.07	-0.07	0.22	0.10	27.78	29.69	-0.12	$-12.00	22.00	26	0.0	185.000	1.91	2023-11-20
OPCH231215C00032500	OPCH	CALL	Long	32.50	None	$-0.12	-0.55	$1.53	0.06	-0.05	0.22	0.10	27.78	29.31	-0.12	$-12.00	22.00	25	0.0	185.000	1.53	2023-11-19
OPCH231215C00032500	OPCH	CALL	Long	32.50	None	$-0.12	-0.55	$1.53	0.06	-0.06	0.22	0.10	27.78	29.31	-0.12	$-12.00	22.00	23	0.0	185.000	1.53	2023-11-17
OPCH231215C00032500	OPCH	CALL	Long	32.50	None	$-0.12	-0.55	$1.29	0.05	-0.01	0.22	0.10	27.78	29.07	-0.12	$-12.00	22.00	22	0.0	171.000	1.29	2023-11-16
OPCH231215C00032500	OPCH	CALL	Long	32.50	None	$-0.07	-0.32	$1.67	0.06	-0.05	0.22	0.15	27.78	29.45	-0.07	$-7.00	22.00	21	0.0	184.000	1.67	2023-11-15
OPCH231215C00032500	OPCH	CALL	Long	32.50	None	$-0.14	-0.64	$1.71	0.06	-0.05	0.22	0.08	27.78	29.49	-0.14	$-14.00	22.00	20	0.0	184.000	1.71	2023-11-14
OPCH231215C00032500	OPCH	CALL	Long	32.50	None	$-0.14	-0.64	$0.62	0.02	0.09	0.22	0.08	27.78	28.40	-0.14	$-14.00	22.00	19	0.0	184.000	0.62	2023-11-13
OPCH231215C00032500	OPCH	CALL	Long	32.50	None	$-0.14	-0.64	$0.77	0.03	-0.03	0.22	0.08	27.78	28.55	-0.14	$-14.00	22.00	16	0.0	184.000	0.77	2023-11-10
OPCH231215C00032500	OPCH	CALL	Long	32.50	None	$-0.14	-0.64	$0.44	0.02	-0.21	0.22	0.08	27.78	28.22	-0.14	$-14.00	22.00	15	0.0	0.000	0.44	2023-11-09
OPCH231215C00032500	OPCH	CALL	Long	32.50	None	$-0.14	-0.64	$0.44	0.02	-0.02	0.22	0.08	27.78	28.22	-0.14	$-14.00	22.00	14	0.0	189.000	0.44	2023-11-08
OPCH231215C00032500	OPCH	CALL	Long	32.50	None	$-0.12	-0.55	$0.67	0.02	-0.04	0.22	0.10	27.78	28.45	-0.12	$-12.00	22.00	13	0.0	180.000	0.67	2023-11-07
OPCH231215C00032500	OPCH	CALL	Long	32.50	None	$-0.13	-0.59	$0.92	0.03	-0.07	0.22	0.09	27.78	28.70	-0.13	$-13.00	22.00	12	0.0	180.000	0.92	2023-11-06
OPCH231215C00032500	OPCH	CALL	Long	32.50	None	$-0.13	-0.59	$0.92	0.03	-0.07	0.22	0.09	27.78	28.70	-0.13	$-13.00	22.00	11	0.0	180.000	0.92	2023-11-05
OPCH231215C00032500	OPCH	CALL	Long	32.50	None	$-0.13	-0.59	$0.81	0.03	-0.04	0.22	0.09	27.78	28.59	-0.13	$-13.00	22.00	9	0.0	180.000	0.81	2023-11-03
OPCH231215C00032500	OPCH	CALL	Long	32.50	None	$-0.13	-0.59	$0.26	0.01	-0.04	0.22	0.09	27.78	28.04	-0.13	$-13.00	22.00	8	0.0	172.000	0.26	2023-11-02
OPCH231215C00032500	OPCH	CALL	Long	32.50	None	$-0.02	-0.09	$0.89	0.03	-0.03	0.22	0.20	27.78	28.67	-0.02	$-2.00	22.00	7	0.0	172.000	0.89	2023-11-01
OPCH231215C00032500	OPCH	CALL	Long	32.50	None	$-0.02	-0.09	$-0.05	-0.00	0.00	0.22	0.20	27.78	27.73	-0.02	$-2.00	22.00	6	0.0	172.000	-0.05	2023-10-31
OPCH231215C00032500	OPCH	CALL	Long	32.50	None	$-0.02	-0.09	$-0.95	-0.03	0.13	0.22	0.20	27.78	26.83	-0.02	$-2.00	22.00	5	0.0	172.000	-0.95	2023-10-30
OPCH231215C00032500	OPCH	CALL	Long	32.50	None	$-0.02	-0.09	$-1.15	-0.04	0.11	0.22	0.20	27.78	26.63	-0.02	$-2.00	22.00	2	0.0	172.000	-1.15	2023-10-27
OPCH231215C00032500	OPCH	CALL	Long	32.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.02; Exit EQ PnL: -0.05	$-0.02	-0.09	$-0.61	-0.02	-0.21	0.22	0.20	27.78	27.17	-0.02	$-2.00	22.00	1	0.0	172.000	-0.61	2023-10-26
OPCH231215C00032500	OPCH	CALL	Long	32.50	None	$0.00	0.00	$0.00	0.00	0.00	0.22	0.22	27.78	27.78	0.00	$0.00	22.00	0	65.0	1.000	0.00	2023-10-25

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