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View Outliers PnL Drill-Down: ROKU241206C00066000

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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
2024-10-31	ROKU	ROKU241206C00066000	66.00	6.0	2.000	0.425	0.237	1.0	2.7	0.010	2.280	3.950	1.71	64.08	2024-12-06	CALL	Long	0.243	0.313	-0.173

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	ROKU	0.818	0.069	0.324	0.151	0.178	-0.062	83.39	-0.204	0.0000	51.67	98.57	21	1y	73.50

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
ROKU241206C00066000	ROKU	CALL	Long	66.00	None	$13.27	7.76	$17.95	0.28	1.81	1.71	14.98	64.08	82.03	13.27	$1327.00	171.00	35	2.0	192.000	17.95	2024-12-05
ROKU241206C00066000	ROKU	CALL	Long	66.00	None	$7.47	4.37	$18.86	0.29	1.06	1.71	9.18	64.08	82.94	7.47	$747.00	171.00	34	20.0	192.000	18.86	2024-12-04
ROKU241206C00066000	ROKU	CALL	Long	66.00	None	$7.47	4.37	$11.61	0.18	0.21	1.71	9.18	64.08	75.69	7.47	$747.00	171.00	33	20.0	192.000	11.61	2024-12-03
ROKU241206C00066000	ROKU	CALL	Long	66.00	None	$7.47	4.37	$12.97	0.20	-0.57	1.71	9.18	64.08	77.05	7.47	$747.00	171.00	32	20.0	203.000	12.97	2024-12-02
ROKU241206C00066000	ROKU	CALL	Long	66.00	None	$1.34	0.78	$4.95	0.08	-0.57	1.71	3.05	64.08	69.03	1.34	$134.00	171.00	31	27.0	0.000	4.95	2024-12-01
ROKU241206C00066000	ROKU	CALL	Long	66.00	None	$1.34	0.78	$4.95	0.08	-0.04	1.71	3.05	64.08	69.03	1.34	$134.00	171.00	30	27.0	0.000	4.95	2024-11-30
ROKU241206C00066000	ROKU	CALL	Long	66.00	None	$0.73	0.43	$3.63	0.06	-0.03	1.71	2.44	64.08	67.71	0.73	$73.00	171.00	28	3.0	199.000	3.63	2024-11-28
ROKU241206C00066000	ROKU	CALL	Long	66.00	None	$0.66	0.39	$2.71	0.04	-0.05	1.71	2.37	64.08	66.79	0.66	$66.00	171.00	27	46.0	199.000	2.71	2024-11-27
ROKU241206C00066000	ROKU	CALL	Long	66.00	None	$0.66	0.39	$2.23	0.03	-0.12	1.71	2.37	64.08	66.31	0.66	$66.00	171.00	26	46.0	195.000	2.23	2024-11-26
ROKU241206C00066000	ROKU	CALL	Long	66.00	None	$2.29	1.34	$4.14	0.06	-0.06	1.71	4.00	64.08	68.22	2.29	$229.00	171.00	25	5.0	191.000	4.14	2024-11-25
ROKU241206C00066000	ROKU	CALL	Long	66.00	None	$2.85	1.67	$5.12	0.08	0.13	1.71	4.56	64.08	69.20	2.85	$285.00	171.00	24	173.0	22.000	5.12	2024-11-24
ROKU241206C00066000	ROKU	CALL	Long	66.00	None	$2.85	1.67	$5.12	0.08	0.08	1.71	4.56	64.08	69.20	2.85	$285.00	171.00	23	173.0	22.000	5.12	2024-11-23
ROKU241206C00066000	ROKU	CALL	Long	66.00	None	$2.85	1.67	$5.12	0.08	-0.13	1.71	4.56	64.08	69.20	2.85	$285.00	171.00	22	173.0	22.000	5.12	2024-11-22
ROKU241206C00066000	ROKU	CALL	Long	66.00	None	$2.83	1.65	$4.60	0.07	-0.10	1.71	4.54	64.08	68.68	2.83	$283.00	171.00	21	2.0	23.000	4.60	2024-11-21
ROKU241206C00066000	ROKU	CALL	Long	66.00	None	$1.90	1.11	$4.63	0.07	-0.08	1.71	3.61	64.08	68.71	1.90	$190.00	171.00	20	17.0	11.000	4.63	2024-11-20
ROKU241206C00066000	ROKU	CALL	Long	66.00	None	$5.19	3.04	$9.53	0.15	-0.05	1.71	6.90	64.08	73.61	5.19	$519.00	171.00	19	1.0	11.000	9.53	2024-11-19
ROKU241206C00066000	ROKU	CALL	Long	66.00	None	$5.19	3.04	$9.95	0.16	0.10	1.71	6.90	64.08	74.03	5.19	$519.00	171.00	18	1.0	10.000	9.95	2024-11-18
ROKU241206C00066000	ROKU	CALL	Long	66.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$3.69	2.16	$4.79	0.07	-0.05	1.71	5.40	64.08	68.87	3.69	$369.00	171.00	17	2.0	8.000	4.79	2024-11-17
ROKU241206C00066000	ROKU	CALL	Long	66.00	None	$3.69	2.16	$4.79	0.07	-0.07	1.71	5.40	64.08	68.87	3.69	$369.00	171.00	16	2.0	8.000	4.79	2024-11-16
ROKU241206C00066000	ROKU	CALL	Long	66.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$3.69	2.16	$4.79	0.07	-0.10	1.71	5.40	64.08	68.87	3.69	$369.00	171.00	15	2.0	8.000	4.79	2024-11-15
ROKU241206C00066000	ROKU	CALL	Long	66.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$8.76	5.12	$10.24	0.16	-0.04	1.71	10.47	64.08	74.32	8.76	$876.00	171.00	14	4.0	5.000	10.24	2024-11-14
ROKU241206C00066000	ROKU	CALL	Long	66.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$9.79	5.73	$11.13	0.17	-0.02	1.71	11.50	64.08	75.21	9.79	$979.00	171.00	13	1.0	5.000	11.13	2024-11-13
ROKU241206C00066000	ROKU	CALL	Long	66.00	None	$9.79	5.73	$12.54	0.20	-0.03	1.71	11.50	64.08	76.62	9.79	$979.00	171.00	12	2.0	5.000	12.54	2024-11-12
ROKU241206C00066000	ROKU	CALL	Long	66.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$6.31	3.69	$13.04	0.20	-0.03	1.71	8.02	64.08	77.12	6.31	$631.00	171.00	11	2.0	5.000	13.04	2024-11-11
ROKU241206C00066000	ROKU	CALL	Long	66.00	None	$6.31	3.69	$9.74	0.15	-0.05	1.71	8.02	64.08	73.82	6.31	$631.00	171.00	10	2.0	3.000	9.74	2024-11-10
ROKU241206C00066000	ROKU	CALL	Long	66.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$6.31	3.69	$9.74	0.15	-0.06	1.71	8.02	64.08	73.82	6.31	$631.00	171.00	9	2.0	3.000	9.74	2024-11-09
ROKU241206C00066000	ROKU	CALL	Long	66.00	None	$3.41	1.99	$8.53	0.13	-0.21	1.71	5.12	64.08	72.61	3.41	$341.00	171.00	8	3.0	3.000	8.53	2024-11-08
ROKU241206C00066000	ROKU	CALL	Long	66.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$3.41	1.99	$7.95	0.12	-0.03	1.71	5.12	64.08	72.03	3.41	$341.00	171.00	7	3.0	3.000	7.95	2024-11-07
ROKU241206C00066000	ROKU	CALL	Long	66.00	None	$3.41	1.99	$8.19	0.13	-0.08	1.71	5.12	64.08	72.27	3.41	$341.00	171.00	6	3.0	3.000	8.19	2024-11-06
ROKU241206C00066000	ROKU	CALL	Long	66.00	None	$3.41	1.99	$5.59	0.09	-0.03	1.71	5.12	64.08	69.67	3.41	$341.00	171.00	5	3.0	4.000	5.59	2024-11-05
ROKU241206C00066000	ROKU	CALL	Long	66.00	None	$4.24	2.48	$3.10	0.05	-0.01	1.71	5.95	64.08	67.18	4.24	$424.00	171.00	4	4.0	4.000	3.10	2024-11-04
ROKU241206C00066000	ROKU	CALL	Long	66.00	None	$1.20	0.70	$1.62	0.03	-0.05	1.71	2.91	64.08	65.70	1.20	$120.00	171.00	1	4.0	7.000	1.62	2024-11-01
ROKU241206C00066000	ROKU	CALL	Long	66.00	None	$0.00	0.00	$0.00	0.00	0.00	1.71	1.71	64.08	64.08	0.00	$0.00	171.00	0	6.0	2.000	0.00	2024-10-31

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