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View Outliers PnL Drill-Down: REPL240119C00010000

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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
2023-12-05	REPL	REPL240119C00010000	10.00	131.0	133.000	1.189	0.682	0.0	3.2	0.160	0.220	3.430	0.20	6.75	2024-01-19	CALL	Long	0.345	0.691	-0.452

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	REPL	0.909	0.116	0.400	0.205	0.368	0.233	11.72	0.000	0.0000	5.01	14.93	21	1y	11.93

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
REPL240119C00010000	REPL	CALL	Long	10.00	None	$0.04	0.20	$0.90	0.13	2.62	0.20	0.24	6.75	7.65	0.04	$4.00	20.00	44	1.0	882.000	0.90	2024-01-18
REPL240119C00010000	REPL	CALL	Long	10.00	None	$-0.15	-0.75	$1.31	0.19	0.89	0.20	0.05	6.75	8.06	-0.15	$-15.00	20.00	43	11.0	883.000	1.31	2024-01-17
REPL240119C00010000	REPL	CALL	Long	10.00	None	$-0.12	-0.60	$1.38	0.20	0.66	0.20	0.08	6.75	8.13	-0.12	$-12.00	20.00	42	23.0	911.000	1.38	2024-01-16
REPL240119C00010000	REPL	CALL	Long	10.00	None	$-0.12	-0.60	$1.72	0.25	-0.24	0.20	0.08	6.75	8.47	-0.12	$-12.00	20.00	38	23.0	934.000	1.72	2024-01-12
REPL240119C00010000	REPL	CALL	Long	10.00	None	$0.02	0.10	$2.06	0.31	-0.38	0.20	0.22	6.75	8.81	0.02	$2.00	20.00	37	124.0	934.000	2.06	2024-01-11
REPL240119C00010000	REPL	CALL	Long	10.00	None	$0.02	0.10	$2.27	0.34	-0.40	0.20	0.22	6.75	9.02	0.02	$2.00	20.00	36	124.0	934.000	2.27	2024-01-10
REPL240119C00010000	REPL	CALL	Long	10.00	None	$0.02	0.10	$2.56	0.38	-0.36	0.20	0.22	6.75	9.31	0.02	$2.00	20.00	35	124.0	934.000	2.56	2024-01-09
REPL240119C00010000	REPL	CALL	Long	10.00	None	$0.02	0.10	$2.41	0.36	-0.36	0.20	0.22	6.75	9.16	0.02	$2.00	20.00	34	124.0	927.000	2.41	2024-01-08
REPL240119C00010000	REPL	CALL	Long	10.00	None	$-0.10	-0.50	$1.76	0.26	-0.34	0.20	0.10	6.75	8.51	-0.10	$-10.00	20.00	31	1.0	926.000	1.76	2024-01-05
REPL240119C00010000	REPL	CALL	Long	10.00	None	$0.15	0.75	$2.06	0.31	-0.94	0.20	0.35	6.75	8.81	0.15	$15.00	20.00	30	160.0	926.000	2.06	2024-01-04
REPL240119C00010000	REPL	CALL	Long	10.00	None	$0.05	0.25	$1.78	0.26	-0.94	0.20	0.25	6.75	8.53	0.05	$5.00	20.00	29	673.0	899.000	1.78	2024-01-03
REPL240119C00010000	REPL	CALL	Long	10.00	None	$0.05	0.25	$1.92	0.28	-0.94	0.20	0.25	6.75	8.67	0.05	$5.00	20.00	28	25.0	444.000	1.92	2024-01-02
REPL240119C00010000	REPL	CALL	Long	10.00	None	$0.00	0.00	$1.68	0.25	-0.38	0.20	0.20	6.75	8.43	0.00	$0.00	20.00	27	1.0	425.000	1.68	2024-01-01
REPL240119C00010000	REPL	CALL	Long	10.00	None	$0.00	0.00	$1.68	0.25	-0.42	0.20	0.20	6.75	8.43	0.00	$0.00	20.00	25	1.0	425.000	1.68	2023-12-30
REPL240119C00010000	REPL	CALL	Long	10.00	None	$0.00	0.00	$1.68	0.25	-0.46	0.20	0.20	6.75	8.43	0.00	$0.00	20.00	24	1.0	425.000	1.68	2023-12-29
REPL240119C00010000	REPL	CALL	Long	10.00	None	$0.16	0.80	$1.84	0.27	-0.43	0.20	0.36	6.75	8.59	0.16	$16.00	20.00	23	1.0	425.000	1.84	2023-12-28
REPL240119C00010000	REPL	CALL	Long	10.00	None	$-0.05	-0.25	$1.42	0.21	-0.40	0.20	0.15	6.75	8.17	-0.05	$-5.00	20.00	22	20.0	425.000	1.42	2023-12-27
REPL240119C00010000	REPL	CALL	Long	10.00	None	$0.00	0.00	$1.37	0.20	-0.28	0.20	0.20	6.75	8.12	0.00	$0.00	20.00	21	47.0	395.000	1.37	2023-12-26
REPL240119C00010000	REPL	CALL	Long	10.00	None	$0.00	0.00	$1.40	0.21	-0.39	0.20	0.20	6.75	8.15	0.00	$0.00	20.00	20	83.0	332.000	1.40	2023-12-25
REPL240119C00010000	REPL	CALL	Long	10.00	None	$0.00	0.00	$1.40	0.21	-0.42	0.20	0.20	6.75	8.15	0.00	$0.00	20.00	18	83.0	332.000	1.40	2023-12-23
REPL240119C00010000	REPL	CALL	Long	10.00	None	$0.00	0.00	$1.40	0.21	-0.43	0.20	0.20	6.75	8.15	0.00	$0.00	20.00	17	83.0	332.000	1.40	2023-12-22
REPL240119C00010000	REPL	CALL	Long	10.00	None	$0.01	0.05	$0.95	0.14	-0.44	0.20	0.21	6.75	7.70	0.01	$1.00	20.00	16	1.0	332.000	0.95	2023-12-21
REPL240119C00010000	REPL	CALL	Long	10.00	None	$-0.05	-0.25	$1.07	0.16	-0.35	0.20	0.15	6.75	7.82	-0.05	$-5.00	20.00	15	41.0	327.000	1.07	2023-12-20
REPL240119C00010000	REPL	CALL	Long	10.00	None	$-0.05	-0.25	$0.91	0.13	-0.41	0.20	0.15	6.75	7.66	-0.05	$-5.00	20.00	14	41.0	314.000	0.91	2023-12-19
REPL240119C00010000	REPL	CALL	Long	10.00	None	$-0.05	-0.25	$0.51	0.08	-0.29	0.20	0.15	6.75	7.26	-0.05	$-5.00	20.00	13	26.0	289.000	0.51	2023-12-18
REPL240119C00010000	REPL	CALL	Long	10.00	None	$0.10	0.50	$1.31	0.19	-0.37	0.20	0.30	6.75	8.06	0.10	$10.00	20.00	11	5.0	287.000	1.31	2023-12-16
REPL240119C00010000	REPL	CALL	Long	10.00	None	$0.07	0.35	$1.31	0.19	-0.38	0.20	0.27	6.75	8.06	0.07	$7.00	20.00	10	4.0	287.000	1.31	2023-12-15
REPL240119C00010000	REPL	CALL	Long	10.00	None	$0.05	0.25	$1.01	0.15	-0.30	0.20	0.25	6.75	7.76	0.05	$5.00	20.00	9	8.0	283.000	1.01	2023-12-14
REPL240119C00010000	REPL	CALL	Long	10.00	None	$0.02	0.10	$1.02	0.15	-0.28	0.20	0.22	6.75	7.77	0.02	$2.00	20.00	8	1.0	283.000	1.02	2023-12-13
REPL240119C00010000	REPL	CALL	Long	10.00	None	$0.05	0.25	$0.64	0.09	-0.25	0.20	0.25	6.75	7.39	0.05	$5.00	20.00	7	8.0	283.000	0.64	2023-12-12
REPL240119C00010000	REPL	CALL	Long	10.00	None	$0.05	0.25	$0.70	0.10	-0.23	0.20	0.25	6.75	7.45	0.05	$5.00	20.00	6	8.0	282.000	0.70	2023-12-11
REPL240119C00010000	REPL	CALL	Long	10.00	None	$0.00	0.00	$0.54	0.08	-0.26	0.20	0.20	6.75	7.29	0.00	$0.00	20.00	3	10.0	272.000	0.54	2023-12-08
REPL240119C00010000	REPL	CALL	Long	10.00	None	$0.06	0.30	$0.85	0.13	-0.17	0.20	0.26	6.75	7.60	0.06	$6.00	20.00	2	81.0	252.000	0.85	2023-12-07
REPL240119C00010000	REPL	CALL	Long	10.00	Exit OP PnL: $-0.15;Exit EQ PnL: 0.13; Position is Long and position continued to lose. Latest OP price is: $0.05 (EQ: $6.88). Initial OP price was: $0.20 (EQ: $6.75). Surpassed Stop Loss Percentage: -0.75 < -0.16.	$0.16	0.80	$0.61	0.09	-0.24	0.20	0.36	6.75	7.36	0.16	$16.00	20.00	1	0.0	258.000	0.61	2023-12-06
REPL240119C00010000	REPL	CALL	Long	10.00	None	$0.00	0.00	$0.00	0.00	0.00	0.20	0.20	6.75	6.75	0.00	$0.00	20.00	0	0.0	133.000	0.00	2023-12-05

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