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View Outliers PnL Drill-Down: PGY241220C00012000

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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
2024-11-12	PGY	PGY241220C00012000	12.00	1918.0	62.000	0.918	0.625	0.4	1.5	0.060	0.730	1.810	0.90	10.88	2024-12-20	CALL	Long	0.488	0.662	-0.356

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
PGY241220C00012000	PGY	CALL	Long	12.00	None	$-0.89	-0.99	$-2.17	-0.20	1.46	0.90	0.01	10.88	8.71	-0.89	$-89.00	90.00	37	11.0	1704.000	-2.17	2024-12-19
PGY241220C00012000	PGY	CALL	Long	12.00	None	$-0.89	-0.99	$-1.79	-0.16	1.07	0.90	0.01	10.88	9.09	-0.89	$-89.00	90.00	36	11.0	1715.000	-1.79	2024-12-18
PGY241220C00012000	PGY	CALL	Long	12.00	None	$-0.84	-0.93	$-1.14	-0.10	0.27	0.90	0.06	10.88	9.74	-0.84	$-84.00	90.00	35	7.0	1715.000	-1.14	2024-12-17
PGY241220C00012000	PGY	CALL	Long	12.00	None	$-0.84	-0.93	$-1.12	-0.10	0.30	0.90	0.06	10.88	9.76	-0.84	$-84.00	90.00	34	7.0	1715.000	-1.12	2024-12-16
PGY241220C00012000	PGY	CALL	Long	12.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.85	-0.94	$-1.24	-0.11	0.19	0.90	0.05	10.88	9.64	-0.85	$-85.00	90.00	31	21.0	1714.000	-1.24	2024-12-13
PGY241220C00012000	PGY	CALL	Long	12.00	None	$-0.85	-0.94	$-1.40	-0.13	0.19	0.90	0.05	10.88	9.48	-0.85	$-85.00	90.00	30	3.0	1714.000	-1.40	2024-12-12
PGY241220C00012000	PGY	CALL	Long	12.00	None	$-0.83	-0.92	$-1.09	-0.10	0.02	0.90	0.07	10.88	9.79	-0.83	$-83.00	90.00	29	16.0	1699.000	-1.09	2024-12-11
PGY241220C00012000	PGY	CALL	Long	12.00	None	$-0.81	-0.90	$-1.21	-0.11	0.34	0.90	0.09	10.88	9.67	-0.81	$-81.00	90.00	28	42.0	1712.000	-1.21	2024-12-10
PGY241220C00012000	PGY	CALL	Long	12.00	None	$-0.73	-0.81	$-0.63	-0.06	-0.04	0.90	0.17	10.88	10.25	-0.73	$-73.00	90.00	27	41.0	1718.000	-0.63	2024-12-09
PGY241220C00012000	PGY	CALL	Long	12.00	None	$-0.75	-0.83	$-0.68	-0.06	-0.02	0.90	0.15	10.88	10.20	-0.75	$-75.00	90.00	26	2.0	1719.000	-0.68	2024-12-08
PGY241220C00012000	PGY	CALL	Long	12.00	None	$-0.80	-0.89	$-0.68	-0.06	-0.16	0.90	0.10	10.88	10.20	-0.80	$-80.00	90.00	24	1.0	1719.000	-0.68	2024-12-06
PGY241220C00012000	PGY	CALL	Long	12.00	None	$-0.72	-0.80	$-0.65	-0.06	-0.07	0.90	0.18	10.88	10.23	-0.72	$-72.00	90.00	23	6.0	1720.000	-0.65	2024-12-05
PGY241220C00012000	PGY	CALL	Long	12.00	None	$-0.65	-0.72	$-0.54	-0.05	-0.09	0.90	0.25	10.88	10.34	-0.65	$-65.00	90.00	22	24.0	1750.000	-0.54	2024-12-04
PGY241220C00012000	PGY	CALL	Long	12.00	None	$-0.54	-0.60	$-0.57	-0.05	0.07	0.90	0.36	10.88	10.31	-0.54	$-54.00	90.00	21	16.0	1755.000	-0.57	2024-12-03
PGY241220C00012000	PGY	CALL	Long	12.00	None	$-0.50	-0.56	$-0.07	-0.01	-0.08	0.90	0.40	10.88	10.81	-0.50	$-50.00	90.00	20	93.0	1824.000	-0.07	2024-12-02
PGY241220C00012000	PGY	CALL	Long	12.00	None	$-0.45	-0.50	$0.05	0.00	-0.79	0.90	0.45	10.88	10.93	-0.45	$-45.00	90.00	19	8.0	0.000	0.05	2024-12-01
PGY241220C00012000	PGY	CALL	Long	12.00	None	$-0.45	-0.50	$0.05	0.00	-0.08	0.90	0.45	10.88	10.93	-0.45	$-45.00	90.00	18	8.0	0.000	0.05	2024-11-30
PGY241220C00012000	PGY	CALL	Long	12.00	None	$-0.45	-0.50	$-0.17	-0.02	-0.02	0.90	0.45	10.88	10.71	-0.45	$-45.00	90.00	16	58.0	1838.000	-0.17	2024-11-28
PGY241220C00012000	PGY	CALL	Long	12.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.45	-0.50	$-0.10	-0.01	-0.04	0.90	0.45	10.88	10.78	-0.45	$-45.00	90.00	15	1.0	1838.000	-0.10	2024-11-27
PGY241220C00012000	PGY	CALL	Long	12.00	None	$-0.51	-0.57	$-0.52	-0.05	-0.04	0.90	0.39	10.88	10.36	-0.51	$-51.00	90.00	14	6.0	1843.000	-0.52	2024-11-26
PGY241220C00012000	PGY	CALL	Long	12.00	None	$-0.43	-0.48	$-0.38	-0.03	-0.06	0.90	0.47	10.88	10.50	-0.43	$-43.00	90.00	13	141.0	1911.000	-0.38	2024-11-25
PGY241220C00012000	PGY	CALL	Long	12.00	None	$-0.64	-0.71	$-1.31	-0.12	-0.00	0.90	0.26	10.88	9.57	-0.64	$-64.00	90.00	12	72.0	1912.000	-1.31	2024-11-24
PGY241220C00012000	PGY	CALL	Long	12.00	None	$-0.64	-0.71	$-1.31	-0.12	-0.04	0.90	0.26	10.88	9.57	-0.64	$-64.00	90.00	11	72.0	1912.000	-1.31	2024-11-23
PGY241220C00012000	PGY	CALL	Long	12.00	None	$-0.64	-0.71	$-1.31	-0.12	-0.02	0.90	0.26	10.88	9.57	-0.64	$-64.00	90.00	10	70.0	1912.000	-1.31	2024-11-22
PGY241220C00012000	PGY	CALL	Long	12.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.70	-0.78	$-1.88	-0.17	0.06	0.90	0.20	10.88	9.00	-0.70	$-70.00	90.00	9	287.0	1652.000	-1.88	2024-11-21
PGY241220C00012000	PGY	CALL	Long	12.00	None	$-0.73	-0.81	$-2.11	-0.19	0.02	0.90	0.17	10.88	8.77	-0.73	$-73.00	90.00	8	67.0	1592.000	-2.11	2024-11-20
PGY241220C00012000	PGY	CALL	Long	12.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.75	-0.83	$-2.26	-0.21	0.06	0.90	0.15	10.88	8.62	-0.75	$-75.00	90.00	7	23.0	1577.000	-2.26	2024-11-19
PGY241220C00012000	PGY	CALL	Long	12.00	None	$-0.73	-0.81	$-2.31	-0.21	0.00	0.90	0.17	10.88	8.57	-0.73	$-73.00	90.00	6	62.0	1536.000	-2.31	2024-11-18
PGY241220C00012000	PGY	CALL	Long	12.00	None	$-0.66	-0.73	$-2.07	-0.19	0.06	0.90	0.24	10.88	8.81	-0.66	$-66.00	90.00	5	82.0	1515.000	-2.07	2024-11-17
PGY241220C00012000	PGY	CALL	Long	12.00	None	$-0.66	-0.73	$-2.07	-0.19	0.04	0.90	0.24	10.88	8.81	-0.66	$-66.00	90.00	4	82.0	1515.000	-2.07	2024-11-16
PGY241220C00012000	PGY	CALL	Long	12.00	None	$-0.67	-0.74	$-2.07	-0.19	0.02	0.90	0.23	10.88	8.81	-0.67	$-67.00	90.00	3	78.0	1515.000	-2.07	2024-11-15
PGY241220C00012000	PGY	CALL	Long	12.00	None	$-0.50	-0.56	$-1.41	-0.13	0.06	0.90	0.40	10.88	9.47	-0.50	$-50.00	90.00	2	107.0	1454.000	-1.41	2024-11-14
PGY241220C00012000	PGY	CALL	Long	12.00	None	$-0.20	-0.22	$-0.70	-0.06	0.05	0.90	0.70	10.88	10.18	-0.20	$-20.00	90.00	1	123.0	1425.000	-0.70	2024-11-13
PGY241220C00012000	PGY	CALL	Long	12.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.00	0.00	0.00	0.90	0.90	10.88	10.88	0.00	$0.00	90.00	0	1918.0	62.000	0.00	2024-11-12

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