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View Outliers PnL Drill-Down: PGEN240920C00002500

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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
2024-08-09	PGEN	PGEN240920C00002500	2.50	40.0	714.000	1.938	0.368	0.0	1.4	0.010	0.030	1.450	0.08	1.07	2024-09-20	CALL	Long	0.378	0.405	-0.134

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
PGEN240920C00002500	PGEN	CALL	Long	2.50	None	$-0.03	-0.38	$-0.03	-0.03	5.91	0.08	0.05	1.10	1.07	-0.03	$-3.00	8.00	41	30.0	816.000	-0.03	2024-09-19
PGEN240920C00002500	PGEN	CALL	Long	2.50	None	$-0.03	-0.38	$-0.06	-0.05	4.78	0.08	0.05	1.10	1.04	-0.03	$-3.00	8.00	40	30.0	816.000	-0.06	2024-09-18
PGEN240920C00002500	PGEN	CALL	Long	2.50	None	$-0.03	-0.38	$-0.10	-0.09	4.16	0.08	0.05	1.10	1.00	-0.03	$-3.00	8.00	39	30.0	816.000	-0.10	2024-09-17
PGEN240920C00002500	PGEN	CALL	Long	2.50	None	$-0.03	-0.38	$-0.10	-0.09	3.53	0.08	0.05	1.10	1.00	-0.03	$-3.00	8.00	38	30.0	816.000	-0.10	2024-09-16
PGEN240920C00002500	PGEN	CALL	Long	2.50	None	$-0.03	-0.38	$-0.05	-0.05	2.84	0.08	0.05	1.10	1.05	-0.03	$-3.00	8.00	36	30.0	816.000	-0.05	2024-09-14
PGEN240920C00002500	PGEN	CALL	Long	2.50	None	$-0.03	-0.38	$-0.05	-0.05	2.28	0.08	0.05	1.10	1.05	-0.03	$-3.00	8.00	35	30.0	816.000	-0.05	2024-09-13
PGEN240920C00002500	PGEN	CALL	Long	2.50	None	$-0.03	-0.38	$-0.11	-0.10	2.28	0.08	0.05	1.10	0.99	-0.03	$-3.00	8.00	34	30.0	816.000	-0.11	2024-09-12
PGEN240920C00002500	PGEN	CALL	Long	2.50	None	$-0.03	-0.38	$-0.13	-0.12	2.09	0.08	0.05	1.10	0.97	-0.03	$-3.00	8.00	33	30.0	816.000	-0.13	2024-09-11
PGEN240920C00002500	PGEN	CALL	Long	2.50	None	$-0.03	-0.38	$-0.12	-0.11	1.91	0.08	0.05	1.10	0.98	-0.03	$-3.00	8.00	32	30.0	816.000	-0.12	2024-09-10
PGEN240920C00002500	PGEN	CALL	Long	2.50	None	$-0.03	-0.38	$-0.13	-0.12	1.78	0.08	0.05	1.10	0.97	-0.03	$-3.00	8.00	31	30.0	816.000	-0.13	2024-09-09
PGEN240920C00002500	PGEN	CALL	Long	2.50	None	$-0.03	-0.38	$-0.16	-0.15	1.91	0.08	0.05	1.10	0.94	-0.03	$-3.00	8.00	30	30.0	816.000	-0.16	2024-09-08
PGEN240920C00002500	PGEN	CALL	Long	2.50	None	$-0.03	-0.38	$-0.16	-0.15	1.53	0.08	0.05	1.10	0.94	-0.03	$-3.00	8.00	28	30.0	816.000	-0.16	2024-09-06
PGEN240920C00002500	PGEN	CALL	Long	2.50	None	$-0.03	-0.38	$-0.14	-0.13	1.41	0.08	0.05	1.10	0.96	-0.03	$-3.00	8.00	27	30.0	816.000	-0.14	2024-09-05
PGEN240920C00002500	PGEN	CALL	Long	2.50	None	$-0.03	-0.38	$-0.14	-0.13	1.28	0.08	0.05	1.10	0.96	-0.03	$-3.00	8.00	26	30.0	816.000	-0.14	2024-09-04
PGEN240920C00002500	PGEN	CALL	Long	2.50	None	$-0.03	-0.38	$0.00	0.00	0.72	0.08	0.05	1.10	1.10	-0.03	$-3.00	8.00	22	30.0	816.000	0.00	2024-08-31
PGEN240920C00002500	PGEN	CALL	Long	2.50	None	$-0.03	-0.38	$0.00	0.00	0.62	0.08	0.05	1.10	1.10	-0.03	$-3.00	8.00	21	30.0	816.000	0.00	2024-08-30
PGEN240920C00002500	PGEN	CALL	Long	2.50	None	$-0.03	-0.38	$0.01	0.01	0.53	0.08	0.05	1.10	1.11	-0.03	$-3.00	8.00	20	30.0	816.000	0.01	2024-08-29
PGEN240920C00002500	PGEN	CALL	Long	2.50	None	$-0.03	-0.38	$0.03	0.03	0.47	0.08	0.05	1.10	1.13	-0.03	$-3.00	8.00	19	30.0	816.000	0.03	2024-08-28
PGEN240920C00002500	PGEN	CALL	Long	2.50	None	$-0.03	-0.38	$0.04	0.04	-1.09	0.08	0.05	1.10	1.14	-0.03	$-3.00	8.00	18	30.0	816.000	0.04	2024-08-27
PGEN240920C00002500	PGEN	CALL	Long	2.50	None	$-0.03	-0.38	$0.05	0.05	0.34	0.08	0.05	1.10	1.15	-0.03	$-3.00	8.00	17	30.0	816.000	0.05	2024-08-26
PGEN240920C00002500	PGEN	CALL	Long	2.50	None	$-0.03	-0.38	$0.06	0.05	0.28	0.08	0.05	1.10	1.16	-0.03	$-3.00	8.00	16	30.0	816.000	0.06	2024-08-25
PGEN240920C00002500	PGEN	CALL	Long	2.50	None	$-0.03	-0.38	$0.06	0.05	0.25	0.08	0.05	1.10	1.16	-0.03	$-3.00	8.00	15	30.0	816.000	0.06	2024-08-24
PGEN240920C00002500	PGEN	CALL	Long	2.50	None	$-0.03	-0.38	$0.06	0.05	0.22	0.08	0.05	1.10	1.16	-0.03	$-3.00	8.00	14	30.0	816.000	0.06	2024-08-23
PGEN240920C00002500	PGEN	CALL	Long	2.50	None	$-0.03	-0.38	$0.02	0.02	0.25	0.08	0.05	1.10	1.12	-0.03	$-3.00	8.00	13	30.0	816.000	0.02	2024-08-22
PGEN240920C00002500	PGEN	CALL	Long	2.50	None	$-0.03	-0.38	$0.09	0.08	0.12	0.08	0.05	1.10	1.19	-0.03	$-3.00	8.00	12	30.0	816.000	0.09	2024-08-21
PGEN240920C00002500	PGEN	CALL	Long	2.50	None	$-0.03	-0.38	$0.03	0.03	0.19	0.08	0.05	1.10	1.13	-0.03	$-3.00	8.00	11	30.0	809.000	0.03	2024-08-20
PGEN240920C00002500	PGEN	CALL	Long	2.50	None	$-0.03	-0.38	$0.05	0.05	0.12	0.08	0.05	1.10	1.15	-0.03	$-3.00	8.00	10	128.0	809.000	0.05	2024-08-19
PGEN240920C00002500	PGEN	CALL	Long	2.50	None	$-0.03	-0.38	$-0.01	-0.01	0.22	0.08	0.05	1.10	1.09	-0.03	$-3.00	8.00	9	128.0	809.000	-0.01	2024-08-18
PGEN240920C00002500	PGEN	CALL	Long	2.50	None	$-0.03	-0.38	$-0.01	-0.01	0.19	0.08	0.05	1.10	1.09	-0.03	$-3.00	8.00	8	128.0	809.000	-0.01	2024-08-17
PGEN240920C00002500	PGEN	CALL	Long	2.50	None	$-0.03	-0.38	$-0.01	-0.01	0.16	0.08	0.05	1.10	1.09	-0.03	$-3.00	8.00	7	128.0	809.000	-0.01	2024-08-16
PGEN240920C00002500	PGEN	CALL	Long	2.50	None	$-0.03	-0.38	$-0.03	-0.03	0.16	0.08	0.05	1.10	1.07	-0.03	$-3.00	8.00	6	128.0	809.000	-0.03	2024-08-15
PGEN240920C00002500	PGEN	CALL	Long	2.50	None	$-0.03	-0.38	$0.02	0.02	0.06	0.08	0.05	1.10	1.12	-0.03	$-3.00	8.00	5	128.0	714.000	0.02	2024-08-14
PGEN240920C00002500	PGEN	CALL	Long	2.50	None	$0.00	0.00	$-0.01	-0.01	0.09	0.08	0.08	1.10	1.09	0.00	$0.00	8.00	4	40.0	714.000	-0.01	2024-08-13
PGEN240920C00002500	PGEN	CALL	Long	2.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.04	$0.00	0.00	$-0.03	-0.03	0.09	0.08	0.08	1.10	1.07	0.00	$0.00	8.00	3	40.0	714.000	-0.03	2024-08-12
PGEN240920C00002500	PGEN	CALL	Long	2.50	None	$0.00	0.00	$0.00	0.00	0.00	0.08	0.08	1.10	1.10	0.00	$0.00	8.00	0	40.0	714.000	0.00	2024-08-09

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