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View Outliers PnL Drill-Down: OTLY241115C00001000

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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
2024-09-30	OTLY	OTLY241115C00001000	1.00	6.0	387.000	1.031	0.243	0.0	0.1	0.010	0.060	0.200	0.10	0.85	2024-11-15	CALL	Long	0.267	0.317	-0.154

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	OTLY	0.727	0.098	0.279	0.186	0.160	-0.119	0.66	-0.532	0.0000	0.61	1.35	21	1y	0.78

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
OTLY241115C00001000	OTLY	CALL	Long	1.00	None	$-0.07	-0.70	$-0.21	-0.25	4.72	0.10	0.03	0.85	0.64	-0.07	$-7.00	10.00	45	1.0	567.000	-0.21	2024-11-14
OTLY241115C00001000	OTLY	CALL	Long	1.00	None	$-0.07	-0.70	$-0.20	-0.24	3.59	0.10	0.03	0.85	0.65	-0.07	$-7.00	10.00	44	1.0	567.000	-0.20	2024-11-13
OTLY241115C00001000	OTLY	CALL	Long	1.00	None	$-0.07	-0.70	$-0.16	-0.19	2.47	0.10	0.03	0.85	0.69	-0.07	$-7.00	10.00	43	1.0	567.000	-0.16	2024-11-12
OTLY241115C00001000	OTLY	CALL	Long	1.00	None	$-0.07	-0.70	$-0.09	-0.11	1.53	0.10	0.03	0.85	0.76	-0.07	$-7.00	10.00	42	1.0	567.000	-0.09	2024-11-11
OTLY241115C00001000	OTLY	CALL	Long	1.00	None	$-0.06	-0.60	$-0.06	-0.07	1.09	0.10	0.04	0.85	0.79	-0.06	$-6.00	10.00	41	16.0	567.000	-0.06	2024-11-10
OTLY241115C00001000	OTLY	CALL	Long	1.00	None	$-0.06	-0.60	$-0.06	-0.07	0.91	0.10	0.04	0.85	0.79	-0.06	$-6.00	10.00	40	16.0	567.000	-0.06	2024-11-09
OTLY241115C00001000	OTLY	CALL	Long	1.00	None	$-0.06	-0.60	$-0.07	-0.08	0.84	0.10	0.04	0.85	0.78	-0.06	$-6.00	10.00	39	16.0	567.000	-0.07	2024-11-08
OTLY241115C00001000	OTLY	CALL	Long	1.00	None	$-0.06	-0.60	$-0.08	-0.09	0.84	0.10	0.04	0.85	0.77	-0.06	$-6.00	10.00	38	16.0	567.000	-0.08	2024-11-07
OTLY241115C00001000	OTLY	CALL	Long	1.00	None	$-0.05	-0.50	$0.08	0.09	-0.19	0.10	0.05	0.85	0.93	-0.05	$-5.00	10.00	37	13.0	557.000	0.08	2024-11-06
OTLY241115C00001000	OTLY	CALL	Long	1.00	None	$-0.09	-0.90	$-0.03	-0.04	0.34	0.10	0.01	0.85	0.82	-0.09	$-9.00	10.00	36	1.0	557.000	-0.03	2024-11-05
OTLY241115C00001000	OTLY	CALL	Long	1.00	None	$-0.09	-0.90	$-0.04	-0.05	0.38	0.10	0.01	0.85	0.81	-0.09	$-9.00	10.00	35	1.0	556.000	-0.04	2024-11-04
OTLY241115C00001000	OTLY	CALL	Long	1.00	None	$-0.06	-0.60	$-0.05	-0.06	0.25	0.10	0.04	0.85	0.80	-0.06	$-6.00	10.00	32	3.0	556.000	-0.05	2024-11-01
OTLY241115C00001000	OTLY	CALL	Long	1.00	None	$-0.05	-0.50	$-0.03	-0.04	0.12	0.10	0.05	0.85	0.82	-0.05	$-5.00	10.00	31	3.0	555.000	-0.03	2024-10-31
OTLY241115C00001000	OTLY	CALL	Long	1.00	None	$-0.06	-0.60	$-0.05	-0.06	0.19	0.10	0.04	0.85	0.80	-0.06	$-6.00	10.00	30	1.0	555.000	-0.05	2024-10-30
OTLY241115C00001000	OTLY	CALL	Long	1.00	None	$-0.06	-0.60	$-0.03	-0.04	0.09	0.10	0.04	0.85	0.82	-0.06	$-6.00	10.00	29	1.0	554.000	-0.03	2024-10-29
OTLY241115C00001000	OTLY	CALL	Long	1.00	None	$-0.07	-0.70	$-0.04	-0.05	-0.78	0.10	0.03	0.85	0.81	-0.07	$-7.00	10.00	28	21.0	538.000	-0.04	2024-10-28
OTLY241115C00001000	OTLY	CALL	Long	1.00	None	$-0.06	-0.60	$-0.06	-0.07	0.09	0.10	0.04	0.85	0.79	-0.06	$-6.00	10.00	27	279.0	427.000	-0.06	2024-10-27
OTLY241115C00001000	OTLY	CALL	Long	1.00	None	$-0.06	-0.60	$-0.06	-0.07	0.09	0.10	0.04	0.85	0.79	-0.06	$-6.00	10.00	26	279.0	427.000	-0.06	2024-10-26
OTLY241115C00001000	OTLY	CALL	Long	1.00	None	$-0.06	-0.60	$-0.05	-0.06	0.03	0.10	0.04	0.85	0.80	-0.06	$-6.00	10.00	24	2.0	427.000	-0.05	2024-10-24
OTLY241115C00001000	OTLY	CALL	Long	1.00	None	$-0.06	-0.60	$-0.06	-0.07	0.03	0.10	0.04	0.85	0.79	-0.06	$-6.00	10.00	23	2.0	427.000	-0.06	2024-10-23
OTLY241115C00001000	OTLY	CALL	Long	1.00	None	$-0.06	-0.60	$-0.02	-0.02	-0.12	0.10	0.04	0.85	0.83	-0.06	$-6.00	10.00	22	2.0	427.000	-0.02	2024-10-22
OTLY241115C00001000	OTLY	CALL	Long	1.00	None	$-0.06	-0.60	$-0.02	-0.02	-0.19	0.10	0.04	0.85	0.83	-0.06	$-6.00	10.00	21	2.0	427.000	-0.02	2024-10-21
OTLY241115C00001000	OTLY	CALL	Long	1.00	None	$-0.05	-0.50	$-0.03	-0.04	-0.19	0.10	0.05	0.85	0.82	-0.05	$-5.00	10.00	19	5.0	427.000	-0.03	2024-10-19
OTLY241115C00001000	OTLY	CALL	Long	1.00	None	$-0.05	-0.50	$-0.02	-0.02	0.09	0.10	0.05	0.85	0.83	-0.05	$-5.00	10.00	18	5.0	427.000	-0.02	2024-10-18
OTLY241115C00001000	OTLY	CALL	Long	1.00	None	$-0.05	-0.50	$-0.02	-0.02	0.05	0.10	0.05	0.85	0.83	-0.05	$-5.00	10.00	16	101.0	426.000	-0.02	2024-10-16
OTLY241115C00001000	OTLY	CALL	Long	1.00	None	$-0.05	-0.50	$-0.02	-0.02	-0.26	0.10	0.05	0.85	0.83	-0.05	$-5.00	10.00	14	3.0	426.000	-0.02	2024-10-14
OTLY241115C00001000	OTLY	CALL	Long	1.00	None	$-0.05	-0.50	$-0.05	-0.06	-0.22	0.10	0.05	0.85	0.80	-0.05	$-5.00	10.00	11	3.0	426.000	-0.05	2024-10-11
OTLY241115C00001000	OTLY	CALL	Long	1.00	None	$-0.05	-0.50	$-0.08	-0.09	-0.12	0.10	0.05	0.85	0.77	-0.05	$-5.00	10.00	10	27.0	426.000	-0.08	2024-10-10
OTLY241115C00001000	OTLY	CALL	Long	1.00	None	$-0.05	-0.50	$-0.04	-0.05	-0.26	0.10	0.05	0.85	0.81	-0.05	$-5.00	10.00	9	27.0	426.000	-0.04	2024-10-09
OTLY241115C00001000	OTLY	CALL	Long	1.00	None	$-0.05	-0.50	$-0.04	-0.05	-0.02	0.10	0.05	0.85	0.81	-0.05	$-5.00	10.00	7	27.0	426.000	-0.04	2024-10-07
OTLY241115C00001000	OTLY	CALL	Long	1.00	None	$-0.05	-0.50	$-0.02	-0.02	-0.09	0.10	0.05	0.85	0.83	-0.05	$-5.00	10.00	5	27.0	426.000	-0.02	2024-10-05
OTLY241115C00001000	OTLY	CALL	Long	1.00	None	$-0.05	-0.50	$-0.02	-0.02	-0.11	0.10	0.05	0.85	0.83	-0.05	$-5.00	10.00	4	27.0	426.000	-0.02	2024-10-04
OTLY241115C00001000	OTLY	CALL	Long	1.00	None	$-0.05	-0.50	$-0.02	-0.02	0.11	0.10	0.05	0.85	0.83	-0.05	$-5.00	10.00	3	27.0	399.000	-0.02	2024-10-03
OTLY241115C00001000	OTLY	CALL	Long	1.00	None	$-0.05	-0.50	$0.01	0.01	-0.44	0.10	0.05	0.85	0.86	-0.05	$-5.00	10.00	2	38.0	399.000	0.01	2024-10-02
OTLY241115C00001000	OTLY	CALL	Long	1.00	Exit OP PnL: $-0.05;Exit EQ PnL: 0.03; Position is Long and position continued to lose. Latest OP price is: $0.05 (EQ: $0.88). Initial OP price was: $0.10 (EQ: $0.85). Surpassed Stop Loss Percentage: -0.5 < -0.16.	$-0.05	-0.50	$-0.02	-0.02	-0.12	0.10	0.05	0.85	0.83	-0.05	$-5.00	10.00	1	38.0	388.000	-0.02	2024-10-01
OTLY241115C00001000	OTLY	CALL	Long	1.00	None	$0.00	0.00	$0.00	0.00	0.00	0.10	0.10	0.85	0.85	0.00	$0.00	10.00	0	6.0	387.000	0.00	2024-09-30

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