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View Outliers PnL Drill-Down: PGY241115C00010000

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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
2024-09-26	PGY	PGY241115C00010000	10.00	173.0	95.000	0.887	0.490	0.5	0.8	0.020	1.060	1.350	1.15	9.65	2024-11-15	CALL	Long	0.421	0.493	-0.225

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	PGY	0.909	0.153	0.563	0.265	0.155	-0.408	9.88	-0.166	0.0000	8.57	19.56	21	1y	11.82

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
PGY241115C00010000	PGY	CALL	Long	10.00	None	$-0.97	-0.88	$-0.18	-0.02	0.22	1.10	0.13	9.65	9.47	-0.97	$-97.00	110.00	49	100.0	679.000	-0.18	2024-11-14
PGY241115C00010000	PGY	CALL	Long	10.00	None	$-0.25	-0.23	$0.53	0.05	0.34	1.10	0.85	9.65	10.18	-0.25	$-25.00	110.00	48	46.0	656.000	0.53	2024-11-13
PGY241115C00010000	PGY	CALL	Long	10.00	None	$-0.08	-0.07	$1.23	0.13	0.22	1.10	1.02	9.65	10.88	-0.08	$-8.00	110.00	47	990.0	1226.000	1.23	2024-11-12
PGY241115C00010000	PGY	CALL	Long	10.00	None	$5.90	5.36	$7.24	0.75	3.99	1.10	7.00	9.65	16.89	5.90	$590.00	110.00	46	43.0	1222.000	7.24	2024-11-11
PGY241115C00010000	PGY	CALL	Long	10.00	None	$3.69	3.35	$4.97	0.52	1.78	1.10	4.79	9.65	14.62	3.69	$369.00	110.00	45	41.0	1192.000	4.97	2024-11-10
PGY241115C00010000	PGY	CALL	Long	10.00	None	$3.69	3.35	$4.97	0.52	1.58	1.10	4.79	9.65	14.62	3.69	$369.00	110.00	44	41.0	1192.000	4.97	2024-11-09
PGY241115C00010000	PGY	CALL	Long	10.00	None	$2.79	2.54	$4.55	0.47	-0.40	1.10	3.89	9.65	14.20	2.79	$279.00	110.00	43	28.0	1192.000	4.55	2024-11-08
PGY241115C00010000	PGY	CALL	Long	10.00	None	$2.21	2.01	$3.36	0.35	0.75	1.10	3.31	9.65	13.01	2.21	$221.00	110.00	42	149.0	1282.000	3.36	2024-11-07
PGY241115C00010000	PGY	CALL	Long	10.00	None	$1.48	1.35	$2.65	0.27	0.76	1.10	2.58	9.65	12.30	1.48	$148.00	110.00	41	90.0	1422.000	2.65	2024-11-06
PGY241115C00010000	PGY	CALL	Long	10.00	None	$0.40	0.36	$1.39	0.14	0.84	1.10	1.50	9.65	11.04	0.40	$40.00	110.00	40	1007.0	1422.000	1.39	2024-11-05
PGY241115C00010000	PGY	CALL	Long	10.00	None	$0.65	0.59	$1.04	0.11	0.46	1.10	1.75	9.65	10.69	0.65	$65.00	110.00	39	7.0	494.000	1.04	2024-11-04
PGY241115C00010000	PGY	CALL	Long	10.00	None	$1.28	1.16	$2.03	0.21	0.23	1.10	2.38	9.65	11.68	1.28	$128.00	110.00	36	1.0	494.000	2.03	2024-11-01
PGY241115C00010000	PGY	CALL	Long	10.00	None	$1.28	1.16	$1.86	0.19	0.43	1.10	2.38	9.65	11.51	1.28	$128.00	110.00	35	1.0	495.000	1.86	2024-10-31
PGY241115C00010000	PGY	CALL	Long	10.00	None	$1.78	1.62	$2.72	0.28	0.37	1.10	2.88	9.65	12.37	1.78	$178.00	110.00	34	6.0	496.000	2.72	2024-10-30
PGY241115C00010000	PGY	CALL	Long	10.00	None	$1.40	1.27	$2.35	0.24	0.30	1.10	2.50	9.65	12.00	1.40	$140.00	110.00	33	2.0	496.000	2.35	2024-10-29
PGY241115C00010000	PGY	CALL	Long	10.00	None	$1.80	1.64	$2.99	0.31	0.22	1.10	2.90	9.65	12.64	1.80	$180.00	110.00	32	38.0	520.000	2.99	2024-10-28
PGY241115C00010000	PGY	CALL	Long	10.00	None	$1.67	1.52	$2.35	0.24	0.44	1.10	2.77	9.65	12.00	1.67	$167.00	110.00	31	4.0	522.000	2.35	2024-10-27
PGY241115C00010000	PGY	CALL	Long	10.00	None	$1.67	1.52	$2.35	0.24	0.41	1.10	2.77	9.65	12.00	1.67	$167.00	110.00	30	4.0	522.000	2.35	2024-10-26
PGY241115C00010000	PGY	CALL	Long	10.00	None	$1.15	1.05	$1.93	0.20	0.26	1.10	2.25	9.65	11.58	1.15	$115.00	110.00	28	15.0	517.000	1.93	2024-10-24
PGY241115C00010000	PGY	CALL	Long	10.00	None	$0.60	0.55	$1.31	0.14	0.18	1.10	1.70	9.65	10.96	0.60	$60.00	110.00	27	14.0	508.000	1.31	2024-10-23
PGY241115C00010000	PGY	CALL	Long	10.00	None	$1.40	1.27	$2.29	0.24	0.32	1.10	2.50	9.65	11.94	1.40	$140.00	110.00	26	14.0	508.000	2.29	2024-10-22
PGY241115C00010000	PGY	CALL	Long	10.00	None	$1.19	1.08	$2.27	0.24	0.21	1.10	2.29	9.65	11.92	1.19	$119.00	110.00	25	4.0	509.000	2.27	2024-10-21
PGY241115C00010000	PGY	CALL	Long	10.00	None	$1.20	1.09	$1.97	0.20	0.20	1.10	2.30	9.65	11.62	1.20	$120.00	110.00	23	87.0	495.000	1.97	2024-10-19
PGY241115C00010000	PGY	CALL	Long	10.00	None	$1.00	0.91	$1.89	0.20	0.35	1.10	2.10	9.65	11.54	1.00	$100.00	110.00	22	162.0	495.000	1.89	2024-10-18
PGY241115C00010000	PGY	CALL	Long	10.00	None	$1.23	1.12	$2.15	0.22	0.11	1.10	2.33	9.65	11.80	1.23	$123.00	110.00	20	136.0	441.000	2.15	2024-10-16
PGY241115C00010000	PGY	CALL	Long	10.00	None	$0.63	0.57	$1.46	0.15	-0.02	1.10	1.73	9.65	11.11	0.63	$63.00	110.00	18	270.0	573.000	1.46	2024-10-14
PGY241115C00010000	PGY	CALL	Long	10.00	None	$0.45	0.41	$1.13	0.12	-0.04	1.10	1.55	9.65	10.78	0.45	$45.00	110.00	15	68.0	631.000	1.13	2024-10-11
PGY241115C00010000	PGY	CALL	Long	10.00	None	$-0.13	-0.12	$0.24	0.02	-0.11	1.10	0.97	9.65	9.89	-0.13	$-13.00	110.00	14	37.0	656.000	0.24	2024-10-10
PGY241115C00010000	PGY	CALL	Long	10.00	None	$-0.08	-0.07	$0.25	0.03	-0.04	1.10	1.02	9.65	9.90	-0.08	$-8.00	110.00	13	32.0	633.000	0.25	2024-10-09
PGY241115C00010000	PGY	CALL	Long	10.00	None	$0.10	0.09	$0.52	0.05	-0.08	1.10	1.20	9.65	10.17	0.10	$10.00	110.00	11	209.0	434.000	0.52	2024-10-07
PGY241115C00010000	PGY	CALL	Long	10.00	None	$0.33	0.30	$0.76	0.08	-0.90	1.10	1.43	9.65	10.41	0.33	$33.00	110.00	10	324.0	0.000	0.76	2024-10-06
PGY241115C00010000	PGY	CALL	Long	10.00	None	$0.33	0.30	$0.76	0.08	0.07	1.10	1.43	9.65	10.41	0.33	$33.00	110.00	9	324.0	195.000	0.76	2024-10-05
PGY241115C00010000	PGY	CALL	Long	10.00	None	$0.35	0.32	$0.76	0.08	-0.04	1.10	1.45	9.65	10.41	0.35	$35.00	110.00	8	320.0	195.000	0.76	2024-10-04
PGY241115C00010000	PGY	CALL	Long	10.00	None	$0.10	0.09	$0.54	0.06	-0.06	1.10	1.20	9.65	10.19	0.10	$10.00	110.00	7	6.0	195.000	0.54	2024-10-03
PGY241115C00010000	PGY	CALL	Long	10.00	None	$0.10	0.09	$0.34	0.04	-0.06	1.10	1.20	9.65	9.99	0.10	$10.00	110.00	6	6.0	189.000	0.34	2024-10-02
PGY241115C00010000	PGY	CALL	Long	10.00	None	$0.15	0.14	$0.29	0.03	-0.01	1.10	1.25	9.65	9.94	0.15	$15.00	110.00	5	14.0	185.000	0.29	2024-10-01
PGY241115C00010000	PGY	CALL	Long	10.00	None	$0.35	0.32	$0.92	0.10	-0.09	1.10	1.45	9.65	10.57	0.35	$35.00	110.00	4	25.0	173.000	0.92	2024-09-30
PGY241115C00010000	PGY	CALL	Long	10.00	None	$0.15	0.14	$0.31	0.03	-0.90	1.10	1.25	9.65	9.96	0.15	$15.00	110.00	3	85.0	173.000	0.31	2024-09-29
PGY241115C00010000	PGY	CALL	Long	10.00	None	$0.15	0.14	$0.31	0.03	0.00	1.10	1.25	9.65	9.96	0.15	$15.00	110.00	2	85.0	141.000	0.31	2024-09-28
PGY241115C00010000	PGY	CALL	Long	10.00	None	$0.20	0.18	$0.31	0.03	-0.04	1.10	1.30	9.65	9.96	0.20	$20.00	110.00	1	75.0	141.000	0.31	2024-09-27
PGY241115C00010000	PGY	CALL	Long	10.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.00	0.00	0.00	1.10	1.10	9.65	9.65	0.00	$0.00	110.00	0	174.0	95.000	0.00	2024-09-26

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