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View Outliers PnL Drill-Down: SBSW240119C00005000

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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
2023-11-21	SBSW	SBSW240119C00005000	5.00	7121.0	7227.000	0.648	0.344	0.0	0.7	0.010	0.150	0.850	0.20	4.27	2024-01-19	CALL	Long	0.305	0.362	-0.179

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	SBSW	0.636	0.120	0.236	0.175	0.125	-0.109	3.80	-0.332	0.0000	3.18	5.71	21	1y	4.59

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
SBSW240119C00005000	SBSW	CALL	Long	5.00	None	$-0.18	-0.90	$0.31	0.07	0.42	0.20	0.02	4.27	4.58	-0.18	$-18.00	20.00	58	13.0	10112.000	0.31	2024-01-18
SBSW240119C00005000	SBSW	CALL	Long	5.00	None	$-0.17	-0.85	$0.23	0.05	0.57	0.20	0.03	4.27	4.50	-0.17	$-17.00	20.00	57	13.0	10123.000	0.23	2024-01-17
SBSW240119C00005000	SBSW	CALL	Long	5.00	None	$-0.09	-0.45	$0.56	0.13	0.19	0.20	0.11	4.27	4.83	-0.09	$-9.00	20.00	56	4.0	10115.000	0.56	2024-01-16
SBSW240119C00005000	SBSW	CALL	Long	5.00	None	$0.05	0.25	$0.87	0.20	-0.08	0.20	0.25	4.27	5.14	0.05	$5.00	20.00	52	418.0	10296.000	0.87	2024-01-12
SBSW240119C00005000	SBSW	CALL	Long	5.00	None	$-0.10	-0.50	$0.64	0.15	-0.03	0.20	0.10	4.27	4.91	-0.10	$-10.00	20.00	51	20.0	10299.000	0.64	2024-01-11
SBSW240119C00005000	SBSW	CALL	Long	5.00	None	$0.00	0.00	$0.82	0.19	-0.04	0.20	0.20	4.27	5.09	0.00	$0.00	20.00	50	416.0	10209.000	0.82	2024-01-10
SBSW240119C00005000	SBSW	CALL	Long	5.00	None	$0.01	0.05	$0.79	0.19	-0.09	0.20	0.21	4.27	5.06	0.01	$1.00	20.00	49	19.0	10215.000	0.79	2024-01-09
SBSW240119C00005000	SBSW	CALL	Long	5.00	None	$0.05	0.25	$0.88	0.21	-0.10	0.20	0.25	4.27	5.15	0.05	$5.00	20.00	48	71.0	10269.000	0.88	2024-01-08
SBSW240119C00005000	SBSW	CALL	Long	5.00	None	$0.07	0.35	$0.84	0.20	-0.06	0.20	0.27	4.27	5.11	0.07	$7.00	20.00	47	80.0	10306.000	0.84	2024-01-07
SBSW240119C00005000	SBSW	CALL	Long	5.00	None	$0.07	0.35	$0.84	0.20	-0.12	0.20	0.27	4.27	5.11	0.07	$7.00	20.00	45	80.0	10306.000	0.84	2024-01-05
SBSW240119C00005000	SBSW	CALL	Long	5.00	None	$0.10	0.50	$0.86	0.20	-0.65	0.20	0.30	4.27	5.13	0.10	$10.00	20.00	44	34.0	10306.000	0.86	2024-01-04
SBSW240119C00005000	SBSW	CALL	Long	5.00	None	$0.10	0.50	$0.87	0.20	-0.65	0.20	0.30	4.27	5.14	0.10	$10.00	20.00	43	146.0	10287.000	0.87	2024-01-03
SBSW240119C00005000	SBSW	CALL	Long	5.00	None	$0.20	1.00	$1.04	0.24	-0.65	0.20	0.40	4.27	5.31	0.20	$20.00	20.00	42	335.0	10401.000	1.04	2024-01-02
SBSW240119C00005000	SBSW	CALL	Long	5.00	None	$0.32	1.60	$1.16	0.27	-0.03	0.20	0.52	4.27	5.43	0.32	$32.00	20.00	41	279.0	10596.000	1.16	2024-01-01
SBSW240119C00005000	SBSW	CALL	Long	5.00	None	$0.32	1.60	$1.16	0.27	-0.06	0.20	0.52	4.27	5.43	0.32	$32.00	20.00	39	279.0	10596.000	1.16	2023-12-30
SBSW240119C00005000	SBSW	CALL	Long	5.00	None	$0.32	1.60	$1.16	0.27	-0.09	0.20	0.52	4.27	5.43	0.32	$32.00	20.00	38	279.0	10596.000	1.16	2023-12-29
SBSW240119C00005000	SBSW	CALL	Long	5.00	None	$0.44	2.20	$1.23	0.29	-0.10	0.20	0.64	4.27	5.50	0.44	$44.00	20.00	37	345.0	10892.000	1.23	2023-12-28
SBSW240119C00005000	SBSW	CALL	Long	5.00	None	$0.59	2.95	$1.45	0.34	-0.12	0.20	0.79	4.27	5.72	0.59	$59.00	20.00	36	433.0	11203.000	1.45	2023-12-27
SBSW240119C00005000	SBSW	CALL	Long	5.00	None	$0.50	2.50	$1.32	0.31	-0.06	0.20	0.70	4.27	5.59	0.50	$50.00	20.00	35	188.0	11317.000	1.32	2023-12-26
SBSW240119C00005000	SBSW	CALL	Long	5.00	None	$0.58	2.90	$1.35	0.32	-0.07	0.20	0.78	4.27	5.62	0.58	$58.00	20.00	34	328.0	11358.000	1.35	2023-12-25
SBSW240119C00005000	SBSW	CALL	Long	5.00	None	$0.58	2.90	$1.35	0.32	-0.09	0.20	0.78	4.27	5.62	0.58	$58.00	20.00	32	328.0	11358.000	1.35	2023-12-23
SBSW240119C00005000	SBSW	CALL	Long	5.00	None	$0.58	2.90	$1.36	0.32	-0.05	0.20	0.78	4.27	5.63	0.58	$58.00	20.00	31	328.0	11358.000	1.36	2023-12-22
SBSW240119C00005000	SBSW	CALL	Long	5.00	None	$0.46	2.30	$1.27	0.30	-0.04	0.20	0.66	4.27	5.54	0.46	$46.00	20.00	30	283.0	11446.000	1.27	2023-12-21
SBSW240119C00005000	SBSW	CALL	Long	5.00	None	$0.40	2.00	$1.24	0.29	-0.10	0.20	0.60	4.27	5.51	0.40	$40.00	20.00	29	69.0	11509.000	1.24	2023-12-20
SBSW240119C00005000	SBSW	CALL	Long	5.00	None	$0.48	2.40	$1.28	0.30	-0.07	0.20	0.68	4.27	5.55	0.48	$48.00	20.00	28	1782.0	12768.000	1.28	2023-12-19
SBSW240119C00005000	SBSW	CALL	Long	5.00	None	$0.28	1.40	$0.98	0.23	-0.09	0.20	0.48	4.27	5.25	0.28	$28.00	20.00	27	342.0	12713.000	0.98	2023-12-18
SBSW240119C00005000	SBSW	CALL	Long	5.00	None	$0.30	1.50	$0.96	0.22	-0.10	0.20	0.50	4.27	5.23	0.30	$30.00	20.00	25	1969.0	12580.000	0.96	2023-12-16
SBSW240119C00005000	SBSW	CALL	Long	5.00	None	$0.27	1.35	$0.95	0.22	-0.10	0.20	0.47	4.27	5.22	0.27	$27.00	20.00	24	1837.0	12580.000	0.95	2023-12-15
SBSW240119C00005000	SBSW	CALL	Long	5.00	None	$0.25	1.25	$0.91	0.21	-0.14	0.20	0.45	4.27	5.18	0.25	$25.00	20.00	23	2267.0	13258.000	0.91	2023-12-14
SBSW240119C00005000	SBSW	CALL	Long	5.00	None	$0.00	0.00	$0.46	0.11	-0.10	0.20	0.20	4.27	4.73	0.00	$0.00	20.00	22	210.0	13146.000	0.46	2023-12-13
SBSW240119C00005000	SBSW	CALL	Long	5.00	None	$-0.05	-0.25	$0.21	0.05	-0.08	0.20	0.15	4.27	4.48	-0.05	$-5.00	20.00	21	549.0	13194.000	0.21	2023-12-12
SBSW240119C00005000	SBSW	CALL	Long	5.00	None	$0.04	0.20	$0.49	0.11	-0.13	0.20	0.24	4.27	4.76	0.04	$4.00	20.00	20	360.0	13268.000	0.49	2023-12-11
SBSW240119C00005000	SBSW	CALL	Long	5.00	None	$0.09	0.45	$0.55	0.13	-0.12	0.20	0.29	4.27	4.82	0.09	$9.00	20.00	17	157.0	13303.000	0.55	2023-12-08
SBSW240119C00005000	SBSW	CALL	Long	5.00	None	$0.05	0.25	$0.45	0.11	-0.12	0.20	0.25	4.27	4.72	0.05	$5.00	20.00	16	67.0	13266.000	0.45	2023-12-07
SBSW240119C00005000	SBSW	CALL	Long	5.00	None	$0.00	0.00	$0.33	0.08	-0.06	0.20	0.20	4.27	4.60	0.00	$0.00	20.00	15	0.0	13299.000	0.33	2023-12-06
SBSW240119C00005000	SBSW	CALL	Long	5.00	None	$-0.05	-0.25	$0.12	0.03	-0.03	0.20	0.15	4.27	4.39	-0.05	$-5.00	20.00	14	0.0	13123.000	0.12	2023-12-05
SBSW240119C00005000	SBSW	CALL	Long	5.00	None	$-0.05	-0.25	$0.24	0.06	-0.10	0.20	0.15	4.27	4.51	-0.05	$-5.00	20.00	13	0.0	12486.000	0.24	2023-12-04
SBSW240119C00005000	SBSW	CALL	Long	5.00	None	$0.07	0.35	$0.39	0.09	-0.04	0.20	0.27	4.27	4.66	0.07	$7.00	20.00	12	0.0	11936.000	0.39	2023-12-03
SBSW240119C00005000	SBSW	CALL	Long	5.00	None	$0.07	0.35	$0.39	0.09	-0.05	0.20	0.27	4.27	4.66	0.07	$7.00	20.00	11	0.0	11936.000	0.39	2023-12-02
SBSW240119C00005000	SBSW	CALL	Long	5.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.05	0.25	$0.38	0.09	-0.05	0.20	0.25	4.27	4.65	0.05	$5.00	20.00	10	0.0	11936.000	0.38	2023-12-01
SBSW240119C00005000	SBSW	CALL	Long	5.00	None	$0.00	0.00	$0.18	0.04	-0.09	0.20	0.20	4.27	4.45	0.00	$0.00	20.00	9	0.0	10685.000	0.18	2023-11-30
SBSW240119C00005000	SBSW	CALL	Long	5.00	None	$0.01	0.05	$0.26	0.06	-0.06	0.20	0.21	4.27	4.53	0.01	$1.00	20.00	8	0.0	10553.000	0.26	2023-11-29
SBSW240119C00005000	SBSW	CALL	Long	5.00	None	$0.10	0.50	$0.39	0.09	-0.04	0.20	0.30	4.27	4.66	0.10	$10.00	20.00	7	0.0	9860.000	0.39	2023-11-28
SBSW240119C00005000	SBSW	CALL	Long	5.00	None	$0.05	0.25	$0.28	0.07	-0.12	0.20	0.25	4.27	4.55	0.05	$5.00	20.00	6	0.0	9860.000	0.28	2023-11-27
SBSW240119C00005000	SBSW	CALL	Long	5.00	None	$-0.01	-0.05	$0.10	0.02	-0.04	0.20	0.19	4.27	4.37	-0.01	$-1.00	20.00	3	0.0	0.000	0.10	2023-11-24
SBSW240119C00005000	SBSW	CALL	Long	5.00	None	$0.04	0.20	$0.25	0.06	-0.58	0.20	0.24	4.27	4.52	0.04	$4.00	20.00	2	0.0	0.000	0.25	2023-11-23
SBSW240119C00005000	SBSW	CALL	Long	5.00	None	$0.00	0.00	$0.18	0.04	-0.10	0.20	0.20	4.27	4.45	0.00	$0.00	20.00	1	0.0	9660.000	0.18	2023-11-22
SBSW240119C00005000	SBSW	CALL	Long	5.00	None	$0.00	0.00	$0.00	0.00	0.00	0.20	0.20	4.27	4.27	0.00	$0.00	20.00	0	0.0	7227.000	0.00	2023-11-21

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