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View Outliers PnL Drill-Down: SAVE241108C00002500

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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
2024-10-04	SAVE	SAVE241108C00002500	2.50	88.0	11.000	1.805	0.345	0.0	0.8	0.030	0.150	0.950	0.16	1.69	2024-11-08	CALL	Long	0.284	0.397	-0.246

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	SAVE	1.000	0.126	2.515	0.535	2.515	1.300	0.69	-0.083	0.0000	0.13	16.84	21	1y	2.39

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
SAVE241108C00002500	SAVE	CALL	Long	2.50	None	$0.10	0.62	$1.03	0.61	-0.43	0.16	0.26	1.69	2.72	0.10	$10.00	16.00	34	804.0	5398.000	1.03	2024-11-07
SAVE241108C00002500	SAVE	CALL	Long	2.50	None	$0.10	0.62	$1.04	0.62	-1.30	0.16	0.26	1.69	2.73	0.10	$10.00	16.00	33	2659.0	5918.000	1.04	2024-11-06
SAVE241108C00002500	SAVE	CALL	Long	2.50	None	$-0.01	-0.06	$0.82	0.49	-0.45	0.16	0.15	1.69	2.51	-0.01	$-1.00	16.00	32	4029.0	4808.000	0.82	2024-11-05
SAVE241108C00002500	SAVE	CALL	Long	2.50	None	$-0.08	-0.50	$0.65	0.38	-0.46	0.16	0.08	1.69	2.34	-0.08	$-8.00	16.00	31	2917.0	2885.000	0.65	2024-11-04
SAVE241108C00002500	SAVE	CALL	Long	2.50	None	$0.00	0.00	$0.78	0.46	-0.68	0.16	0.16	1.69	2.47	0.00	$0.00	16.00	28	1581.0	2133.000	0.78	2024-11-01
SAVE241108C00002500	SAVE	CALL	Long	2.50	None	$0.02	0.12	$0.71	0.42	-0.38	0.16	0.18	1.69	2.40	0.02	$2.00	16.00	27	1172.0	1270.000	0.71	2024-10-31
SAVE241108C00002500	SAVE	CALL	Long	2.50	None	$0.06	0.38	$0.82	0.49	-0.52	0.16	0.22	1.69	2.51	0.06	$6.00	16.00	26	234.0	1277.000	0.82	2024-10-30
SAVE241108C00002500	SAVE	CALL	Long	2.50	None	$0.12	0.75	$0.91	0.54	-0.27	0.16	0.28	1.69	2.60	0.12	$12.00	16.00	25	167.0	1266.000	0.91	2024-10-29
SAVE241108C00002500	SAVE	CALL	Long	2.50	None	$0.45	2.81	$1.18	0.70	0.15	0.16	0.61	1.69	2.87	0.45	$45.00	16.00	24	333.0	1136.000	1.18	2024-10-28
SAVE241108C00002500	SAVE	CALL	Long	2.50	None	$0.35	2.19	$1.10	0.65	0.32	0.16	0.51	1.69	2.79	0.35	$35.00	16.00	23	728.0	1092.000	1.10	2024-10-27
SAVE241108C00002500	SAVE	CALL	Long	2.50	None	$0.35	2.19	$1.10	0.65	0.24	0.16	0.51	1.69	2.79	0.35	$35.00	16.00	22	728.0	1092.000	1.10	2024-10-26
SAVE241108C00002500	SAVE	CALL	Long	2.50	None	$0.15	0.94	$0.73	0.43	0.01	0.16	0.31	1.69	2.42	0.15	$15.00	16.00	20	835.0	1100.000	0.73	2024-10-24
SAVE241108C00002500	SAVE	CALL	Long	2.50	None	$0.54	3.38	$1.39	0.82	-0.41	0.16	0.70	1.69	3.08	0.54	$54.00	16.00	19	1078.0	814.000	1.39	2024-10-23
SAVE241108C00002500	SAVE	CALL	Long	2.50	None	$0.02	0.12	$0.42	0.25	-0.20	0.16	0.18	1.69	2.11	0.02	$2.00	16.00	18	566.0	491.000	0.42	2024-10-22
SAVE241108C00002500	SAVE	CALL	Long	2.50	None	$0.16	1.00	$0.56	0.33	0.05	0.16	0.32	1.69	2.25	0.16	$16.00	16.00	17	415.0	255.000	0.56	2024-10-21
SAVE241108C00002500	SAVE	CALL	Long	2.50	None	$0.06	0.38	$-0.22	-0.13	1.21	0.16	0.22	1.69	1.47	0.06	$6.00	16.00	15	5.0	255.000	-0.22	2024-10-19
SAVE241108C00002500	SAVE	CALL	Long	2.50	None	$-0.03	-0.19	$-0.24	-0.14	0.93	0.16	0.13	1.69	1.45	-0.03	$-3.00	16.00	14	11.0	255.000	-0.24	2024-10-18
SAVE241108C00002500	SAVE	CALL	Long	2.50	None	$-0.02	-0.12	$-0.02	-0.01	1.09	0.16	0.14	1.69	1.67	-0.02	$-2.00	16.00	12	7.0	249.000	-0.02	2024-10-16
SAVE241108C00002500	SAVE	CALL	Long	2.50	None	$-0.02	-0.12	$-0.04	-0.02	0.30	0.16	0.14	1.69	1.65	-0.02	$-2.00	16.00	10	7.0	249.000	-0.04	2024-10-14
SAVE241108C00002500	SAVE	CALL	Long	2.50	None	$-0.02	-0.12	$-0.06	-0.04	0.11	0.16	0.14	1.69	1.63	-0.02	$-2.00	16.00	7	7.0	242.000	-0.06	2024-10-11
SAVE241108C00002500	SAVE	CALL	Long	2.50	None	$0.01	0.06	$0.02	0.01	-0.01	0.16	0.17	1.69	1.71	0.01	$1.00	16.00	6	83.0	162.000	0.02	2024-10-10
SAVE241108C00002500	SAVE	CALL	Long	2.50	None	$-0.01	-0.06	$0.03	0.02	0.04	0.16	0.15	1.69	1.72	-0.01	$-1.00	16.00	5	10.0	160.000	0.03	2024-10-09
SAVE241108C00002500	SAVE	CALL	Long	2.50	None	$-0.06	-0.38	$0.16	0.09	-0.16	0.16	0.10	1.69	1.85	-0.06	$-6.00	16.00	3	1.0	94.000	0.16	2024-10-07
SAVE241108C00002500	SAVE	CALL	Long	2.50	None	$0.00	0.00	$0.00	0.00	-1.30	0.16	0.16	1.69	1.69	0.00	$0.00	16.00	2	88.0	0.000	0.00	2024-10-06
SAVE241108C00002500	SAVE	CALL	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.00	0.00	0.02	0.16	0.16	1.69	1.69	0.00	$0.00	16.00	1	88.0	11.000	0.00	2024-10-05
SAVE241108C00002500	SAVE	CALL	Long	2.50	None	$0.00	0.00	$0.00	0.00	0.00	0.16	0.16	1.69	1.69	0.00	$0.00	16.00	0	88.0	11.000	0.00	2024-10-04

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