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View Outliers PnL Drill-Down: OSCR241220C00015000

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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
2024-11-06	OSCR	OSCR241220C00015000	15.00	7.0	81.000	0.781	0.352	0.9	0.5	0.010	1.730	1.320	1.90	15.43	2024-12-20	CALL	Long	0.334	0.374	-0.153

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	OSCR	0.818	0.135	0.310	0.199	0.245	-0.065	13.50	-0.046	0.0000	7.68	23.28	21	1y	15.75

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
OSCR241220C00015000	OSCR	CALL	Long	15.00	None	$-1.83	-0.99	$-2.03	-0.13	0.22	1.85	0.02	15.54	13.51	-1.83	$-183.00	185.00	43	3.0	2536.000	-2.03	2024-12-19
OSCR241220C00015000	OSCR	CALL	Long	15.00	None	$-1.75	-0.95	$-2.18	-0.14	0.26	1.85	0.10	15.54	13.36	-1.75	$-175.00	185.00	42	47.0	2539.000	-2.18	2024-12-18
OSCR241220C00015000	OSCR	CALL	Long	15.00	None	$-1.76	-0.95	$-2.04	-0.13	0.17	1.85	0.09	15.54	13.50	-1.76	$-176.00	185.00	41	2018.0	697.000	-2.04	2024-12-17
OSCR241220C00015000	OSCR	CALL	Long	15.00	None	$-1.70	-0.92	$-1.65	-0.11	0.15	1.85	0.15	15.54	13.89	-1.70	$-170.00	185.00	40	99.0	635.000	-1.65	2024-12-16
OSCR241220C00015000	OSCR	CALL	Long	15.00	None	$-1.68	-0.91	$-1.87	-0.12	0.01	1.85	0.17	15.54	13.67	-1.68	$-168.00	185.00	37	168.0	668.000	-1.87	2024-12-13
OSCR241220C00015000	OSCR	CALL	Long	15.00	None	$-1.64	-0.89	$-1.90	-0.12	0.10	1.85	0.21	15.54	13.64	-1.64	$-164.00	185.00	36	87.0	604.000	-1.90	2024-12-12
OSCR241220C00015000	OSCR	CALL	Long	15.00	None	$-1.49	-0.81	$-1.18	-0.08	-0.02	1.85	0.36	15.54	14.36	-1.49	$-149.00	185.00	35	270.0	540.000	-1.18	2024-12-11
OSCR241220C00015000	OSCR	CALL	Long	15.00	None	$-0.75	-0.41	$-0.51	-0.03	0.16	1.85	1.10	15.54	15.03	-0.75	$-75.00	185.00	34	14.0	539.000	-0.51	2024-12-10
OSCR241220C00015000	OSCR	CALL	Long	15.00	None	$0.14	0.08	$1.02	0.07	0.12	1.85	1.99	15.54	16.56	0.14	$14.00	185.00	33	11.0	548.000	1.02	2024-12-09
OSCR241220C00015000	OSCR	CALL	Long	15.00	None	$-0.65	-0.35	$0.07	0.00	0.12	1.85	1.20	15.54	15.61	-0.65	$-65.00	185.00	32	216.0	359.000	0.07	2024-12-08
OSCR241220C00015000	OSCR	CALL	Long	15.00	None	$-0.65	-0.35	$0.06	0.00	0.08	1.85	1.20	15.54	15.60	-0.65	$-65.00	185.00	30	216.0	359.000	0.06	2024-12-06
OSCR241220C00015000	OSCR	CALL	Long	15.00	None	$0.41	0.22	$0.86	0.06	0.03	1.85	2.26	15.54	16.40	0.41	$41.00	185.00	29	2.0	359.000	0.86	2024-12-05
OSCR241220C00015000	OSCR	CALL	Long	15.00	None	$1.05	0.57	$1.43	0.09	0.09	1.85	2.90	15.54	16.97	1.05	$105.00	185.00	28	4.0	361.000	1.43	2024-12-04
OSCR241220C00015000	OSCR	CALL	Long	15.00	None	$1.30	0.70	$2.45	0.16	0.09	1.85	3.15	15.54	17.99	1.30	$130.00	185.00	27	3.0	362.000	2.45	2024-12-03
OSCR241220C00015000	OSCR	CALL	Long	15.00	None	$2.03	1.10	$2.89	0.19	0.40	1.85	3.88	15.54	18.43	2.03	$203.00	185.00	26	17.0	347.000	2.89	2024-12-02
OSCR241220C00015000	OSCR	CALL	Long	15.00	None	$0.77	0.42	$1.79	0.12	-0.69	1.85	2.62	15.54	17.33	0.77	$77.00	185.00	25	45.0	0.000	1.79	2024-12-01
OSCR241220C00015000	OSCR	CALL	Long	15.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.77	0.42	$1.79	0.12	0.02	1.85	2.62	15.54	17.33	0.77	$77.00	185.00	24	45.0	302.000	1.79	2024-11-30
OSCR241220C00015000	OSCR	CALL	Long	15.00	None	$0.55	0.30	$1.29	0.08	-0.04	1.85	2.40	15.54	16.83	0.55	$55.00	185.00	22	1.0	303.000	1.29	2024-11-28
OSCR241220C00015000	OSCR	CALL	Long	15.00	None	$0.45	0.24	$1.34	0.09	-0.12	1.85	2.30	15.54	16.88	0.45	$45.00	185.00	21	6.0	303.000	1.34	2024-11-27
OSCR241220C00015000	OSCR	CALL	Long	15.00	None	$0.45	0.24	$0.73	0.05	-0.10	1.85	2.30	15.54	16.27	0.45	$45.00	185.00	20	6.0	303.000	0.73	2024-11-26
OSCR241220C00015000	OSCR	CALL	Long	15.00	None	$0.45	0.24	$1.31	0.08	0.00	1.85	2.30	15.54	16.85	0.45	$45.00	185.00	19	6.0	307.000	1.31	2024-11-25
OSCR241220C00015000	OSCR	CALL	Long	15.00	None	$-0.10	-0.05	$0.44	0.03	0.02	1.85	1.75	15.54	15.98	-0.10	$-10.00	185.00	18	5.0	304.000	0.44	2024-11-24
OSCR241220C00015000	OSCR	CALL	Long	15.00	None	$-0.10	-0.05	$0.44	0.03	-0.00	1.85	1.75	15.54	15.98	-0.10	$-10.00	185.00	17	5.0	304.000	0.44	2024-11-23
OSCR241220C00015000	OSCR	CALL	Long	15.00	None	$0.00	0.00	$0.44	0.03	0.11	1.85	1.85	15.54	15.98	0.00	$0.00	185.00	16	4.0	304.000	0.44	2024-11-22
OSCR241220C00015000	OSCR	CALL	Long	15.00	None	$0.30	0.16	$0.77	0.05	-0.03	1.85	2.15	15.54	16.31	0.30	$30.00	185.00	15	2.0	306.000	0.77	2024-11-21
OSCR241220C00015000	OSCR	CALL	Long	15.00	None	$0.84	0.45	$1.46	0.09	0.08	1.85	2.69	15.54	17.00	0.84	$84.00	185.00	14	3.0	305.000	1.46	2024-11-20
OSCR241220C00015000	OSCR	CALL	Long	15.00	None	$1.35	0.73	$2.47	0.16	0.13	1.85	3.20	15.54	18.01	1.35	$135.00	185.00	13	34.0	313.000	2.47	2024-11-19
OSCR241220C00015000	OSCR	CALL	Long	15.00	None	$0.10	0.05	$0.46	0.03	0.06	1.85	1.95	15.54	16.00	0.10	$10.00	185.00	12	60.0	346.000	0.46	2024-11-18
OSCR241220C00015000	OSCR	CALL	Long	15.00	None	$-0.65	-0.35	$-0.67	-0.04	-0.04	1.85	1.20	15.54	14.87	-0.65	$-65.00	185.00	11	49.0	318.000	-0.67	2024-11-17
OSCR241220C00015000	OSCR	CALL	Long	15.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.65	-0.35	$-0.67	-0.04	-0.05	1.85	1.20	15.54	14.87	-0.65	$-65.00	185.00	10	49.0	318.000	-0.67	2024-11-16
OSCR241220C00015000	OSCR	CALL	Long	15.00	None	$-0.65	-0.35	$-0.67	-0.04	-0.01	1.85	1.20	15.54	14.87	-0.65	$-65.00	185.00	9	49.0	318.000	-0.67	2024-11-15
OSCR241220C00015000	OSCR	CALL	Long	15.00	None	$-0.20	-0.11	$-0.09	-0.01	-0.03	1.85	1.65	15.54	15.45	-0.20	$-20.00	185.00	8	320.0	185.000	-0.09	2024-11-14
OSCR241220C00015000	OSCR	CALL	Long	15.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-1.26	-0.68	$-2.06	-0.13	-0.06	1.85	0.59	15.54	13.48	-1.26	$-126.00	185.00	7	28.0	167.000	-2.06	2024-11-13
OSCR241220C00015000	OSCR	CALL	Long	15.00	None	$-1.30	-0.70	$-1.97	-0.13	-0.05	1.85	0.55	15.54	13.57	-1.30	$-130.00	185.00	6	28.0	176.000	-1.97	2024-11-12
OSCR241220C00015000	OSCR	CALL	Long	15.00	None	$-1.20	-0.65	$-1.72	-0.11	-0.04	1.85	0.65	15.54	13.82	-1.20	$-120.00	185.00	5	38.0	135.000	-1.72	2024-11-11
OSCR241220C00015000	OSCR	CALL	Long	15.00	None	$-1.20	-0.65	$-2.00	-0.13	-0.06	1.85	0.65	15.54	13.54	-1.20	$-120.00	185.00	4	21.0	126.000	-2.00	2024-11-10
OSCR241220C00015000	OSCR	CALL	Long	15.00	None	$-1.20	-0.65	$-2.00	-0.13	-0.07	1.85	0.65	15.54	13.54	-1.20	$-120.00	185.00	3	21.0	126.000	-2.00	2024-11-09
OSCR241220C00015000	OSCR	CALL	Long	15.00	None	$-1.20	-0.65	$-1.87	-0.12	-0.06	1.85	0.65	15.54	13.67	-1.20	$-120.00	185.00	2	20.0	126.000	-1.87	2024-11-08
OSCR241220C00015000	OSCR	CALL	Long	15.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-1.30	-0.70	$-1.90	-0.12	0.01	1.85	0.55	15.54	13.64	-1.30	$-130.00	185.00	1	73.0	90.000	-1.90	2024-11-07
OSCR241220C00015000	OSCR	CALL	Long	15.00	None	$0.00	0.00	$0.00	0.00	0.00	1.85	1.85	15.54	15.54	0.00	$0.00	185.00	0	17.0	81.000	0.00	2024-11-06

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