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View Outliers PnL Drill-Down: ORCL240112C00102000

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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
2023-12-12	ORCL	ORCL240112C00102000	102.00	197.0	34.000	0.254	0.153	1.2	2.1	0.010	2.280	3.120	2.33	100.81	2024-01-12	CALL	Long	0.117	0.178	-0.124

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	ORCL	0.727	0.047	0.150	0.085	0.106	0.021	169.77	0.198	0.0000	102.46	192.43	21	1y	178.11

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
ORCL240112C00102000	ORCL	CALL	Long	102.00	None	$-0.38	-0.16	$3.95	0.04	-0.25	2.33	1.95	100.81	104.76	-0.38	$-38.00	233.00	30	4.0	452.000	3.95	2024-01-11
ORCL240112C00102000	ORCL	CALL	Long	102.00	None	$-0.44	-0.19	$3.11	0.03	-0.08	2.33	1.89	100.81	103.92	-0.44	$-44.00	233.00	29	52.0	449.000	3.11	2024-01-10
ORCL240112C00102000	ORCL	CALL	Long	102.00	None	$-0.71	-0.30	$2.83	0.03	-0.14	2.33	1.62	100.81	103.64	-0.71	$-71.00	233.00	28	103.0	750.000	2.83	2024-01-09
ORCL240112C00102000	ORCL	CALL	Long	102.00	None	$0.32	0.14	$3.85	0.04	-0.03	2.33	2.65	100.81	104.66	0.32	$32.00	233.00	27	277.0	740.000	3.85	2024-01-08
ORCL240112C00102000	ORCL	CALL	Long	102.00	None	$-0.97	-0.42	$1.92	0.02	-0.05	2.33	1.36	100.81	102.73	-0.97	$-97.00	233.00	26	382.0	609.000	1.92	2024-01-07
ORCL240112C00102000	ORCL	CALL	Long	102.00	None	$-0.97	-0.42	$1.92	0.02	-0.09	2.33	1.36	100.81	102.73	-0.97	$-97.00	233.00	24	382.0	609.000	1.92	2024-01-05
ORCL240112C00102000	ORCL	CALL	Long	102.00	None	$-0.69	-0.30	$1.78	0.02	-0.25	2.33	1.64	100.81	102.59	-0.69	$-69.00	233.00	23	255.0	609.000	1.78	2024-01-04
ORCL240112C00102000	ORCL	CALL	Long	102.00	None	$-0.83	-0.36	$1.65	0.02	-0.25	2.33	1.50	100.81	102.46	-0.83	$-83.00	233.00	22	354.0	476.000	1.65	2024-01-03
ORCL240112C00102000	ORCL	CALL	Long	102.00	None	$0.19	0.08	$3.25	0.03	-0.25	2.33	2.52	100.81	104.06	0.19	$19.00	233.00	21	39.0	433.000	3.25	2024-01-02
ORCL240112C00102000	ORCL	CALL	Long	102.00	None	$1.39	0.60	$4.62	0.05	0.00	2.33	3.72	100.81	105.43	1.39	$139.00	233.00	20	104.0	372.000	4.62	2024-01-01
ORCL240112C00102000	ORCL	CALL	Long	102.00	None	$1.39	0.60	$4.62	0.05	-0.02	2.33	3.72	100.81	105.43	1.39	$139.00	233.00	18	104.0	372.000	4.62	2023-12-30
ORCL240112C00102000	ORCL	CALL	Long	102.00	None	$1.39	0.60	$4.62	0.05	-0.03	2.33	3.72	100.81	105.43	1.39	$139.00	233.00	17	104.0	372.000	4.62	2023-12-29
ORCL240112C00102000	ORCL	CALL	Long	102.00	None	$2.60	1.12	$5.44	0.05	-0.01	2.33	4.93	100.81	106.25	2.60	$260.00	233.00	16	2.0	373.000	5.44	2023-12-28
ORCL240112C00102000	ORCL	CALL	Long	102.00	None	$2.12	0.91	$5.16	0.05	-0.03	2.33	4.45	100.81	105.97	2.12	$212.00	233.00	15	6.0	378.000	5.16	2023-12-27
ORCL240112C00102000	ORCL	CALL	Long	102.00	None	$2.74	1.18	$5.38	0.05	-0.00	2.33	5.07	100.81	106.19	2.74	$274.00	233.00	14	2.0	379.000	5.38	2023-12-26
ORCL240112C00102000	ORCL	CALL	Long	102.00	None	$2.67	1.15	$5.39	0.05	0.00	2.33	5.00	100.81	106.20	2.67	$267.00	233.00	13	25.0	381.000	5.39	2023-12-25
ORCL240112C00102000	ORCL	CALL	Long	102.00	None	$2.67	1.15	$5.39	0.05	-0.01	2.33	5.00	100.81	106.20	2.67	$267.00	233.00	11	25.0	381.000	5.39	2023-12-23
ORCL240112C00102000	ORCL	CALL	Long	102.00	None	$2.67	1.15	$5.40	0.05	-0.02	2.33	5.00	100.81	106.21	2.67	$267.00	233.00	10	25.0	381.000	5.40	2023-12-22
ORCL240112C00102000	ORCL	CALL	Long	102.00	None	$1.82	0.78	$4.99	0.05	0.05	2.33	4.15	100.81	105.80	1.82	$182.00	233.00	9	325.0	583.000	4.99	2023-12-21
ORCL240112C00102000	ORCL	CALL	Long	102.00	None	$2.37	1.02	$4.67	0.05	0.00	2.33	4.70	100.81	105.48	2.37	$237.00	233.00	8	1.0	578.000	4.67	2023-12-20
ORCL240112C00102000	ORCL	CALL	Long	102.00	None	$2.75	1.18	$5.45	0.05	-0.03	2.33	5.08	100.81	106.26	2.75	$275.00	233.00	7	150.0	680.000	5.45	2023-12-19
ORCL240112C00102000	ORCL	CALL	Long	102.00	None	$2.67	1.15	$4.19	0.04	-0.01	2.33	5.00	100.81	105.00	2.67	$267.00	233.00	6	454.0	277.000	4.19	2023-12-18
ORCL240112C00102000	ORCL	CALL	Long	102.00	None	$1.08	0.46	$2.51	0.02	-0.02	2.33	3.41	100.81	103.32	1.08	$108.00	233.00	4	154.0	304.000	2.51	2023-12-16
ORCL240112C00102000	ORCL	CALL	Long	102.00	None	$1.37	0.59	$2.48	0.02	0.01	2.33	3.70	100.81	103.29	1.37	$137.00	233.00	3	152.0	304.000	2.48	2023-12-15
ORCL240112C00102000	ORCL	CALL	Long	102.00	None	$-0.47	-0.20	$-0.49	-0.00	-0.03	2.33	1.86	100.81	100.32	-0.47	$-47.00	233.00	2	106.0	268.000	-0.49	2023-12-14
ORCL240112C00102000	ORCL	CALL	Long	102.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.67	0.29	$2.18	0.02	-0.25	2.33	3.00	100.81	102.99	0.67	$67.00	233.00	1	265.0	0.000	2.18	2023-12-13
ORCL240112C00102000	ORCL	CALL	Long	102.00	None	$0.00	0.00	$0.00	0.00	0.00	2.33	2.33	100.81	100.81	0.00	$0.00	233.00	0	197.0	34.000	0.00	2023-12-12

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