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View Outliers PnL Drill-Down: REAL240920C00002500

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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	REAL	REAL240920C00002500	2.50	406.0	1.000	0.898	0.354	0.1	0.2	0.020	0.210	0.320	0.30	2.38	2024-09-20	CALL	Long	0.306	0.405	-0.234

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	REAL	1.000	0.130	0.545	0.235	0.357	0.132	9.51	-0.307	0.0000	1.58	9.51	21	1y	3.36

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
REAL240920C00002500	REAL	CALL	Long	2.50	None	$0.48	1.60	$0.88	0.37	2.20	0.30	0.78	2.38	3.26	0.48	$48.00	30.00	43	10.0	713.000	0.88	2024-09-19
REAL240920C00002500	REAL	CALL	Long	2.50	None	$0.45	1.50	$0.83	0.35	0.98	0.30	0.75	2.38	3.21	0.45	$45.00	30.00	42	309.0	761.000	0.83	2024-09-18
REAL240920C00002500	REAL	CALL	Long	2.50	None	$0.35	1.17	$0.82	0.34	0.35	0.30	0.65	2.38	3.20	0.35	$35.00	30.00	41	5.0	768.000	0.82	2024-09-17
REAL240920C00002500	REAL	CALL	Long	2.50	None	$0.02	0.07	$0.41	0.17	0.45	0.30	0.32	2.38	2.79	0.02	$2.00	30.00	40	11.0	763.000	0.41	2024-09-16
REAL240920C00002500	REAL	CALL	Long	2.50	None	$-0.06	-0.20	$0.31	0.13	0.54	0.30	0.24	2.38	2.69	-0.06	$-6.00	30.00	38	10.0	762.000	0.31	2024-09-14
REAL240920C00002500	REAL	CALL	Long	2.50	None	$-0.11	-0.37	$0.31	0.13	-0.23	0.30	0.19	2.38	2.69	-0.11	$-11.00	30.00	37	2.0	762.000	0.31	2024-09-13
REAL240920C00002500	REAL	CALL	Long	2.50	None	$-0.19	-0.63	$0.12	0.05	0.06	0.30	0.11	2.38	2.50	-0.19	$-19.00	30.00	36	3.0	762.000	0.12	2024-09-12
REAL240920C00002500	REAL	CALL	Long	2.50	None	$-0.10	-0.33	$0.04	0.02	-0.38	0.30	0.20	2.38	2.42	-0.10	$-10.00	30.00	35	123.0	762.000	0.04	2024-09-11
REAL240920C00002500	REAL	CALL	Long	2.50	None	$-0.10	-0.33	$-0.01	-0.00	0.03	0.30	0.20	2.38	2.37	-0.10	$-10.00	30.00	34	123.0	762.000	-0.01	2024-09-10
REAL240920C00002500	REAL	CALL	Long	2.50	None	$-0.10	-0.33	$-0.04	-0.02	-0.09	0.30	0.20	2.38	2.34	-0.10	$-10.00	30.00	33	123.0	762.000	-0.04	2024-09-09
REAL240920C00002500	REAL	CALL	Long	2.50	None	$-0.10	-0.33	$-0.10	-0.04	-0.13	0.30	0.20	2.38	2.28	-0.10	$-10.00	30.00	32	123.0	762.000	-0.10	2024-09-08
REAL240920C00002500	REAL	CALL	Long	2.50	None	$-0.10	-0.33	$-0.10	-0.04	-0.21	0.30	0.20	2.38	2.28	-0.10	$-10.00	30.00	30	123.0	762.000	-0.10	2024-09-06
REAL240920C00002500	REAL	CALL	Long	2.50	None	$-0.10	-0.33	$-0.10	-0.04	0.06	0.30	0.20	2.38	2.28	-0.10	$-10.00	30.00	29	123.0	762.000	-0.10	2024-09-05
REAL240920C00002500	REAL	CALL	Long	2.50	None	$-0.10	-0.33	$-0.02	-0.01	-0.13	0.30	0.20	2.38	2.36	-0.10	$-10.00	30.00	28	123.0	762.000	-0.02	2024-09-04
REAL240920C00002500	REAL	CALL	Long	2.50	None	$0.05	0.17	$0.26	0.11	0.14	0.30	0.35	2.38	2.64	0.05	$5.00	30.00	24	3.0	643.000	0.26	2024-08-31
REAL240920C00002500	REAL	CALL	Long	2.50	None	$0.05	0.17	$0.26	0.11	-0.01	0.30	0.35	2.38	2.64	0.05	$5.00	30.00	23	3.0	643.000	0.26	2024-08-30
REAL240920C00002500	REAL	CALL	Long	2.50	None	$0.05	0.17	$0.25	0.11	-0.01	0.30	0.35	2.38	2.63	0.05	$5.00	30.00	22	3.0	643.000	0.25	2024-08-29
REAL240920C00002500	REAL	CALL	Long	2.50	None	$0.05	0.17	$0.21	0.09	-0.22	0.30	0.35	2.38	2.59	0.05	$5.00	30.00	21	3.0	643.000	0.21	2024-08-28
REAL240920C00002500	REAL	CALL	Long	2.50	None	$0.10	0.33	$0.30	0.13	-0.90	0.30	0.40	2.38	2.68	0.10	$10.00	30.00	20	14.0	646.000	0.30	2024-08-27
REAL240920C00002500	REAL	CALL	Long	2.50	None	$0.10	0.33	$0.32	0.13	-0.23	0.30	0.40	2.38	2.70	0.10	$10.00	30.00	19	14.0	646.000	0.32	2024-08-26
REAL240920C00002500	REAL	CALL	Long	2.50	None	$0.10	0.33	$0.34	0.14	-0.02	0.30	0.40	2.38	2.72	0.10	$10.00	30.00	18	14.0	646.000	0.34	2024-08-25
REAL240920C00002500	REAL	CALL	Long	2.50	None	$0.10	0.33	$0.34	0.14	-0.03	0.30	0.40	2.38	2.72	0.10	$10.00	30.00	17	14.0	646.000	0.34	2024-08-24
REAL240920C00002500	REAL	CALL	Long	2.50	None	$0.10	0.33	$0.34	0.14	-0.05	0.30	0.40	2.38	2.72	0.10	$10.00	30.00	16	14.0	646.000	0.34	2024-08-23
REAL240920C00002500	REAL	CALL	Long	2.50	None	$0.10	0.33	$0.19	0.08	0.02	0.30	0.40	2.38	2.57	0.10	$10.00	30.00	15	14.0	646.000	0.19	2024-08-22
REAL240920C00002500	REAL	CALL	Long	2.50	None	$0.10	0.33	$0.31	0.13	-0.18	0.30	0.40	2.38	2.69	0.10	$10.00	30.00	14	14.0	646.000	0.31	2024-08-21
REAL240920C00002500	REAL	CALL	Long	2.50	None	$0.10	0.33	$0.26	0.11	1.03	0.30	0.40	2.38	2.64	0.10	$10.00	30.00	13	14.0	646.000	0.26	2024-08-20
REAL240920C00002500	REAL	CALL	Long	2.50	None	$0.10	0.33	$0.29	0.12	0.02	0.30	0.40	2.38	2.67	0.10	$10.00	30.00	12	14.0	646.000	0.29	2024-08-19
REAL240920C00002500	REAL	CALL	Long	2.50	None	$0.10	0.33	$0.26	0.11	0.06	0.30	0.40	2.38	2.64	0.10	$10.00	30.00	11	14.0	636.000	0.26	2024-08-18
REAL240920C00002500	REAL	CALL	Long	2.50	None	$0.10	0.33	$0.26	0.11	0.05	0.30	0.40	2.38	2.64	0.10	$10.00	30.00	10	14.0	636.000	0.26	2024-08-17
REAL240920C00002500	REAL	CALL	Long	2.50	None	$0.10	0.33	$0.26	0.11	0.44	0.30	0.40	2.38	2.64	0.10	$10.00	30.00	9	14.0	636.000	0.26	2024-08-16
REAL240920C00002500	REAL	CALL	Long	2.50	None	$0.10	0.33	$0.37	0.16	0.35	0.30	0.40	2.38	2.75	0.10	$10.00	30.00	8	14.0	636.000	0.37	2024-08-15
REAL240920C00002500	REAL	CALL	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.10	0.33	$0.23	0.10	-0.01	0.30	0.40	2.38	2.61	0.10	$10.00	30.00	7	14.0	636.000	0.23	2024-08-14
REAL240920C00002500	REAL	CALL	Long	2.50	None	$0.10	0.33	$0.31	0.13	0.06	0.30	0.40	2.38	2.69	0.10	$10.00	30.00	6	14.0	635.000	0.31	2024-08-13
REAL240920C00002500	REAL	CALL	Long	2.50	None	$0.10	0.33	$0.14	0.06	-0.10	0.30	0.40	2.38	2.52	0.10	$10.00	30.00	5	20.0	616.000	0.14	2024-08-12
REAL240920C00002500	REAL	CALL	Long	2.50	None	$0.05	0.17	$0.07	0.03	0.06	0.30	0.35	2.38	2.45	0.05	$5.00	30.00	2	11.0	605.000	0.07	2024-08-09
REAL240920C00002500	REAL	CALL	Long	2.50	None	$0.00	0.00	$0.08	0.03	-0.11	0.30	0.30	2.38	2.46	0.00	$0.00	30.00	1	200.0	405.000	0.08	2024-08-08
REAL240920C00002500	REAL	CALL	Long	2.50	None	$0.00	0.00	$0.00	0.00	0.00	0.30	0.30	2.38	2.38	0.00	$0.00	30.00	0	406.0	1.000	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