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View Outliers PnL Drill-Down: SCLX241220P00000500

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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
2024-11-18	SCLX	SCLX241220P00000500	0.50	1067.0	3456.000	1.813	0.427	0.2	0.0	0.000	0.260	0.040	0.10	0.71	2024-12-20	PUT	Long	0.491	0.491	0.000

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
SCLX241220P00000500	SCLX	PUT	Long	0.50	None	$-0.05	-0.50	$0.19	0.30	-1.09	0.10	0.05	0.63	0.44	-0.05	$-5.00	10.00	31	312.0	6536.000	0.19	2024-12-19
SCLX241220P00000500	SCLX	PUT	Long	0.50	None	$-0.05	-0.50	$0.17	0.27	1.91	0.10	0.05	0.63	0.46	-0.05	$-5.00	10.00	30	20.0	6507.000	0.17	2024-12-18
SCLX241220P00000500	SCLX	PUT	Long	0.50	None	$-0.05	-0.50	$0.13	0.21	0.16	0.10	0.05	0.63	0.50	-0.05	$-5.00	10.00	29	100.0	6520.000	0.13	2024-12-17
SCLX241220P00000500	SCLX	PUT	Long	0.50	None	$-0.05	-0.50	$0.13	0.21	1.16	0.10	0.05	0.63	0.50	-0.05	$-5.00	10.00	28	85.0	6520.000	0.13	2024-12-16
SCLX241220P00000500	SCLX	PUT	Long	0.50	None	$-0.05	-0.50	$0.12	0.19	0.72	0.10	0.05	0.63	0.51	-0.05	$-5.00	10.00	25	85.0	6520.000	0.12	2024-12-13
SCLX241220P00000500	SCLX	PUT	Long	0.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.05	-0.50	$0.12	0.19	-0.09	0.10	0.05	0.63	0.51	-0.05	$-5.00	10.00	24	3572.0	6520.000	0.12	2024-12-12
SCLX241220P00000500	SCLX	PUT	Long	0.50	None	$-0.05	-0.50	$0.04	0.06	1.34	0.10	0.05	0.63	0.59	-0.05	$-5.00	10.00	23	3572.0	6520.000	0.04	2024-12-11
SCLX241220P00000500	SCLX	PUT	Long	0.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.05	-0.50	$0.06	0.10	1.84	0.10	0.05	0.63	0.57	-0.05	$-5.00	10.00	22	3572.0	3568.000	0.06	2024-12-10
SCLX241220P00000500	SCLX	PUT	Long	0.50	None	$-0.05	-0.50	$-0.06	-0.10	1.03	0.10	0.05	0.63	0.69	-0.05	$-5.00	10.00	21	1.0	3568.000	-0.06	2024-12-09
SCLX241220P00000500	SCLX	PUT	Long	0.50	None	$-0.05	-0.50	$-0.02	-0.03	0.78	0.10	0.05	0.63	0.65	-0.05	$-5.00	10.00	20	1.0	3568.000	-0.02	2024-12-08
SCLX241220P00000500	SCLX	PUT	Long	0.50	None	$-0.05	-0.50	$-0.02	-0.03	0.59	0.10	0.05	0.63	0.65	-0.05	$-5.00	10.00	18	1.0	3568.000	-0.02	2024-12-06
SCLX241220P00000500	SCLX	PUT	Long	0.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.05	-0.50	$0.01	0.02	0.41	0.10	0.05	0.63	0.62	-0.05	$-5.00	10.00	17	1.0	3568.000	0.01	2024-12-05
SCLX241220P00000500	SCLX	PUT	Long	0.50	None	$-0.05	-0.50	$-0.01	-0.02	0.41	0.10	0.05	0.63	0.64	-0.05	$-5.00	10.00	16	1.0	3568.000	-0.01	2024-12-04
SCLX241220P00000500	SCLX	PUT	Long	0.50	None	$-0.05	-0.50	$0.01	0.02	0.31	0.10	0.05	0.63	0.62	-0.05	$-5.00	10.00	15	1.0	3568.000	0.01	2024-12-03
SCLX241220P00000500	SCLX	PUT	Long	0.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.05	-0.50	$-0.01	-0.02	0.97	0.10	0.05	0.63	0.64	-0.05	$-5.00	10.00	14	1.0	3568.000	-0.01	2024-12-02
SCLX241220P00000500	SCLX	PUT	Long	0.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.05	-0.50	$-0.01	-0.02	0.88	0.10	0.05	0.63	0.64	-0.05	$-5.00	10.00	12	1.0	0.000	-0.01	2024-11-30
SCLX241220P00000500	SCLX	PUT	Long	0.50	None	$-0.05	-0.50	$0.01	0.02	0.72	0.10	0.05	0.63	0.62	-0.05	$-5.00	10.00	10	1.0	3568.000	0.01	2024-11-28
SCLX241220P00000500	SCLX	PUT	Long	0.50	None	$-0.05	-0.50	$0.01	0.02	-0.84	0.10	0.05	0.63	0.62	-0.05	$-5.00	10.00	9	1.0	3568.000	0.01	2024-11-27
SCLX241220P00000500	SCLX	PUT	Long	0.50	None	$-0.05	-0.50	$-0.01	-0.02	0.72	0.10	0.05	0.63	0.64	-0.05	$-5.00	10.00	8	1.0	3568.000	-0.01	2024-11-26
SCLX241220P00000500	SCLX	PUT	Long	0.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.01	-0.10	$0.03	0.05	-0.03	0.10	0.09	0.63	0.60	-0.01	$-1.00	10.00	7	2.0	3466.000	0.03	2024-11-25
SCLX241220P00000500	SCLX	PUT	Long	0.50	None	$0.00	0.00	$0.11	0.17	0.47	0.10	0.10	0.63	0.52	0.00	$0.00	10.00	6	11.0	3461.000	0.11	2024-11-24
SCLX241220P00000500	SCLX	PUT	Long	0.50	None	$0.00	0.00	$0.11	0.17	0.44	0.10	0.10	0.63	0.52	0.00	$0.00	10.00	5	11.0	3461.000	0.11	2024-11-23
SCLX241220P00000500	SCLX	PUT	Long	0.50	None	$0.00	0.00	$0.11	0.17	0.41	0.10	0.10	0.63	0.52	0.00	$0.00	10.00	4	11.0	3461.000	0.11	2024-11-22
SCLX241220P00000500	SCLX	PUT	Long	0.50	None	$-0.05	-0.50	$0.08	0.13	0.12	0.10	0.05	0.63	0.55	-0.05	$-5.00	10.00	3	35.0	3461.000	0.08	2024-11-21
SCLX241220P00000500	SCLX	PUT	Long	0.50	None	$-0.05	-0.50	$0.07	0.11	0.59	0.10	0.05	0.63	0.56	-0.05	$-5.00	10.00	2	35.0	3461.000	0.07	2024-11-20
SCLX241220P00000500	SCLX	PUT	Long	0.50	None	$-0.05	-0.50	$-0.02	-0.03	0.09	0.10	0.05	0.63	0.65	-0.05	$-5.00	10.00	1	5.0	3456.000	-0.02	2024-11-19
SCLX241220P00000500	SCLX	PUT	Long	0.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	0.10	0.10	0.63	0.63	0.00	$0.00	10.00	0	1067.0	3456.000	-0.00	2024-11-18

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