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View Outliers PnL Drill-Down: PRCH240920C00001000

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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
2024-08-07	PRCH	PRCH240920C00001000	1.00	110.0	22.000	0.992	0.549	0.2	0.0	0.050	0.240	0.060	0.23	1.17	2024-09-20	CALL	Long	0.435	0.580	-0.324

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
PRCH240920C00001000	PRCH	CALL	Long	1.00	None	$0.42	1.83	$0.46	0.39	5.32	0.23	0.65	1.17	1.63	0.42	$42.00	23.00	43	23.0	84.000	0.46	2024-09-19
PRCH240920C00001000	PRCH	CALL	Long	1.00	None	$0.22	0.96	$0.41	0.35	4.88	0.23	0.45	1.17	1.58	0.22	$22.00	23.00	42	4.0	84.000	0.41	2024-09-18
PRCH240920C00001000	PRCH	CALL	Long	1.00	None	$0.22	0.96	$0.33	0.28	1.26	0.23	0.45	1.17	1.50	0.22	$22.00	23.00	41	4.0	84.000	0.33	2024-09-17
PRCH240920C00001000	PRCH	CALL	Long	1.00	None	$0.22	0.96	$0.21	0.18	2.79	0.23	0.45	1.17	1.38	0.22	$22.00	23.00	40	4.0	84.000	0.21	2024-09-16
PRCH240920C00001000	PRCH	CALL	Long	1.00	None	$0.22	0.96	$0.17	0.15	2.63	0.23	0.45	1.17	1.34	0.22	$22.00	23.00	38	4.0	88.000	0.17	2024-09-14
PRCH240920C00001000	PRCH	CALL	Long	1.00	None	$0.22	0.96	$0.17	0.15	0.45	0.23	0.45	1.17	1.34	0.22	$22.00	23.00	37	4.0	88.000	0.17	2024-09-13
PRCH240920C00001000	PRCH	CALL	Long	1.00	None	$0.05	0.22	$0.10	0.09	1.63	0.23	0.28	1.17	1.27	0.05	$5.00	23.00	36	10.0	88.000	0.10	2024-09-12
PRCH240920C00001000	PRCH	CALL	Long	1.00	None	$0.05	0.22	$0.01	0.01	0.13	0.23	0.28	1.17	1.18	0.05	$5.00	23.00	35	10.0	88.000	0.01	2024-09-11
PRCH240920C00001000	PRCH	CALL	Long	1.00	None	$0.05	0.22	$0.04	0.03	0.54	0.23	0.28	1.17	1.21	0.05	$5.00	23.00	34	10.0	88.000	0.04	2024-09-10
PRCH240920C00001000	PRCH	CALL	Long	1.00	None	$0.05	0.22	$0.05	0.04	1.10	0.23	0.28	1.17	1.22	0.05	$5.00	23.00	33	10.0	88.000	0.05	2024-09-09
PRCH240920C00001000	PRCH	CALL	Long	1.00	None	$0.05	0.22	$0.07	0.06	2.32	0.23	0.28	1.17	1.24	0.05	$5.00	23.00	32	10.0	88.000	0.07	2024-09-08
PRCH240920C00001000	PRCH	CALL	Long	1.00	None	$0.05	0.22	$0.07	0.06	1.34	0.23	0.28	1.17	1.24	0.05	$5.00	23.00	30	10.0	88.000	0.07	2024-09-06
PRCH240920C00001000	PRCH	CALL	Long	1.00	None	$0.05	0.22	$0.11	0.09	0.13	0.23	0.28	1.17	1.28	0.05	$5.00	23.00	29	10.0	98.000	0.11	2024-09-05
PRCH240920C00001000	PRCH	CALL	Long	1.00	None	$0.07	0.30	$0.08	0.07	1.10	0.23	0.30	1.17	1.25	0.07	$7.00	23.00	28	2.0	98.000	0.08	2024-09-04
PRCH240920C00001000	PRCH	CALL	Long	1.00	None	$0.07	0.30	$0.27	0.23	1.49	0.23	0.30	1.17	1.44	0.07	$7.00	23.00	24	2.0	98.000	0.27	2024-08-31
PRCH240920C00001000	PRCH	CALL	Long	1.00	None	$0.07	0.30	$0.27	0.23	0.48	0.23	0.30	1.17	1.44	0.07	$7.00	23.00	23	2.0	98.000	0.27	2024-08-30
PRCH240920C00001000	PRCH	CALL	Long	1.00	None	$0.07	0.30	$0.21	0.18	0.48	0.23	0.30	1.17	1.38	0.07	$7.00	23.00	22	2.0	98.000	0.21	2024-08-29
PRCH240920C00001000	PRCH	CALL	Long	1.00	None	$0.07	0.30	$0.14	0.12	0.80	0.23	0.30	1.17	1.31	0.07	$7.00	23.00	21	2.0	98.000	0.14	2024-08-28
PRCH240920C00001000	PRCH	CALL	Long	1.00	None	$0.07	0.30	$0.31	0.26	-0.99	0.23	0.30	1.17	1.48	0.07	$7.00	23.00	20	2.0	98.000	0.31	2024-08-27
PRCH240920C00001000	PRCH	CALL	Long	1.00	None	$0.07	0.30	$0.33	0.28	0.63	0.23	0.30	1.17	1.50	0.07	$7.00	23.00	19	2.0	98.000	0.33	2024-08-26
PRCH240920C00001000	PRCH	CALL	Long	1.00	None	$0.07	0.30	$0.17	0.15	0.16	0.23	0.30	1.17	1.34	0.07	$7.00	23.00	18	2.0	98.000	0.17	2024-08-25
PRCH240920C00001000	PRCH	CALL	Long	1.00	None	$0.07	0.30	$0.17	0.15	0.15	0.23	0.30	1.17	1.34	0.07	$7.00	23.00	17	2.0	98.000	0.17	2024-08-24
PRCH240920C00001000	PRCH	CALL	Long	1.00	None	$0.07	0.30	$0.17	0.15	3.15	0.23	0.30	1.17	1.34	0.07	$7.00	23.00	16	2.0	98.000	0.17	2024-08-23
PRCH240920C00001000	PRCH	CALL	Long	1.00	None	$0.07	0.30	$0.02	0.02	-0.16	0.23	0.30	1.17	1.19	0.07	$7.00	23.00	15	2.0	98.000	0.02	2024-08-22
PRCH240920C00001000	PRCH	CALL	Long	1.00	None	$0.07	0.30	$0.10	0.09	-0.13	0.23	0.30	1.17	1.27	0.07	$7.00	23.00	14	2.0	98.000	0.10	2024-08-21
PRCH240920C00001000	PRCH	CALL	Long	1.00	None	$0.07	0.30	$0.02	0.02	0.06	0.23	0.30	1.17	1.19	0.07	$7.00	23.00	13	2.0	98.000	0.02	2024-08-20
PRCH240920C00001000	PRCH	CALL	Long	1.00	None	$0.07	0.30	$0.19	0.16	2.76	0.23	0.30	1.17	1.36	0.07	$7.00	23.00	12	2.0	98.000	0.19	2024-08-19
PRCH240920C00001000	PRCH	CALL	Long	1.00	None	$0.07	0.30	$0.08	0.07	0.91	0.23	0.30	1.17	1.25	0.07	$7.00	23.00	11	2.0	98.000	0.08	2024-08-18
PRCH240920C00001000	PRCH	CALL	Long	1.00	None	$0.07	0.30	$0.08	0.07	0.88	0.23	0.30	1.17	1.25	0.07	$7.00	23.00	10	2.0	98.000	0.08	2024-08-17
PRCH240920C00001000	PRCH	CALL	Long	1.00	None	$0.07	0.30	$0.08	0.07	1.46	0.23	0.30	1.17	1.25	0.07	$7.00	23.00	9	2.0	98.000	0.08	2024-08-16
PRCH240920C00001000	PRCH	CALL	Long	1.00	None	$-0.03	-0.13	$0.11	0.09	-0.26	0.23	0.20	1.17	1.28	-0.03	$-3.00	23.00	8	11.0	98.000	0.11	2024-08-15
PRCH240920C00001000	PRCH	CALL	Long	1.00	None	$-0.03	-0.13	$0.13	0.11	-0.18	0.23	0.20	1.17	1.30	-0.03	$-3.00	23.00	7	11.0	98.000	0.13	2024-08-14
PRCH240920C00001000	PRCH	CALL	Long	1.00	None	$-0.03	-0.13	$0.06	0.05	0.51	0.23	0.20	1.17	1.23	-0.03	$-3.00	23.00	6	11.0	98.000	0.06	2024-08-13
PRCH240920C00001000	PRCH	CALL	Long	1.00	None	$-0.03	-0.13	$-0.08	-0.07	-0.48	0.23	0.20	1.17	1.09	-0.03	$-3.00	23.00	5	11.0	88.000	-0.08	2024-08-12
PRCH240920C00001000	PRCH	CALL	Long	1.00	None	$-0.01	-0.04	$0.11	0.09	0.15	0.23	0.22	1.17	1.28	-0.01	$-1.00	23.00	2	3.0	88.000	0.11	2024-08-09
PRCH240920C00001000	PRCH	CALL	Long	1.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.10	$-0.13	-0.57	$-0.07	-0.06	0.03	0.23	0.10	1.17	1.10	-0.13	$-13.00	23.00	1	104.0	131.000	-0.07	2024-08-08
PRCH240920C00001000	PRCH	CALL	Long	1.00	None	$0.00	0.00	$0.00	0.00	0.00	0.23	0.23	1.17	1.17	0.00	$0.00	23.00	0	110.0	22.000	0.00	2024-08-07

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