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View Outliers PnL Drill-Down: PCT231215C00004000

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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
2023-11-09	PCT	PCT231215C00004000	4.00	307.0	0.000	0.250	0.411	0.0	0.9	0.000	0.000	0.900	0.23	3.09	2023-12-15	CALL	Long	0.461	0.490	-0.169
2023-11-06	PCT	PCT231215C00004000	4.00	2.0	58.000	1.492	0.397	0.3	0.1	0.010	0.760	0.620	0.95	4.13	2023-12-15	CALL	Long	0.404	0.441	-0.172

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	PCT	0.727	0.130	0.468	0.251	0.166	-0.162	11.68	0.000	0.0000	2.40	14.30	21	1y	12.48

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
PCT231215C00004000	PCT	CALL	Long	4.00	None	$0.30	0.32	$1.02	0.25	-0.99	0.95	1.25	4.13	5.15	0.30	$30.00	95.00	38	33.0	2767.000	1.02	2023-12-14
PCT231215C00004000	PCT	CALL	Long	4.00	None	$-0.05	-0.05	$0.78	0.19	-0.05	0.95	0.90	4.13	4.91	-0.05	$-5.00	95.00	37	509.0	2266.000	0.78	2023-12-13
PCT231215C00004000	PCT	CALL	Long	4.00	None	$-0.20	-0.21	$0.42	0.10	0.50	0.95	0.75	4.13	4.55	-0.20	$-20.00	95.00	36	60.0	2266.000	0.42	2023-12-12
PCT231215C00004000	PCT	CALL	Long	4.00	None	$-0.09	-0.09	$0.65	0.16	0.66	0.95	0.86	4.13	4.78	-0.09	$-9.00	95.00	35	20.0	2280.000	0.65	2023-12-11
PCT231215C00004000	PCT	CALL	Long	4.00	None	$0.20	0.21	$0.90	0.22	0.26	0.95	1.15	4.13	5.03	0.20	$20.00	95.00	32	369.0	2590.000	0.90	2023-12-08
PCT231215C00004000	PCT	CALL	Long	4.00	None	$-0.17	-0.18	$0.53	0.13	0.48	0.95	0.78	4.13	4.66	-0.17	$-17.00	95.00	31	297.0	2318.000	0.53	2023-12-07
PCT231215C00004000	PCT	CALL	Long	4.00	None	$-0.35	-0.37	$-0.01	-0.00	0.24	0.95	0.60	4.13	4.12	-0.35	$-35.00	95.00	30	0.0	2317.000	-0.01	2023-12-06
PCT231215C00004000	PCT	CALL	Long	4.00	None	$-0.52	-0.55	$-0.14	-0.03	0.16	0.95	0.43	4.13	3.99	-0.52	$-52.00	95.00	29	0.0	2354.000	-0.14	2023-12-05
PCT231215C00004000	PCT	CALL	Long	4.00	None	$-0.17	-0.18	$0.52	0.13	0.15	0.95	0.78	4.13	4.65	-0.17	$-17.00	95.00	28	0.0	2416.000	0.52	2023-12-04
PCT231215C00004000	PCT	CALL	Long	4.00	None	$-0.15	-0.16	$0.50	0.12	0.40	0.95	0.80	4.13	4.63	-0.15	$-15.00	95.00	27	0.0	2454.000	0.50	2023-12-03
PCT231215C00004000	PCT	CALL	Long	4.00	None	$-0.15	-0.16	$0.50	0.12	0.33	0.95	0.80	4.13	4.63	-0.15	$-15.00	95.00	26	0.0	2454.000	0.50	2023-12-02
PCT231215C00004000	PCT	CALL	Long	4.00	None	$-0.15	-0.16	$0.50	0.12	0.02	0.95	0.80	4.13	4.63	-0.15	$-15.00	95.00	25	0.0	2454.000	0.50	2023-12-01
PCT231215C00004000	PCT	CALL	Long	4.00	None	$-0.45	-0.47	$-0.09	-0.02	-0.06	0.95	0.50	4.13	4.04	-0.45	$-45.00	95.00	24	0.0	2452.000	-0.09	2023-11-30
PCT231215C00004000	PCT	CALL	Long	4.00	None	$-0.35	-0.37	$-0.09	-0.02	-0.06	0.95	0.60	4.13	4.04	-0.35	$-35.00	95.00	23	0.0	2375.000	-0.09	2023-11-29
PCT231215C00004000	PCT	CALL	Long	4.00	None	$-0.56	-0.59	$-0.30	-0.07	-0.10	0.95	0.39	4.13	3.83	-0.56	$-56.00	95.00	22	0.0	2374.000	-0.30	2023-11-28
PCT231215C00004000	PCT	CALL	Long	4.00	None	$-0.56	-0.59	$-0.36	-0.09	-0.16	0.95	0.39	4.13	3.77	-0.56	$-56.00	95.00	21	0.0	2374.000	-0.36	2023-11-27
PCT231215C00004000	PCT	CALL	Long	4.00	None	$-0.50	-0.53	$-0.19	-0.05	-0.23	0.95	0.45	4.13	3.94	-0.50	$-50.00	95.00	18	0.0	1922.000	-0.19	2023-11-24
PCT231215C00004000	PCT	CALL	Long	4.00	None	$-0.55	-0.58	$-0.25	-0.06	-1.43	0.95	0.40	4.13	3.88	-0.55	$-55.00	95.00	17	0.0	1922.000	-0.25	2023-11-23
PCT231215C00004000	PCT	CALL	Long	4.00	None	$-0.55	-0.58	$-0.32	-0.08	-0.26	0.95	0.40	4.13	3.81	-0.55	$-55.00	95.00	16	0.0	1842.000	-0.32	2023-11-22
PCT231215C00004000	PCT	CALL	Long	4.00	None	$-0.55	-0.58	$-0.35	-0.08	-0.29	0.95	0.40	4.13	3.78	-0.55	$-55.00	95.00	15	0.0	1837.000	-0.35	2023-11-21
PCT231215C00004000	PCT	CALL	Long	4.00	None	$-0.30	-0.32	$0.08	0.02	-0.23	0.95	0.65	4.13	4.21	-0.30	$-30.00	95.00	14	0.0	1839.000	0.08	2023-11-20
PCT231215C00004000	PCT	CALL	Long	4.00	None	$-0.13	-0.14	$0.28	0.07	-0.12	0.95	0.82	4.13	4.41	-0.13	$-13.00	95.00	13	0.0	1842.000	0.28	2023-11-19
PCT231215C00004000	PCT	CALL	Long	4.00	None	$-0.13	-0.14	$0.28	0.07	-0.14	0.95	0.82	4.13	4.41	-0.13	$-13.00	95.00	11	0.0	1842.000	0.28	2023-11-17
PCT231215C00004000	PCT	CALL	Long	4.00	None	$-0.35	-0.37	$0.02	0.00	-0.07	0.95	0.60	4.13	4.15	-0.35	$-35.00	95.00	10	0.0	1841.000	0.02	2023-11-16
PCT231215C00004000	PCT	CALL	Long	4.00	None	$-0.12	-0.13	$0.08	0.02	-0.01	0.95	0.83	4.13	4.21	-0.12	$-12.00	95.00	9	0.0	739.000	0.08	2023-11-15
PCT231215C00004000	PCT	CALL	Long	4.00	None	$-0.40	-0.42	$-0.24	-0.06	-0.11	0.95	0.55	4.13	3.89	-0.40	$-40.00	95.00	8	0.0	590.000	-0.24	2023-11-14
PCT231215C00004000	PCT	CALL	Long	4.00	None	$-0.55	-0.58	$-1.07	-0.26	-0.11	0.95	0.40	4.13	3.06	-0.55	$-55.00	95.00	7	0.0	571.000	-1.07	2023-11-13
PCT231215C00004000	PCT	CALL	Long	4.00	None	$-0.70	-0.74	$-0.76	-0.18	-0.22	0.95	0.25	4.13	3.37	-0.70	$-70.00	95.00	4	0.0	312.000	-0.76	2023-11-10
PCT231215C00004000	PCT	CALL	Long	4.00	None	$-0.72	-0.76	$-1.04	-0.25	-1.24	0.95	0.23	4.13	3.09	-0.72	$-72.00	95.00	3	0.0	0.000	-1.04	2023-11-09
PCT231215C00004000	PCT	CALL	Long	4.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.45; Exit EQ PnL: -0.41	$-0.72	-0.76	$-1.04	-0.25	-0.20	0.95	0.23	4.13	3.09	-0.72	$-72.00	95.00	2	0.0	128.000	-1.04	2023-11-08
PCT231215C00004000	PCT	CALL	Long	4.00	None	$-0.45	-0.47	$-0.41	-0.10	-0.30	0.95	0.50	4.13	3.72	-0.45	$-45.00	95.00	1	0.0	78.000	-0.41	2023-11-07
PCT231215C00004000	PCT	CALL	Long	4.00	None	$0.00	0.00	$0.00	0.00	0.00	0.95	0.95	4.13	4.13	0.00	$0.00	95.00	0	2.0	58.000	0.00	2023-11-06

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