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View Outliers PnL Drill-Down: OPEN240112C00004000

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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
2023-12-13	OPEN	OPEN240112C00004000	4.00	96.0	300.000	0.941	0.333	0.2	0.1	-0.010	0.450	0.320	0.48	4.11	2024-01-12	CALL	Short	0.455	0.489	0.195

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
OPEN240112C00004000	OPEN	CALL	Short	4.00	None	$0.47	0.98	$0.55	0.13	-0.00	0.48	0.01	4.11	3.56	0.47	$47.00	411.00	29	780.0	3194.000	0.55	2024-01-11
OPEN240112C00004000	OPEN	CALL	Short	4.00	None	$0.44	0.92	$0.43	0.10	0.08	0.48	0.04	4.11	3.68	0.44	$44.00	411.00	28	1891.0	2060.000	0.43	2024-01-10
OPEN240112C00004000	OPEN	CALL	Short	4.00	None	$0.43	0.90	$0.41	0.10	-0.05	0.48	0.05	4.11	3.70	0.43	$43.00	411.00	27	279.0	2010.000	0.41	2024-01-09
OPEN240112C00004000	OPEN	CALL	Short	4.00	None	$0.34	0.71	$0.16	0.04	0.01	0.48	0.14	4.11	3.95	0.34	$34.00	411.00	26	1844.0	772.000	0.16	2024-01-08
OPEN240112C00004000	OPEN	CALL	Short	4.00	None	$0.43	0.90	$0.48	0.12	0.11	0.48	0.05	4.11	3.63	0.43	$43.00	411.00	25	581.0	398.000	0.48	2024-01-07
OPEN240112C00004000	OPEN	CALL	Short	4.00	None	$0.43	0.90	$0.48	0.12	-0.11	0.48	0.05	4.11	3.63	0.43	$43.00	411.00	23	581.0	398.000	0.48	2024-01-05
OPEN240112C00004000	OPEN	CALL	Short	4.00	None	$0.22	0.46	$0.09	0.02	-0.94	0.48	0.26	4.11	4.02	0.22	$22.00	411.00	22	123.0	398.000	0.09	2024-01-04
OPEN240112C00004000	OPEN	CALL	Short	4.00	None	$0.21	0.44	$0.08	0.02	-0.94	0.48	0.27	4.11	4.03	0.21	$21.00	411.00	21	68.0	376.000	0.08	2024-01-03
OPEN240112C00004000	OPEN	CALL	Short	4.00	None	$0.06	0.12	$-0.17	-0.04	-0.94	0.48	0.42	4.11	4.28	0.06	$6.00	411.00	20	104.0	0.000	-0.17	2024-01-02
OPEN240112C00004000	OPEN	CALL	Short	4.00	None	$-0.16	-0.33	$-0.37	-0.09	0.11	0.48	0.64	4.11	4.48	-0.16	$-16.00	411.00	19	68.0	361.000	-0.37	2024-01-01
OPEN240112C00004000	OPEN	CALL	Short	4.00	None	$-0.16	-0.33	$-0.37	-0.09	0.02	0.48	0.64	4.11	4.48	-0.16	$-16.00	411.00	17	68.0	361.000	-0.37	2023-12-30
OPEN240112C00004000	OPEN	CALL	Short	4.00	None	$-0.16	-0.33	$-0.37	-0.09	-0.04	0.48	0.64	4.11	4.48	-0.16	$-16.00	411.00	16	68.0	361.000	-0.37	2023-12-29
OPEN240112C00004000	OPEN	CALL	Short	4.00	None	$-0.29	-0.60	$-0.56	-0.14	0.04	0.48	0.77	4.11	4.67	-0.29	$-29.00	411.00	15	3.0	362.000	-0.56	2023-12-28
OPEN240112C00004000	OPEN	CALL	Short	4.00	None	$-0.34	-0.71	$-0.61	-0.15	-0.09	0.48	0.82	4.11	4.72	-0.34	$-34.00	411.00	14	92.0	365.000	-0.61	2023-12-27
OPEN240112C00004000	OPEN	CALL	Short	4.00	None	$-0.39	-0.81	$-0.57	-0.14	0.02	0.48	0.87	4.11	4.68	-0.39	$-39.00	411.00	13	2.0	365.000	-0.57	2023-12-26
OPEN240112C00004000	OPEN	CALL	Short	4.00	None	$-0.39	-0.81	$-0.47	-0.11	0.10	0.48	0.87	4.11	4.58	-0.39	$-39.00	411.00	12	2.0	365.000	-0.47	2023-12-25
OPEN240112C00004000	OPEN	CALL	Short	4.00	None	$-0.39	-0.81	$-0.47	-0.11	0.05	0.48	0.87	4.11	4.58	-0.39	$-39.00	411.00	10	2.0	365.000	-0.47	2023-12-23
OPEN240112C00004000	OPEN	CALL	Short	4.00	None	$-0.39	-0.81	$-0.47	-0.11	-0.03	0.48	0.87	4.11	4.58	-0.39	$-39.00	411.00	9	2.0	365.000	-0.47	2023-12-22
OPEN240112C00004000	OPEN	CALL	Short	4.00	None	$0.06	0.12	$-0.09	-0.02	-0.11	0.48	0.42	4.11	4.20	0.06	$6.00	411.00	8	1.0	366.000	-0.09	2023-12-21
OPEN240112C00004000	OPEN	CALL	Short	4.00	None	$-0.07	-0.15	$-0.12	-0.03	0.01	0.48	0.55	4.11	4.23	-0.07	$-7.00	411.00	7	39.0	390.000	-0.12	2023-12-20
OPEN240112C00004000	OPEN	CALL	Short	4.00	None	$-0.07	-0.15	$-0.23	-0.06	0.07	0.48	0.55	4.11	4.34	-0.07	$-7.00	411.00	6	39.0	410.000	-0.23	2023-12-19
OPEN240112C00004000	OPEN	CALL	Short	4.00	None	$-0.05	-0.10	$0.04	0.01	0.02	0.48	0.53	4.11	4.07	-0.05	$-5.00	411.00	5	181.0	252.000	0.04	2023-12-18
OPEN240112C00004000	OPEN	CALL	Short	4.00	None	$0.04	0.08	$0.05	0.01	-0.04	0.48	0.44	4.11	4.06	0.04	$4.00	411.00	3	58.0	224.000	0.05	2023-12-16
OPEN240112C00004000	OPEN	CALL	Short	4.00	None	$0.04	0.08	$0.05	0.01	-0.01	0.48	0.44	4.11	4.06	0.04	$4.00	411.00	2	38.0	224.000	0.05	2023-12-15
OPEN240112C00004000	OPEN	CALL	Short	4.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.61	$-0.28	-0.58	$-0.45	-0.11	0.13	0.48	0.76	4.11	4.56	-0.28	$-28.00	411.00	1	289.0	324.000	-0.45	2023-12-14
OPEN240112C00004000	OPEN	CALL	Short	4.00	None	$-0.00	-0.00	$-0.00	-0.00	0.00	0.48	0.48	4.11	4.11	-0.00	$-0.00	411.00	0	96.0	300.000	-0.00	2023-12-13

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