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View Outliers PnL Drill-Down: OTLY241220C00001000

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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
2024-11-07	OTLY	OTLY241220C00001000	1.00	51.0	1046.000	0.844	0.335	0.0	0.2	0.010	0.020	0.250	0.05	0.77	2024-12-20	CALL	Long	0.288	0.347	-0.174

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
OTLY241220C00001000	OTLY	CALL	Long	1.00	None	$0.00	0.00	$-0.17	-0.22	5.41	0.05	0.05	0.77	0.60	0.00	$0.00	5.00	42	2.0	1067.000	-0.17	2024-12-19
OTLY241220C00001000	OTLY	CALL	Long	1.00	None	$0.00	0.00	$-0.15	-0.19	4.03	0.05	0.05	0.77	0.62	0.00	$0.00	5.00	41	2.0	1068.000	-0.15	2024-12-18
OTLY241220C00001000	OTLY	CALL	Long	1.00	None	$-0.01	-0.20	$-0.11	-0.14	3.03	0.05	0.04	0.77	0.66	-0.01	$-1.00	5.00	40	5.0	1068.000	-0.11	2024-12-17
OTLY241220C00001000	OTLY	CALL	Long	1.00	None	$-0.01	-0.20	$-0.10	-0.13	2.47	0.05	0.04	0.77	0.67	-0.01	$-1.00	5.00	39	5.0	1068.000	-0.10	2024-12-16
OTLY241220C00001000	OTLY	CALL	Long	1.00	None	$-0.01	-0.20	$-0.08	-0.10	1.66	0.05	0.04	0.77	0.69	-0.01	$-1.00	5.00	36	5.0	1068.000	-0.08	2024-12-13
OTLY241220C00001000	OTLY	CALL	Long	1.00	None	$-0.01	-0.20	$-0.07	-0.09	1.47	0.05	0.04	0.77	0.70	-0.01	$-1.00	5.00	35	5.0	1068.000	-0.07	2024-12-12
OTLY241220C00001000	OTLY	CALL	Long	1.00	None	$-0.01	-0.20	$-0.06	-0.08	1.28	0.05	0.04	0.77	0.71	-0.01	$-1.00	5.00	34	5.0	1067.000	-0.06	2024-12-11
OTLY241220C00001000	OTLY	CALL	Long	1.00	None	$0.00	0.00	$-0.06	-0.08	1.12	0.05	0.05	0.77	0.71	0.00	$0.00	5.00	33	6.0	1067.000	-0.06	2024-12-10
OTLY241220C00001000	OTLY	CALL	Long	1.00	None	$0.00	0.00	$-0.06	-0.08	1.09	0.05	0.05	0.77	0.71	0.00	$0.00	5.00	32	6.0	1067.000	-0.06	2024-12-09
OTLY241220C00001000	OTLY	CALL	Long	1.00	None	$0.00	0.00	$-0.07	-0.09	1.12	0.05	0.05	0.77	0.70	0.00	$0.00	5.00	31	6.0	1067.000	-0.07	2024-12-08
OTLY241220C00001000	OTLY	CALL	Long	1.00	None	$0.00	0.00	$-0.07	-0.09	0.91	0.05	0.05	0.77	0.70	0.00	$0.00	5.00	29	6.0	1067.000	-0.07	2024-12-06
OTLY241220C00001000	OTLY	CALL	Long	1.00	None	$-0.01	-0.20	$-0.13	-0.17	1.16	0.05	0.04	0.77	0.64	-0.01	$-1.00	5.00	28	1.0	1067.000	-0.13	2024-12-05
OTLY241220C00001000	OTLY	CALL	Long	1.00	None	$-0.01	-0.20	$-0.09	-0.12	0.91	0.05	0.04	0.77	0.68	-0.01	$-1.00	5.00	27	1.0	1067.000	-0.09	2024-12-04
OTLY241220C00001000	OTLY	CALL	Long	1.00	None	$-0.01	-0.20	$-0.07	-0.09	0.78	0.05	0.04	0.77	0.70	-0.01	$-1.00	5.00	26	1.0	1067.000	-0.07	2024-12-03
OTLY241220C00001000	OTLY	CALL	Long	1.00	None	$-0.01	-0.20	$-0.05	-0.06	0.66	0.05	0.04	0.77	0.72	-0.01	$-1.00	5.00	25	1.0	1067.000	-0.05	2024-12-02
OTLY241220C00001000	OTLY	CALL	Long	1.00	None	$-0.01	-0.20	$-0.07	-0.09	-0.34	0.05	0.04	0.77	0.70	-0.01	$-1.00	5.00	24	1.0	0.000	-0.07	2024-12-01
OTLY241220C00001000	OTLY	CALL	Long	1.00	None	$-0.01	-0.20	$-0.07	-0.09	0.66	0.05	0.04	0.77	0.70	-0.01	$-1.00	5.00	23	1.0	1067.000	-0.07	2024-11-30
OTLY241220C00001000	OTLY	CALL	Long	1.00	None	$-0.04	-0.80	$-0.05	-0.06	0.53	0.05	0.01	0.77	0.72	-0.04	$-4.00	5.00	21	3.0	1067.000	-0.05	2024-11-28
OTLY241220C00001000	OTLY	CALL	Long	1.00	None	$-0.01	-0.20	$-0.07	-0.09	0.53	0.05	0.04	0.77	0.70	-0.01	$-1.00	5.00	20	2.0	1067.000	-0.07	2024-11-27
OTLY241220C00001000	OTLY	CALL	Long	1.00	None	$-0.01	-0.20	$-0.05	-0.06	0.44	0.05	0.04	0.77	0.72	-0.01	$-1.00	5.00	19	2.0	1067.000	-0.05	2024-11-26
OTLY241220C00001000	OTLY	CALL	Long	1.00	None	$-0.01	-0.20	$-0.03	-0.04	0.34	0.05	0.04	0.77	0.74	-0.01	$-1.00	5.00	18	1.0	1067.000	-0.03	2024-11-25
OTLY241220C00001000	OTLY	CALL	Long	1.00	None	$0.00	0.00	$-0.04	-0.05	0.41	0.05	0.05	0.77	0.73	0.00	$0.00	5.00	17	5.0	1062.000	-0.04	2024-11-24
OTLY241220C00001000	OTLY	CALL	Long	1.00	None	$0.00	0.00	$-0.04	-0.05	0.34	0.05	0.05	0.77	0.73	0.00	$0.00	5.00	16	5.0	1062.000	-0.04	2024-11-23
OTLY241220C00001000	OTLY	CALL	Long	1.00	None	$0.00	0.00	$-0.04	-0.05	0.31	0.05	0.05	0.77	0.73	0.00	$0.00	5.00	15	5.0	1062.000	-0.04	2024-11-22
OTLY241220C00001000	OTLY	CALL	Long	1.00	None	$0.00	0.00	$-0.07	-0.09	0.41	0.05	0.05	0.77	0.70	0.00	$0.00	5.00	14	3.0	1059.000	-0.07	2024-11-21
OTLY241220C00001000	OTLY	CALL	Long	1.00	None	$0.00	0.00	$-0.10	-0.13	0.53	0.05	0.05	0.77	0.67	0.00	$0.00	5.00	13	5.0	1059.000	-0.10	2024-11-20
OTLY241220C00001000	OTLY	CALL	Long	1.00	None	$0.00	0.00	$-0.13	-0.17	0.59	0.05	0.05	0.77	0.64	0.00	$0.00	5.00	12	5.0	1058.000	-0.13	2024-11-19
OTLY241220C00001000	OTLY	CALL	Long	1.00	None	$-0.04	-0.80	$-0.12	-0.16	0.53	0.05	0.01	0.77	0.65	-0.04	$-4.00	5.00	11	6.0	1059.000	-0.12	2024-11-18
OTLY241220C00001000	OTLY	CALL	Long	1.00	None	$-0.01	-0.20	$-0.16	-0.21	0.69	0.05	0.04	0.77	0.61	-0.01	$-1.00	5.00	10	3.0	1059.000	-0.16	2024-11-17
OTLY241220C00001000	OTLY	CALL	Long	1.00	None	$-0.01	-0.20	$-0.16	-0.21	0.66	0.05	0.04	0.77	0.61	-0.01	$-1.00	5.00	9	3.0	1059.000	-0.16	2024-11-16
OTLY241220C00001000	OTLY	CALL	Long	1.00	None	$-0.01	-0.20	$-0.16	-0.21	0.62	0.05	0.04	0.77	0.61	-0.01	$-1.00	5.00	8	3.0	1059.000	-0.16	2024-11-15
OTLY241220C00001000	OTLY	CALL	Long	1.00	None	$-0.01	-0.20	$-0.13	-0.17	0.47	0.05	0.04	0.77	0.64	-0.01	$-1.00	5.00	7	3.0	1059.000	-0.13	2024-11-14
OTLY241220C00001000	OTLY	CALL	Long	1.00	None	$0.00	0.00	$-0.12	-0.16	0.44	0.05	0.05	0.77	0.65	0.00	$0.00	5.00	6	1.0	1059.000	-0.12	2024-11-13
OTLY241220C00001000	OTLY	CALL	Long	1.00	None	$0.00	0.00	$-0.08	-0.10	0.28	0.05	0.05	0.77	0.69	0.00	$0.00	5.00	5	4.0	1059.000	-0.08	2024-11-12
OTLY241220C00001000	OTLY	CALL	Long	1.00	None	$-0.01	-0.20	$-0.01	-0.01	0.06	0.05	0.04	0.77	0.76	-0.01	$-1.00	5.00	4	14.0	1059.000	-0.01	2024-11-11
OTLY241220C00001000	OTLY	CALL	Long	1.00	None	$0.00	0.00	$0.02	0.03	-0.03	0.05	0.05	0.77	0.79	0.00	$0.00	5.00	3	51.0	1059.000	0.02	2024-11-10
OTLY241220C00001000	OTLY	CALL	Long	1.00	None	$0.00	0.00	$0.02	0.03	-0.05	0.05	0.05	0.77	0.79	0.00	$0.00	5.00	2	51.0	1059.000	0.02	2024-11-09
OTLY241220C00001000	OTLY	CALL	Long	1.00	None	$0.00	0.00	$0.01	0.01	-0.03	0.05	0.05	0.77	0.78	0.00	$0.00	5.00	1	51.0	1059.000	0.01	2024-11-08
OTLY241220C00001000	OTLY	CALL	Long	1.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.00	0.00	0.00	0.05	0.05	0.77	0.77	0.00	$0.00	5.00	0	51.0	1046.000	0.00	2024-11-07

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