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View Outliers PnL Drill-Down: RUN241206C00014000

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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
2024-11-06	RUN	RUN241206C00014000	14.00	8.0	25.000	0.980	0.400	0.1	2.1	0.050	0.600	2.650	0.54	11.90	2024-12-06	CALL	Long	0.329	0.483	-0.296

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	RUN	0.909	0.115	0.430	0.243	0.171	-0.259	10.06	-0.710	0.0000	9.51	21.50	21	1y	13.06

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
RUN241206C00014000	RUN	CALL	Long	14.00	None	$-0.53	-0.98	$-1.54	-0.13	0.77	0.54	0.01	11.90	10.36	-0.53	$-53.00	54.00	29	14.0	239.000	-1.54	2024-12-05
RUN241206C00014000	RUN	CALL	Long	14.00	None	$-0.53	-0.98	$-1.19	-0.10	0.52	0.54	0.01	11.90	10.71	-0.53	$-53.00	54.00	28	20.0	241.000	-1.19	2024-12-04
RUN241206C00014000	RUN	CALL	Long	14.00	None	$-0.52	-0.96	$-0.64	-0.05	0.11	0.54	0.02	11.90	11.26	-0.52	$-52.00	54.00	27	4.0	241.000	-0.64	2024-12-03
RUN241206C00014000	RUN	CALL	Long	14.00	None	$-0.50	-0.93	$-0.23	-0.02	0.00	0.54	0.04	11.90	11.67	-0.50	$-50.00	54.00	26	62.0	195.000	-0.23	2024-12-02
RUN241206C00014000	RUN	CALL	Long	14.00	None	$-0.48	-0.89	$-0.37	-0.03	-0.48	0.54	0.06	11.90	11.53	-0.48	$-48.00	54.00	25	99.0	0.000	-0.37	2024-12-01
RUN241206C00014000	RUN	CALL	Long	14.00	None	$-0.48	-0.89	$-0.37	-0.03	0.00	0.54	0.06	11.90	11.53	-0.48	$-48.00	54.00	24	99.0	0.000	-0.37	2024-11-30
RUN241206C00014000	RUN	CALL	Long	14.00	None	$-0.48	-0.89	$-0.35	-0.03	-0.03	0.54	0.06	11.90	11.55	-0.48	$-48.00	54.00	22	79.0	81.000	-0.35	2024-11-28
RUN241206C00014000	RUN	CALL	Long	14.00	None	$-0.47	-0.87	$0.06	0.01	-0.16	0.54	0.07	11.90	11.96	-0.47	$-47.00	54.00	21	20.0	81.000	0.06	2024-11-27
RUN241206C00014000	RUN	CALL	Long	14.00	None	$-0.46	-0.85	$-0.41	-0.03	-0.15	0.54	0.08	11.90	11.49	-0.46	$-46.00	54.00	20	18.0	77.000	-0.41	2024-11-26
RUN241206C00014000	RUN	CALL	Long	14.00	None	$-0.42	-0.78	$-0.38	-0.03	-0.10	0.54	0.12	11.90	11.52	-0.42	$-42.00	54.00	19	4.0	74.000	-0.38	2024-11-25
RUN241206C00014000	RUN	CALL	Long	14.00	None	$-0.42	-0.78	$-1.39	-0.12	0.04	0.54	0.12	11.90	10.51	-0.42	$-42.00	54.00	18	1.0	74.000	-1.39	2024-11-24
RUN241206C00014000	RUN	CALL	Long	14.00	None	$-0.42	-0.78	$-1.39	-0.12	-0.03	0.54	0.12	11.90	10.51	-0.42	$-42.00	54.00	17	1.0	74.000	-1.39	2024-11-23
RUN241206C00014000	RUN	CALL	Long	14.00	None	$-0.42	-0.78	$-1.39	-0.12	-0.06	0.54	0.12	11.90	10.51	-0.42	$-42.00	54.00	16	1.0	74.000	-1.39	2024-11-22
RUN241206C00014000	RUN	CALL	Long	14.00	None	$-0.42	-0.78	$-1.68	-0.14	-0.02	0.54	0.12	11.90	10.22	-0.42	$-42.00	54.00	15	1.0	74.000	-1.68	2024-11-21
RUN241206C00014000	RUN	CALL	Long	14.00	None	$-0.42	-0.78	$-1.70	-0.14	-0.14	0.54	0.12	11.90	10.20	-0.42	$-42.00	54.00	14	1.0	73.000	-1.70	2024-11-20
RUN241206C00014000	RUN	CALL	Long	14.00	None	$-0.48	-0.89	$-2.19	-0.18	0.05	0.54	0.06	11.90	9.71	-0.48	$-48.00	54.00	13	1.0	73.000	-2.19	2024-11-19
RUN241206C00014000	RUN	CALL	Long	14.00	None	$-0.48	-0.89	$-1.89	-0.16	-0.17	0.54	0.06	11.90	10.01	-0.48	$-48.00	54.00	12	1.0	73.000	-1.89	2024-11-18
RUN241206C00014000	RUN	CALL	Long	14.00	None	$-0.37	-0.69	$-2.01	-0.17	0.00	0.54	0.17	11.90	9.89	-0.37	$-37.00	54.00	11	5.0	68.000	-2.01	2024-11-17
RUN241206C00014000	RUN	CALL	Long	14.00	None	$-0.37	-0.69	$-2.01	-0.17	-0.02	0.54	0.17	11.90	9.89	-0.37	$-37.00	54.00	10	5.0	68.000	-2.01	2024-11-16
RUN241206C00014000	RUN	CALL	Long	14.00	None	$-0.37	-0.69	$-2.01	-0.17	-0.06	0.54	0.17	11.90	9.89	-0.37	$-37.00	54.00	9	5.0	68.000	-2.01	2024-11-15
RUN241206C00014000	RUN	CALL	Long	14.00	None	$-0.29	-0.54	$-0.99	-0.08	-0.14	0.54	0.25	11.90	10.91	-0.29	$-29.00	54.00	8	35.0	67.000	-0.99	2024-11-14
RUN241206C00014000	RUN	CALL	Long	14.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.45	-0.83	$-1.63	-0.14	-0.13	0.54	0.09	11.90	10.27	-0.45	$-45.00	54.00	7	11.0	67.000	-1.63	2024-11-13
RUN241206C00014000	RUN	CALL	Long	14.00	None	$-0.47	-0.87	$-2.16	-0.18	-0.10	0.54	0.07	11.90	9.74	-0.47	$-47.00	54.00	6	5.0	67.000	-2.16	2024-11-12
RUN241206C00014000	RUN	CALL	Long	14.00	None	$-0.41	-0.76	$-1.67	-0.14	-0.19	0.54	0.13	11.90	10.23	-0.41	$-41.00	54.00	5	3.0	65.000	-1.67	2024-11-11
RUN241206C00014000	RUN	CALL	Long	14.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.43	-0.80	$-1.67	-0.14	-0.15	0.54	0.11	11.90	10.23	-0.43	$-43.00	54.00	4	84.0	48.000	-1.67	2024-11-10
RUN241206C00014000	RUN	CALL	Long	14.00	None	$-0.43	-0.80	$-1.67	-0.14	-0.17	0.54	0.11	11.90	10.23	-0.43	$-43.00	54.00	3	84.0	48.000	-1.67	2024-11-09
RUN241206C00014000	RUN	CALL	Long	14.00	None	$-0.45	-0.83	$-2.10	-0.18	-0.22	0.54	0.09	11.90	9.80	-0.45	$-45.00	54.00	2	59.0	48.000	-2.10	2024-11-08
RUN241206C00014000	RUN	CALL	Long	14.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.23	0.43	$-0.30	-0.03	-0.13	0.54	0.77	11.90	11.60	0.23	$23.00	54.00	1	33.0	48.000	-0.30	2024-11-07
RUN241206C00014000	RUN	CALL	Long	14.00	None	$0.00	0.00	$0.00	0.00	0.00	0.54	0.54	11.90	11.90	0.00	$0.00	54.00	0	8.0	25.000	0.00	2024-11-06

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