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View Outliers PnL Drill-Down: SATS241115C00024000

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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
2024-09-30	SATS	SATS241115C00024000	24.00	2.0	4.000	0.936	0.428	0.9	1.8	0.010	2.320	3.270	6.47	22.92	2024-11-15	CALL	Long	0.384	0.405	-0.115

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	SATS	0.727	0.105	0.349	0.190	0.105	-0.098	23.03	-0.100	0.0000	12.14	28.04	21	1y	24.70

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
SATS241115C00024000	SATS	CALL	Long	24.00	None	$-2.84	-0.95	$-2.83	-0.11	0.30	3.00	0.16	24.82	21.99	-2.84	$-284.00	300.00	45	183.0	424.000	-2.83	2024-11-14
SATS241115C00024000	SATS	CALL	Long	24.00	None	$-2.80	-0.93	$-3.30	-0.13	0.26	3.00	0.20	24.82	21.52	-2.80	$-280.00	300.00	44	5.0	419.000	-3.30	2024-11-13
SATS241115C00024000	SATS	CALL	Long	24.00	None	$-2.75	-0.92	$-2.06	-0.08	-0.19	3.00	0.25	24.82	22.76	-2.75	$-275.00	300.00	43	2.0	417.000	-2.06	2024-11-12
SATS241115C00024000	SATS	CALL	Long	24.00	None	$-0.07	-0.02	$1.31	0.05	0.58	3.00	2.93	24.82	26.13	-0.07	$-7.00	300.00	42	3.0	417.000	1.31	2024-11-11
SATS241115C00024000	SATS	CALL	Long	24.00	None	$0.02	0.01	$0.99	0.04	0.05	3.00	3.02	24.82	25.81	0.02	$2.00	300.00	41	1.0	417.000	0.99	2024-11-10
SATS241115C00024000	SATS	CALL	Long	24.00	None	$0.02	0.01	$0.99	0.04	-0.02	3.00	3.02	24.82	25.81	0.02	$2.00	300.00	40	1.0	417.000	0.99	2024-11-09
SATS241115C00024000	SATS	CALL	Long	24.00	None	$0.02	0.01	$1.06	0.04	0.18	3.00	3.02	24.82	25.88	0.02	$2.00	300.00	39	1.0	417.000	1.06	2024-11-08
SATS241115C00024000	SATS	CALL	Long	24.00	None	$0.02	0.01	$1.25	0.05	0.25	3.00	3.02	24.82	26.07	0.02	$2.00	300.00	38	1.0	418.000	1.25	2024-11-07
SATS241115C00024000	SATS	CALL	Long	24.00	None	$0.50	0.17	$2.35	0.09	0.13	3.00	3.50	24.82	27.17	0.50	$50.00	300.00	37	101.0	507.000	2.35	2024-11-06
SATS241115C00024000	SATS	CALL	Long	24.00	None	$-0.90	-0.30	$-0.21	-0.01	0.17	3.00	2.10	24.82	24.61	-0.90	$-90.00	300.00	36	4.0	504.000	-0.21	2024-11-05
SATS241115C00024000	SATS	CALL	Long	24.00	None	$-1.20	-0.40	$-0.55	-0.02	0.06	3.00	1.80	24.82	24.27	-1.20	$-120.00	300.00	35	124.0	389.000	-0.55	2024-11-04
SATS241115C00024000	SATS	CALL	Long	24.00	None	$-0.37	-0.12	$-0.14	-0.01	0.01	3.00	2.63	24.82	24.68	-0.37	$-37.00	300.00	32	5.0	389.000	-0.14	2024-11-01
SATS241115C00024000	SATS	CALL	Long	24.00	None	$-0.37	-0.12	$0.24	0.01	0.09	3.00	2.63	24.82	25.06	-0.37	$-37.00	300.00	31	5.0	389.000	0.24	2024-10-31
SATS241115C00024000	SATS	CALL	Long	24.00	None	$-0.11	-0.04	$0.36	0.01	0.10	3.00	2.89	24.82	25.18	-0.11	$-11.00	300.00	30	1.0	389.000	0.36	2024-10-30
SATS241115C00024000	SATS	CALL	Long	24.00	None	$-0.11	-0.04	$0.40	0.02	-0.24	3.00	2.89	24.82	25.22	-0.11	$-11.00	300.00	29	1.0	389.000	0.40	2024-10-29
SATS241115C00024000	SATS	CALL	Long	24.00	None	$-0.11	-0.04	$0.46	0.02	0.05	3.00	2.89	24.82	25.28	-0.11	$-11.00	300.00	28	1.0	390.000	0.46	2024-10-28
SATS241115C00024000	SATS	CALL	Long	24.00	None	$-0.61	-0.20	$0.31	0.01	-0.01	3.00	2.39	24.82	25.13	-0.61	$-61.00	300.00	27	2.0	390.000	0.31	2024-10-27
SATS241115C00024000	SATS	CALL	Long	24.00	None	$-0.61	-0.20	$0.31	0.01	-0.03	3.00	2.39	24.82	25.13	-0.61	$-61.00	300.00	26	2.0	390.000	0.31	2024-10-26
SATS241115C00024000	SATS	CALL	Long	24.00	None	$-0.61	-0.20	$0.13	0.01	-0.04	3.00	2.39	24.82	24.95	-0.61	$-61.00	300.00	24	2.0	390.000	0.13	2024-10-24
SATS241115C00024000	SATS	CALL	Long	24.00	None	$-0.61	-0.20	$0.30	0.01	-0.01	3.00	2.39	24.82	25.12	-0.61	$-61.00	300.00	23	2.0	390.000	0.30	2024-10-23
SATS241115C00024000	SATS	CALL	Long	24.00	None	$-0.61	-0.20	$0.06	0.00	-0.16	3.00	2.39	24.82	24.88	-0.61	$-61.00	300.00	22	2.0	392.000	0.06	2024-10-22
SATS241115C00024000	SATS	CALL	Long	24.00	None	$-0.61	-0.20	$-0.21	-0.01	-0.19	3.00	2.39	24.82	24.61	-0.61	$-61.00	300.00	21	6.0	391.000	-0.21	2024-10-21
SATS241115C00024000	SATS	CALL	Long	24.00	None	$0.00	0.00	$0.56	0.02	-0.12	3.00	3.00	24.82	25.38	0.00	$0.00	300.00	19	275.0	117.000	0.56	2024-10-19
SATS241115C00024000	SATS	CALL	Long	24.00	None	$0.20	0.07	$1.04	0.04	-0.05	3.00	3.20	24.82	25.86	0.20	$20.00	300.00	18	5.0	117.000	1.04	2024-10-18
SATS241115C00024000	SATS	CALL	Long	24.00	None	$0.08	0.03	$1.17	0.05	0.08	3.00	3.08	24.82	25.99	0.08	$8.00	300.00	16	1.0	116.000	1.17	2024-10-16
SATS241115C00024000	SATS	CALL	Long	24.00	None	$0.08	0.03	$0.34	0.01	0.00	3.00	3.08	24.82	25.16	0.08	$8.00	300.00	14	1.0	115.000	0.34	2024-10-14
SATS241115C00024000	SATS	CALL	Long	24.00	None	$0.20	0.07	$0.13	0.01	-0.14	3.00	3.20	24.82	24.95	0.20	$20.00	300.00	11	92.0	115.000	0.13	2024-10-11
SATS241115C00024000	SATS	CALL	Long	24.00	None	$0.20	0.07	$0.66	0.03	-0.06	3.00	3.20	24.82	25.48	0.20	$20.00	300.00	10	92.0	24.000	0.66	2024-10-10
SATS241115C00024000	SATS	CALL	Long	24.00	None	$0.45	0.15	$1.35	0.05	-0.02	3.00	3.45	24.82	26.17	0.45	$45.00	300.00	9	2.0	24.000	1.35	2024-10-09
SATS241115C00024000	SATS	CALL	Long	24.00	None	$-0.82	-0.27	$-0.81	-0.03	-0.09	3.00	2.18	24.82	24.01	-0.82	$-82.00	300.00	7	3.0	19.000	-0.81	2024-10-07
SATS241115C00024000	SATS	CALL	Long	24.00	None	$-0.70	-0.23	$-1.53	-0.06	-0.82	3.00	2.30	24.82	23.29	-0.70	$-70.00	300.00	6	14.0	0.000	-1.53	2024-10-06
SATS241115C00024000	SATS	CALL	Long	24.00	None	$-0.70	-0.23	$-1.53	-0.06	-0.05	3.00	2.30	24.82	23.29	-0.70	$-70.00	300.00	5	14.0	5.000	-1.53	2024-10-05
SATS241115C00024000	SATS	CALL	Long	24.00	None	$-0.70	-0.23	$-1.53	-0.06	-0.07	3.00	2.30	24.82	23.29	-0.70	$-70.00	300.00	4	14.0	5.000	-1.53	2024-10-04
SATS241115C00024000	SATS	CALL	Long	24.00	None	$0.00	0.00	$-1.15	-0.05	-0.05	3.00	3.00	24.82	23.67	0.00	$0.00	300.00	3	1.0	5.000	-1.15	2024-10-03
SATS241115C00024000	SATS	CALL	Long	24.00	None	$0.00	0.00	$-0.46	-0.02	-0.05	3.00	3.00	24.82	24.36	0.00	$0.00	300.00	2	1.0	5.000	-0.46	2024-10-02
SATS241115C00024000	SATS	CALL	Long	24.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -1.09	$0.00	0.00	$-0.73	-0.03	-0.07	3.00	3.00	24.82	24.09	0.00	$0.00	300.00	1	1.0	5.000	-0.73	2024-10-01
SATS241115C00024000	SATS	CALL	Long	24.00	None	$0.00	0.00	$0.00	0.00	0.00	3.00	3.00	24.82	24.82	0.00	$0.00	300.00	0	1.0	4.000	0.00	2024-09-30

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