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View Outliers PnL Drill-Down: PANW240322C00305000

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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
2024-02-21 PANW PANW240322C00305000 305.00 25.0 24.000 0.419 0.345 0.8 37.8 0.060 1.680 38.700 2.40 266.98 2024-03-22 CALL Long 0.150 0.375 -0.284

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 PANW 1.000 0.075 0.371 0.111 0.094 0.004 201.24 0.321 0.0000 130.99 202.95 21 1y 188.09

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
PANW240322C00305000 PANW CALL Long 305.00 None $-1.68 -0.93 $25.66 0.10 -0.01 1.80 0.12 261.97 287.63 -1.68 $-168.00 180.00 29 571.0 1218.000 25.66 2024-03-21
PANW240322C00305000 PANW CALL Long 305.00 None $-1.76 -0.98 $20.08 0.08 -0.04 1.80 0.04 261.97 282.05 -1.76 $-176.00 180.00 28 433.0 1095.000 20.08 2024-03-20
PANW240322C00305000 PANW CALL Long 305.00 None $-1.69 -0.94 $18.61 0.07 -0.02 1.80 0.11 261.97 280.58 -1.69 $-169.00 180.00 27 249.0 1162.000 18.61 2024-03-19
PANW240322C00305000 PANW CALL Long 305.00 None $-1.33 -0.74 $23.27 0.09 -0.04 1.80 0.47 261.97 285.24 -1.33 $-133.00 180.00 26 350.0 1063.000 23.27 2024-03-18
PANW240322C00305000 PANW CALL Long 305.00 None $-1.09 -0.61 $20.19 0.08 -0.04 1.80 0.71 261.97 282.16 -1.09 $-109.00 180.00 23 488.0 1046.000 20.19 2024-03-15
PANW240322C00305000 PANW CALL Long 305.00 None $-0.32 -0.18 $25.61 0.10 -0.06 1.80 1.48 261.97 287.58 -0.32 $-32.00 180.00 22 304.0 962.000 25.61 2024-03-14
PANW240322C00305000 PANW CALL Long 305.00 None $0.60 0.33 $28.15 0.11 -0.01 1.80 2.40 261.97 290.12 0.60 $60.00 180.00 21 613.0 858.000 28.15 2024-03-13
PANW240322C00305000 PANW CALL Long 305.00 None $-0.34 -0.19 $22.76 0.09 -0.05 1.80 1.46 261.97 284.73 -0.34 $-34.00 180.00 20 266.0 777.000 22.76 2024-03-12
PANW240322C00305000 PANW CALL Long 305.00 None $-0.05 -0.03 $21.36 0.08 -0.03 1.80 1.75 261.97 283.33 -0.05 $-5.00 180.00 19 545.0 449.000 21.36 2024-03-11
PANW240322C00305000 PANW CALL Long 305.00 None $0.02 0.01 $18.23 0.07 -0.02 1.80 1.82 261.97 280.20 0.02 $2.00 180.00 16 403.0 473.000 18.23 2024-03-08
PANW240322C00305000 PANW CALL Long 305.00 None $1.55 0.86 $24.51 0.09 -0.03 1.80 3.35 261.97 286.48 1.55 $155.00 180.00 15 478.0 331.000 24.51 2024-03-07
PANW240322C00305000 PANW CALL Long 305.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $1.60 0.89 $16.89 0.06 0.06 1.80 3.40 261.97 278.86 1.60 $160.00 180.00 14 127.0 367.000 16.89 2024-03-06
PANW240322C00305000 PANW CALL Long 305.00 None $1.77 0.98 $27.93 0.11 -0.07 1.80 3.57 261.97 289.90 1.77 $177.00 180.00 13 67.0 310.000 27.93 2024-03-05
PANW240322C00305000 PANW CALL Long 305.00 None $5.85 3.25 $37.47 0.14 -0.42 1.80 7.65 261.97 299.44 5.85 $585.00 180.00 12 253.0 0.000 37.47 2024-03-04
PANW240322C00305000 PANW CALL Long 305.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $7.90 4.39 $40.43 0.15 -0.04 1.80 9.70 261.97 302.40 7.90 $790.00 180.00 11 310.0 123.000 40.43 2024-03-03
PANW240322C00305000 PANW CALL Long 305.00 None $8.12 4.51 $39.11 0.15 -0.04 1.80 9.92 261.97 301.08 8.12 $812.00 180.00 9 189.0 123.000 39.11 2024-03-01
PANW240322C00305000 PANW CALL Long 305.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $13.71 7.62 $48.58 0.19 -0.03 1.80 15.51 261.97 310.55 13.71 $1371.00 180.00 8 13.0 119.000 48.58 2024-02-29
PANW240322C00305000 PANW CALL Long 305.00 None $16.65 9.25 $54.18 0.21 -0.00 1.80 18.45 261.97 316.15 16.65 $1665.00 180.00 7 10.0 121.000 54.18 2024-02-28
PANW240322C00305000 PANW CALL Long 305.00 None $16.35 9.08 $52.78 0.20 -0.04 1.80 18.15 261.97 314.75 16.35 $1635.00 180.00 6 276.0 335.000 52.78 2024-02-27
PANW240322C00305000 PANW CALL Long 305.00 None $11.95 6.64 $40.81 0.16 0.03 1.80 13.75 261.97 302.78 11.95 $1195.00 180.00 5 456.0 71.000 40.81 2024-02-26
PANW240322C00305000 PANW CALL Long 305.00 None $2.60 1.44 $20.12 0.08 -0.02 1.80 4.40 261.97 282.09 2.60 $260.00 180.00 4 89.0 73.000 20.12 2024-02-25
PANW240322C00305000 PANW CALL Long 305.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $2.60 1.44 $20.12 0.08 -0.05 1.80 4.40 261.97 282.09 2.60 $260.00 180.00 2 89.0 73.000 20.12 2024-02-23
PANW240322C00305000 PANW CALL Long 305.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $0.15 0.08 $5.85 0.02 -0.04 1.80 1.95 261.97 267.82 0.15 $15.00 180.00 1 48.0 45.000 5.85 2024-02-22
PANW240322C00305000 PANW CALL Long 305.00 None $0.00 0.00 $0.00 0.00 0.00 1.80 1.80 261.97 261.97 0.00 $0.00 180.00 0 34.0 24.000 0.00 2024-02-21

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