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View Outliers PnL Drill-Down: SCLX241220C00000500

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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
2024-11-15	SCLX	SCLX241220C00000500	0.50	14.0	115.000	0.000	0.408	0.1	0.0	0.000	0.090	0.000	0.15	0.58	2024-12-20	CALL	Long	0.483	0.493	-0.103

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	SCLX	0.818	0.122	0.607	0.318	0.347	0.062	0.50	-2.446	0.0000	0.50	2.42	21	1y	0.90

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
SCLX241220C00000500	SCLX	CALL	Long	0.50	None	$-0.08	-0.53	$-0.17	-0.28	-11.50	0.15	0.07	0.61	0.44	-0.08	$-8.00	15.00	34	14.0	230.000	-0.17	2024-12-19
SCLX241220C00000500	SCLX	CALL	Long	0.50	None	$-0.08	-0.53	$-0.15	-0.25	-12.50	0.15	0.07	0.61	0.46	-0.08	$-8.00	15.00	33	14.0	230.000	-0.15	2024-12-18
SCLX241220C00000500	SCLX	CALL	Long	0.50	None	$-0.08	-0.53	$-0.11	-0.18	-13.88	0.15	0.07	0.61	0.50	-0.08	$-8.00	15.00	32	14.0	230.000	-0.11	2024-12-17
SCLX241220C00000500	SCLX	CALL	Long	0.50	None	$-0.10	-0.67	$-0.11	-0.18	-13.00	0.15	0.05	0.61	0.50	-0.10	$-10.00	15.00	31	4.0	219.000	-0.11	2024-12-16
SCLX241220C00000500	SCLX	CALL	Long	0.50	None	$-0.10	-0.67	$-0.10	-0.16	-13.44	0.15	0.05	0.61	0.51	-0.10	$-10.00	15.00	28	76.0	219.000	-0.10	2024-12-13
SCLX241220C00000500	SCLX	CALL	Long	0.50	None	$0.00	0.00	$-0.10	-0.16	-13.69	0.15	0.15	0.61	0.51	0.00	$0.00	15.00	27	6.0	219.000	-0.10	2024-12-12
SCLX241220C00000500	SCLX	CALL	Long	0.50	None	$0.00	0.00	$-0.02	-0.03	-12.25	0.15	0.15	0.61	0.59	0.00	$0.00	15.00	26	6.0	217.000	-0.02	2024-12-11
SCLX241220C00000500	SCLX	CALL	Long	0.50	None	$-0.04	-0.27	$-0.04	-0.07	-12.75	0.15	0.11	0.61	0.57	-0.04	$-4.00	15.00	25	23.0	229.000	-0.04	2024-12-10
SCLX241220C00000500	SCLX	CALL	Long	0.50	None	$0.07	0.47	$0.08	0.13	-13.38	0.15	0.22	0.61	0.69	0.07	$7.00	15.00	24	163.0	290.000	0.08	2024-12-09
SCLX241220C00000500	SCLX	CALL	Long	0.50	None	$0.01	0.07	$0.04	0.07	-12.25	0.15	0.16	0.61	0.65	0.01	$1.00	15.00	23	26.0	316.000	0.04	2024-12-08
SCLX241220C00000500	SCLX	CALL	Long	0.50	None	$0.00	0.00	$0.04	0.07	-13.25	0.15	0.15	0.61	0.65	0.00	$0.00	15.00	21	3.0	316.000	0.04	2024-12-06
SCLX241220C00000500	SCLX	CALL	Long	0.50	None	$0.00	0.00	$0.01	0.02	-14.12	0.15	0.15	0.61	0.62	0.00	$0.00	15.00	20	6.0	311.000	0.01	2024-12-05
SCLX241220C00000500	SCLX	CALL	Long	0.50	None	$0.01	0.07	$0.03	0.05	-13.12	0.15	0.16	0.61	0.64	0.01	$1.00	15.00	19	33.0	0.000	0.03	2024-12-04
SCLX241220C00000500	SCLX	CALL	Long	0.50	None	$0.04	0.27	$0.01	0.02	-12.88	0.15	0.19	0.61	0.62	0.04	$4.00	15.00	18	11.0	335.000	0.01	2024-12-03
SCLX241220C00000500	SCLX	CALL	Long	0.50	None	$0.04	0.27	$0.03	0.05	-13.31	0.15	0.19	0.61	0.64	0.04	$4.00	15.00	17	23.0	352.000	0.03	2024-12-02
SCLX241220C00000500	SCLX	CALL	Long	0.50	None	$0.05	0.33	$0.03	0.05	-15.00	0.15	0.20	0.61	0.64	0.05	$5.00	15.00	16	25.0	0.000	0.03	2024-12-01
SCLX241220C00000500	SCLX	CALL	Long	0.50	None	$0.05	0.33	$0.03	0.05	-13.44	0.15	0.20	0.61	0.64	0.05	$5.00	15.00	15	25.0	0.000	0.03	2024-11-30
SCLX241220C00000500	SCLX	CALL	Long	0.50	None	$0.01	0.07	$0.01	0.02	-13.00	0.15	0.16	0.61	0.62	0.01	$1.00	15.00	13	62.0	413.000	0.01	2024-11-28
SCLX241220C00000500	SCLX	CALL	Long	0.50	None	$0.00	0.00	$0.01	0.02	-13.09	0.15	0.15	0.61	0.62	0.00	$0.00	15.00	12	80.0	413.000	0.01	2024-11-27
SCLX241220C00000500	SCLX	CALL	Long	0.50	None	$0.00	0.00	$0.03	0.05	-14.12	0.15	0.15	0.61	0.64	0.00	$0.00	15.00	11	80.0	339.000	0.03	2024-11-26
SCLX241220C00000500	SCLX	CALL	Long	0.50	None	$0.05	0.33	$-0.01	-0.02	-12.00	0.15	0.20	0.61	0.60	0.05	$5.00	15.00	10	53.0	286.000	-0.01	2024-11-25
SCLX241220C00000500	SCLX	CALL	Long	0.50	None	$-0.05	-0.33	$-0.09	-0.15	-12.88	0.15	0.10	0.61	0.52	-0.05	$-5.00	15.00	9	90.0	225.000	-0.09	2024-11-24
SCLX241220C00000500	SCLX	CALL	Long	0.50	None	$-0.05	-0.33	$-0.09	-0.15	-12.94	0.15	0.10	0.61	0.52	-0.05	$-5.00	15.00	8	90.0	225.000	-0.09	2024-11-23
SCLX241220C00000500	SCLX	CALL	Long	0.50	None	$-0.05	-0.33	$-0.09	-0.15	-12.97	0.15	0.10	0.61	0.52	-0.05	$-5.00	15.00	7	90.0	225.000	-0.09	2024-11-22
SCLX241220C00000500	SCLX	CALL	Long	0.50	None	$0.00	0.00	$-0.06	-0.10	-13.38	0.15	0.15	0.61	0.55	0.00	$0.00	15.00	6	13.0	212.000	-0.06	2024-11-21
SCLX241220C00000500	SCLX	CALL	Long	0.50	None	$-0.04	-0.27	$-0.05	-0.08	-13.56	0.15	0.11	0.61	0.56	-0.04	$-4.00	15.00	5	21.0	211.000	-0.05	2024-11-20
SCLX241220C00000500	SCLX	CALL	Long	0.50	None	$0.00	0.00	$0.04	0.07	-13.84	0.15	0.15	0.61	0.65	0.00	$0.00	15.00	4	47.0	164.000	0.04	2024-11-19
SCLX241220C00000500	SCLX	CALL	Long	0.50	None	$0.05	0.33	$0.02	0.03	-13.62	0.15	0.20	0.61	0.63	0.05	$5.00	15.00	3	50.0	112.000	0.02	2024-11-18
SCLX241220C00000500	SCLX	CALL	Long	0.50	None	$0.00	0.00	$0.00	0.00	-2.62	0.15	0.15	0.61	0.61	0.00	$0.00	15.00	2	14.0	115.000	0.00	2024-11-17
SCLX241220C00000500	SCLX	CALL	Long	0.50	None	$0.00	0.00	$0.00	0.00	-2.75	0.15	0.15	0.61	0.61	0.00	$0.00	15.00	1	14.0	115.000	0.00	2024-11-16
SCLX241220C00000500	SCLX	CALL	Long	0.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.00	0.00	0.00	0.15	0.15	0.61	0.61	0.00	$0.00	15.00	0	14.0	115.000	0.00	2024-11-15

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