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View Outliers PnL Drill-Down: PSNY240315C00002000

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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
2024-02-01 PSNY PSNY240315C00002000 2.00 229.0 58.000 1.008 0.331 0.0 0.2 0.010 0.160 0.320 0.19 1.83 2024-03-15 CALL Long 0.327 0.369 -0.157

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 PSNY 0.727 0.179 0.407 0.278 0.208 -0.020 0.90 -0.502 0.0000 0.63 2.50 21 1y 1.24

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
PSNY240315C00002000 PSNY CALL Long 2.00 None $-0.18 -0.95 $-0.27 -0.15 0.93 0.19 0.01 1.83 1.56 -0.18 $-18.00 19.00 42 53.0 7828.000 -0.27 2024-03-14
PSNY240315C00002000 PSNY CALL Long 2.00 None $-0.18 -0.95 $-0.16 -0.09 0.99 0.19 0.01 1.83 1.67 -0.18 $-18.00 19.00 41 2258.0 9861.000 -0.16 2024-03-13
PSNY240315C00002000 PSNY CALL Long 2.00 None $-0.16 -0.84 $-0.16 -0.09 0.68 0.19 0.03 1.83 1.67 -0.16 $-16.00 19.00 40 3168.0 7793.000 -0.16 2024-03-12
PSNY240315C00002000 PSNY CALL Long 2.00 None $-0.18 -0.95 $-0.17 -0.09 0.30 0.19 0.01 1.83 1.66 -0.18 $-18.00 19.00 39 69.0 7762.000 -0.17 2024-03-11
PSNY240315C00002000 PSNY CALL Long 2.00 None $-0.16 -0.84 $-0.11 -0.06 0.02 0.19 0.03 1.83 1.72 -0.16 $-16.00 19.00 36 292.0 7678.000 -0.11 2024-03-08
PSNY240315C00002000 PSNY CALL Long 2.00 None $-0.15 -0.79 $-0.09 -0.05 0.27 0.19 0.04 1.83 1.74 -0.15 $-15.00 19.00 35 633.0 7918.000 -0.09 2024-03-07
PSNY240315C00002000 PSNY CALL Long 2.00 None $-0.13 -0.68 $-0.05 -0.03 0.24 0.19 0.06 1.83 1.78 -0.13 $-13.00 19.00 34 405.0 7722.000 -0.05 2024-03-06
PSNY240315C00002000 PSNY CALL Long 2.00 None $-0.14 -0.74 $-0.11 -0.06 0.21 0.19 0.05 1.83 1.72 -0.14 $-14.00 19.00 33 122.0 7750.000 -0.11 2024-03-05
PSNY240315C00002000 PSNY CALL Long 2.00 None $-0.12 -0.63 $-0.06 -0.03 -0.76 0.19 0.07 1.83 1.77 -0.12 $-12.00 19.00 32 713.0 0.000 -0.06 2024-03-04
PSNY240315C00002000 PSNY CALL Long 2.00 None $-0.06 -0.32 $0.13 0.07 0.06 0.19 0.13 1.83 1.96 -0.06 $-6.00 19.00 31 1142.0 7758.000 0.13 2024-03-03
PSNY240315C00002000 PSNY CALL Long 2.00 None $-0.06 -0.32 $0.13 0.07 0.06 0.19 0.13 1.83 1.96 -0.06 $-6.00 19.00 30 1142.0 7758.000 0.13 2024-03-02
PSNY240315C00002000 PSNY CALL Long 2.00 None $-0.04 -0.21 $0.16 0.09 0.04 0.19 0.15 1.83 1.99 -0.04 $-4.00 19.00 29 891.0 7758.000 0.16 2024-03-01
PSNY240315C00002000 PSNY CALL Long 2.00 None $0.04 0.21 $0.25 0.14 0.18 0.19 0.23 1.83 2.08 0.04 $4.00 19.00 28 4185.0 9046.000 0.25 2024-02-29
PSNY240315C00002000 PSNY CALL Long 2.00 None $0.05 0.26 $0.00 0.00 0.90 0.19 0.24 1.83 1.83 0.05 $5.00 19.00 27 6617.0 7136.000 0.00 2024-02-28
PSNY240315C00002000 PSNY CALL Long 2.00 None $-0.14 -0.74 $-0.34 -0.19 0.56 0.19 0.05 1.83 1.49 -0.14 $-14.00 19.00 26 1422.0 6535.000 -0.34 2024-02-27
PSNY240315C00002000 PSNY CALL Long 2.00 None $-0.12 -0.63 $-0.43 -0.23 0.73 0.19 0.07 1.83 1.40 -0.12 $-12.00 19.00 25 835.0 6263.000 -0.43 2024-02-26
PSNY240315C00002000 PSNY CALL Long 2.00 None $-0.15 -0.79 $-0.52 -0.28 0.52 0.19 0.04 1.83 1.31 -0.15 $-15.00 19.00 24 407.0 6119.000 -0.52 2024-02-25
PSNY240315C00002000 PSNY CALL Long 2.00 None $-0.15 -0.79 $-0.52 -0.28 0.40 0.19 0.04 1.83 1.31 -0.15 $-15.00 19.00 22 407.0 6119.000 -0.52 2024-02-23
PSNY240315C00002000 PSNY CALL Long 2.00 None $-0.15 -0.79 $-0.41 -0.22 0.27 0.19 0.04 1.83 1.42 -0.15 $-15.00 19.00 21 302.0 5117.000 -0.41 2024-02-22
PSNY240315C00002000 PSNY CALL Long 2.00 None $-0.14 -0.74 $-0.27 -0.15 0.09 0.19 0.05 1.83 1.56 -0.14 $-14.00 19.00 20 3451.0 1830.000 -0.27 2024-02-21
PSNY240315C00002000 PSNY CALL Long 2.00 None $-0.13 -0.68 $-0.16 -0.09 0.03 0.19 0.06 1.83 1.67 -0.13 $-13.00 19.00 19 569.0 1804.000 -0.16 2024-02-20
PSNY240315C00002000 PSNY CALL Long 2.00 None $-0.09 -0.47 $-0.06 -0.03 0.12 0.19 0.10 1.83 1.77 -0.09 $-9.00 19.00 18 133.0 1712.000 -0.06 2024-02-19
PSNY240315C00002000 PSNY CALL Long 2.00 None $-0.09 -0.47 $-0.11 -0.06 -0.07 0.19 0.10 1.83 1.72 -0.09 $-9.00 19.00 8 322.0 1195.000 -0.11 2024-02-09
PSNY240315C00002000 PSNY CALL Long 2.00 None $-0.09 -0.47 $-0.11 -0.06 -0.09 0.19 0.10 1.83 1.72 -0.09 $-9.00 19.00 7 458.0 978.000 -0.11 2024-02-08
PSNY240315C00002000 PSNY CALL Long 2.00 None $-0.09 -0.47 $-0.04 -0.02 -0.17 0.19 0.10 1.83 1.79 -0.09 $-9.00 19.00 6 413.0 950.000 -0.04 2024-02-07
PSNY240315C00002000 PSNY CALL Long 2.00 None $0.00 0.00 $-0.03 -0.02 -0.18 0.19 0.19 1.83 1.80 0.00 $0.00 19.00 5 71.0 894.000 -0.03 2024-02-06
PSNY240315C00002000 PSNY CALL Long 2.00 None $-0.12 -0.63 $-0.17 -0.09 -0.76 0.19 0.07 1.83 1.66 -0.12 $-12.00 19.00 4 5.0 894.000 -0.17 2024-02-05
PSNY240315C00002000 PSNY CALL Long 2.00 None $-0.06 -0.32 $-0.04 -0.02 -0.88 0.19 0.13 1.83 1.79 -0.06 $-6.00 19.00 3 620.0 890.000 -0.04 2024-02-04
PSNY240315C00002000 PSNY CALL Long 2.00 Exit OP PnL: $-0.07;Exit EQ PnL: -0.03; Position is Long and position continued to lose. Latest OP price is: $0.12 (EQ: $1.80). Initial OP price was: $0.19 (EQ: $1.83). Surpassed Stop Loss Percentage: -0.3684210526315789473684210526 < -0.16. $-0.06 -0.32 $-0.04 -0.02 -0.06 0.19 0.13 1.83 1.79 -0.06 $-6.00 19.00 1 620.0 280.000 -0.04 2024-02-02
PSNY240315C00002000 PSNY CALL Long 2.00 None $0.00 0.00 $0.00 0.00 0.00 0.19 0.19 1.83 1.83 0.00 $0.00 19.00 0 229.0 58.000 0.00 2024-02-01

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