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View Outliers PnL Drill-Down: PRPL231215C00002500

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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
2023-11-10	PRPL	PRPL231215C00002500	2.50	500.0	504.000	3.000	0.482	0.0	1.9	0.040	0.010	1.940	0.05	0.56	2023-12-15	CALL	Long	0.382	0.524	-0.311

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	PRPL	0.727	0.105	0.383	0.241	0.160	-0.051	0.90	-0.237	0.0000	0.74	2.08	21	1y	0.88

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
PRPL231215C00002500	PRPL	CALL	Long	2.50	None	$-0.04	-0.80	$0.48	0.86	4.62	0.05	0.01	0.56	1.04	-0.04	$-4.00	5.00	34	71.0	612.000	0.48	2023-12-14
PRPL231215C00002500	PRPL	CALL	Long	2.50	None	$-0.04	-0.80	$0.46	0.82	3.38	0.05	0.01	0.56	1.02	-0.04	$-4.00	5.00	33	71.0	612.000	0.46	2023-12-13
PRPL231215C00002500	PRPL	CALL	Long	2.50	None	$-0.04	-0.80	$0.49	0.88	2.31	0.05	0.01	0.56	1.05	-0.04	$-4.00	5.00	32	71.0	612.000	0.49	2023-12-12
PRPL231215C00002500	PRPL	CALL	Long	2.50	None	$-0.04	-0.80	$0.55	0.98	2.00	0.05	0.01	0.56	1.11	-0.04	$-4.00	5.00	31	71.0	612.000	0.55	2023-12-11
PRPL231215C00002500	PRPL	CALL	Long	2.50	None	$-0.04	-0.80	$0.69	1.23	0.06	0.05	0.01	0.56	1.25	-0.04	$-4.00	5.00	28	71.0	541.000	0.69	2023-12-08
PRPL231215C00002500	PRPL	CALL	Long	2.50	None	$0.00	0.00	$0.59	1.05	0.38	0.05	0.05	0.56	1.15	0.00	$0.00	5.00	27	32.0	541.000	0.59	2023-12-07
PRPL231215C00002500	PRPL	CALL	Long	2.50	None	$0.00	0.00	$0.67	1.20	-0.25	0.05	0.05	0.56	1.23	0.00	$0.00	5.00	26	0.0	509.000	0.67	2023-12-06
PRPL231215C00002500	PRPL	CALL	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.33	0.59	0.75	0.05	0.05	0.56	0.89	0.00	$0.00	5.00	25	0.0	509.000	0.33	2023-12-05
PRPL231215C00002500	PRPL	CALL	Long	2.50	None	$0.00	0.00	$0.28	0.50	0.75	0.05	0.05	0.56	0.84	0.00	$0.00	5.00	24	0.0	508.000	0.28	2023-12-04
PRPL231215C00002500	PRPL	CALL	Long	2.50	None	$0.00	0.00	$0.10	0.18	1.38	0.05	0.05	0.56	0.66	0.00	$0.00	5.00	23	0.0	508.000	0.10	2023-12-03
PRPL231215C00002500	PRPL	CALL	Long	2.50	None	$0.00	0.00	$0.10	0.18	1.19	0.05	0.05	0.56	0.66	0.00	$0.00	5.00	22	0.0	508.000	0.10	2023-12-02
PRPL231215C00002500	PRPL	CALL	Long	2.50	None	$0.00	0.00	$0.10	0.18	1.06	0.05	0.05	0.56	0.66	0.00	$0.00	5.00	21	0.0	508.000	0.10	2023-12-01
PRPL231215C00002500	PRPL	CALL	Long	2.50	None	$0.00	0.00	$0.06	0.11	1.12	0.05	0.05	0.56	0.62	0.00	$0.00	5.00	20	0.0	508.000	0.06	2023-11-30
PRPL231215C00002500	PRPL	CALL	Long	2.50	None	$0.00	0.00	$0.06	0.11	1.12	0.05	0.05	0.56	0.62	0.00	$0.00	5.00	19	0.0	508.000	0.06	2023-11-29
PRPL231215C00002500	PRPL	CALL	Long	2.50	None	$0.00	0.00	$0.06	0.11	0.81	0.05	0.05	0.56	0.62	0.00	$0.00	5.00	18	0.0	508.000	0.06	2023-11-28
PRPL231215C00002500	PRPL	CALL	Long	2.50	None	$0.00	0.00	$0.06	0.11	0.84	0.05	0.05	0.56	0.62	0.00	$0.00	5.00	17	0.0	508.000	0.06	2023-11-27
PRPL231215C00002500	PRPL	CALL	Long	2.50	None	$0.00	0.00	$0.12	0.21	0.31	0.05	0.05	0.56	0.68	0.00	$0.00	5.00	14	0.0	0.000	0.12	2023-11-24
PRPL231215C00002500	PRPL	CALL	Long	2.50	None	$0.00	0.00	$0.13	0.23	-2.62	0.05	0.05	0.56	0.69	0.00	$0.00	5.00	13	0.0	0.000	0.13	2023-11-23
PRPL231215C00002500	PRPL	CALL	Long	2.50	None	$0.00	0.00	$0.22	0.39	-0.22	0.05	0.05	0.56	0.78	0.00	$0.00	5.00	12	0.0	508.000	0.22	2023-11-22
PRPL231215C00002500	PRPL	CALL	Long	2.50	None	$0.00	0.00	$0.23	0.41	-0.25	0.05	0.05	0.56	0.79	0.00	$0.00	5.00	11	0.0	505.000	0.23	2023-11-21
PRPL231215C00002500	PRPL	CALL	Long	2.50	None	$0.00	0.00	$0.26	0.46	-2.62	0.05	0.05	0.56	0.82	0.00	$0.00	5.00	10	0.0	504.000	0.26	2023-11-20
PRPL231215C00002500	PRPL	CALL	Long	2.50	None	$0.00	0.00	$0.11	0.20	-0.06	0.05	0.05	0.56	0.67	0.00	$0.00	5.00	9	0.0	504.000	0.11	2023-11-19
PRPL231215C00002500	PRPL	CALL	Long	2.50	None	$0.00	0.00	$0.11	0.20	-0.12	0.05	0.05	0.56	0.67	0.00	$0.00	5.00	7	0.0	504.000	0.11	2023-11-17
PRPL231215C00002500	PRPL	CALL	Long	2.50	None	$0.00	0.00	$0.03	0.05	0.06	0.05	0.05	0.56	0.59	0.00	$0.00	5.00	6	0.0	504.000	0.03	2023-11-16
PRPL231215C00002500	PRPL	CALL	Long	2.50	None	$0.00	0.00	$0.07	0.12	-0.06	0.05	0.05	0.56	0.63	0.00	$0.00	5.00	5	0.0	504.000	0.07	2023-11-15
PRPL231215C00002500	PRPL	CALL	Long	2.50	None	$0.00	0.00	$0.03	0.05	-0.06	0.05	0.05	0.56	0.59	0.00	$0.00	5.00	3	0.0	504.000	0.03	2023-11-13
PRPL231215C00002500	PRPL	CALL	Long	2.50	None	$0.00	0.00	$0.00	0.00	0.00	0.05	0.05	0.56	0.56	0.00	$0.00	5.00	0	0.0	504.000	0.00	2023-11-10

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