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View Outliers PnL Drill-Down: OPEN241227C00002000

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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
2024-11-22	OPEN	OPEN241227C00002000	2.00	470.0	647.000	0.922	0.275	0.1	0.1	-0.010	0.190	0.200	0.22	1.99	2024-12-27	CALL	Short	0.365	0.400	0.171

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
OPEN241227C00002000	OPEN	CALL	Short	2.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.21	0.95	$0.30	0.15	0.05	0.22	0.01	1.99	1.69	0.21	$21.00	199.00	28	223.0	2466.000	0.30	2024-12-20
OPEN241227C00002000	OPEN	CALL	Short	2.00	None	$0.20	0.91	$0.33	0.17	0.14	0.22	0.02	1.99	1.66	0.20	$20.00	199.00	27	841.0	2077.000	0.33	2024-12-19
OPEN241227C00002000	OPEN	CALL	Short	2.00	None	$0.18	0.82	$0.26	0.13	0.11	0.22	0.04	1.99	1.73	0.18	$18.00	199.00	26	616.0	2008.000	0.26	2024-12-18
OPEN241227C00002000	OPEN	CALL	Short	2.00	None	$0.13	0.59	$0.08	0.04	0.05	0.22	0.09	1.99	1.91	0.13	$13.00	199.00	25	445.0	1990.000	0.08	2024-12-17
OPEN241227C00002000	OPEN	CALL	Short	2.00	None	$0.11	0.50	$0.07	0.04	0.11	0.22	0.11	1.99	1.92	0.11	$11.00	199.00	24	1153.0	1231.000	0.07	2024-12-16
OPEN241227C00002000	OPEN	CALL	Short	2.00	None	$0.11	0.50	$0.07	0.04	0.03	0.22	0.11	1.99	1.92	0.11	$11.00	199.00	21	329.0	1066.000	0.07	2024-12-13
OPEN241227C00002000	OPEN	CALL	Short	2.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.08	0.36	$0.03	0.02	-0.02	0.22	0.14	1.99	1.96	0.08	$8.00	199.00	20	222.0	1030.000	0.03	2024-12-12
OPEN241227C00002000	OPEN	CALL	Short	2.00	None	$-0.00	-0.00	$-0.10	-0.05	0.08	0.22	0.22	1.99	2.09	-0.00	$-0.00	199.00	19	368.0	1038.000	-0.10	2024-12-11
OPEN241227C00002000	OPEN	CALL	Short	2.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.07	0.32	$-0.08	-0.04	-0.05	0.22	0.15	1.99	2.07	0.07	$7.00	199.00	18	33.0	1043.000	-0.08	2024-12-10
OPEN241227C00002000	OPEN	CALL	Short	2.00	None	$-0.14	-0.64	$-0.19	-0.10	0.12	0.22	0.36	1.99	2.18	-0.14	$-14.00	199.00	17	25.0	1043.000	-0.19	2024-12-09
OPEN241227C00002000	OPEN	CALL	Short	2.00	None	$-0.06	-0.27	$-0.21	-0.11	-0.14	0.22	0.28	1.99	2.20	-0.06	$-6.00	199.00	16	312.0	916.000	-0.21	2024-12-08
OPEN241227C00002000	OPEN	CALL	Short	2.00	None	$-0.06	-0.27	$-0.21	-0.11	-0.09	0.22	0.28	1.99	2.20	-0.06	$-6.00	199.00	14	311.0	916.000	-0.21	2024-12-06
OPEN241227C00002000	OPEN	CALL	Short	2.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.07	-0.32	$-0.16	-0.08	0.17	0.22	0.29	1.99	2.15	-0.07	$-7.00	199.00	13	38.0	907.000	-0.16	2024-12-05
OPEN241227C00002000	OPEN	CALL	Short	2.00	None	$-0.12	-0.55	$-0.20	-0.10	0.07	0.22	0.34	1.99	2.19	-0.12	$-12.00	199.00	12	26.0	906.000	-0.20	2024-12-04
OPEN241227C00002000	OPEN	CALL	Short	2.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.09	-0.41	$-0.17	-0.09	-0.07	0.22	0.31	1.99	2.16	-0.09	$-9.00	199.00	11	60.0	906.000	-0.17	2024-12-03
OPEN241227C00002000	OPEN	CALL	Short	2.00	None	$-0.01	-0.05	$-0.14	-0.07	-0.02	0.22	0.23	1.99	2.13	-0.01	$-1.00	199.00	10	105.0	903.000	-0.14	2024-12-02
OPEN241227C00002000	OPEN	CALL	Short	2.00	None	$-0.21	-0.95	$-0.35	-0.18	0.20	0.22	0.43	1.99	2.34	-0.21	$-21.00	199.00	8	53.0	0.000	-0.35	2024-11-30
OPEN241227C00002000	OPEN	CALL	Short	2.00	None	$-0.15	-0.68	$-0.28	-0.14	-0.30	0.22	0.37	1.99	2.27	-0.15	$-15.00	199.00	6	13.0	894.000	-0.28	2024-11-28
OPEN241227C00002000	OPEN	CALL	Short	2.00	None	$-0.18	-0.82	$-0.27	-0.14	0.30	0.22	0.40	1.99	2.26	-0.18	$-18.00	199.00	5	116.0	894.000	-0.27	2024-11-27
OPEN241227C00002000	OPEN	CALL	Short	2.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.18	-0.82	$-0.21	-0.11	0.06	0.22	0.40	1.99	2.20	-0.18	$-18.00	199.00	4	116.0	899.000	-0.21	2024-11-26
OPEN241227C00002000	OPEN	CALL	Short	2.00	None	$-0.23	-1.05	$-0.29	-0.15	0.16	0.22	0.45	1.99	2.28	-0.23	$-23.00	199.00	3	487.0	840.000	-0.29	2024-11-25
OPEN241227C00002000	OPEN	CALL	Short	2.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$-0.00	-0.00	$-0.00	-0.00	0.04	0.22	0.22	1.99	1.99	-0.00	$-0.00	199.00	2	470.0	647.000	-0.00	2024-11-24
OPEN241227C00002000	OPEN	CALL	Short	2.00	None	$-0.00	-0.00	$-0.00	-0.00	0.02	0.22	0.22	1.99	1.99	-0.00	$-0.00	199.00	1	470.0	647.000	-0.00	2024-11-23
OPEN241227C00002000	OPEN	CALL	Short	2.00	None	$-0.00	-0.00	$-0.00	-0.00	0.00	0.22	0.22	1.99	1.99	-0.00	$-0.00	199.00	0	470.0	647.000	-0.00	2024-11-22

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