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View Outliers PnL Drill-Down: SANA240621C00007500

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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
2024-05-09	SANA	SANA240621C00007500	7.50	27.0	76.000	1.041	0.379	0.4	0.3	0.010	0.960	0.930	1.35	7.50	2024-06-21	CALL	Long	0.471	0.531	-0.210

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	SANA	0.909	0.188	0.429	0.262	0.355	0.167	1.91	0.000	0.0000	1.89	11.27	21	1y	3.43

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
SANA240621C00007500	SANA	CALL	Long	7.50	None	$-1.25	-0.93	$-1.82	-0.24	0.88	1.35	0.10	7.50	5.68	-1.25	$-125.00	135.00	40	2.0	171.000	-1.82	2024-06-18
SANA240621C00007500	SANA	CALL	Long	7.50	None	$-1.05	-0.78	$-1.50	-0.20	0.73	1.35	0.30	7.50	6.00	-1.05	$-105.00	135.00	39	103.0	171.000	-1.50	2024-06-17
SANA240621C00007500	SANA	CALL	Long	7.50	None	$-1.05	-0.78	$-1.42	-0.19	0.69	1.35	0.30	7.50	6.08	-1.05	$-105.00	135.00	36	103.0	136.000	-1.42	2024-06-14
SANA240621C00007500	SANA	CALL	Long	7.50	None	$-0.85	-0.63	$-0.35	-0.05	0.23	1.35	0.50	7.50	7.15	-0.85	$-85.00	135.00	35	125.0	174.000	-0.35	2024-06-13
SANA240621C00007500	SANA	CALL	Long	7.50	None	$-0.85	-0.63	$-0.68	-0.09	0.36	1.35	0.50	7.50	6.82	-0.85	$-85.00	135.00	34	21.0	174.000	-0.68	2024-06-12
SANA240621C00007500	SANA	CALL	Long	7.50	None	$-0.85	-0.63	$-0.61	-0.08	0.45	1.35	0.50	7.50	6.89	-0.85	$-85.00	135.00	33	21.0	174.000	-0.61	2024-06-11
SANA240621C00007500	SANA	CALL	Long	7.50	None	$-0.85	-0.63	$-0.58	-0.08	0.31	1.35	0.50	7.50	6.92	-0.85	$-85.00	135.00	32	21.0	193.000	-0.58	2024-06-10
SANA240621C00007500	SANA	CALL	Long	7.50	None	$-0.35	-0.26	$-0.52	-0.07	1.95	1.35	1.00	7.50	6.98	-0.35	$-35.00	135.00	31	112.0	93.000	-0.52	2024-06-09
SANA240621C00007500	SANA	CALL	Long	7.50	None	$-0.35	-0.26	$-0.52	-0.07	0.74	1.35	1.00	7.50	6.98	-0.35	$-35.00	135.00	29	112.0	93.000	-0.52	2024-06-07
SANA240621C00007500	SANA	CALL	Long	7.50	None	$-0.10	-0.07	$-0.14	-0.02	0.90	1.35	1.25	7.50	7.36	-0.10	$-10.00	135.00	28	2.0	93.000	-0.14	2024-06-06
SANA240621C00007500	SANA	CALL	Long	7.50	None	$-0.10	-0.07	$0.33	0.04	2.87	1.35	1.25	7.50	7.83	-0.10	$-10.00	135.00	27	2.0	91.000	0.33	2024-06-05
SANA240621C00007500	SANA	CALL	Long	7.50	None	$0.00	0.00	$0.00	0.00	0.70	1.35	1.35	7.50	7.50	0.00	$0.00	135.00	26	2.0	91.000	0.00	2024-06-04
SANA240621C00007500	SANA	CALL	Long	7.50	None	$0.00	0.00	$0.31	0.04	2.92	1.35	1.35	7.50	7.81	0.00	$0.00	135.00	25	2.0	89.000	0.31	2024-06-03
SANA240621C00007500	SANA	CALL	Long	7.50	None	$-0.10	-0.07	$0.00	0.00	0.64	1.35	1.25	7.50	7.50	-0.10	$-10.00	135.00	22	7.0	89.000	0.00	2024-05-31
SANA240621C00007500	SANA	CALL	Long	7.50	None	$-0.10	-0.07	$0.11	0.01	0.41	1.35	1.25	7.50	7.61	-0.10	$-10.00	135.00	21	7.0	82.000	0.11	2024-05-30
SANA240621C00007500	SANA	CALL	Long	7.50	None	$0.03	0.02	$0.25	0.03	1.30	1.35	1.38	7.50	7.75	0.03	$3.00	135.00	20	22.0	82.000	0.25	2024-05-29
SANA240621C00007500	SANA	CALL	Long	7.50	None	$0.03	0.02	$0.30	0.04	0.53	1.35	1.38	7.50	7.80	0.03	$3.00	135.00	19	22.0	60.000	0.30	2024-05-28
SANA240621C00007500	SANA	CALL	Long	7.50	None	$0.25	0.19	$0.52	0.07	0.29	1.35	1.60	7.50	8.02	0.25	$25.00	135.00	18	2.0	58.000	0.52	2024-05-27
SANA240621C00007500	SANA	CALL	Long	7.50	None	$0.25	0.19	$0.52	0.07	0.22	1.35	1.60	7.50	8.02	0.25	$25.00	135.00	15	2.0	58.000	0.52	2024-05-24
SANA240621C00007500	SANA	CALL	Long	7.50	None	$0.55	0.41	$0.48	0.06	0.93	1.35	1.90	7.50	7.98	0.55	$55.00	135.00	14	4.0	58.000	0.48	2024-05-23
SANA240621C00007500	SANA	CALL	Long	7.50	None	$0.55	0.41	$0.76	0.10	0.86	1.35	1.90	7.50	8.26	0.55	$55.00	135.00	13	4.0	58.000	0.76	2024-05-22
SANA240621C00007500	SANA	CALL	Long	7.50	None	$0.55	0.41	$0.80	0.11	-0.44	1.35	1.90	7.50	8.30	0.55	$55.00	135.00	12	4.0	58.000	0.80	2024-05-21
SANA240621C00007500	SANA	CALL	Long	7.50	None	$0.55	0.41	$1.13	0.15	-1.04	1.35	1.90	7.50	8.63	0.55	$55.00	135.00	11	4.0	0.000	1.13	2024-05-20
SANA240621C00007500	SANA	CALL	Long	7.50	None	$0.30	0.22	$1.23	0.16	0.33	1.35	1.65	7.50	8.73	0.30	$30.00	135.00	10	6.0	53.000	1.23	2024-05-19
SANA240621C00007500	SANA	CALL	Long	7.50	None	$0.30	0.22	$1.23	0.16	0.31	1.35	1.65	7.50	8.73	0.30	$30.00	135.00	9	6.0	53.000	1.23	2024-05-18
SANA240621C00007500	SANA	CALL	Long	7.50	None	$0.30	0.22	$1.23	0.16	0.19	1.35	1.65	7.50	8.73	0.30	$30.00	135.00	8	6.0	53.000	1.23	2024-05-17
SANA240621C00007500	SANA	CALL	Long	7.50	None	$-0.05	-0.04	$1.77	0.24	1.44	1.35	1.30	7.50	9.27	-0.05	$-5.00	135.00	6	60.0	53.000	1.77	2024-05-15
SANA240621C00007500	SANA	CALL	Long	7.50	Underlying has moved in favorable position (0.1013333333333333333333333333) however, position is suffering from IV crush;Exit OP PnL: $-0.05;Exit EQ PnL: 0.76	$-0.05	-0.04	$1.10	0.15	-0.19	1.35	1.30	7.50	8.60	-0.05	$-5.00	135.00	5	60.0	53.000	1.10	2024-05-14
SANA240621C00007500	SANA	CALL	Long	7.50	None	$-0.05	-0.04	$0.41	0.05	-0.28	1.35	1.30	7.50	7.91	-0.05	$-5.00	135.00	4	60.0	53.000	0.41	2024-05-13
SANA240621C00007500	SANA	CALL	Long	7.50	None	$-0.05	-0.04	$0.06	0.01	-1.04	1.35	1.30	7.50	7.56	-0.05	$-5.00	135.00	3	60.0	53.000	0.06	2024-05-12
SANA240621C00007500	SANA	CALL	Long	7.50	None	$0.00	0.00	$0.00	0.00	0.00	1.35	1.35	7.50	7.50	0.00	$0.00	135.00	0	27.0	76.000	0.00	2024-05-09

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