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View Outliers PnL Drill-Down: OPEN240119C00004500

View in yFinance: OPEN

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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
2023-12-14	OPEN	OPEN240119C00004500	4.50	1602.0	758.000	0.930	0.383	0.3	0.1	0.000	0.600	0.360	0.66	4.73	2024-01-19	CALL	Short	0.485	0.495	0.109

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
OPEN240119C00004500	OPEN	CALL	Short	4.50	None	$0.53	0.98	$1.55	0.34	1.71	0.54	0.01	4.56	3.01	0.53	$53.00	456.00	35	7.0	4882.000	1.55	2024-01-18
OPEN240119C00004500	OPEN	CALL	Short	4.50	None	$0.53	0.98	$1.44	0.32	1.46	0.54	0.01	4.56	3.12	0.53	$53.00	456.00	34	7.0	4882.000	1.44	2024-01-17
OPEN240119C00004500	OPEN	CALL	Short	4.50	None	$0.53	0.98	$1.23	0.27	0.52	0.54	0.01	4.56	3.33	0.53	$53.00	456.00	33	16.0	4884.000	1.23	2024-01-16
OPEN240119C00004500	OPEN	CALL	Short	4.50	None	$0.53	0.98	$1.05	0.23	0.15	0.54	0.01	4.56	3.51	0.53	$53.00	456.00	29	14.0	4883.000	1.05	2024-01-12
OPEN240119C00004500	OPEN	CALL	Short	4.50	None	$0.52	0.96	$1.00	0.22	0.10	0.54	0.02	4.56	3.56	0.52	$52.00	456.00	28	503.0	5125.000	1.00	2024-01-11
OPEN240119C00004500	OPEN	CALL	Short	4.50	None	$0.50	0.93	$0.88	0.19	0.12	0.54	0.04	4.56	3.68	0.50	$50.00	456.00	27	734.0	4608.000	0.88	2024-01-10
OPEN240119C00004500	OPEN	CALL	Short	4.50	None	$0.50	0.93	$0.86	0.19	-0.02	0.54	0.04	4.56	3.70	0.50	$50.00	456.00	26	519.0	4400.000	0.86	2024-01-09
OPEN240119C00004500	OPEN	CALL	Short	4.50	None	$0.48	0.89	$0.61	0.13	-0.12	0.54	0.06	4.56	3.95	0.48	$48.00	456.00	25	1171.0	3520.000	0.61	2024-01-08
OPEN240119C00004500	OPEN	CALL	Short	4.50	None	$0.49	0.91	$0.93	0.20	-0.03	0.54	0.05	4.56	3.63	0.49	$49.00	456.00	22	314.0	3518.000	0.93	2024-01-05
OPEN240119C00004500	OPEN	CALL	Short	4.50	None	$0.42	0.78	$0.54	0.12	-0.66	0.54	0.12	4.56	4.02	0.42	$42.00	456.00	21	84.0	3518.000	0.54	2024-01-04
OPEN240119C00004500	OPEN	CALL	Short	4.50	None	$0.38	0.70	$0.53	0.12	-0.79	0.54	0.16	4.56	4.03	0.38	$38.00	456.00	20	433.0	3461.000	0.53	2024-01-03
OPEN240119C00004500	OPEN	CALL	Short	4.50	None	$0.31	0.57	$0.28	0.06	-0.85	0.54	0.23	4.56	4.28	0.31	$31.00	456.00	19	52.0	3538.000	0.28	2024-01-02
OPEN240119C00004500	OPEN	CALL	Short	4.50	None	$0.18	0.33	$0.08	0.02	-0.01	0.54	0.36	4.56	4.48	0.18	$18.00	456.00	18	197.0	3576.000	0.08	2024-01-01
OPEN240119C00004500	OPEN	CALL	Short	4.50	None	$0.18	0.33	$0.08	0.02	-0.06	0.54	0.36	4.56	4.48	0.18	$18.00	456.00	16	197.0	3576.000	0.08	2023-12-30
OPEN240119C00004500	OPEN	CALL	Short	4.50	None	$0.18	0.33	$0.08	0.02	-0.09	0.54	0.36	4.56	4.48	0.18	$18.00	456.00	15	197.0	3576.000	0.08	2023-12-29
OPEN240119C00004500	OPEN	CALL	Short	4.50	None	$0.07	0.13	$-0.11	-0.02	-0.07	0.54	0.47	4.56	4.67	0.07	$7.00	456.00	14	47.0	3602.000	-0.11	2023-12-28
OPEN240119C00004500	OPEN	CALL	Short	4.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.01; Exit EQ PnL: -0.16	$-0.02	-0.04	$-0.16	-0.04	-0.05	0.54	0.56	4.56	4.72	-0.02	$-2.00	456.00	13	394.0	3610.000	-0.16	2023-12-27
OPEN240119C00004500	OPEN	CALL	Short	4.50	None	$0.01	0.02	$-0.12	-0.03	-0.02	0.54	0.53	4.56	4.68	0.01	$1.00	456.00	12	43.0	3597.000	-0.12	2023-12-26
OPEN240119C00004500	OPEN	CALL	Short	4.50	None	$0.04	0.07	$-0.02	-0.00	0.05	0.54	0.50	4.56	4.58	0.04	$4.00	456.00	11	2243.0	3773.000	-0.02	2023-12-25
OPEN240119C00004500	OPEN	CALL	Short	4.50	None	$0.04	0.07	$-0.02	-0.00	0.01	0.54	0.50	4.56	4.58	0.04	$4.00	456.00	9	2243.0	3773.000	-0.02	2023-12-23
OPEN240119C00004500	OPEN	CALL	Short	4.50	None	$0.04	0.07	$-0.02	-0.00	-0.00	0.54	0.50	4.56	4.58	0.04	$4.00	456.00	8	2079.0	3773.000	-0.02	2023-12-22
OPEN240119C00004500	OPEN	CALL	Short	4.50	None	$0.26	0.48	$0.36	0.08	-0.09	0.54	0.28	4.56	4.20	0.26	$26.00	456.00	7	373.0	3494.000	0.36	2023-12-21
OPEN240119C00004500	OPEN	CALL	Short	4.50	None	$0.21	0.39	$0.33	0.07	0.02	0.54	0.33	4.56	4.23	0.21	$21.00	456.00	6	139.0	2527.000	0.33	2023-12-20
OPEN240119C00004500	OPEN	CALL	Short	4.50	None	$0.15	0.28	$0.22	0.05	0.02	0.54	0.39	4.56	4.34	0.15	$15.00	456.00	5	328.0	2365.000	0.22	2023-12-19
OPEN240119C00004500	OPEN	CALL	Short	4.50	None	$0.25	0.46	$0.49	0.11	-0.02	0.54	0.29	4.56	4.07	0.25	$25.00	456.00	4	192.0	2262.000	0.49	2023-12-18
OPEN240119C00004500	OPEN	CALL	Short	4.50	None	$0.24	0.44	$0.50	0.11	0.02	0.54	0.30	4.56	4.06	0.24	$24.00	456.00	2	251.0	2174.000	0.50	2023-12-16
OPEN240119C00004500	OPEN	CALL	Short	4.50	None	$0.24	0.44	$0.50	0.11	0.00	0.54	0.30	4.56	4.06	0.24	$24.00	456.00	1	241.0	2174.000	0.50	2023-12-15
OPEN240119C00004500	OPEN	CALL	Short	4.50	None	$-0.00	-0.00	$-0.00	-0.00	0.00	0.54	0.54	4.56	4.56	-0.00	$-0.00	456.00	0	1824.0	758.000	-0.00	2023-12-14

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