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View Outliers PnL Drill-Down: OSCR241220C00016000

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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	OSCR241220C00016000	16.00	1548.0	66.000	0.689	0.345	0.5	0.9	0.010	1.210	1.590	1.34	15.54	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
OSCR241220C00016000	OSCR	CALL	Long	16.00	None	$-1.31	-0.98	$-2.03	-0.13	0.64	1.34	0.03	15.54	13.51	-1.31	$-131.00	134.00	43	11.0	2004.000	-2.03	2024-12-19
OSCR241220C00016000	OSCR	CALL	Long	16.00	None	$-1.31	-0.98	$-2.18	-0.14	0.45	1.34	0.03	15.54	13.36	-1.31	$-131.00	134.00	42	11.0	2006.000	-2.18	2024-12-18
OSCR241220C00016000	OSCR	CALL	Long	16.00	None	$-1.29	-0.96	$-2.04	-0.13	0.61	1.34	0.05	15.54	13.50	-1.29	$-129.00	134.00	41	1.0	2007.000	-2.04	2024-12-17
OSCR241220C00016000	OSCR	CALL	Long	16.00	None	$-1.29	-0.96	$-1.65	-0.11	0.16	1.34	0.05	15.54	13.89	-1.29	$-129.00	134.00	40	11.0	2012.000	-1.65	2024-12-16
OSCR241220C00016000	OSCR	CALL	Long	16.00	None	$-1.24	-0.93	$-1.87	-0.12	0.11	1.34	0.10	15.54	13.67	-1.24	$-124.00	134.00	37	6.0	2016.000	-1.87	2024-12-13
OSCR241220C00016000	OSCR	CALL	Long	16.00	None	$-1.24	-0.93	$-1.90	-0.12	0.14	1.34	0.10	15.54	13.64	-1.24	$-124.00	134.00	36	23.0	2015.000	-1.90	2024-12-12
OSCR241220C00016000	OSCR	CALL	Long	16.00	None	$-1.19	-0.89	$-1.18	-0.08	-0.01	1.34	0.15	15.54	14.36	-1.19	$-119.00	134.00	35	41.0	2017.000	-1.18	2024-12-11
OSCR241220C00016000	OSCR	CALL	Long	16.00	None	$-0.84	-0.63	$-0.51	-0.03	0.15	1.34	0.50	15.54	15.03	-0.84	$-84.00	134.00	34	40.0	2024.000	-0.51	2024-12-10
OSCR241220C00016000	OSCR	CALL	Long	16.00	None	$-0.04	-0.03	$1.02	0.07	0.11	1.34	1.30	15.54	16.56	-0.04	$-4.00	134.00	33	94.0	2101.000	1.02	2024-12-09
OSCR241220C00016000	OSCR	CALL	Long	16.00	None	$-0.59	-0.44	$0.07	0.00	0.17	1.34	0.75	15.54	15.61	-0.59	$-59.00	134.00	32	302.0	2065.000	0.07	2024-12-08
OSCR241220C00016000	OSCR	CALL	Long	16.00	None	$-0.61	-0.46	$0.06	0.00	0.06	1.34	0.73	15.54	15.60	-0.61	$-61.00	134.00	30	200.0	2065.000	0.06	2024-12-06
OSCR241220C00016000	OSCR	CALL	Long	16.00	None	$-0.14	-0.10	$0.86	0.06	-0.02	1.34	1.20	15.54	16.40	-0.14	$-14.00	134.00	29	664.0	2147.000	0.86	2024-12-05
OSCR241220C00016000	OSCR	CALL	Long	16.00	None	$0.21	0.16	$1.43	0.09	0.03	1.34	1.55	15.54	16.97	0.21	$21.00	134.00	28	2.0	2147.000	1.43	2024-12-04
OSCR241220C00016000	OSCR	CALL	Long	16.00	None	$0.96	0.72	$2.45	0.16	0.05	1.34	2.30	15.54	17.99	0.96	$96.00	134.00	27	54.0	2097.000	2.45	2024-12-03
OSCR241220C00016000	OSCR	CALL	Long	16.00	None	$1.66	1.24	$2.89	0.19	0.32	1.34	3.00	15.54	18.43	1.66	$166.00	134.00	26	463.0	2251.000	2.89	2024-12-02
OSCR241220C00016000	OSCR	CALL	Long	16.00	None	$0.46	0.34	$1.79	0.12	-0.69	1.34	1.80	15.54	17.33	0.46	$46.00	134.00	25	67.0	0.000	1.79	2024-12-01
OSCR241220C00016000	OSCR	CALL	Long	16.00	None	$0.46	0.34	$1.79	0.12	-0.01	1.34	1.80	15.54	17.33	0.46	$46.00	134.00	24	67.0	0.000	1.79	2024-11-30
OSCR241220C00016000	OSCR	CALL	Long	16.00	None	$0.24	0.18	$1.29	0.08	-0.01	1.34	1.58	15.54	16.83	0.24	$24.00	134.00	22	47.0	2231.000	1.29	2024-11-28
OSCR241220C00016000	OSCR	CALL	Long	16.00	None	$-0.09	-0.07	$1.33	0.09	-0.16	1.34	1.25	15.54	16.87	-0.09	$-9.00	134.00	21	87.0	2231.000	1.33	2024-11-27
OSCR241220C00016000	OSCR	CALL	Long	16.00	None	$-0.09	-0.07	$0.73	0.05	-0.08	1.34	1.25	15.54	16.27	-0.09	$-9.00	134.00	20	87.0	2183.000	0.73	2024-11-26
OSCR241220C00016000	OSCR	CALL	Long	16.00	None	$0.33	0.25	$1.31	0.08	-0.00	1.34	1.67	15.54	16.85	0.33	$33.00	134.00	19	81.0	2132.000	1.31	2024-11-25
OSCR241220C00016000	OSCR	CALL	Long	16.00	None	$0.08	0.06	$0.44	0.03	0.01	1.34	1.42	15.54	15.98	0.08	$8.00	134.00	18	11.0	2126.000	0.44	2024-11-24
OSCR241220C00016000	OSCR	CALL	Long	16.00	None	$0.08	0.06	$0.44	0.03	-0.02	1.34	1.42	15.54	15.98	0.08	$8.00	134.00	17	11.0	2126.000	0.44	2024-11-23
OSCR241220C00016000	OSCR	CALL	Long	16.00	None	$0.08	0.06	$0.44	0.03	0.03	1.34	1.42	15.54	15.98	0.08	$8.00	134.00	16	11.0	2126.000	0.44	2024-11-22
OSCR241220C00016000	OSCR	CALL	Long	16.00	None	$0.01	0.01	$0.77	0.05	-0.07	1.34	1.35	15.54	16.31	0.01	$1.00	134.00	15	6.0	2126.000	0.77	2024-11-21
OSCR241220C00016000	OSCR	CALL	Long	16.00	None	$0.76	0.57	$1.45	0.09	0.04	1.34	2.10	15.54	16.99	0.76	$76.00	134.00	14	235.0	2075.000	1.45	2024-11-20
OSCR241220C00016000	OSCR	CALL	Long	16.00	None	$1.11	0.83	$2.47	0.16	0.09	1.34	2.45	15.54	18.01	1.11	$111.00	134.00	13	78.0	2090.000	2.47	2024-11-19
OSCR241220C00016000	OSCR	CALL	Long	16.00	None	$0.01	0.01	$0.46	0.03	0.03	1.34	1.35	15.54	16.00	0.01	$1.00	134.00	12	480.0	1921.000	0.46	2024-11-18
OSCR241220C00016000	OSCR	CALL	Long	16.00	None	$-0.64	-0.48	$-0.67	-0.04	0.01	1.34	0.70	15.54	14.87	-0.64	$-64.00	134.00	11	87.0	1940.000	-0.67	2024-11-17
OSCR241220C00016000	OSCR	CALL	Long	16.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.64	-0.48	$-0.67	-0.04	-0.00	1.34	0.70	15.54	14.87	-0.64	$-64.00	134.00	10	87.0	1940.000	-0.67	2024-11-16
OSCR241220C00016000	OSCR	CALL	Long	16.00	None	$-0.61	-0.46	$-0.67	-0.04	-0.02	1.34	0.73	15.54	14.87	-0.61	$-61.00	134.00	9	86.0	1940.000	-0.67	2024-11-15
OSCR241220C00016000	OSCR	CALL	Long	16.00	None	$-0.29	-0.22	$-0.09	-0.01	-0.03	1.34	1.05	15.54	15.45	-0.29	$-29.00	134.00	8	569.0	1597.000	-0.09	2024-11-14
OSCR241220C00016000	OSCR	CALL	Long	16.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-1.01	-0.75	$-2.06	-0.13	-0.10	1.34	0.33	15.54	13.48	-1.01	$-101.00	134.00	7	13.0	1597.000	-2.06	2024-11-13
OSCR241220C00016000	OSCR	CALL	Long	16.00	None	$-0.96	-0.72	$-1.97	-0.13	-0.05	1.34	0.38	15.54	13.57	-0.96	$-96.00	134.00	6	7.0	1647.000	-1.97	2024-11-12
OSCR241220C00016000	OSCR	CALL	Long	16.00	None	$-0.99	-0.74	$-1.72	-0.11	-0.07	1.34	0.35	15.54	13.82	-0.99	$-99.00	134.00	5	18.0	1640.000	-1.72	2024-11-11
OSCR241220C00016000	OSCR	CALL	Long	16.00	None	$-0.89	-0.66	$-2.00	-0.13	-0.06	1.34	0.45	15.54	13.54	-0.89	$-89.00	134.00	4	2.0	1640.000	-2.00	2024-11-10
OSCR241220C00016000	OSCR	CALL	Long	16.00	None	$-0.89	-0.66	$-2.00	-0.13	-0.07	1.34	0.45	15.54	13.54	-0.89	$-89.00	134.00	3	2.0	1640.000	-2.00	2024-11-09
OSCR241220C00016000	OSCR	CALL	Long	16.00	None	$-0.84	-0.63	$-1.86	-0.12	-0.05	1.34	0.50	15.54	13.68	-0.84	$-84.00	134.00	2	1.0	1640.000	-1.86	2024-11-08
OSCR241220C00016000	OSCR	CALL	Long	16.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.79	-0.59	$-1.90	-0.12	-0.00	1.34	0.55	15.54	13.64	-0.79	$-79.00	134.00	1	79.0	1581.000	-1.90	2024-11-07
OSCR241220C00016000	OSCR	CALL	Long	16.00	None	$0.00	0.00	$0.00	0.00	0.00	1.34	1.34	15.54	15.54	0.00	$0.00	134.00	0	1548.0	66.000	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