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View Outliers PnL Drill-Down: OPEN240119C00005000

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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	OPEN240119C00005000	5.00	2360.0	29809.000	0.914	0.387	0.1	0.3	0.000	0.400	0.600	0.45	4.78	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
OPEN240119C00005000	OPEN	CALL	Short	5.00	None	$0.34	0.97	$1.55	0.34	2.36	0.35	0.01	4.56	3.01	0.34	$34.00	456.00	35	5.0	30013.000	1.55	2024-01-18
OPEN240119C00005000	OPEN	CALL	Short	5.00	None	$0.33	0.94	$1.44	0.32	2.10	0.35	0.02	4.56	3.12	0.33	$33.00	456.00	34	23.0	30036.000	1.44	2024-01-17
OPEN240119C00005000	OPEN	CALL	Short	5.00	None	$0.34	0.97	$1.24	0.27	0.98	0.35	0.01	4.56	3.32	0.34	$34.00	456.00	33	113.0	30036.000	1.24	2024-01-16
OPEN240119C00005000	OPEN	CALL	Short	5.00	None	$0.34	0.97	$1.05	0.23	0.23	0.35	0.01	4.56	3.51	0.34	$34.00	456.00	29	113.0	30081.000	1.05	2024-01-12
OPEN240119C00005000	OPEN	CALL	Short	5.00	None	$0.34	0.97	$1.00	0.22	0.17	0.35	0.01	4.56	3.56	0.34	$34.00	456.00	28	59.0	30083.000	1.00	2024-01-11
OPEN240119C00005000	OPEN	CALL	Short	5.00	None	$0.33	0.94	$0.88	0.19	0.20	0.35	0.02	4.56	3.68	0.33	$33.00	456.00	27	652.0	29502.000	0.88	2024-01-10
OPEN240119C00005000	OPEN	CALL	Short	5.00	None	$0.34	0.97	$0.86	0.19	-0.02	0.35	0.01	4.56	3.70	0.34	$34.00	456.00	26	156.0	29550.000	0.86	2024-01-09
OPEN240119C00005000	OPEN	CALL	Short	5.00	None	$0.32	0.91	$0.61	0.13	0.01	0.35	0.03	4.56	3.95	0.32	$32.00	456.00	25	635.0	29585.000	0.61	2024-01-08
OPEN240119C00005000	OPEN	CALL	Short	5.00	None	$0.33	0.94	$0.93	0.20	0.15	0.35	0.02	4.56	3.63	0.33	$33.00	456.00	22	222.0	29745.000	0.93	2024-01-05
OPEN240119C00005000	OPEN	CALL	Short	5.00	None	$0.29	0.83	$0.54	0.12	-0.64	0.35	0.06	4.56	4.02	0.29	$29.00	456.00	21	93.0	29745.000	0.54	2024-01-04
OPEN240119C00005000	OPEN	CALL	Short	5.00	None	$0.29	0.83	$0.53	0.12	-0.64	0.35	0.06	4.56	4.03	0.29	$29.00	456.00	20	518.0	29762.000	0.53	2024-01-03
OPEN240119C00005000	OPEN	CALL	Short	5.00	None	$0.24	0.69	$0.28	0.06	-0.64	0.35	0.11	4.56	4.28	0.24	$24.00	456.00	19	499.0	29851.000	0.28	2024-01-02
OPEN240119C00005000	OPEN	CALL	Short	5.00	None	$0.17	0.49	$0.08	0.02	0.01	0.35	0.18	4.56	4.48	0.17	$17.00	456.00	18	1098.0	30247.000	0.08	2024-01-01
OPEN240119C00005000	OPEN	CALL	Short	5.00	None	$0.17	0.49	$0.08	0.02	-0.04	0.35	0.18	4.56	4.48	0.17	$17.00	456.00	16	1098.0	30247.000	0.08	2023-12-30
OPEN240119C00005000	OPEN	CALL	Short	5.00	None	$0.17	0.49	$0.08	0.02	-0.08	0.35	0.18	4.56	4.48	0.17	$17.00	456.00	15	1098.0	30247.000	0.08	2023-12-29
OPEN240119C00005000	OPEN	CALL	Short	5.00	None	$0.09	0.26	$-0.11	-0.02	-0.03	0.35	0.26	4.56	4.67	0.09	$9.00	456.00	14	218.0	30301.000	-0.11	2023-12-28
OPEN240119C00005000	OPEN	CALL	Short	5.00	None	$0.03	0.09	$-0.16	-0.04	-0.02	0.35	0.32	4.56	4.72	0.03	$3.00	456.00	13	553.0	30385.000	-0.16	2023-12-27
OPEN240119C00005000	OPEN	CALL	Short	5.00	None	$0.05	0.14	$-0.12	-0.03	0.00	0.35	0.30	4.56	4.68	0.05	$5.00	456.00	12	713.0	30242.000	-0.12	2023-12-26
OPEN240119C00005000	OPEN	CALL	Short	5.00	None	$0.05	0.14	$-0.02	-0.00	0.07	0.35	0.30	4.56	4.58	0.05	$5.00	456.00	11	1600.0	30096.000	-0.02	2023-12-25
OPEN240119C00005000	OPEN	CALL	Short	5.00	None	$0.05	0.14	$-0.02	-0.00	0.04	0.35	0.30	4.56	4.58	0.05	$5.00	456.00	9	1600.0	30096.000	-0.02	2023-12-23
OPEN240119C00005000	OPEN	CALL	Short	5.00	None	$0.05	0.14	$-0.02	-0.00	0.01	0.35	0.30	4.56	4.58	0.05	$5.00	456.00	8	1560.0	30096.000	-0.02	2023-12-22
OPEN240119C00005000	OPEN	CALL	Short	5.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.19	0.54	$0.36	0.08	-0.04	0.35	0.16	4.56	4.20	0.19	$19.00	456.00	7	85.0	30122.000	0.36	2023-12-21
OPEN240119C00005000	OPEN	CALL	Short	5.00	None	$0.14	0.40	$0.33	0.07	0.05	0.35	0.21	4.56	4.23	0.14	$14.00	456.00	6	520.0	30419.000	0.33	2023-12-20
OPEN240119C00005000	OPEN	CALL	Short	5.00	None	$0.12	0.34	$0.22	0.05	0.02	0.35	0.23	4.56	4.34	0.12	$12.00	456.00	5	2205.0	30553.000	0.22	2023-12-19
OPEN240119C00005000	OPEN	CALL	Short	5.00	None	$0.19	0.54	$0.49	0.11	0.05	0.35	0.16	4.56	4.07	0.19	$19.00	456.00	4	900.0	30379.000	0.49	2023-12-18
OPEN240119C00005000	OPEN	CALL	Short	5.00	None	$0.17	0.49	$0.50	0.11	0.05	0.35	0.18	4.56	4.06	0.17	$17.00	456.00	2	2535.0	29873.000	0.50	2023-12-16
OPEN240119C00005000	OPEN	CALL	Short	5.00	None	$0.16	0.46	$0.50	0.11	0.04	0.35	0.19	4.56	4.06	0.16	$16.00	456.00	1	2233.0	29873.000	0.50	2023-12-15
OPEN240119C00005000	OPEN	CALL	Short	5.00	None	$-0.00	-0.00	$-0.00	-0.00	0.00	0.35	0.35	4.56	4.56	-0.00	$-0.00	456.00	0	3103.0	29809.000	-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