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View Outliers PnL Drill-Down: OUST240920C00010000

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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
2024-08-14 OUST OUST240920C00010000 10.00 78.0 25.000 0.928 0.458 0.0 2.1 0.030 0.290 2.350 0.33 7.90 2024-09-20 CALL Long 0.371 0.490 -0.274

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 OUST 0.636 0.158 0.454 0.260 0.271 -0.080 11.00 -4.492 0.0000 4.71 16.39 21 1y 7.99

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
OUST240920C00010000 OUST CALL Long 10.00 None $-0.28 -0.85 $-1.74 -0.22 2.57 0.33 0.05 7.90 6.16 -0.28 $-28.00 33.00 36 5.0 137.000 -1.74 2024-09-19
OUST240920C00010000 OUST CALL Long 10.00 None $-0.28 -0.85 $-1.88 -0.24 2.48 0.33 0.05 7.90 6.02 -0.28 $-28.00 33.00 35 5.0 137.000 -1.88 2024-09-18
OUST240920C00010000 OUST CALL Long 10.00 None $-0.28 -0.85 $-1.61 -0.20 1.48 0.33 0.05 7.90 6.29 -0.28 $-28.00 33.00 34 5.0 137.000 -1.61 2024-09-17
OUST240920C00010000 OUST CALL Long 10.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $-0.28 -0.85 $-1.62 -0.21 1.23 0.33 0.05 7.90 6.28 -0.28 $-28.00 33.00 33 5.0 137.000 -1.62 2024-09-16
OUST240920C00010000 OUST CALL Long 10.00 None $-0.28 -0.85 $-1.24 -0.16 0.82 0.33 0.05 7.90 6.66 -0.28 $-28.00 33.00 31 5.0 137.000 -1.24 2024-09-14
OUST240920C00010000 OUST CALL Long 10.00 None $-0.28 -0.85 $-1.24 -0.16 0.59 0.33 0.05 7.90 6.66 -0.28 $-28.00 33.00 30 5.0 137.000 -1.24 2024-09-13
OUST240920C00010000 OUST CALL Long 10.00 None $-0.28 -0.85 $-1.76 -0.22 0.74 0.33 0.05 7.90 6.14 -0.28 $-28.00 33.00 29 5.0 137.000 -1.76 2024-09-12
OUST240920C00010000 OUST CALL Long 10.00 None $-0.28 -0.85 $-1.71 -0.22 0.64 0.33 0.05 7.90 6.19 -0.28 $-28.00 33.00 28 5.0 137.000 -1.71 2024-09-11
OUST240920C00010000 OUST CALL Long 10.00 None $-0.28 -0.85 $-1.66 -0.21 0.54 0.33 0.05 7.90 6.24 -0.28 $-28.00 33.00 27 5.0 137.000 -1.66 2024-09-10
OUST240920C00010000 OUST CALL Long 10.00 None $-0.28 -0.85 $-1.80 -0.23 0.54 0.33 0.05 7.90 6.10 -0.28 $-28.00 33.00 26 5.0 137.000 -1.80 2024-09-09
OUST240920C00010000 OUST CALL Long 10.00 None $-0.28 -0.85 $-2.00 -0.25 1.35 0.33 0.05 7.90 5.90 -0.28 $-28.00 33.00 25 5.0 137.000 -2.00 2024-09-08
OUST240920C00010000 OUST CALL Long 10.00 None $-0.28 -0.85 $-2.00 -0.25 1.11 0.33 0.05 7.90 5.90 -0.28 $-28.00 33.00 23 5.0 137.000 -2.00 2024-09-06
OUST240920C00010000 OUST CALL Long 10.00 None $-0.28 -0.85 $-1.66 -0.21 0.29 0.33 0.05 7.90 6.24 -0.28 $-28.00 33.00 22 5.0 137.000 -1.66 2024-09-05
OUST240920C00010000 OUST CALL Long 10.00 None $-0.28 -0.85 $-1.48 -0.19 0.20 0.33 0.05 7.90 6.42 -0.28 $-28.00 33.00 21 5.0 137.000 -1.48 2024-09-04
OUST240920C00010000 OUST CALL Long 10.00 None $-0.28 -0.85 $-0.81 -0.10 -0.10 0.33 0.05 7.90 7.09 -0.28 $-28.00 33.00 17 5.0 137.000 -0.81 2024-08-31
OUST240920C00010000 OUST CALL Long 10.00 None $-0.28 -0.85 $-0.82 -0.10 -0.13 0.33 0.05 7.90 7.08 -0.28 $-28.00 33.00 16 5.0 137.000 -0.82 2024-08-30
OUST240920C00010000 OUST CALL Long 10.00 None $-0.28 -0.85 $-0.74 -0.09 -0.18 0.33 0.05 7.90 7.16 -0.28 $-28.00 33.00 15 1.0 137.000 -0.74 2024-08-29
OUST240920C00010000 OUST CALL Long 10.00 None $-0.28 -0.85 $-0.66 -0.08 -0.10 0.33 0.05 7.90 7.24 -0.28 $-28.00 33.00 14 22.0 141.000 -0.66 2024-08-28
OUST240920C00010000 OUST CALL Long 10.00 None $-0.23 -0.70 $-0.52 -0.07 -0.68 0.33 0.10 7.90 7.38 -0.23 $-23.00 33.00 13 1.0 140.000 -0.52 2024-08-27
OUST240920C00010000 OUST CALL Long 10.00 None $-0.23 -0.70 $-0.31 -0.04 -0.04 0.33 0.10 7.90 7.59 -0.23 $-23.00 33.00 12 1.0 139.000 -0.31 2024-08-26
OUST240920C00010000 OUST CALL Long 10.00 None $-0.14 -0.42 $-0.25 -0.03 -0.07 0.33 0.19 7.90 7.65 -0.14 $-14.00 33.00 11 5.0 134.000 -0.25 2024-08-25
OUST240920C00010000 OUST CALL Long 10.00 None $-0.14 -0.42 $-0.25 -0.03 -0.09 0.33 0.19 7.90 7.65 -0.14 $-14.00 33.00 10 5.0 134.000 -0.25 2024-08-24
OUST240920C00010000 OUST CALL Long 10.00 None $-0.14 -0.42 $-0.24 -0.03 -0.10 0.33 0.19 7.90 7.66 -0.14 $-14.00 33.00 9 5.0 134.000 -0.24 2024-08-23
OUST240920C00010000 OUST CALL Long 10.00 None $-0.13 -0.39 $-0.20 -0.03 0.00 0.33 0.20 7.90 7.70 -0.13 $-13.00 33.00 8 21.0 132.000 -0.20 2024-08-22
OUST240920C00010000 OUST CALL Long 10.00 None $-0.08 -0.24 $0.15 0.02 -0.09 0.33 0.25 7.90 8.05 -0.08 $-8.00 33.00 7 11.0 124.000 0.15 2024-08-21
OUST240920C00010000 OUST CALL Long 10.00 None $-0.08 -0.24 $-0.06 -0.01 -0.07 0.33 0.25 7.90 7.84 -0.08 $-8.00 33.00 6 44.0 93.000 -0.06 2024-08-20
OUST240920C00010000 OUST CALL Long 10.00 None $-0.12 -0.36 $-0.06 -0.01 -0.05 0.33 0.21 7.90 7.84 -0.12 $-12.00 33.00 5 12.0 87.000 -0.06 2024-08-19
OUST240920C00010000 OUST CALL Long 10.00 None $-0.04 -0.12 $0.11 0.01 -0.01 0.33 0.29 7.90 8.01 -0.04 $-4.00 33.00 4 27.0 69.000 0.11 2024-08-18
OUST240920C00010000 OUST CALL Long 10.00 None $-0.04 -0.12 $0.11 0.01 -0.03 0.33 0.29 7.90 8.01 -0.04 $-4.00 33.00 3 27.0 69.000 0.11 2024-08-17
OUST240920C00010000 OUST CALL Long 10.00 None $-0.04 -0.12 $0.09 0.01 -0.00 0.33 0.29 7.90 7.99 -0.04 $-4.00 33.00 2 27.0 69.000 0.09 2024-08-16
OUST240920C00010000 OUST CALL Long 10.00 None $0.02 0.06 $-0.14 -0.02 -0.04 0.33 0.35 7.90 7.76 0.02 $2.00 33.00 1 13.0 68.000 -0.14 2024-08-15
OUST240920C00010000 OUST CALL Long 10.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $0.00 0.00 $0.00 0.00 0.00 0.33 0.33 7.90 7.90 0.00 $0.00 33.00 0 78.0 25.000 0.00 2024-08-14

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