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View Outliers PnL Drill-Down: OPEN241227C00002500

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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
2024-11-25	OPEN	OPEN241227C00002500	2.50	574.0	410.000	1.180	0.307	0.0	0.2	0.000	0.210	0.400	0.25	2.30	2024-12-27	CALL	Short	0.385	0.410	0.146

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
OPEN241227C00002500	OPEN	CALL	Short	2.50	None	$0.22	0.92	$0.59	0.26	0.48	0.24	0.02	2.28	1.69	0.22	$22.00	228.00	25	24.0	2238.000	0.59	2024-12-20
OPEN241227C00002500	OPEN	CALL	Short	2.50	None	$0.23	0.96	$0.62	0.27	0.54	0.24	0.01	2.28	1.66	0.23	$23.00	228.00	24	345.0	2229.000	0.62	2024-12-19
OPEN241227C00002500	OPEN	CALL	Short	2.50	None	$0.23	0.96	$0.55	0.24	0.35	0.24	0.01	2.28	1.73	0.23	$23.00	228.00	23	590.0	2267.000	0.55	2024-12-18
OPEN241227C00002500	OPEN	CALL	Short	2.50	None	$0.22	0.92	$0.37	0.16	0.10	0.24	0.02	2.28	1.91	0.22	$22.00	228.00	22	42.0	2251.000	0.37	2024-12-17
OPEN241227C00002500	OPEN	CALL	Short	2.50	None	$0.22	0.92	$0.36	0.16	0.04	0.24	0.02	2.28	1.92	0.22	$22.00	228.00	21	266.0	2105.000	0.36	2024-12-16
OPEN241227C00002500	OPEN	CALL	Short	2.50	None	$0.20	0.83	$0.36	0.16	0.02	0.24	0.04	2.28	1.92	0.20	$20.00	228.00	18	180.0	1939.000	0.36	2024-12-13
OPEN241227C00002500	OPEN	CALL	Short	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.20	0.83	$0.32	0.14	-0.08	0.24	0.04	2.28	1.96	0.20	$20.00	228.00	17	345.0	1823.000	0.32	2024-12-12
OPEN241227C00002500	OPEN	CALL	Short	2.50	None	$0.18	0.75	$0.19	0.08	-0.05	0.24	0.06	2.28	2.09	0.18	$18.00	228.00	16	556.0	1371.000	0.19	2024-12-11
OPEN241227C00002500	OPEN	CALL	Short	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.17	0.71	$0.21	0.09	-0.05	0.24	0.07	2.28	2.07	0.17	$17.00	228.00	15	97.0	1359.000	0.21	2024-12-10
OPEN241227C00002500	OPEN	CALL	Short	2.50	None	$0.13	0.54	$0.10	0.04	-0.06	0.24	0.11	2.28	2.18	0.13	$13.00	228.00	14	124.0	1330.000	0.10	2024-12-09
OPEN241227C00002500	OPEN	CALL	Short	2.50	None	$0.13	0.54	$0.08	0.04	0.09	0.24	0.11	2.28	2.20	0.13	$13.00	228.00	13	309.0	1182.000	0.08	2024-12-08
OPEN241227C00002500	OPEN	CALL	Short	2.50	None	$0.13	0.54	$0.08	0.04	-0.23	0.24	0.11	2.28	2.20	0.13	$13.00	228.00	11	207.0	1182.000	0.08	2024-12-06
OPEN241227C00002500	OPEN	CALL	Short	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.12	0.50	$0.13	0.06	-0.04	0.24	0.12	2.28	2.15	0.12	$12.00	228.00	10	391.0	938.000	0.13	2024-12-05
OPEN241227C00002500	OPEN	CALL	Short	2.50	None	$0.11	0.46	$0.09	0.04	-0.12	0.24	0.13	2.28	2.19	0.11	$11.00	228.00	9	358.0	740.000	0.09	2024-12-04
OPEN241227C00002500	OPEN	CALL	Short	2.50	None	$0.12	0.50	$0.12	0.05	-0.12	0.24	0.12	2.28	2.16	0.12	$12.00	228.00	8	48.0	706.000	0.12	2024-12-03
OPEN241227C00002500	OPEN	CALL	Short	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.14	0.58	$0.15	0.07	-0.21	0.24	0.10	2.28	2.13	0.14	$14.00	228.00	7	258.0	591.000	0.15	2024-12-02
OPEN241227C00002500	OPEN	CALL	Short	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.03	0.12	$-0.06	-0.03	-0.03	0.24	0.21	2.28	2.34	0.03	$3.00	228.00	5	78.0	0.000	-0.06	2024-11-30
OPEN241227C00002500	OPEN	CALL	Short	2.50	None	$0.04	0.17	$0.01	0.00	-0.16	0.24	0.20	2.28	2.27	0.04	$4.00	228.00	3	58.0	506.000	0.01	2024-11-28
OPEN241227C00002500	OPEN	CALL	Short	2.50	None	$0.07	0.29	$0.02	0.01	-0.14	0.24	0.17	2.28	2.26	0.07	$7.00	228.00	2	128.0	506.000	0.02	2024-11-27
OPEN241227C00002500	OPEN	CALL	Short	2.50	None	$0.07	0.29	$0.08	0.04	-0.13	0.24	0.17	2.28	2.20	0.07	$7.00	228.00	1	128.0	497.000	0.08	2024-11-26
OPEN241227C00002500	OPEN	CALL	Short	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.00	-0.00	$-0.00	-0.00	0.00	0.24	0.24	2.28	2.28	-0.00	$-0.00	228.00	0	589.0	410.000	-0.00	2024-11-25

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