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View Outliers PnL Drill-Down: ORI240315C00030000

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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
2024-01-25	ORI	ORI240315C00030000	30.00	73.0	155.000	0.413	0.113	0.0	2.3	0.000	0.620	2.940	0.10	27.53	2024-03-15	CALL	Long	0.069	0.122	-0.094

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	ORI	1.000	0.030	0.116	0.053	0.063	-0.008	36.43	0.082	0.0000	27.48	38.98	21	1y	35.95

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
ORI240315C00030000	ORI	CALL	Long	30.00	None	$-0.05	-0.50	$1.61	0.06	-0.06	0.10	0.05	27.53	29.14	-0.05	$-5.00	10.00	49	30.0	338.000	1.61	2024-03-14
ORI240315C00030000	ORI	CALL	Long	30.00	None	$-0.05	-0.50	$1.79	0.07	-0.12	0.10	0.05	27.53	29.32	-0.05	$-5.00	10.00	48	30.0	338.000	1.79	2024-03-13
ORI240315C00030000	ORI	CALL	Long	30.00	None	$-0.05	-0.50	$1.64	0.06	-0.17	0.10	0.05	27.53	29.17	-0.05	$-5.00	10.00	47	30.0	338.000	1.64	2024-03-12
ORI240315C00030000	ORI	CALL	Long	30.00	None	$-0.05	-0.50	$1.67	0.06	-0.14	0.10	0.05	27.53	29.20	-0.05	$-5.00	10.00	46	30.0	338.000	1.67	2024-03-11
ORI240315C00030000	ORI	CALL	Long	30.00	None	$-0.05	-0.50	$1.42	0.05	-0.16	0.10	0.05	27.53	28.95	-0.05	$-5.00	10.00	43	30.0	338.000	1.42	2024-03-08
ORI240315C00030000	ORI	CALL	Long	30.00	None	$-0.05	-0.50	$1.82	0.07	-0.24	0.10	0.05	27.53	29.35	-0.05	$-5.00	10.00	42	30.0	338.000	1.82	2024-03-07
ORI240315C00030000	ORI	CALL	Long	30.00	None	$-0.05	-0.50	$1.77	0.06	-0.24	0.10	0.05	27.53	29.30	-0.05	$-5.00	10.00	41	30.0	338.000	1.77	2024-03-06
ORI240315C00030000	ORI	CALL	Long	30.00	None	$-0.05	-0.50	$1.36	0.05	-0.23	0.10	0.05	27.53	28.89	-0.05	$-5.00	10.00	40	30.0	338.000	1.36	2024-03-05
ORI240315C00030000	ORI	CALL	Long	30.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.05	-0.50	$1.69	0.06	-0.35	0.10	0.05	27.53	29.22	-0.05	$-5.00	10.00	39	30.0	0.000	1.69	2024-03-04
ORI240315C00030000	ORI	CALL	Long	30.00	None	$-0.05	-0.50	$1.64	0.06	-0.24	0.10	0.05	27.53	29.17	-0.05	$-5.00	10.00	38	7.0	320.000	1.64	2024-03-03
ORI240315C00030000	ORI	CALL	Long	30.00	None	$-0.05	-0.50	$1.64	0.06	-0.24	0.10	0.05	27.53	29.17	-0.05	$-5.00	10.00	37	7.0	320.000	1.64	2024-03-02
ORI240315C00030000	ORI	CALL	Long	30.00	None	$0.00	0.00	$1.69	0.06	-0.26	0.10	0.10	27.53	29.22	0.00	$0.00	10.00	36	6.0	320.000	1.69	2024-03-01
ORI240315C00030000	ORI	CALL	Long	30.00	None	$-0.03	-0.30	$1.39	0.05	-0.27	0.10	0.07	27.53	28.92	-0.03	$-3.00	10.00	35	33.0	320.000	1.39	2024-02-29
ORI240315C00030000	ORI	CALL	Long	30.00	None	$-0.03	-0.30	$1.50	0.05	-0.24	0.10	0.07	27.53	29.03	-0.03	$-3.00	10.00	34	33.0	315.000	1.50	2024-02-28
ORI240315C00030000	ORI	CALL	Long	30.00	None	$-0.05	-0.50	$1.47	0.05	-0.28	0.10	0.05	27.53	29.00	-0.05	$-5.00	10.00	33	1.0	315.000	1.47	2024-02-27
ORI240315C00030000	ORI	CALL	Long	30.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.05	-0.50	$1.40	0.05	-0.25	0.10	0.05	27.53	28.93	-0.05	$-5.00	10.00	32	1.0	315.000	1.40	2024-02-26
ORI240315C00030000	ORI	CALL	Long	30.00	None	$-0.05	-0.50	$1.21	0.04	-0.23	0.10	0.05	27.53	28.74	-0.05	$-5.00	10.00	31	1.0	315.000	1.21	2024-02-25
ORI240315C00030000	ORI	CALL	Long	30.00	None	$-0.05	-0.50	$1.21	0.04	-0.24	0.10	0.05	27.53	28.74	-0.05	$-5.00	10.00	29	1.0	315.000	1.21	2024-02-23
ORI240315C00030000	ORI	CALL	Long	30.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.05	-0.50	$1.11	0.04	-0.24	0.10	0.05	27.53	28.64	-0.05	$-5.00	10.00	28	1.0	315.000	1.11	2024-02-22
ORI240315C00030000	ORI	CALL	Long	30.00	None	$-0.05	-0.50	$0.93	0.03	-0.22	0.10	0.05	27.53	28.46	-0.05	$-5.00	10.00	27	7.0	315.000	0.93	2024-02-21
ORI240315C00030000	ORI	CALL	Long	30.00	None	$-0.05	-0.50	$0.73	0.03	-0.25	0.10	0.05	27.53	28.26	-0.05	$-5.00	10.00	26	7.0	309.000	0.73	2024-02-20
ORI240315C00030000	ORI	CALL	Long	30.00	None	$-0.05	-0.50	$0.86	0.03	-0.22	0.10	0.05	27.53	28.39	-0.05	$-5.00	10.00	25	4.0	311.000	0.86	2024-02-19
ORI240315C00030000	ORI	CALL	Long	30.00	None	$0.00	0.00	$0.35	0.01	-0.22	0.10	0.10	27.53	27.88	0.00	$0.00	10.00	15	10.0	244.000	0.35	2024-02-09
ORI240315C00030000	ORI	CALL	Long	30.00	None	$0.00	0.00	$0.04	0.00	-0.23	0.10	0.10	27.53	27.57	0.00	$0.00	10.00	14	10.0	244.000	0.04	2024-02-08
ORI240315C00030000	ORI	CALL	Long	30.00	None	$0.00	0.00	$-0.04	-0.00	-0.23	0.10	0.10	27.53	27.49	0.00	$0.00	10.00	13	10.0	244.000	-0.04	2024-02-07
ORI240315C00030000	ORI	CALL	Long	30.00	None	$0.00	0.00	$0.10	0.00	-0.21	0.10	0.10	27.53	27.63	0.00	$0.00	10.00	12	10.0	244.000	0.10	2024-02-06
ORI240315C00030000	ORI	CALL	Long	30.00	None	$0.00	0.00	$-0.02	-0.00	-0.35	0.10	0.10	27.53	27.51	0.00	$0.00	10.00	11	10.0	244.000	-0.02	2024-02-05
ORI240315C00030000	ORI	CALL	Long	30.00	None	$0.00	0.00	$0.20	0.01	-0.35	0.10	0.10	27.53	27.73	0.00	$0.00	10.00	10	10.0	244.000	0.20	2024-02-04
ORI240315C00030000	ORI	CALL	Long	30.00	None	$0.00	0.00	$0.20	0.01	-0.22	0.10	0.10	27.53	27.73	0.00	$0.00	10.00	8	10.0	234.000	0.20	2024-02-02
ORI240315C00030000	ORI	CALL	Long	30.00	None	$-0.05	-0.50	$0.14	0.01	-0.26	0.10	0.05	27.53	27.67	-0.05	$-5.00	10.00	7	1.0	234.000	0.14	2024-02-01
ORI240315C00030000	ORI	CALL	Long	30.00	None	$0.00	0.00	$0.51	0.02	-0.25	0.10	0.10	27.53	28.04	0.00	$0.00	10.00	6	2.0	232.000	0.51	2024-01-31
ORI240315C00030000	ORI	CALL	Long	30.00	None	$-0.05	-0.50	$0.72	0.03	-0.26	0.10	0.05	27.53	28.25	-0.05	$-5.00	10.00	5	1.0	232.000	0.72	2024-01-30
ORI240315C00030000	ORI	CALL	Long	30.00	Exit OP PnL: $-0.02;Exit EQ PnL: 0.44; Position is Long and position continued to lose. Latest OP price is: $0.08 (EQ: $27.97). Initial OP price was: $0.10 (EQ: $27.53). Surpassed Stop Loss Percentage: -0.2 < -0.16.	$-0.02	-0.20	$0.50	0.02	-0.21	0.10	0.08	27.53	28.03	-0.02	$-2.00	10.00	4	4.0	232.000	0.50	2024-01-29
ORI240315C00030000	ORI	CALL	Long	30.00	None	$0.01	0.10	$0.46	0.02	-0.23	0.10	0.11	27.53	27.99	0.01	$1.00	10.00	3	40.0	232.000	0.46	2024-01-28
ORI240315C00030000	ORI	CALL	Long	30.00	None	$0.01	0.10	$0.46	0.02	-0.23	0.10	0.11	27.53	27.99	0.01	$1.00	10.00	2	40.0	232.000	0.46	2024-01-27
ORI240315C00030000	ORI	CALL	Long	30.00	None	$0.01	0.10	$0.48	0.02	-0.23	0.10	0.11	27.53	28.01	0.01	$1.00	10.00	1	40.0	232.000	0.48	2024-01-26
ORI240315C00030000	ORI	CALL	Long	30.00	None	$0.00	0.00	$0.00	0.00	0.00	0.10	0.10	27.53	27.53	0.00	$0.00	10.00	0	73.0	155.000	0.00	2024-01-25

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