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View Outliers PnL Drill-Down: OPEN231208C00002000

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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
2023-11-02	OPEN	OPEN231208C00002000	2.00	1.0	6.000	1.227	0.361	0.2	0.0	0.000	0.390	0.190	0.24	2.20	2023-12-08	CALL	Short	0.474	0.503	0.164

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	OPEN	0.636	0.169	0.277	0.229	0.267	0.088	1.91	-0.040	0.0000	1.60	4.72	21	1y	1.80

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
OPEN231208C00002000	OPEN	CALL	Short	2.00	None	$-1.26	-5.25	$-1.35	-0.61	-0.73	0.24	1.50	2.20	3.55	-1.26	$-126.00	220.00	35	10.0	187.000	-1.35	2023-12-07
OPEN231208C00002000	OPEN	CALL	Short	2.00	None	$-1.26	-5.25	$-1.25	-0.57	3.27	0.24	1.50	2.20	3.45	-1.26	$-126.00	220.00	34	0.0	187.000	-1.25	2023-12-06
OPEN231208C00002000	OPEN	CALL	Short	2.00	None	$-1.28	-5.33	$-1.18	-0.54	2.46	0.24	1.52	2.20	3.38	-1.28	$-128.00	220.00	33	0.0	188.000	-1.18	2023-12-05
OPEN231208C00002000	OPEN	CALL	Short	2.00	None	$-1.12	-4.67	$-1.21	-0.55	1.02	0.24	1.36	2.20	3.41	-1.12	$-112.00	220.00	32	0.0	188.000	-1.21	2023-12-04
OPEN231208C00002000	OPEN	CALL	Short	2.00	None	$-1.08	-4.50	$-1.12	-0.51	2.37	0.24	1.32	2.20	3.32	-1.08	$-108.00	220.00	31	0.0	138.000	-1.12	2023-12-03
OPEN231208C00002000	OPEN	CALL	Short	2.00	None	$-1.08	-4.50	$-1.12	-0.51	2.10	0.24	1.32	2.20	3.32	-1.08	$-108.00	220.00	30	0.0	138.000	-1.12	2023-12-02
OPEN231208C00002000	OPEN	CALL	Short	2.00	None	$-1.08	-4.50	$-1.12	-0.51	1.82	0.24	1.32	2.20	3.32	-1.08	$-108.00	220.00	29	0.0	138.000	-1.12	2023-12-01
OPEN231208C00002000	OPEN	CALL	Short	2.00	None	$-0.80	-3.33	$-0.81	-0.37	1.40	0.24	1.04	2.20	3.01	-0.80	$-80.00	220.00	28	0.0	145.000	-0.81	2023-11-30
OPEN231208C00002000	OPEN	CALL	Short	2.00	None	$-0.81	-3.38	$-0.80	-0.36	0.09	0.24	1.05	2.20	3.00	-0.81	$-81.00	220.00	27	0.0	148.000	-0.80	2023-11-29
OPEN231208C00002000	OPEN	CALL	Short	2.00	None	$-0.64	-2.67	$-0.69	-0.31	0.52	0.24	0.88	2.20	2.89	-0.64	$-64.00	220.00	26	0.0	151.000	-0.69	2023-11-28
OPEN231208C00002000	OPEN	CALL	Short	2.00	None	$-0.40	-1.67	$-0.49	-0.22	-0.04	0.24	0.64	2.20	2.69	-0.40	$-40.00	220.00	25	0.0	151.000	-0.49	2023-11-27
OPEN231208C00002000	OPEN	CALL	Short	2.00	None	$-0.37	-1.54	$-0.41	-0.19	0.21	0.24	0.61	2.20	2.61	-0.37	$-37.00	220.00	22	0.0	0.000	-0.41	2023-11-24
OPEN231208C00002000	OPEN	CALL	Short	2.00	None	$-0.22	-0.92	$-0.25	-0.11	-1.23	0.24	0.46	2.20	2.45	-0.22	$-22.00	220.00	21	0.0	0.000	-0.25	2023-11-23
OPEN231208C00002000	OPEN	CALL	Short	2.00	None	$-0.16	-0.67	$-0.18	-0.08	0.16	0.24	0.40	2.20	2.38	-0.16	$-16.00	220.00	20	0.0	210.000	-0.18	2023-11-22
OPEN231208C00002000	OPEN	CALL	Short	2.00	None	$-0.16	-0.67	$-0.14	-0.06	0.18	0.24	0.40	2.20	2.34	-0.16	$-16.00	220.00	19	0.0	123.000	-0.14	2023-11-21
OPEN231208C00002000	OPEN	CALL	Short	2.00	None	$-0.32	-1.33	$-0.30	-0.14	0.23	0.24	0.56	2.20	2.50	-0.32	$-32.00	220.00	18	0.0	62.000	-0.30	2023-11-20
OPEN231208C00002000	OPEN	CALL	Short	2.00	None	$-0.18	-0.75	$-0.25	-0.11	-0.20	0.24	0.42	2.20	2.45	-0.18	$-18.00	220.00	17	0.0	62.000	-0.25	2023-11-19
OPEN231208C00002000	OPEN	CALL	Short	2.00	None	$-0.18	-0.75	$-0.25	-0.11	-0.21	0.24	0.42	2.20	2.45	-0.18	$-18.00	220.00	15	0.0	62.000	-0.25	2023-11-17
OPEN231208C00002000	OPEN	CALL	Short	2.00	None	$-0.18	-0.75	$-0.18	-0.08	-0.23	0.24	0.42	2.20	2.38	-0.18	$-18.00	220.00	14	0.0	62.000	-0.18	2023-11-16
OPEN231208C00002000	OPEN	CALL	Short	2.00	None	$-0.18	-0.75	$-0.27	-0.12	0.27	0.24	0.42	2.20	2.47	-0.18	$-18.00	220.00	13	0.0	62.000	-0.27	2023-11-15
OPEN231208C00002000	OPEN	CALL	Short	2.00	None	$-0.18	-0.75	$-0.09	-0.04	-0.22	0.24	0.42	2.20	2.29	-0.18	$-18.00	220.00	12	0.0	66.000	-0.09	2023-11-14
OPEN231208C00002000	OPEN	CALL	Short	2.00	None	$0.02	0.08	$0.17	0.08	-0.23	0.24	0.22	2.20	2.03	0.02	$2.00	220.00	11	0.0	65.000	0.17	2023-11-13
OPEN231208C00002000	OPEN	CALL	Short	2.00	None	$-0.02	-0.08	$0.12	0.05	-0.15	0.24	0.26	2.20	2.08	-0.02	$-2.00	220.00	8	0.0	50.000	0.12	2023-11-10
OPEN231208C00002000	OPEN	CALL	Short	2.00	None	$-0.08	-0.33	$0.18	0.08	-1.23	0.24	0.32	2.20	2.02	-0.08	$-8.00	220.00	7	0.0	0.000	0.18	2023-11-09
OPEN231208C00002000	OPEN	CALL	Short	2.00	None	$-0.08	-0.33	$0.18	0.08	-0.23	0.24	0.32	2.20	2.02	-0.08	$-8.00	220.00	6	0.0	50.000	0.18	2023-11-08
OPEN231208C00002000	OPEN	CALL	Short	2.00	None	$-0.08	-0.33	$0.03	0.01	-0.32	0.24	0.32	2.20	2.17	-0.08	$-8.00	220.00	5	0.0	50.000	0.03	2023-11-07
OPEN231208C00002000	OPEN	CALL	Short	2.00	None	$0.04	0.17	$0.20	0.09	-0.19	0.24	0.20	2.20	2.00	0.04	$4.00	220.00	4	0.0	3.000	0.20	2023-11-06
OPEN231208C00002000	OPEN	CALL	Short	2.00	None	$0.04	0.17	$0.20	0.09	-0.19	0.24	0.20	2.20	2.00	0.04	$4.00	220.00	3	0.0	3.000	0.20	2023-11-05
OPEN231208C00002000	OPEN	CALL	Short	2.00	Exit OP PnL: $0.43;Exit EQ PnL: 0.11; Position is Short and position continued to lose. Latest OP price is: $0.67 (EQ: $2.09). Initial OP price was: $0.24 (EQ: $2.20). Surpassed Stop Loss Percentage: -1.791666666666666666666666667 < -0.16.	$-0.43	-1.79	$0.11	0.05	-0.22	0.24	0.67	2.20	2.09	-0.43	$-43.00	220.00	1	0.0	6.000	0.11	2023-11-03
OPEN231208C00002000	OPEN	CALL	Short	2.00	None	$-0.00	-0.00	$-0.00	-0.00	0.00	0.24	0.24	2.20	2.20	-0.00	$-0.00	220.00	0	1.0	6.000	-0.00	2023-11-02

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