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View Outliers PnL Drill-Down: SCLX241220C00001000

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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
2024-09-23	SCLX	SCLX241220C00001000	1.00	394.0	535.000	1.250	0.718	0.0	0.2	0.010	0.100	0.310	0.15	0.79	2024-12-20	CALL	Long	0.385	0.450	-0.214

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
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$-0.10	-0.67	$-0.35	-0.44	8.00	0.15	0.05	0.79	0.44	-0.10	$-10.00	15.00	87	434.0	3353.000	-0.35	2024-12-19
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$-0.10	-0.67	$-0.33	-0.42	6.00	0.15	0.05	0.79	0.46	-0.10	$-10.00	15.00	86	434.0	3353.000	-0.33	2024-12-18
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$-0.10	-0.67	$-0.29	-0.37	4.38	0.15	0.05	0.79	0.50	-0.10	$-10.00	15.00	85	434.0	3353.000	-0.29	2024-12-17
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$-0.10	-0.67	$-0.29	-0.37	3.75	0.15	0.05	0.79	0.50	-0.10	$-10.00	15.00	84	434.0	3353.000	-0.29	2024-12-16
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$-0.10	-0.67	$-0.28	-0.35	2.69	0.15	0.05	0.79	0.51	-0.10	$-10.00	15.00	81	434.0	3353.000	-0.28	2024-12-13
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$-0.10	-0.67	$-0.28	-0.35	2.44	0.15	0.05	0.79	0.51	-0.10	$-10.00	15.00	80	434.0	3353.000	-0.28	2024-12-12
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$-0.10	-0.67	$-0.20	-0.25	3.19	0.15	0.05	0.79	0.59	-0.10	$-10.00	15.00	79	434.0	3000.000	-0.20	2024-12-11
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$-0.10	-0.67	$-0.22	-0.28	3.12	0.15	0.05	0.79	0.57	-0.10	$-10.00	15.00	78	382.0	2947.000	-0.22	2024-12-10
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$-0.10	-0.67	$-0.10	-0.13	0.81	0.15	0.05	0.79	0.69	-0.10	$-10.00	15.00	77	16.0	2936.000	-0.10	2024-12-09
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$-0.14	-0.93	$-0.14	-0.18	1.06	0.15	0.01	0.79	0.65	-0.14	$-14.00	15.00	76	1.0	2936.000	-0.14	2024-12-08
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$-0.14	-0.93	$-0.14	-0.18	0.81	0.15	0.01	0.79	0.65	-0.14	$-14.00	15.00	74	1.0	2936.000	-0.14	2024-12-06
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$-0.14	-0.93	$-0.17	-0.22	0.88	0.15	0.01	0.79	0.62	-0.14	$-14.00	15.00	73	1.0	2936.000	-0.17	2024-12-05
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$-0.14	-0.93	$-0.15	-0.19	0.72	0.15	0.01	0.79	0.64	-0.14	$-14.00	15.00	72	1.0	2936.000	-0.15	2024-12-04
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$-0.10	-0.67	$-0.17	-0.22	0.75	0.15	0.05	0.79	0.62	-0.10	$-10.00	15.00	71	5.0	2931.000	-0.17	2024-12-03
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$-0.10	-0.67	$-0.15	-0.19	0.59	0.15	0.05	0.79	0.64	-0.10	$-10.00	15.00	70	18.0	2920.000	-0.15	2024-12-02
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$-0.13	-0.87	$-0.15	-0.19	-0.75	0.15	0.02	0.79	0.64	-0.13	$-13.00	15.00	69	19.0	0.000	-0.15	2024-12-01
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$-0.13	-0.87	$-0.15	-0.19	1.00	0.15	0.02	0.79	0.64	-0.13	$-13.00	15.00	68	19.0	2920.000	-0.15	2024-11-30
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$-0.10	-0.67	$-0.17	-0.22	0.59	0.15	0.05	0.79	0.62	-0.10	$-10.00	15.00	66	4.0	2920.000	-0.17	2024-11-28
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$-0.10	-0.67	$-0.17	-0.22	0.50	0.15	0.05	0.79	0.62	-0.10	$-10.00	15.00	65	4.0	2920.000	-0.17	2024-11-27
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$-0.10	-0.67	$-0.15	-0.19	0.38	0.15	0.05	0.79	0.64	-0.10	$-10.00	15.00	64	4.0	2920.000	-0.15	2024-11-26
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$-0.10	-0.67	$-0.19	-0.24	0.50	0.15	0.05	0.79	0.60	-0.10	$-10.00	15.00	63	110.0	2892.000	-0.19	2024-11-25
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$-0.13	-0.87	$-0.27	-0.34	0.88	0.15	0.02	0.79	0.52	-0.13	$-13.00	15.00	62	233.0	2959.000	-0.27	2024-11-24
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$-0.13	-0.87	$-0.27	-0.34	0.81	0.15	0.02	0.79	0.52	-0.13	$-13.00	15.00	61	233.0	2959.000	-0.27	2024-11-23
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$-0.10	-0.67	$-0.27	-0.34	0.75	0.15	0.05	0.79	0.52	-0.10	$-10.00	15.00	60	88.0	2959.000	-0.27	2024-11-22
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$-0.10	-0.67	$-0.24	-0.30	0.59	0.15	0.05	0.79	0.55	-0.10	$-10.00	15.00	59	3.0	2959.000	-0.24	2024-11-21
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$-0.10	-0.67	$-0.23	-0.29	0.50	0.15	0.05	0.79	0.56	-0.10	$-10.00	15.00	58	107.0	3014.000	-0.23	2024-11-20
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$-0.10	-0.67	$-0.14	-0.18	0.16	0.15	0.05	0.79	0.65	-0.10	$-10.00	15.00	57	119.0	3013.000	-0.14	2024-11-19
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$-0.10	-0.67	$-0.16	-0.20	0.19	0.15	0.05	0.79	0.63	-0.10	$-10.00	15.00	56	71.0	2954.000	-0.16	2024-11-18
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$-0.10	-0.67	$-0.18	-0.23	0.72	0.15	0.05	0.79	0.61	-0.10	$-10.00	15.00	55	61.0	2929.000	-0.18	2024-11-17
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$-0.10	-0.67	$-0.18	-0.23	0.69	0.15	0.05	0.79	0.61	-0.10	$-10.00	15.00	54	61.0	2929.000	-0.18	2024-11-16
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$-0.10	-0.67	$-0.18	-0.23	0.19	0.15	0.05	0.79	0.61	-0.10	$-10.00	15.00	53	21.0	2929.000	-0.18	2024-11-15
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$-0.05	-0.33	$-0.11	-0.14	-0.06	0.15	0.10	0.79	0.68	-0.05	$-5.00	15.00	52	5.0	2929.000	-0.11	2024-11-14
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$-0.05	-0.33	$-0.05	-0.06	0.34	0.15	0.10	0.79	0.74	-0.05	$-5.00	15.00	51	5.0	2929.000	-0.05	2024-11-13
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$-0.10	-0.67	$-0.02	-0.03	-0.06	0.15	0.05	0.79	0.77	-0.10	$-10.00	15.00	50	112.0	2875.000	-0.02	2024-11-12
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$-0.05	-0.33	$0.01	0.01	0.06	0.15	0.10	0.79	0.80	-0.05	$-5.00	15.00	49	162.0	2743.000	0.01	2024-11-11
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$-0.05	-0.33	$0.09	0.11	-0.25	0.15	0.10	0.79	0.88	-0.05	$-5.00	15.00	48	289.0	2621.000	0.09	2024-11-10
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$-0.05	-0.33	$0.09	0.11	-0.26	0.15	0.10	0.79	0.88	-0.05	$-5.00	15.00	47	289.0	2621.000	0.09	2024-11-09
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$-0.05	-0.33	$0.09	0.11	-0.28	0.15	0.10	0.79	0.88	-0.05	$-5.00	15.00	46	264.0	2621.000	0.09	2024-11-08
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$0.00	0.00	$0.19	0.24	0.12	0.15	0.15	0.79	0.98	0.00	$0.00	15.00	45	60.0	2627.000	0.19	2024-11-07
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$0.15	1.00	$0.28	0.35	0.78	0.15	0.30	0.79	1.07	0.15	$15.00	15.00	44	113.0	2599.000	0.28	2024-11-06
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$0.35	2.33	$0.26	0.33	1.81	0.15	0.50	0.79	1.05	0.35	$35.00	15.00	43	2220.0	1006.000	0.26	2024-11-05
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$0.05	0.33	$0.17	0.22	-0.05	0.15	0.20	0.79	0.96	0.05	$5.00	15.00	42	11.0	995.000	0.17	2024-11-04
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$0.05	0.33	$0.18	0.23	-0.11	0.15	0.20	0.79	0.97	0.05	$5.00	15.00	39	2.0	993.000	0.18	2024-11-01
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$0.05	0.33	$0.17	0.22	-0.27	0.15	0.20	0.79	0.96	0.05	$5.00	15.00	38	8.0	985.000	0.17	2024-10-31
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$0.05	0.33	$0.15	0.19	-0.20	0.15	0.20	0.79	0.94	0.05	$5.00	15.00	37	13.0	987.000	0.15	2024-10-30
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$0.05	0.33	$0.21	0.27	-0.40	0.15	0.20	0.79	1.00	0.05	$5.00	15.00	36	27.0	977.000	0.21	2024-10-29
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$0.10	0.67	$0.19	0.24	-0.37	0.15	0.25	0.79	0.98	0.10	$10.00	15.00	35	2.0	975.000	0.19	2024-10-28
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$0.03	0.20	$0.07	0.09	3.44	0.15	0.18	0.79	0.86	0.03	$3.00	15.00	34	91.0	975.000	0.07	2024-10-27
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$0.03	0.20	$0.07	0.09	3.39	0.15	0.18	0.79	0.86	0.03	$3.00	15.00	33	91.0	975.000	0.07	2024-10-26
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$0.03	0.20	$0.10	0.13	0.64	0.15	0.18	0.79	0.89	0.03	$3.00	15.00	31	91.0	975.000	0.10	2024-10-24
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$0.03	0.20	$0.12	0.15	0.00	0.15	0.18	0.79	0.91	0.03	$3.00	15.00	30	91.0	907.000	0.12	2024-10-23
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$0.10	0.67	$0.18	0.23	-0.04	0.15	0.25	0.79	0.97	0.10	$10.00	15.00	29	11.0	912.000	0.18	2024-10-22
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$0.07	0.47	$0.19	0.24	0.39	0.15	0.22	0.79	0.98	0.07	$7.00	15.00	28	16.0	928.000	0.19	2024-10-21
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$0.10	0.67	$0.18	0.23	-0.08	0.15	0.25	0.79	0.97	0.10	$10.00	15.00	26	54.0	874.000	0.18	2024-10-19
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$0.15	1.00	$0.16	0.20	0.30	0.15	0.30	0.79	0.95	0.15	$15.00	15.00	25	7.0	874.000	0.16	2024-10-18
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$0.05	0.33	$0.16	0.20	-0.03	0.15	0.20	0.79	0.95	0.05	$5.00	15.00	23	7.0	872.000	0.16	2024-10-16
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$-0.05	-0.33	$0.00	0.00	0.36	0.15	0.10	0.79	0.79	-0.05	$-5.00	15.00	21	1.0	872.000	0.00	2024-10-14
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$0.05	0.33	$0.00	0.00	0.31	0.15	0.20	0.79	0.79	0.05	$5.00	15.00	18	2.0	872.000	0.00	2024-10-11
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$0.05	0.33	$0.00	0.00	0.33	0.15	0.20	0.79	0.79	0.05	$5.00	15.00	17	2.0	870.000	0.00	2024-10-10
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$0.00	0.00	$0.03	0.04	0.37	0.15	0.15	0.79	0.82	0.00	$0.00	15.00	16	2.0	869.000	0.03	2024-10-09
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$0.05	0.33	$0.13	0.16	0.00	0.15	0.20	0.79	0.92	0.05	$5.00	15.00	14	2.0	867.000	0.13	2024-10-07
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$0.05	0.33	$0.19	0.24	-1.22	0.15	0.20	0.79	0.98	0.05	$5.00	15.00	13	11.0	0.000	0.19	2024-10-06
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$0.05	0.33	$0.19	0.24	-0.22	0.15	0.20	0.79	0.98	0.05	$5.00	15.00	12	11.0	867.000	0.19	2024-10-05
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$0.05	0.33	$0.19	0.24	-0.51	0.15	0.20	0.79	0.98	0.05	$5.00	15.00	11	11.0	867.000	0.19	2024-10-04
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$0.05	0.33	$0.07	0.09	0.17	0.15	0.20	0.79	0.86	0.05	$5.00	15.00	10	11.0	867.000	0.07	2024-10-03
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$0.05	0.33	$0.09	0.11	-0.21	0.15	0.20	0.79	0.88	0.05	$5.00	15.00	9	11.0	867.000	0.09	2024-10-02
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$0.05	0.33	$0.10	0.13	-0.11	0.15	0.20	0.79	0.89	0.05	$5.00	15.00	8	11.0	0.000	0.10	2024-10-01
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$0.10	0.67	$0.13	0.16	0.52	0.15	0.25	0.79	0.92	0.10	$10.00	15.00	7	5.0	858.000	0.13	2024-09-30
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$0.08	0.53	$0.15	0.19	-1.19	0.15	0.23	0.79	0.94	0.08	$8.00	15.00	6	73.0	858.000	0.15	2024-09-29
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$0.08	0.53	$0.15	0.19	2.64	0.15	0.23	0.79	0.94	0.08	$8.00	15.00	5	73.0	818.000	0.15	2024-09-28
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$0.08	0.53	$0.15	0.19	0.28	0.15	0.23	0.79	0.94	0.08	$8.00	15.00	4	73.0	818.000	0.15	2024-09-27
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$0.10	0.67	$0.11	0.14	2.25	0.15	0.25	0.79	0.90	0.10	$10.00	15.00	3	25.0	812.000	0.11	2024-09-26
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$0.00	0.00	$0.01	0.01	-0.03	0.15	0.15	0.79	0.80	0.00	$0.00	15.00	2	125.0	755.000	0.01	2024-09-25
SCLX241220C00001000	SCLX	CALL	Long	1.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.03	0.04	-0.26	0.15	0.15	0.79	0.82	0.00	$0.00	15.00	1	394.0	755.000	0.03	2024-09-24
SCLX241220C00001000	SCLX	CALL	Long	1.00	None	$0.00	0.00	$0.00	0.00	0.00	0.15	0.15	0.79	0.79	0.00	$0.00	15.00	0	394.0	535.000	0.00	2024-09-23

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