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View Outliers PnL Drill-Down: PARA240503C00013500

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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
2024-04-03 PARA PARA240503C00013500 13.50 57.0 114.000 1.199 0.235 0.4 0.3 -0.010 1.680 1.620 0.60 13.52 2024-05-03 CALL Short 0.250 0.289 0.150

Realize Position if there are favorable/unfavorable market conditions.
Volatiltiy Analysis 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
PARA240503C00013500 PARA CALL Short 13.50 None $-0.03 -0.05 $-0.34 -0.03 0.33 0.60 0.63 13.52 13.86 -0.03 $-3.00 1352.00 29 9224.0 8057.000 -0.34 2024-05-02
PARA240503C00013500 PARA CALL Short 13.50 None $0.27 0.45 $1.12 0.08 0.04 0.60 0.33 13.52 12.40 0.27 $27.00 1352.00 26 845.0 7628.000 1.12 2024-04-29
PARA240503C00013500 PARA CALL Short 13.50 None $0.37 0.62 $1.61 0.12 -0.18 0.60 0.23 13.52 11.91 0.37 $37.00 1352.00 23 1426.0 6968.000 1.61 2024-04-26
PARA240503C00013500 PARA CALL Short 13.50 None $0.31 0.52 $1.34 0.10 -0.24 0.60 0.29 13.52 12.18 0.31 $31.00 1352.00 22 3552.0 3822.000 1.34 2024-04-25
PARA240503C00013500 PARA CALL Short 13.50 None $0.19 0.32 $0.84 0.06 -0.30 0.60 0.41 13.52 12.68 0.19 $19.00 1352.00 21 367.0 3664.000 0.84 2024-04-24
PARA240503C00013500 PARA CALL Short 13.50 None $0.09 0.15 $0.78 0.06 -0.29 0.60 0.51 13.52 12.74 0.09 $9.00 1352.00 20 302.0 3527.000 0.78 2024-04-23
PARA240503C00013500 PARA CALL Short 13.50 None $0.12 0.20 $1.14 0.08 -0.22 0.60 0.48 13.52 12.38 0.12 $12.00 1352.00 19 463.0 3194.000 1.14 2024-04-22
PARA240503C00013500 PARA CALL Short 13.50 None $-0.05 -0.08 $1.08 0.08 -0.17 0.60 0.65 13.52 12.44 -0.05 $-5.00 1352.00 16 2104.0 2097.000 1.08 2024-04-19
PARA240503C00013500 PARA CALL Short 13.50 None $0.42 0.70 $2.55 0.19 -0.28 0.60 0.18 13.52 10.97 0.42 $42.00 1352.00 15 328.0 1781.000 2.55 2024-04-18
PARA240503C00013500 PARA CALL Short 13.50 None $0.42 0.70 $2.71 0.20 -0.24 0.60 0.18 13.52 10.81 0.42 $42.00 1352.00 14 1216.0 974.000 2.71 2024-04-17
PARA240503C00013500 PARA CALL Short 13.50 None $0.43 0.72 $3.09 0.23 -0.19 0.60 0.17 13.52 10.43 0.43 $43.00 1352.00 13 732.0 254.000 3.09 2024-04-16
PARA240503C00013500 PARA CALL Short 13.50 None $0.33 0.55 $2.62 0.19 -0.18 0.60 0.27 13.52 10.90 0.33 $33.00 1352.00 12 5.0 249.000 2.62 2024-04-15
PARA240503C00013500 PARA CALL Short 13.50 None $0.34 0.57 $2.56 0.19 -0.23 0.60 0.26 13.52 10.96 0.34 $34.00 1352.00 9 12.0 238.000 2.56 2024-04-12
PARA240503C00013500 PARA CALL Short 13.50 None $0.20 0.33 $2.25 0.17 -0.26 0.60 0.40 13.52 11.27 0.20 $20.00 1352.00 8 9.0 245.000 2.25 2024-04-11
PARA240503C00013500 PARA CALL Short 13.50 None $0.37 0.62 $3.02 0.22 0.02 0.60 0.23 13.52 10.50 0.37 $37.00 1352.00 7 34.0 273.000 3.02 2024-04-10
PARA240503C00013500 PARA CALL Short 13.50 None $0.32 0.53 $2.55 0.19 -0.27 0.60 0.28 13.52 10.97 0.32 $32.00 1352.00 6 2.0 273.000 2.55 2024-04-09
PARA240503C00013500 PARA CALL Short 13.50 None $0.27 0.45 $2.46 0.18 -0.31 0.60 0.33 13.52 11.06 0.27 $27.00 1352.00 5 43.0 232.000 2.46 2024-04-08
PARA240503C00013500 PARA CALL Short 13.50 None $0.10 0.17 $1.55 0.11 -0.06 0.60 0.50 13.52 11.97 0.10 $10.00 1352.00 2 6.0 230.000 1.55 2024-04-05
PARA240503C00013500 PARA CALL Short 13.50 Underlying has moved in favorable position (0.08210059171597633136094674556) however, position is suffering from IV crush;Exit OP PnL: $0.74;Exit EQ PnL: 1.11 $-0.04 -0.07 $1.15 0.09 -0.49 0.60 0.64 13.52 12.37 -0.04 $-4.00 1352.00 1 90.0 163.000 1.15 2024-04-04
PARA240503C00013500 PARA CALL Short 13.50 None $-0.00 -0.00 $-0.00 -0.00 0.00 0.60 0.60 13.52 13.52 -0.00 $-0.00 1352.00 0 57.0 114.000 -0.00 2024-04-03

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