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View Outliers PnL Drill-Down: PACB240216C00008000

View in yFinance: PACB

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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
2024-01-08	PACB	PACB240216C00008000	8.00	219.0	10.000	0.920	0.356	0.2	0.5	0.010	0.680	0.980	0.80	7.66	2024-02-16	CALL	Long	0.402	0.453	-0.185

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	PACB	1.000	0.244	0.738	0.344	0.269	-0.068	1.97	-1.530	0.0000	1.20	10.36	21	1y	2.10

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
PACB240216C00008000	PACB	CALL	Long	8.00	None	$-0.71	-0.89	$-1.02	-0.13	0.18	0.80	0.09	7.66	6.64	-0.71	$-71.00	80.00	32	362.0	1143.000	-1.02	2024-02-09
PACB240216C00008000	PACB	CALL	Long	8.00	None	$-0.75	-0.94	$-1.11	-0.14	0.17	0.80	0.05	7.66	6.55	-0.75	$-75.00	80.00	31	2.0	1145.000	-1.11	2024-02-08
PACB240216C00008000	PACB	CALL	Long	8.00	None	$-0.73	-0.91	$-1.34	-0.17	0.13	0.80	0.07	7.66	6.32	-0.73	$-73.00	80.00	30	64.0	1175.000	-1.34	2024-02-07
PACB240216C00008000	PACB	CALL	Long	8.00	None	$-0.68	-0.85	$-1.09	-0.14	0.06	0.80	0.12	7.66	6.57	-0.68	$-68.00	80.00	29	60.0	1187.000	-1.09	2024-02-06
PACB240216C00008000	PACB	CALL	Long	8.00	None	$-0.72	-0.90	$-1.22	-0.16	-0.67	0.80	0.08	7.66	6.44	-0.72	$-72.00	80.00	28	25.0	1187.000	-1.22	2024-02-05
PACB240216C00008000	PACB	CALL	Long	8.00	None	$-0.65	-0.81	$-0.91	-0.12	-0.67	0.80	0.15	7.66	6.75	-0.65	$-65.00	80.00	27	1.0	1192.000	-0.91	2024-02-04
PACB240216C00008000	PACB	CALL	Long	8.00	None	$-0.65	-0.81	$-0.91	-0.12	0.04	0.80	0.15	7.66	6.75	-0.65	$-65.00	80.00	25	1.0	1191.000	-0.91	2024-02-02
PACB240216C00008000	PACB	CALL	Long	8.00	None	$-0.65	-0.81	$-0.90	-0.12	0.06	0.80	0.15	7.66	6.76	-0.65	$-65.00	80.00	24	79.0	1200.000	-0.90	2024-02-01
PACB240216C00008000	PACB	CALL	Long	8.00	None	$-0.70	-0.88	$-1.15	-0.15	0.04	0.80	0.10	7.66	6.51	-0.70	$-70.00	80.00	23	170.0	1145.000	-1.15	2024-01-31
PACB240216C00008000	PACB	CALL	Long	8.00	None	$-0.55	-0.69	$-0.64	-0.08	0.02	0.80	0.25	7.66	7.02	-0.55	$-55.00	80.00	22	27.0	1137.000	-0.64	2024-01-30
PACB240216C00008000	PACB	CALL	Long	8.00	None	$-0.45	-0.56	$-0.26	-0.03	-0.02	0.80	0.35	7.66	7.40	-0.45	$-45.00	80.00	21	57.0	1110.000	-0.26	2024-01-29
PACB240216C00008000	PACB	CALL	Long	8.00	None	$-0.52	-0.65	$-0.64	-0.08	0.01	0.80	0.28	7.66	7.02	-0.52	$-52.00	80.00	20	73.0	1066.000	-0.64	2024-01-28
PACB240216C00008000	PACB	CALL	Long	8.00	None	$-0.52	-0.65	$-0.64	-0.08	-0.01	0.80	0.28	7.66	7.02	-0.52	$-52.00	80.00	19	73.0	1066.000	-0.64	2024-01-27
PACB240216C00008000	PACB	CALL	Long	8.00	None	$-0.52	-0.65	$-0.64	-0.08	-0.03	0.80	0.28	7.66	7.02	-0.52	$-52.00	80.00	18	63.0	1066.000	-0.64	2024-01-26
PACB240216C00008000	PACB	CALL	Long	8.00	None	$-0.50	-0.62	$-0.56	-0.07	-0.05	0.80	0.30	7.66	7.10	-0.50	$-50.00	80.00	17	47.0	1023.000	-0.56	2024-01-25
PACB240216C00008000	PACB	CALL	Long	8.00	None	$-0.51	-0.64	$-0.70	-0.09	-0.08	0.80	0.29	7.66	6.96	-0.51	$-51.00	80.00	16	298.0	779.000	-0.70	2024-01-24
PACB240216C00008000	PACB	CALL	Long	8.00	None	$-0.54	-0.68	$-0.78	-0.10	-0.06	0.80	0.26	7.66	6.88	-0.54	$-54.00	80.00	15	1.0	766.000	-0.78	2024-01-23
PACB240216C00008000	PACB	CALL	Long	8.00	None	$-0.50	-0.62	$-0.78	-0.10	-0.12	0.80	0.30	7.66	6.88	-0.50	$-50.00	80.00	14	280.0	623.000	-0.78	2024-01-22
PACB240216C00008000	PACB	CALL	Long	8.00	None	$-0.60	-0.75	$-1.07	-0.14	-0.04	0.80	0.20	7.66	6.59	-0.60	$-60.00	80.00	11	67.0	592.000	-1.07	2024-01-19
PACB240216C00008000	PACB	CALL	Long	8.00	None	$-0.64	-0.80	$-1.30	-0.17	-0.04	0.80	0.16	7.66	6.36	-0.64	$-64.00	80.00	10	20.0	578.000	-1.30	2024-01-18
PACB240216C00008000	PACB	CALL	Long	8.00	None	$-0.65	-0.81	$-1.55	-0.20	-0.04	0.80	0.15	7.66	6.11	-0.65	$-65.00	80.00	9	31.0	556.000	-1.55	2024-01-17
PACB240216C00008000	PACB	CALL	Long	8.00	None	$-0.60	-0.75	$-1.20	-0.16	-0.07	0.80	0.20	7.66	6.46	-0.60	$-60.00	80.00	8	5.0	540.000	-1.20	2024-01-16
PACB240216C00008000	PACB	CALL	Long	8.00	None	$-0.54	-0.68	$-0.95	-0.12	-0.07	0.80	0.26	7.66	6.71	-0.54	$-54.00	80.00	4	275.0	341.000	-0.95	2024-01-12
PACB240216C00008000	PACB	CALL	Long	8.00	None	$-0.36	-0.45	$-0.66	-0.09	-0.10	0.80	0.44	7.66	7.00	-0.36	$-36.00	80.00	3	90.0	299.000	-0.66	2024-01-11
PACB240216C00008000	PACB	CALL	Long	8.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.05	0.06	$0.30	0.04	-0.12	0.80	0.85	7.66	7.96	0.05	$5.00	80.00	2	68.0	286.000	0.30	2024-01-10
PACB240216C00008000	PACB	CALL	Long	8.00	None	$-0.05	-0.06	$0.02	0.00	-0.04	0.80	0.75	7.66	7.68	-0.05	$-5.00	80.00	1	143.0	226.000	0.02	2024-01-09
PACB240216C00008000	PACB	CALL	Long	8.00	None	$0.00	0.00	$0.00	0.00	0.00	0.80	0.80	7.66	7.66	0.00	$0.00	80.00	0	219.0	10.000	0.00	2024-01-08

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